Scribd Logo
Upload

Welcome to Scribd!

  • 504 views

    Bloomberg Fixed Income

    Uploaded by

    prachiz1
    This document provides an overview and menu of the analytics available through Bloomberg related to fixed income securities. It includes sections that summarize the economic data and indicators available, the types of fixed income securities, tools for analyzing US Treasuries and yield curves, conducting individual bond analysis, relative value comparisons, and mortgage-backed securities metrics. The document outlines the ticker codes and functions for accessing data on metrics like credit profiles, prices, yields, returns, durations, prepayment speeds, and more through the Bloomberg platform.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Bloomberg Fixed Income

    Uploaded by

    prachiz1
    504 views2 pages
    This document provides an overview and menu of the analytics available through Bloomberg related to fixed income securities. It includes sections that summarize the economic data and indicators available, the types of fixed income securities, tools for analyzing US Treasuries and yield curves, conducting individual bond analysis, relative value comparisons, and mortgage-backed securities metrics. The document outlines the ticker codes and functions for accessing data on metrics like credit profiles, prices, yields, returns, durations, prepayment speeds, and more through the Bloomberg platform.

    Original Description:

    Bloomberg Fixed Income

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document provides an overview and menu of the analytics available through Bloomberg related to fixed income securities. It includes sections that summarize the economic data and indicators available, the types of fixed income securities, tools for analyzing US Treasuries and yield curves, conducting individual bond analysis, relative value comparisons, and mortgage-backed securities metrics. The document outlines the ticker codes and functions for accessing data on metrics like credit profiles, prices, yields, returns, durations, prepayment speeds, and more through the Bloomberg platform.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    504 views2 pages

    Bloomberg Fixed Income

    Uploaded by

    prachiz1
    This document provides an overview and menu of the analytics available through Bloomberg related to fixed income securities. It includes sections that summarize the economic data and indicators available, the types of fixed income securities, tools for analyzing US Treasuries and yield curves, conducting individual bond analysis, relative value comparisons, and mortgage-backed securities metrics. The document outlines the ticker codes and functions for accessing data on metrics like credit profiles, prices, yields, returns, durations, prepayment speeds, and more through the Bloomberg platform.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 2

    Bloomberg Fixed Income Analysis

    JESSE H. JONES SCHOOL OF BUSINESS, RICE UNIVERSITY


    EL PASO CORPORATION FINANCE CENTER

    Economics and Overview
    ECO, ECOS Economic indicators, Economic estimates
    ECST, ECRP World econ stats, Chart with economic impact (survey, actual, revised)
    WB World Bond Markets
    PX1, BTMM US Treasury Summary, Treasury Market Summary
    MAPD Debt volume by sector
    CDS, GCDS CDS main menu, browse historical CDS values

    Fixed Income Security Types
    <GOVT> (F2) Treasuries <M-MKT> (F5) Money Markets
    <CORP> (F3) Corporates (includes Agencies) <MUNI> (F6) Municipals
    <MTGE> (F4) Mortgages

    US Treasuries
    G <GOVT> Displays on-the-run Treas. & YTM
    T <GOVT> Displays Treas. in coupon order
    S <GOVT> Displays Treas. strips
    CT10 Current 10 Yr (CB1,2,3,6,12 CT2,3,5,7,10,30)
    GT10 Generic 10 Yr (CB1,2,3,6,12, GT2,3,5,7,10,30)
    PX, PX1, PX2-8 Agency/Government menu, current & near-off-the-run, later maturity Treas.
    T 3
    3
    8
    11/15/19 Govt Load Treas. with 3 3/8 coupon and maturity of 11/15/19

    Yield Curve Analysis
    CURV, CURV2 Main menu for Bloomberg curve functions, most popular curves
    C15 Historical US Treasury yield curve analysis
    FWCV, FWCM Forward US Treas. yield curves, Forward US Treas. yield matrix
    YCRV Yield curve analysis by geography, rating, or industry
    IYC Menu for yield curve analysis
    IYC1 Single curve (including Treasuries, Agencies, Swaps)
    IYC4 Intraday change yesterday to today
    IYC6 Single curve, historical spreads give two dates
    IYC8, IYC9 Historical returns, Horizon return analysis
    FMC Fair market curves universe of securities divided up into groups
    FMCH Historical fair market curves look at changes in spreads over time
    FMCS, FMHS Yield spread in table and curve format, historical yield spread
    FMCI Tickers to analyze for curves
    CURV <Corp> Bloomberg curve search
    BYOC Build-your-own-curve



    Individual Bond Analysis
    DES, ISSD Description of issuer, issuer information & capital structure overview
    CRPR Credit profile rating agency information
    DDIS Issuer debt distribution
    CN, CN1 News for specific issuer, latest news article for specific issuer
    GP, GPO, GY Historical prices and yields
    YA, YAS Yield analysis, Yield / spread analysis
    PT Price / yield table
    TRA Total return analysis horizon return given yield shifts
    DURA Duration analysis changes in duration given yield shifts
    HZ1-5 Horizon analysis
    SRCH Bond search


    Relative Value
    RV, RVM Historical yield spread relative to maturity
    RVF Compares yield to BB fair value curve
    RVFP Compares price to BB fair price
    CBS Comparable bond spreads
    COMP Comparative returns


    Mortgages
    GEO Geographic distribution of loans
    CLC Collateral composition
    CLD, PDI Historical PSA factors
    PDD History of principal and interest payments
    PDS Historical payment speeds
    CFG, CFT Project cash flows at different speeds (graph, table)
    CPG, CPH Generic prepayment history (graph, table)
    VALL Dealer forecasts of speed
    WALG Weighted average life chart (by dealer)
    OAS1 Analyze option adjusted spreads

    You might also like

    pFad - Phonifier reborn

    Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

    Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


    Alternative Proxies:

    Alternative Proxy

    pFad Proxy

    pFad v3 Proxy

    pFad v4 Proxy