{"text_format":"1","workbook":"xlsx","n_sheets":2,"sheets":["Cover","Curve"],"not_rendered":{"charts":1,"images":2,"macros":1,"external_links":0,"defined_names":2,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Cover","index":0,"n_rows":16,"n_cols":3,"rows_kept":16,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,"FX Interpolation"]
[]
[null,null,"Andrew McSween"]
[null,null,{"$f":"TODAY()","v":"2022-01-27"}]

{"sheet":"Curve","index":1,"n_rows":26,"n_cols":29,"rows_kept":26,"cut":false,"hidden":false,"merged":[[3,3,3,8],[3,9,3,13],[1,15,1,17],[1,3,1,14]]}
[]
[null,null,null,"FX Interpolator",null,null,null,null,null,null,null,null,null,null,null,"*Expirations that do not trade are using interpolated prices"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Currency:","EUR",null,"Currency","Description","1 PIP"]
[null,null,null,"Raw Data",null,null,null,null,null,"Implied Prices",null,null,null,null,null,null,null,null,null,null,null,null,null,null,"AUD","Australian Dollar",1E-4]
[null,null,"Term","Symbol","Bid","Ask","Last","Last Trade Time","Recent","Bid","Ask","Mid","Date","T + ",null,null,null,null,null,null,null,null,null,null,"CAD","Canadian Dollar",1E-4]
[{"$f":"N6","v":0},null,"Cash",{"$f":"RTD(\"esrtd\",,$W$3&\" A0-FX\",\"Symbol\")","v":"EUR A0-FX"},{"$f":"RTD(\"esrtd\",,D6,\"Bid\")","v":1.1144000000000001},{"$f":"RTD(\"esrtd\",,D6,\"Ask\")","v":1.1144400000000001},{"$f":"RTD(\"esrtd\",,D6,\"Last\")","v":1.1144000000000001},{"$f":"RTD(\"esrtd\",,D6,\"Last Trade Time\")","v":44588.660520833335},{"$f":"RTD(\"esrtd\",,D6,\"Recent\")","v":1.1144000000000001},{"$f":"E6","v":1.1144000000000001},{"$f":"F6","v":1.1144400000000001},{"$f":"(K6-J6)/2+J6","v":1.11442},{"$f":"TODAY()","v":"2022-01-27"},{"$f":"M6-TODAY()","v":0},null,null,null,null,null,null,null,null,null,null,"CHF","Swiss Franc",1E-4]
[{"$f":"N7","v":4},null,"Spot",{"$f":"RTD(\"esrtd\",,$W$3&\" A2-FX\",\"Symbol\")","v":"EUR A2-FX"},{"$f":"RTD(\"esrtd\",,D7,\"Bid\")","v":0.60099999999999998},{"$f":"RTD(\"esrtd\",,D7,\"Ask\")","v":0.64100000000000001},{"$f":"RTD(\"esrtd\",,D7,\"Last\")","v":0.60099999999999998},{"$f":"RTD(\"esrtd\",,D7,\"Last Trade Time\")","v":44588.660393518519},{"$f":"RTD(\"esrtd\",,D7,\"Recent\")","v":0.60099999999999998},{"$f":"IFERROR(J$6+(E7*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(J6+J8)/2)","v":1.1144601000000001},{"$f":"IFERROR(K$6+(F7*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(K6+K8)/2)","v":1.1145041},{"$f":"IFERROR((K7-J7)/2+J7,#N/A)","v":1.1144821},{"$f":"WORKDAY(WORKDAY(M6+2,-1),1)","v":"2022-01-31"},{"$f":"M7-TODAY()","v":4},null,null,null,null,null,null,null,null,null,null,"CZK","Czech Koruna",1E-3]
[11,null,"Week 1",{"$f":"RTD(\"esrtd\",,$W$3&\" w1-FX\",\"Symbol\")","v":"EUR W1-FX"},{"$f":"RTD(\"esrtd\",,D8,\"Bid\")","v":1.53},{"$f":"RTD(\"esrtd\",,D8,\"Ask\")","v":1.58},{"$f":"RTD(\"esrtd\",,D8,\"Last\")","v":1.53},{"$f":"RTD(\"esrtd\",,D8,\"Last Trade Time\")","v":44588.659791666665},{"$f":"RTD(\"esrtd\",,D8,\"Recent\")","v":1.53},{"$f":"IFERROR(J$6+(E8*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(J7+J9)/2)","v":1.1145530000000001},{"$f":"IFERROR(K$6+(F8*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(K7+K9)/2)","v":1.1145980000000002},{"$f":"IFERROR((K8-J8)/2+J8,#N/A)","v":1.1145755000000002},{"$f":"WORKDAY(WORKDAY(M6+9,-1),1)","v":"2022-02-07"},11,null,null,null,null,null,null,null,null,null,null,"EUR","Euro",1E-4]
[18,null,"Week 2",{"$f":"RTD(\"esrtd\",,$W$3&\" w2-FX\",\"Symbol\")","v":"EUR W2-FX"},{"$f":"RTD(\"esrtd\",,D9,\"Bid\")","v":3.1},{"$f":"RTD(\"esrtd\",,D9,\"Ask\")","v":3.15},{"$f":"RTD(\"esrtd\",,D9,\"Last\")","v":3.1},{"$f":"RTD(\"esrtd\",,D9,\"Last Trade Time\")","v":44588.660428240742},{"$f":"RTD(\"esrtd\",,D9,\"Recent\")","v":3.1},1.1147100000000001,{"$f":"IFERROR(K$6+(F9*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(K8+K10)/2)","v":1.1147550000000002},1.1147325000000001,{"$f":"WORKDAY(WORKDAY(M6+16,-1),1)","v":"2022-02-14"},18,null,null,null,null,null,null,null,null,null,null,"GBP","British Pound",1E-4]
[25,null,"Week 3",{"$f":"RTD(\"esrtd\",,$W$3&\" w3-FX\",\"Symbol\")","v":"EUR W3-FX"},{"$f":"RTD(\"esrtd\",,D10,\"Bid\")","v":4.7699999999999996},{"$f":"RTD(\"esrtd\",,D10,\"Ask\")","v":4.8899999999999997},{"$f":"RTD(\"esrtd\",,D10,\"Last\")","v":4.7699999999999996},{"$f":"RTD(\"esrtd\",,D10,\"Last Trade Time\")","v":44588.659791666665},{"$f":"RTD(\"esrtd\",,D10,\"Recent\")","v":4.7699999999999996},1.1148770000000001,1.1149290000000001,1.114903,{"$f":"WORKDAY(WORKDAY(M6+23,-1),1)","v":"2022-02-21"},25,null,"Date","T + ","Update",null,null,null,null,null,null,"HKD","Hong Kong Dollar",1E-4]
[32,null,"Month 1",{"$f":"RTD(\"esrtd\",,$W$3&\" m1-FX\",\"Symbol\")","v":"EUR M1-FX"},{"$f":"RTD(\"esrtd\",,D11,\"Bid\")","v":6.13},{"$f":"RTD(\"esrtd\",,D11,\"Ask\")","v":6.33},{"$f":"RTD(\"esrtd\",,D11,\"Last\")","v":6.13},{"$f":"RTD(\"esrtd\",,D11,\"Last Trade Time\")","v":44588.660324074073},{"$f":"RTD(\"esrtd\",,D11,\"Recent\")","v":6.13},1.115013,1.1150730000000002,1.115043,{"$f":"IF(MONTH(WORKDAY(WORKDAY(EDATE(M$6,$AC12),-1),1))-MONTH(M$6)>1,WORKDAY(EOMONTH(M$6,0)+1,-1),WORKDAY(WORKDAY(EDATE(M$6,$AC12),-1),1))","v":"2022-02-28"},32,null,"2020-02-02",388,43475.572974537034,null,null,null,null,null,null,"HUF","Hungarian Forint",0.01]
[60,null,"Month 2",{"$f":"RTD(\"esrtd\",,$W$3&\" m2-FX\",\"Symbol\")","v":"EUR M2-FX"},{"$f":"RTD(\"esrtd\",,D12,\"Bid\")","v":14.37},{"$f":"RTD(\"esrtd\",,D12,\"Ask\")","v":14.59},{"$f":"RTD(\"esrtd\",,D12,\"Last\")","v":14.37},{"$f":"RTD(\"esrtd\",,D12,\"Last Trade Time\")","v":44588.659791666665},{"$f":"RTD(\"esrtd\",,D12,\"Recent\")","v":14.37},1.115837,1.1158990000000002,1.1158680000000001,{"$f":"IF(MONTH(WORKDAY(WORKDAY(EDATE(M$6,$AC13),-1),1))-MONTH(M11)>1,WORKDAY(EOMONTH(M11,1)+1,-1),WORKDAY(WORKDAY(EDATE(M$6,$AC13),-1),1))","v":"2022-03-28"},60,null,"Bid","Ask","Mid",null,null,null,null,null,null,"INR","Indian Rupee",1E-3,null,1]
[90,null,"Month 3",{"$f":"RTD(\"esrtd\",,$W$3&\" m3-FX\",\"Symbol\")","v":"EUR M3-FX"},{"$f":"RTD(\"esrtd\",,D13,\"Bid\")","v":24.09},{"$f":"RTD(\"esrtd\",,D13,\"Ask\")","v":24.34},{"$f":"RTD(\"esrtd\",,D13,\"Last\")","v":24.09},{"$f":"RTD(\"esrtd\",,D13,\"Last Trade Time\")","v":44588.660416666666},{"$f":"RTD(\"esrtd\",,D13,\"Recent\")","v":24.09},1.1168090000000002,1.1168740000000001,1.1168415,"2022-04-27",90,null,1.192069401098901,1.1925559395604395,1.1923126703296703,null,null,null,null,null,null,"JPY","Japanese Yen",0.01,null,2]
[120,null,"Month 4",{"$f":"RTD(\"esrtd\",,$W$3&\" m4-FX\",\"Symbol\")","v":"EUR M4-FX"},{"$f":"RTD(\"esrtd\",,D14,\"Bid\")","v":35.78},{"$f":"RTD(\"esrtd\",,D14,\"Ask\")","v":36.28},{"$f":"RTD(\"esrtd\",,D14,\"Last\")","v":35.78},{"$f":"RTD(\"esrtd\",,D14,\"Last Trade Time\")","v":44588.65997685185},{"$f":"RTD(\"esrtd\",,D14,\"Recent\")","v":35.78},1.1179780000000001,1.1180680000000001,1.118023,"2022-05-27",120,null,null,null,null,null,null,null,null,null,null,"MXN","Mexican Peso",1E-4,null,3]
[151,null,"Month 5",{"$f":"RTD(\"esrtd\",,$W$3&\" m5-FX\",\"Symbol\")","v":"EUR M5-FX"},{"$f":"RTD(\"esrtd\",,D15,\"Bid\")","v":47.82},{"$f":"RTD(\"esrtd\",,D15,\"Ask\")","v":48.36},{"$f":"RTD(\"esrtd\",,D15,\"Last\")","v":47.82},{"$f":"RTD(\"esrtd\",,D15,\"Last Trade Time\")","v":44588.659791666665},{"$f":"RTD(\"esrtd\",,D15,\"Recent\")","v":47.82},1.1191820000000001,1.1192760000000002,1.1192290000000003,"2022-06-27",151,null,null,null,null,null,null,null,null,null,null,"NZD","New Zealand Dollar",1E-4,null,4]
[181,null,"Month 6",{"$f":"RTD(\"esrtd\",,$W$3&\" m6-FX\",\"Symbol\")","v":"EUR M6-FX"},{"$f":"RTD(\"esrtd\",,D16,\"Bid\")","v":60.95},{"$f":"RTD(\"esrtd\",,D16,\"Ask\")","v":61.75},{"$f":"RTD(\"esrtd\",,D16,\"Last\")","v":60.95},{"$f":"RTD(\"esrtd\",,D16,\"Last Trade Time\")","v":44588.660416666666},{"$f":"RTD(\"esrtd\",,D16,\"Recent\")","v":60.95},1.120495,1.1206150000000001,1.120555,"2022-07-27",181,null,null,null,null,null,null,null,null,null,null,"PLN","Polish Zloty",1E-4,null,5]
[214,null,"Month 7",{"$f":"RTD(\"esrtd\",,$W$3&\" m7-FX\",\"Symbol\")","v":"EUR M7-FX"},{"$f":"RTD(\"esrtd\",,D17,\"Bid\")","v":75.84},{"$f":"RTD(\"esrtd\",,D17,\"Ask\")","v":79.34},{"$f":"RTD(\"esrtd\",,D17,\"Last\")","v":75.84},{"$f":"RTD(\"esrtd\",,D17,\"Last Trade Time\")","v":44588.660509259258},{"$f":"RTD(\"esrtd\",,D17,\"Recent\")","v":75.84},1.1219840000000001,1.1223740000000002,1.122179,"2022-08-29",214,null,null,null,null,null,null,null,null,null,null,"SGD","Singapore Dollar",1E-4,null,6]
[243,null,"Month 8",{"$f":"RTD(\"esrtd\",,$W$3&\" m8-FX\",\"Symbol\")","v":"EUR M8-FX"},{"$f":"RTD(\"esrtd\",,D18,\"Bid\")","v":89.99},{"$f":"RTD(\"esrtd\",,D18,\"Ask\")","v":92.19},{"$f":"RTD(\"esrtd\",,D18,\"Last\")","v":89.99},{"$f":"RTD(\"esrtd\",,D18,\"Last Trade Time\")","v":44588.660520833335},{"$f":"RTD(\"esrtd\",,D18,\"Recent\")","v":89.99},1.123399,1.1236590000000002,1.123529,"2022-09-27",243,null,null,null,null,null,null,null,null,null,null,"THB","Thai Baht",0.01,null,7]
[273,null,"Month 9",{"$f":"RTD(\"esrtd\",,$W$3&\" m9-FX\",\"Symbol\")","v":"EUR M9-FX"},{"$f":"RTD(\"esrtd\",,D19,\"Bid\")","v":106.24},{"$f":"RTD(\"esrtd\",,D19,\"Ask\")","v":108.74},{"$f":"RTD(\"esrtd\",,D19,\"Last\")","v":106.24},{"$f":"RTD(\"esrtd\",,D19,\"Last Trade Time\")","v":44588.660509259258},{"$f":"RTD(\"esrtd\",,D19,\"Recent\")","v":106.24},1.125024,1.1253140000000001,1.1251690000000001,"2022-10-27",273,null,null,null,null,null,null,null,null,null,null,"ZAR","South African Rand",1E-4,null,8]
[305,null,"Month 10",{"$f":"RTD(\"esrtd\",,$W$3&\" N0-FX\",\"Symbol\")","v":"EUR N0-FX"},{"$f":"RTD(\"esrtd\",,D20,\"Bid\")","v":121.9},{"$f":"RTD(\"esrtd\",,D20,\"Ask\")","v":126.9},{"$f":"RTD(\"esrtd\",,D20,\"Last\")","v":121.9},{"$f":"RTD(\"esrtd\",,D20,\"Last Trade Time\")","v":44588.660509259258},{"$f":"RTD(\"esrtd\",,D20,\"Recent\")","v":121.9},1.12659,1.1271300000000002,1.1268600000000002,"2022-11-28",305,null,null,null,null,null,null,null,null,null,null,null,null,null,null,9]
[334,null,"Month 11",{"$f":"RTD(\"esrtd\",,$W$3&\" N1-FX\",\"Symbol\")","v":"EUR N1-FX"},{"$f":"RTD(\"esrtd\",,D21,\"Bid\")","v":138.07},{"$f":"RTD(\"esrtd\",,D21,\"Ask\")","v":143.57},{"$f":"RTD(\"esrtd\",,D21,\"Last\")","v":138.07},{"$f":"RTD(\"esrtd\",,D21,\"Last Trade Time\")","v":44588.660509259258},{"$f":"RTD(\"esrtd\",,D21,\"Recent\")","v":138.07},1.128207,1.1287970000000001,1.1285020000000001,"2022-12-27",334,null,null,null,null,null,null,null,null,null,null,null,null,null,null,10]
[365,null,"Year 1",{"$f":"RTD(\"esrtd\",,$W$3&\" Y1-FX\",\"Symbol\")","v":"EUR Y1-FX"},{"$f":"RTD(\"esrtd\",,D22,\"Bid\")","v":160.16},{"$f":"RTD(\"esrtd\",,D22,\"Ask\")","v":163.06},{"$f":"RTD(\"esrtd\",,D22,\"Last\")","v":160.16},{"$f":"RTD(\"esrtd\",,D22,\"Last Trade Time\")","v":44588.660497685189},{"$f":"RTD(\"esrtd\",,D22,\"Recent\")","v":160.16},1.1304160000000001,1.130746,1.1305810000000001,{"$f":"WORKDAY(WORKDAY(EDATE(M6,12),-1),1)","v":"2023-01-27"},365,null,null,null,null,null,null,null,null,null,null,null,null,null,null,11]
[546,null,"Month 18",{"$f":"RTD(\"esrtd\",,$W$3&\" N8-FX\",\"Symbol\")","v":"EUR N8-FX"},{"$f":"RTD(\"esrtd\",,D23,\"Bid\")","v":264.69},{"$f":"RTD(\"esrtd\",,D23,\"Ask\")","v":269.69},{"$f":"RTD(\"esrtd\",,D23,\"Last\")","v":264.69},{"$f":"RTD(\"esrtd\",,D23,\"Last Trade Time\")","v":44588.660509259258},{"$f":"RTD(\"esrtd\",,D23,\"Recent\")","v":264.69},1.1408690000000001,1.1414090000000001,1.1411390000000001,{"$f":"WORKDAY(WORKDAY(EDATE(M6,18),-1),1)","v":"2023-07-27"},546,null,null,null,null,null,null,null,null,null,null,null,null,null,null,12]
[732,null,"Year 2",{"$f":"RTD(\"esrtd\",,$W$3&\" Y2-FX\",\"Symbol\")","v":"EUR Y2-FX"},{"$f":"RTD(\"esrtd\",,D24,\"Bid\")","v":374.5},{"$f":"RTD(\"esrtd\",,D24,\"Ask\")","v":383},{"$f":"RTD(\"esrtd\",,D24,\"Last\")","v":374.5},{"$f":"RTD(\"esrtd\",,D24,\"Last Trade Time\")","v":44588.660011574073},{"$f":"RTD(\"esrtd\",,D24,\"Recent\")","v":374.5},1.15185,1.1527400000000001,1.1522950000000001,{"$f":"WORKDAY(WORKDAY(EDATE(M6,24),-1),1)","v":"2024-01-29"},732,null,null,null,null,null,null,null,null,null,null,null,null,null,null,18]
[1096,null,"Year 3",{"$f":"RTD(\"esrtd\",,$W$3&\" Y3-FX\",\"Symbol\")","v":"EUR Y3-FX"},{"$f":"RTD(\"esrtd\",,D25,\"Bid\")","v":575.13},{"$f":"RTD(\"esrtd\",,D25,\"Ask\")","v":595.13},{"$f":"RTD(\"esrtd\",,D25,\"Last\")","v":575.13},{"$f":"RTD(\"esrtd\",,D25,\"Last Trade Time\")","v":44588.660474537035},{"$f":"RTD(\"esrtd\",,D25,\"Recent\")","v":575.13},{"$f":"IFERROR(J$6+(E25*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(J24+#REF!)/2)","v":1.171913},{"$f":"IFERROR(K$6+(F25*(VLOOKUP($W$3,$Y$4:$AA$19,3,FALSE))),(K24+#REF!)/2)","v":1.173953},1.172933,{"$f":"WORKDAY(WORKDAY(EDATE(M6,36),-1),1)","v":"2025-01-27"},1096,null,null,null,null,null,null,null,null,null,null,null,null,null,null,24]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,36]