USD TBill Enhancement | Weekly Release 7/22/22

Enhancement


Added support for the Forward Matched Maturity SOFR Spread & the SOFR Spread Z columns


Traders can now view the repo forward SOFR spread YY & Z levels for USD TBills.


Traders can customize the forward date using the “Fwd Dt” field at the top of the sheet or the “Fwd Date” column. Traders can also customize the repo used with the “Fwd Repo” column. The FSSprd YY/Z columns will be updated accordingly.