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The Bloomberg USD swap curve (YCSW0023 Index) had changed and bloomberg put a Financial commodity future.

Why changes? What the factor make this changes? Why bloomberg put into a financial commodity future.

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*This is not the complete curve...

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    $\begingroup$ Would not it be more efficient to ask Bloomberg support (F1 F1)? $\endgroup$ Jul 16, 2020 at 11:59
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    $\begingroup$ ED are Eurodollar futures as you probably know. They can be used as estimators of future 3-mo Libors in the short/medium term. $\endgroup$
    – nbbo2
    Jul 16, 2020 at 14:08
  • $\begingroup$ maybe this instruments can be moore liquid! $\endgroup$
    – jonas.lima
    Jul 16, 2020 at 16:57

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Really a question for the help desk F1 F1.

However, that is not a recent change. ICVS 23 uses these since years. If you did not have that, I suspect you restored SWDF DFLT in which case you see what is recommended.

Ignore the classification - it's not a commodity - it's ED future. HELP ICVS has white papers. The first one, Building the BBG IR Curve discusses this in quite some detail.

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