Professional Documents
Culture Documents
DEFAULT
ESC
HELP
PDF
"Word"
TOP
TOP STK
FOMC
MOST
HILO
LVI
BBEA
NI WARN
ACDR
HELP
GO
HELP
GO
GO
GO
GO
GO
GO
GO
GO
GO
Description
Log-in
Start over
Write to Help Desk
User's defaults
Search for keyword
Top news
News on top stocks
Federal Open Market Committee (FOMCO) announcements
Most active/up/down stocks by volume/value today
52 Weeks Highs/Lows stocks by exchange today
Largest volume increases today
Earnings news
Company warnings on Net Income
Company earnings announcements calendar (expected EPS)
COMPANY RESEARCH
BQ
DES
GPO
GPC
"Ticker"
"Ticker"
"Ticker"
"Ticker"
EQUITY
EQUITY
EQUITY
EQUITY
GO
GO
GO
GO
Company quote
Company description (4 pages)
Company bar graph
Candle Chart
NOTE: For quick news pertaining to a jump in stock price or on a given day, highlight the day on the chart and click "News."
CN
RV
COMP
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
Equity
Equity
Equity
Equity
Equity
Equity
Equity
EQUITY
EQUITY
EQUITY
FA
TRA
DVD
ERN
EE
CF
ANR
GO
GO
GO
GO
GO
GO
GO
GO
GO
GO
Company news
Company relative value
Company benchmark
Financial analysis
Total returns
Dividends
Earnings (historical EPS, P/E, adjustments)
Earnings (EPS estimates by investment banks)
Company SEC filings
Analyst recommendations
VALUATION MODELS
"Ticker"
"Ticker"
EQUITY
EQUITY
RIV
DDM
GO
GO
GO
GO
INDICES
WEI
WEIS
"Ticker"
"Ticker"
GO
GO
INDEX
INDEX
DES
GRPS
GMOV
GO
Index - groups movers
GWGT
GO
Index - groups weightings
RVG
GO
Index - group relative value (market cap, return)
GRR
GO
Index - groups ranked returns (ranking)
Index members (companies): Use these functions after executing a "DES" on the selected Index.
MEMB
GO
List of members
WBRS
GO
Members, weights, groups
WGT
GO
Weights
HMOV
GO
Historical movers
IMN
GO
Monitor
MRR
GO
Ranked returns (ranking)
MOV
GO
Movers
TRA
GO
Total return analysis
RV
GO
Relative value
IPRT
GO
Index to portfolio
LAUNCHPAD
BLP
GO
TOOLS
REVEAL
NWEG
GO
NW
GO
Bloomberg Launchpad
Add "favorites", create functions linked to one security
Bring Launch Pad components to front
Templates of worksheets
New work sheet
Notes
Log in to the system
Disconnect and return to main screen
Contact the Help desk 24/7 for assistance
Change the defaults of your personal account
Search for all topics on a specific word
All news headlines
Monetary Policy News
Stocks trading near 52 week lows are potential value targets
HELP
GO
GO
PDF
TZDF
UUF
UREG
MSGM
GO
GO
GO
GO
GO
"Word"
SEARCH
HELP
GO
BU
CERT
TRAIN
MYBB
EASY
GO
GO
GO
GO
GO
EXCH
GO
BBXL
PHON
BLP
BLAW
DMSG
LTP BFON
GO
GO
GO
GO
GO
GO
DOCS
I005
GO
1293917 Ref:
Log-in
Start over
Write to Help Desk
Historical archieve of messsages to Help Desk
Contact Bloomberg representative
User's defaults
1
Change password
Add a new user
Message menu
Search for keyword
Search for keyword
Bloomberg University
Bloomberg certification program
Training
Functions and beneftis
List of tips and shortcuts
List of exchanges available
Excel instructions
User's defaults for Bloomberg Phon service
Bloomberg Launchpad
Laws
Data messages
Voice over Internet
Find documents on training session
1293923 Ref:
NWEG
GO
Templates of worksheets
NW
GO
New work sheet
To export an excel worksheet from NW - use Options and "Excel via API links"
PDF
BLP
GO
GO
6 GO
Launch Pad:
TOOLS
REVEAL
HELP
FILE
NEW
OPEN
DELETE
SAVE
RENAME
PRINT
SEND
LAUNCH
BQ
DES
GPO
CN
RV
COMP
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
PANL
GO
EQUITY
EQUITY
EQUITY
EQUITY
EQUITY
EQUITY
GO
GO
GO
GO
GO
GO
Company quote
Company description (4 pages)
Company bar graph
Company news
Company relative value
Company benchmark
Modify news filter
launch "favorites"
1293930 Ref:
GO
HISTORICAL CHARTS
Trade line graph
"Ticker" EQUITY GP
Bar graph
Left tick: Open price Right tick:
Vertical line Intraday high-low
"Ticker" EQUITY GPO
"Ticker" EQUITY GPO
"Ticker" EQUITY GPO
"Ticker" EQUITY GPO
"Ticker" EQUITY GPO
GO
Close price
GO
GO
GO
GO
GO
D ROLL
W ROLL
M ROLL
YTD
GO
GO
GO
GO
GO
D ROLL
W ROLL
M ROLL
YTD
GO
GO
GO
GO
GO
GO
D ROLL
W ROLL
M ROLL
YTD
GO
GO
GO
GO
Candle graph
Shaded candle
Top:
Open price Bottom:
Vertical line Intraday high-low
Open candle
Top:
Close price Bottom:
Vertical line Intraday high-low
"Ticker" EQUITY GPC
"Ticker" EQUITY GPC
"Ticker" EQUITY GPC
"Ticker" EQUITY GPC
"Ticker" EQUITY GPC
RSI
RSI
RSI
RSI
RSI
RSI
INTRADAY CHARTS
"Ticker" EQUITY GIP
GO
D ROLL
W ROLL
M ROLL
YTD
Close price
Open price
GO
"Ticker"
"Ticker"
"Ticker"
EQUITY
EQUITY
EQUITY
GIP
IGPO
IGPC
GO
GO
GO
CURRENCY CHARTS
"Ticker" EQUITY GX24
GO
PG BACK
HMSM
GO
G
GEG
GO
GO
e (trade line): historical closing prices, 2 moving averages for one security
e Bar (bar graph): high/low, open/close historical prices, 2 moving averages for one security (or volume, value and open interest)
esent bar graph
present bar graph
-present bar graph
e Candle (candle graph): high/low, open/close historical prices, 2 moving averages for one security (or volume, value and open interest)
esent candle graph
present candle graph
-present candle graph
e candle graph
c scale graph: historical closing prices, 3 moving averages for one security on a logarithmic scale (line, bar or candle)
esent log graph
present log graph
-present log graph
rength Index historical graph: historical price/yield graph and table for one security (helps determine possible future price movement)
rength Index intraday graph: historical price/yield graph and table for one security (helps determine possible future price movement)
esent RSI graph
present RSI graph
-present RSI graph
aph: intraday prices for one security (up to 30 days) (can add trend lines, etc.)
rrency prices for 24 hours: last, change, open, high/low currency price in NY, London, Tokyo
custom charts
ded G worksheets
open interest)
e price movement)
price movement)
1293936 Ref:
NRC
GO
N
NH
NWEB
GO
GO
GO
TOP
TOP
GO
DEAL
NI
NI
TNI
TNI
GO
DEAL
GO
MNA
"Ticker"
EQUITY
BPO
WECO
CECO
EVNT
GO
GO
GO
GO
TNI
RUSSIA
ECST
CBQ
CENB
GO
GO
GO
Country statistics
Country profile
Central Banks web sites
FOMC
GO
Top news
Top news on category (Mergers)
GO
CONS
GO
CN
GO
Company news
GO
GO
GO
GO
1293943 Ref:
Bloomberg API
Excel instructions
Excel (wizards):
TABLE WIZARD
H WIZARD
I WIZARD
B WIZARD
Excel (formula):
=blp(security,fields)
IBM Equity
NAME
=blp(A15,A16)
GO
IBM Equity
PX LAST
=blp(A19,A20)
GO
1293949 Ref:
News on top stocks
"Ticker"
"Ticker"
"Ticker"
"Ticker"
Equity
Equity
Equity
Equity
RELS
CU
CN
MGMT
GO
GO
GO
GO
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
"Ticker"
Equity
Equity
Equity
Equity
Equity
Equity
Equity
DES
GPO
FA
TRA
DVD
ERN
EE
GO
GO
GO
GO
GO
GO
GO
"Ticker"
Equity
BQ
GO
"Ticker"
Equity
QRM
GO
"Ticker"
Equity
CF
GO
"Ticker"
Equity
ANR
GO
Analyst recommendations
MOST
HILO
LVI
HALT
GO
GO
GO
GO
BLP
GO
Bloomberg Launchpad
WEI
GO
RV
GO
me/value today
1293974 Ref:
Top-to-down approach
N
GO
TOP
GO
TOP STK GO
News groups
News
News on top stocks
BBEA
NI WARN
ACDR
CACT
GO
GO
GO
GO
Earnings news
Company warnings on Net Income
Company earnings announcements calendar (expected EPS)
Corporate events by event type
WEI
WEIS
"Ticker"
GO
GO
INDEX
"Ticker"
GMOV
GWGT
RVG
GRR
INDEX
GO
GO
GO
GO
DES
GO
GRPS
GO
List of members
Members, weights, groups
Weights
Historical movers
Monitor
Ranked returns (ranking)
Movers
Total return analysis
Relative value
Index to portfolio
QSRC
GO
GE
FA
RV
COMP
GO
GO
GO
GO
"Ticker"
HS
CIX
Equity
GO
GO
"Ticker"
Equity
GO
BLP
GO
Bloomberg Launchpad
RV W
RV
RV
GO
"Region co GO
R
GO
GO
1293981 Ref:
Create portfolio
GO
1293989 Ref:
Create new monitor
1293997 Ref:
ECO
GO
WEI
GO
CBQ
GO
IBQ
GO
DSRC
GO
QSRC
GO
Equity search
BQ
GO
G
G "No."
GO
GO
Create chart
Create new template
"Ticker"
EQUITY
RV
GO
Relative value
CNP
GO
Custom newspapers
"Ticker"
Space
GO
EQUITY
G "No."
CNP
GO
GO
selected company
1294004 Ref:
CLIENT
PRTU
PLST
PMEN
PDIS
PMAC
RPT
LIST
PBSK
TK
RSRT
NCTR
MMGR
Portfolio system
GO
GO
GO
GO
GO
GO
GO
GO
GO
GO
GO
GO
PDSP
PRPT
RPT
PRTS
PTE
GO
GO
GO
GO
GO
Update portfolio
GO
G to trade ticket
List of trade tickets in the portfolio
Current position, cost, price, etc. for each security in the portfolio
Custom reports for a portfolio
Run reports (reports are deleted after 5 days)
Instant or scheduled report (against orginial cost)
Set-up and generate reports on various categories
RVP
GO
Relative value of portfolio (compare equities in the portfolio)
Click: Edit - Template Settings - General Display to add benchmark index
Click: Edit - Template Settings - Portfolio Analytics to add Underweight/Overweight details
NPH
NPH ANY
GO
GO
PBSK
PCPY
PHST
."Basket name"
GO
GO
GO
INDEX
Create and update a basket (group of securities that you can link to
Copy securities from the portfolio to the basket
Basket price history
Access the basket
GO
COMP
GO
PCMP
GO
Compare portfolio with an index/benchmark
To compare performance of portfolio to a benchmark: PRTU> PBSK> PCPY> PHST
QSRC
GO
Equity search
RATC
GO
MSCI
WEIS
GO
GO
GO
l (MSCI) indices
1294011 Ref:
API
GO
BBXL
GO
Excel instructions
1294019 Ref:
CEM
CTM
GO
GO
SPA
INDEX
"Ticker"
INDEX
DES
GO
Contract description
FUTURES
FEPS
GO
WEIF
WBF
WIR
GO
GO
GO
"Ticker"
"Ticker"
EQUITY
EQUITY
FHG
FSM
GO
GO
"Ticker"
INDEX
CT
GO
"Ticker"
"Ticker"
INDEX
INDEX
FV
FVD
GO
GO
OPTIONS
"Ticker" EQUITY
"Ticker" EQUITY
"Ticker" EQUITY
OMON
OMON
OMST
GO
T "Templat GO
GO
"Ticker"
"Ticker"
EQUITY
EQUITY
OV
OVX
GO
GO
Option valuation
Exotic option valuation (can search for specific option types an
"Ticker"
"Ticker"
"Ticker"
EQUITY
EQUITY
EQUITY
HVG
HIVG
HVT
GO
GO
GO
SP1
INDEX
VIX
INDEX
Volatility Index
MOSO
QQQ
GO
Index
OBTR
GO
MST
GO
ir value analysis
ir value analysis in detail
1294027 Ref:
GPO
GO
Bar chart
GPC
GO
Candle chart
Long-term to short-term
GPO W
GO
GIP 30
GO
GIP 5
GO
GIP
GO
Support - level below securities can't go
Resistance - level above securities can't go
1294034 Ref:
RV
BQ
FA
GO
GO
GO
Relative value
Bloomberg quote on a specific company (1-page su
Financial analysis
BR
GO
Bloomberg research
BR ALL
BR REG
BR IND
BR SUB
BR CON
BR MKT
BR BRC
BR ANA
BR NPH
GO
GO
GO
GO
GO
GO
GO
GO
GO
All research
Bloomberg research by region
Bloomberg research by industry
Bloomberg research by subject
Bloomberg research by contributor
Bloomberg research by market type
Bloomberg research by company
Bloomberg research by analyst
Bloomberg research by portfolio
BR EQU
BR EREG
BR EIND
BR ESUB
BR ECON
GO
GO
GO
GO
GO
"Ticker"
CRP
ERQP
WACC
DDM
AZS
EQUITY
GO
GO
GO
GO
GO
QSRC
GO
"Ticker"
CORR
EQUITY
GO
BETA
GO
Equity beta
Country risk premium
Equity risk premium
Equity WACC
Dividend Discount Model
Altman's Z-score model
Equity search
"Ticker"
EQUITY
HRA
GO
Notes:
Beta
Standard error
0.2
Raw Beta
0.8
Adjusted Beta > 0.8
67% of observations of Raw Beta are between [0.8-0.2]-[0.8+0.2]=[0.6;1.0]
Adjusted Beta ~ 0.87
Country Risk Premium Inputs:
Forecasted growth rates, earnings, dividends, payout ratio and current values
3
5
7
9
Transition
Stage
14
12
10
8
research by region
research by industry
research by subject
research by contributor
research by market type
research by company
research by analyst
research by portfolio
arcy by region
arcy by industry
arcy by subject
arcy by contributor
Discount Model
orrelation coefficient
orrelation coefficient
1294041 Ref:
OSCN
WSRC
GO
GO
OV
OVX
GO
GO
Calculate option values for a selected index/equity option using your price a
Calculate option values for a selected index/equity option using your price a
OMON
WCM
GO
GO
COAT
POAT
GO
GO
Call option valuation sensitivity measures for various strike prices for under
Put option valuation sensitivity measures for various strike prices for underl
HVG
HVT
HIVG
GO
GO
GO
HRH
GO
SKEW
GO
CWS
GO
OHT
GO
OSA
GO
TRMS
GO
Option series, implied call and put volatility for at-the-money options and hi
OPDF
RDFL
GO
GO
Set defaults for options, dividends input and interest rate input
1294050 Ref:
"Ticker"
EQUITY
QMC
GO
EARB
ADRM
GO
GO
"DR Tickerr"
CIX
G
EQUITY
GO
GO
FPC
"Fund Tickerr"
GO
EQUITY
MA
GO
"Ticker"
EQUITY
CORR
GO
Correlation matrix
FV
FDV
GO
GO
SRCH
WSRC
GO
GO
HS
GO
HRA
GO
NAV
GO
GO
"Ticker"
EQUITY
2 securities analysis
Notes:
CIX
Value of stock bid < 0.9
The bid undervalued the target company and was unlikely to proceed
To follow a bid, on balance, use CIX generating an absolute value
M&A - minimum search level for the current premium if placing a stock bid:
5
FVD
Implied rate < Risk-free rate Buy futures, sell cash (most likely, depending on your marginal lending rate)
nt (arbitrage opportunities)
nt (arbitrage opportunities)
securities over time frame
1294064 Ref:
1294070 Ref:
GO
1294087 Ref:
1294093 Ref:
PRTU
GO
PUD
GO
RPT
GO
Portfolio monitor
CLIENT
GO
Portfolio menu
PDSP
GO
Portfolio display
PVAR
GO
Value-at-risk (to measure risk of portfolio)
Comments: PVAR measures max. loss with predetermined probability for specified time
If PVAR probability of loss is 5%, the VAR is the maximum loss the portfolio experiences 95% of the time
If Decay is set to 0, no decay is used so each day's volatility data for the previous year is weighted
RPT
GO
Portfolio print-out
RVP
GO
PCMP
GO
PBAL
GO
PER
GO
OPSA
GO
PVEG
GO
PBAL
GO
e risk of portfolio)
1294273 Ref:
TOP FRX
GO
WECO
GO
MMR
GO
XDF
GO
FXC
GO
WCV
GO
BQ
GO
ALLQ
GO
HCPI
GO
GIP
GO
FRD
GO
WCRS
GO
LSTQ PRBY
GO
NDF
GO
Non-deliverable forwards
LSTQ
GO
against prices
selected security
1294280 Ref:
Ticker
CURRENCGO
ALLQ
GO
CQ
GO
BQ
GO
CM
GO
BBC
GO
LSTQ
GO
NWEG
GO
NW
GO
GO
GO
MPDF
GO
SNW
GO
et monitor screen
1294322 Ref:
BBC
GO
Menu of currency market monitor screens (spot and forward rates, spot prec
CM1
GO
Best live bid/offer for spot and forward markets from leading dealers/broker
FXFR
GO
Monitor spot and forward exchange rates for a selected cross-currency rate a
FRD
GO
NDF
GO
FXIA
GO
FXFA
GO
FFRC
GO
Calculate and monitor cash forward rates implied from current futures mark
lated pricing capabilities, calculate a broken date, calculate a forward forwards analysis, get historical forward rates, calculate short-term forward rates
rates implied from current futures markets (establish fair value); calculate forward rates using interest rates futures
1294329 Ref:
TDEF
GO
GPO
IGPO
GO
GO
GPC
IGPC
GO
GO
GPL
GO
GPMA
GO
Display a moving average price graph for a selected currency (different type
GP
GIP
GO
GO
Chart: historical prices for a selected currency over a specified period of tim
Intraday chart: historical intraday prices for a selected currency (up to 30 day
GPF
GO
Chart: prices and Fibonacci percentage retracement lines for a selected secur
DMI
IDMI
GO
GO
Chart: historical directional movement for a selected currency (net total pric
Intraday chart: intraday directional movement for a selected currency (net to
MACD
IMACD
GO
GO
RSI
IRSI
GO
GO
Chart: historical Relative Strength Index graph and table for a selected curre
Intraday chart: intraday Relative Strength Index graph and table for a selecte
BOLL
IBOLL
GO
GO
CIX
GO
BOLL
GO
auge currency's trading activity by moving in conjunction with the currency's volatility)
nds (gauge currency's trading activity by moving in conjunction with the currency's volatility)
1294315 Ref:
WCV
GO
BBXL
GO
GO
Excel functions:
=BLPH
E.g.: to retrieve Euro Dollar bid rate from 01/07/2003 to 07/07/2003:
=BLPH("EUR Curncy","BID","01/07/03","07/07/03")
=BLPSH
E.g.: to retrieve Euro Dollar ask rate for 01/07/2003
=BLPSH("EUR Curncy","ASK","01/07/03")
=BLPIA
Retrieve itraday data for a selected currency
E.g.: to retrieve Euro Dollar closing ask rate between 13:00 and 15:00 from 01/07/2003 with a bar size of 30 minutes:
=BLPIA("EUR Curncy","LAST PRICE","01/07/03 13:00","01/07/03 15:00")
To get a cross-rate:
The first ISO code will be the base currency:
/
EURGBP Curncy
/
GBPEUR Curncy
1294298 Ref:
NI
GO
TNI
GO
TOP
GO
Display top headlines from various sectors and around the world
CBRT
GO
Global Central Bank monetary policy rates (money rate monitors, world
ECST
GO
ECO
GO
XDF
PANL
GO
GO
FXC
GO
Currency cross-rates
ALLQ
GO
MRKT
GO
WCV
GO
Spot rates for currencies around the world relative to a selected base cu
ERP
GO
Profiles of exchnages
QFX
GO
GO
NW
LSTQ
GO
GO
y rates (money rate monitors, world economic statistics, global economic comparisons, global prime rates, global bank websites)
t economic releases
or a specific market
bank websites)
1294358 Ref:
FCO
GO
VM
GO
HVT
HVG
GO
GO
VOLC
GO
OV
GO
OVX
GO
OVC
GO
Create and mark to market plain vanilla and exotic option values for
ZCCR
GO
OTCT
GO
PRTU
GO
OPSF
GO
+ALL
CURRENCY GO
currency options traded on Philadelphia (PHLX) and European Options (EOE) exchanges
ean or American option values for a selected currency (define pricing assumptions)
s for a selected currency, search for specific types of options, model exotic options
illa and exotic option values for a selected currency (define pricing assumptions)
lied volatility)
1294329 Ref:
NI TA
GO
GIP
GO
GPO
GO
GPMA
GO
TAS
GO
RSI
GO
BOLL
GO
Gauge trading activity through use of trading bands (trading bands are u
MACD
GO
DMI
GO
GOC
GO
DENMARK
GO
GO
GO
1294337 Ref:
Allows banks to customize and brand own FX page and enable clients to tra
d own FX page and enable clients to trade FX with them via Bloomberg
1294100 Ref:
BTMM
GO
GGR
GO
IYC
GO
FMC
GO
NIM
GO
RATC
GO
GOVT
TK
GO
DES
GO
YA
GO
YAS
GO
ALLQ
GO
FMPS
GO
Bloomberg's fair market curves are composed of bonds in like sectors with like ratings that are priced by Bloomberg Fair Value (BFV)
benchmark bond rates for countries; monitor yield changes in government bond markets; track benchmark rates historically
te price/yield for a bond and sensitivity measures; get modified duration given the bond's price/yield
1294115 Ref:
WBF
GO
Monitor prices/yields for active bond futures contracts (customize view); tra
FMCI
GO
Fair market indices (individual points that make up Fair Market Curves are s
SRCH
GO
DES
GO
Bond's description
ISSD
GO
CRPR
GO
DDIS
GO
TRA
GO
Project total return for a bond vs. relevant treasury benchmark (customized t
RVM
GO
BFV
GO
Determine a theoretical value for a selected bond (compared to the same ind
FWCV
GO
Forward analysis: projected forward rates for FMC, interest rate swap curve
ASW
GO
Calculate relative value of a bond through interest rate swap market; value a
HS
GO
s that make up Fair Market Curves are saved as indices); track how yield on a selected rated bond has performed historically
er of the security
evant treasury benchmark (customized time period and interest rate scenarios)
to the corresponding interpolated point on the Treasury curve (compare current and average spreads)
elected bond (compared to the same industry and same credit rating)
rates for FMC, interest rate swap curves, and government curves for 3 future dates
1294107 Ref:
1294122 Ref:
1294138 Ref:
NIM
GO
YAS
GO
Price a selected security using spreads to a yield curve; calculate yield spread
OAS1
GO
ASW
GO
RVS
GO
Graph spread of s bodn's historical yield against an implied interest rate swa
HS
GO
Graph spread using price/yield of 2 securities over some time (historical spre
PDH1
GO
HG4
GO
YAF
GO
Evaluate price and risk of a LIBOR-based floating rate bond; determine valu
HG4
GO
ds to a yield curve; calculate yield spread to the interpolated port on the benchmark curve
selected security; create custom credit curves, determine implied volatility assumptions
ield against an implied interest rate swap rate (interpolated spread is viewed against the swap curve)
nd convexity for a security and up to 6 futures and/or options; analyze hedging/swapping scenarios
based floating rate bond; determine value of the pure floater and calculate fixed equivalent coupon
1294131 Ref:
PRT
GO
PRTU
GO
PUD
GO
PRTS
GO
Create report on portfolio for a specific time or against original cost; allows
PLST
GO
PRPT
GO
PSH
GO
PSA
GO
PRSK
GO
nd delete securities)
fic time or against original cost; allows to summarize portfolio's market value and determine how individual holdings have performed
rtoflio; calculate number of bonds that must be bought/sold to reach a target duration
asting profit/loss or horizon return scenarios for a portfolio; detailed analaysis on portfolio and components based on your interest rate, volatility and FX r
aiing profit/loss or horizon return for a portfolio given specific scenario; run multiple interest rate shocks on portfolio
1294144 Ref:
1294160 Ref:
IRSM
GO
Home page of interest rate swaps and derivatives; functions used for analyzi
USSW
GO
Monitor current interest rate swap data and data on US government, agency,
SWDF
GO
FWCV
GO
Analyze projected forward rates for fair market curves, interest rate swap cu
SWYV
GO
Save volatility curve settings used in interest rate swap analytics; save defau
SWPM
GO
Create, value, and update interest rate swaps and derivative securities; displa
ASW
GO
Caculate relative value of a bond through interest rate swap market; value an
BCCF
GO
PRTU
GO
Create and monitor a portfolio of swaps (incl. create interest rate swaps, cap
SWPR
GO
EDSF
GO
Monitor and calculate effective yields for synthetic forward rate agreements
d derivatives; functions used for analyzing interest rate swaps and derivatives; get current market rates, yield curve data, calculators, etc.
ata and data on US government, agency, LIBOR, futures markets and economic statistics
fair market curves, interest rate swap curves, and government curves for 3 future dates
interest rate swap analytics; save default settings for cap/floor/collar securities
e swaps and derivative securities; display and update curves and cashflows; perform risk and horizon analyses
aps (incl. create interest rate swaps, caps, floors, and collars)
s for synthetic forward rate agreements (FRA) constructed with strips of Eurodollar futures contracts
1294166 Ref:
WBF
GO
WIR
GO
WB
GO
CEM
GO
CTM
GO
CTG
GO
Display last price and open interest levels vs. previous close for a contract se
CTGH
GO
DLV
GO
OEM
GO
OTM
GO
OMON
GO
Create customized monitor for options (custom for all puts and calls on a fu
OV
GO
Value OTC options; model and save OTC option; evaluate any option
HIVG
GO
TRMS
GO
FYH
GO
ries prices by 4 different dates; compare historical movements against cash; view expectations of future cash interest rates via futures markets over multip
ies required to hedge a cash position to time buy/sell decisions and confirm fair price of options
ies required to hedge a cash position to time buy/sell decisions and confirm fair price of options
cts required to hedge a cash position to maintain market exposure levels and manage profits/losses
1294173 Ref:
BTMM
GO
MRKT
GO
Calculators:
FRA
GO
Price up a repo giving the forward prices and cashflows (you input start date
BSR
GO
Adjust repo cashflows if repo goes over a coupon rate (you can set cash valu
YAS
GO
COC
GO
Cost-of-Carry: determine the cost of owning the bond
Note: Repo Equivalent = income from the bond in Money Market terms
Positive basis points represent the difference between Repo equivalent and Repo Rate
BAR
GO
Calculate breakeven spread for a bond switch lik a curve extension trade wh
MMR
GO
rices and cashflows (you input start date, nominal amount, and repo rate); get break-even repo rates
ver a coupon rate (you can set cash value of repo and calculate nominal collateral); caculate forward price on the bond you are borrowing; set cash amoun
ltaneously check out bond's value by spreding it to the risk-free and swap curves
nd switch lik a curve extension trade where you sell a bond with a short maturity and buy a bond with long maturity; switch between two bonds considerin
1294194 Ref:
PRCS
GO
Note: asssumed basis point change in OAS +/-100
Identify which securities are trading at rich/cheap levels using the difference
POAS
GO
Generate a true blended cash flow portfolio option adjusted spread (OAS) ba
PGR
GO
PVAR
GO
Measure maximum potential loss on a portfolio for a specified time and with
PRSK
GO
Stress test portfolio under custom interest rate and currency scenarios over a
PKRD
GO
Calculate grid point deltas for securitis and for securities grouped by currenc
PTED
GO
Calculate spread between a corporate or government security within 10 or le
Note: a security cannot have a maturity of more than 10 years
PMEN
GO
PVHD
GO
at rich/cheap levels using the difference between market price and Bloomberg Fair Value or Option-Adjusted Spread
ortfolio option adjusted spread (OAS) based on aggregate market value of a portfolio
for Debt Evaluation analysis on a porfolio or bonds in the portfolio; determines interest rate exposure in portfolio
a portfolio for a specified time and with a certain degree of confidence
terest rate and currency scenarios over a horizon period; can help quantify risk by using conventional yield analysis or OAS analysis
tis and for securities grouped by currency/type within a portfolio; measures a portfolio's exposure to a change in the shape of the yield curve
e or government security within 10 or less years to maturity and the appropriate Euro-Futures strip (TED)
or OAS analysis
1294209 Ref:
MMR
GO
BTMM
GO
All major rates/securities and economic releases for a country (e.g., get a
FED
GO
FOMC
GO
MMCV
GO
MCUR
GO
GA1
GO
GA2
GO
FWCV
GO
Analyze projected forward rates for fair market curves, interest rate swap
PGM
GO
Look up and create money market programs; create a security and determ
BOOM
GO
DOCP
GO
View live, standardized direct issue quotes with electronic trading capabi
mic releases for a country (e.g., get a snapshot of the US money markets)
ent and historical basis; chart US LIBOR, US dealer CP and US T-bills together on one table
fair market curves, interest rate swap curves, and government curves for 3 future dates; see what LIBOR was predicted to be on a specific date in the futur
ograms; create a security and determine how it will perform under various interest rate environments
m markets by accessing a list of commingled dealer-placed offerings; screen through Dealer CP offerings
1294227 Ref:
HSST
GO
BMMI
GO
CPH
GO
CLC
GO
SPA
GO
VALL
GO
Note: interest rate change from +/- 300 basis points
PVG
GO
DV
GO
YT
GO
WALG
GO
Graph: weighted average life (WAL) and principal payments of MBS or ABS
OAS1
GO
TBA1
GO
Monitor current market prices for seleced TBA and generic agency coupons
mance for Mortgage and Asset backed universe (relevant prepayment statistics, monthly commentary, collateral prepayment projections); view prepaymen
MBS or CMO securities; determine prepayment risk based on credit scores, property purposes, loan purposes, etc.; quickly get composition of collateral be
t to the security; determine cashflows and priorities within the deal's structure; get the structure of a deal in a format depicting the perios of principal and i
ons for a mortgage-backed security's collateral over an interest rate range; get various scenarios to measure risk
or models to get alternative models to using straight-line historical or dealer assumptions; different vector models for analayzing MBS and ABS collateral
uct security over multiple assumptions regarding price/prepayment/yields/spread; evaluate under 7 interest rate/prepayment/price/spread assumptions
and principal payments of MBS or ABS security under various prepayment scenarios; gauge extension and curtailment risk
ment and structuring optionality in a MBS, CMO or ABS security; identify cost or pure credit spread using a volatility assumption
leced TBA and generic agency coupons for 15- and 30-year bonds
epayment projections); view prepayments by agency/coupon/production year; view ABS prepayment and performance reports
at depicting the perios of principal and interest payments for all related classes
payment/price/spread assumptions
ty assumption
1294240 Ref:
MBIX
GO
Quick snapshot for leading Municipal Market indicators (supply in the prim
NIRM
GO
FMC
GO
PICK
GO
Real-time access to the latest offerings and customizable search to find bond
Note: it's possible to use PICK custom searches to sort through the Institutional Bids Wanted lists
XPIC
GO
SRC
GO
ISPD
GO
MSRB
GO
DEAL
GO
TDH
GO
FTAX
GO
GO
See all issuers filings (official statement, annual report, rating changes, etc.)
al Market indicators (supply in the primary and secondary market, Bond Buyer indices, VRDN indices, etc.)
pal securities; review historical current and future market trends; screen through new issues calendars to view upcoming deals
Securities Rulemaking Board (MSRB); find prices to determine current market value
al transaction
X101
X102
X103
1294273
1294280
1294289
X201
X202
X203
X204
1294322
1294329
1294315
1294298
X301
X302
X303
1294358
1294329
1294337
F101
F102
F103
F104
1294100
1294115
1294107
1294122
F201
F202
F203
F204
F205
F206
1294138
1294131
1294144
1294160
1294166
1294173
F303
F306
F307
F309
1294194
1294209
1294227
1294240