Bloomberg handout by wpr1947

VIEWS: 277 PAGES: 4

									                                       FTTC Bloomberg Hand Out

Bloomberg is a workstation that provides 24-hour,              Yield Curve Analytics / Matrices to compare countries
instant financial, economical and political information        rates
covering all market sectors. It also provides analytics,       Govt GO
historical data, and economics statistics.                     Select Yield Curve Analytics/matrices GO
                                                               Select Int’l yield curve menu GO
GO = Enter key                                                 Select Multiple curve comparisons GO
                                                               In the multiple yield curve screen select up to 4
Common Commands:                                               countries and currency GO
TK find pools, generics, TBA’s, CMO’s & ABS’                   Curve choice, select curves for each country GO
DES    Descriptive data of the security
HP, GP Historical prices, GIP Intra-day price graph,           Yield Curve Analytics / Matrices US$ swaps rates:
GPO Historical price graph                                     fixed for variable interest rate
HMS 4 charts in one page                                       Govt GO
COMP comparative return                                        Select Yield Curve Analytics/matrices GO
CTM Contract Table Menu                                        Select Int’l yield curve menu GO
                                                               Select Multiple curve comparisons GO
                                                               In the multiple yield curve screen type the USA
Fixed Income (Govt F2) Corp (F3)                               number GO
                                                               In the multiple curve screen select curves for US
BTMM GO          U.S. Treasury and MM monitor                  Treasury and US Dollar Swap rates GO to obtain the
PX1 GO           On the run Treasury price monitor             multiple yield curves screen
(Bills, Note/Bonds)
WB GO            World bond markets                            Government Bond Price/Yield Calculator (to perform
CT Govt GO       Current T bonds                               sensitivity analysis; duration, adj/mod duration,
Exam: CT30 Govt GO                                             convexity, and issue description with the payment
GT Govt GO       Generic T bonds                               invoice)
Exam GT30 Govt GO                                              BC1 GO
                                                               Inputs (example):
How to find historical yields?                                 Price                        100
GT30 Govt HP GO                                                Settlement date 5 years
                                                               Coupon %                     8%
How to find Treasury Bonds?
T Govt GO -Short cut                                           How to find the historical yield spread between two
Govt TK GO                                                     securities?
Select US GO      Gov bond ticker symbols (T bills,            Short cut - II30 Govt GT30 Govt SGY GO
Zero C bonds and T notes & bonds)                              Example: TII 30 years and GT30 years
Select US treasury note / bonds GO                             TII30 Govt GT30 Govt GO
                                                               Select the 30 year TII GO
How to find Treasury Bills?                                    In the Two-Security Analysis Menu select price/yield
B Govt GO -Short cut                                           spread history GO
How to find Treasury strips?                                   Select Yld spread graph
S Govt GO -Short cut
                                                               Correlation Coefficient Matrix
IYC GO            International yield curves                   CORR GO                   Correlation Matrix Menu
                                                               Press Menu to update the variables
Yield Curve (today’s and previous close chart):                Press Page FWD for t-statistics
Govt GO
Select Yield Curve Analytics/matrices GO
Select US government yield/strip curve menu GO                 Money Markets (F5)
Select Intraday government GO                                  BTMM GO            U.S. Treasury and MM monitor
                                                               WIR GO             World Interest Rates
Historical Yield Curve for a data range                        How to find historical LIBOR?
Govt GO                                                        BBAM GO British Bankers’ Assoc LIBOR Rates
Select Yield Curve Analytics/matrices GO                       Select historical data GO
Select Historical government GO                                LIBOR fixings for USD$, select US Dollar GO
page 2 shows table                                             Select the appropriated maturity (for one year select
                                                               12 month) GO
                                                               Select Px Table w/avg daily volume (HP) GO


                                                           1
                                     FTTC Bloomberg Hand Out

How to find Prime rate US$?                                 Equity Markets
Short cut- PRIMBB Index GO :Prime Rate by
country US-BB compo                                         WEI GO           Monitor World Equity Indices
                                                            IMOV GO          Equity Index and Industry group
MMR GO            Money market rate monitor                 MOST GO          Most active by volume in USA
Select US GO      for USA                                   LVI GO           Stocks largest volume increases
Select prime rates by bank (US) GO                          WEIF GO          World Equity Index Futures
Select Bloomberg prime GO                                   WPE GO           World P/E ratios
Select CU GO                                                WEIS GO          Ranked returns: equity indices
Select Px Table w/avg daily volume (HP) GO                  NN GO            Equity news search category
                                                            EMI GO           Equity market indicators by country
Indices (F10)                                               EMTK GO          Equity market ticker by country
                                                            ADRM GO          ADR monitor
Index Name       Bloomberg                                  EMKT GO          Emerging markets
DJI              INDU                                       CSDR GO          Sovereign debt rating by country
S&P 500          SPX
Nasdaq           CCMP                                       Financial Analyst Menu

MEM GO          Equity Index & Industry Group               Ticker Equity FA GO
Movers by country                                           Modules:
                                                            Valuation
INDU Index GO             Dow Jones Ind Average             Ratio Analysis
INDU Index GP GO          Line chart                        Debt-Equity Analysis
INDU Index DES GO         Index Description page            Income Analysis
INDU Index MEMB GO        Member weightings                 Balance Sheet Analysis
INDU Index MOV GO         Equity index movers               Cash Flow Analysis

How to find S&P group indices?                              Derivatives Markets
Index GO
Select Equity GO                                            NI DRV GO        News on all derivatives markets
Select Indices by groups GO
Select S&P 500 Index GO                                     Cmdty GO          Commodities Menu
                                                            Select futures and options GO
Equity (F8)
                                                            Equity GO
Ticker Equity GO                                            Select Derivatives GO
Ticker Equity CN GO       Company specific news
Ticker Equity HP GO       Historical prices                 How to find S&P 500 futures contracts?
Ticker Equity GPO GO      Historical price bar chart        SPX Index CT GO          Contract table for S&P 500
Ticker Equity BETA GO     Beta                              contracts
Ticker Equity HVT GO      Historical price volatility
Ticker Equity HVG GO      Historical volatility graph       Currency (F11)
Ticker Equity DVD GO      Dividend/split summary
Ticker Equity GE GO       P/E valuation chart               FXC GO           Key cross currency monitor
Ticker Equity HDS GO      Security holders                  WCR GO           World Currency Rates
                                                            WCRS GO          World currency Rates by % changes
How to find competitors and industry average?               Crncy NN GO      Currency Key News
Ticker Equity RV GO Relative value vs competitors           CM GO            Currency Monitors
Ticker Equity CRPR GO Credit Profile by rating              BBC GO           Currency market monitor screens
agencies                                                    TKC GO           Exchange rates by region
                                                            FRD GO           Spot & Forward Rates
Earning Estimates Menu
Ticker Equity EE GO
Select I/B/E/S International, Nelson or Zacks GO

Relative Regression Analysis
Ticker Equity Ticker Equity HRA GO



                                                        2
                                        FTTC Bloomberg Hand Out

Energy Service                                              Economics
                                                            WECO GO           Worldwide calendar of economics
NRG GO      Bloomberg Energy Service                        releases by country
CRUD GO     Global spot crude oil prices
ETOP GO     Today’s top energy business &                   FOMC GO         What the Fed is doing? FOMC
market news                                                 announcement dates
NI OIL GO   News & commentary on oil markets
ENRG GO     Energy news by different criteria               ECST GO          Global economics statistics by
OIL GO      International oil prices                        country
NI REFOUT GO Refinery outage status reports
                                                            NI FED GO        News on the Federal Reserve Board
International Crude Market Prices
CRD GO            International crude oil market menu
Select global spot prices GO
                                                            News
Commodities (F9)
                                                            TOP GO        Today’s top business & financial
CRB GO           CRB Movers; futures price index            headlines
movers                                                      TTOP GO       Today’s top headlines by industry
GLDL GO          Gold price and rates                       NI GO         News subjects
                                                            TNI keyword GO Search for news by keyword
How to find futures of electricity and natural gas?         NI USS GO     News on US stocks
Cmdty GO          Commodities Menu
Select futures and options GO
Select CTM Contract table menu                              Others:
Select Oil/Gas/Electricity to see hard commodity            DCTN GO          Dictionaries
contracts table menu                                        MA GO            Global M&A activity
Select NG for natural gas futures
Select CL for crude oil futures                             Printing
                                                            Show how to print, print key prints any screen. Log in
How to find options on natural gas?                         ACITS remote printing. Do not forget to log out from
NGOP GO          Natural gas options/swaps/straddles        ACITS.

Option Volatility Skew Graph                                Use of Help
Ticker Equity SKEW GO                                       For help on a specific topic or to find a specific
Index Ticker Index SKEW GO                                  function type a keyword followed by the help key and
                                                            hit GO




                                                        3
                                    FTTC Bloomberg Hand Out

Definitions:

ADR American Depositary Receipt is a negotiable certificate held in a U.S. bank representing a specific
number of shares of a foreign stock traded on a U.S. stock exchange. ADRs make it easier for Americans to
invest in foreign companies, due to the widespread availability of dollar-denominated price information,
lower transaction costs, and timely dividend distributions

Beta is a quantitative measure of the volatility of a given stock, mutual fund, or portfolio, relative to the
overall market, usually the S&P 500. A beta above 1 is more volatile than the overall market, while a beta
below 1 is less volatile.

Raw and Adjusted Beta We know that that the average Beta of all securities is 1. Thus before estimating
the Beta of a security our best forecast of the beta would be that it is 1. When we estimate this Beta
coefficient over a particular sample period, we sustain some unknown sampling error of the estimated Beta.
The greater the difference between our Beta estimate and 1, the greater is the chance that we incurred a
large estimation error and that Beta in a subsequent sample period will be closer to 1. The sample estimate
of the Beta coefficient is the best guest for the sample period. Given the Beta has a tendency to evolve
toward 1; however, a forecast of the future Beta coefficient should adjust the sample estimate in that
direction. Bloomberg: take the sample estimate of Beta and average it with 1, using the weights of 2/3 and
1/3:

Adjusted  = 2/3 Sample  + 1/3 * (1)

Credit rating is a published ranking, based on detailed financial analysis by a credit bureau, of one's
financial history, specifically as it relates to one's ability to meet debt obligations. The highest rating is
usually AAA, and the lowest is D. Lenders use this information to decide whether to approve a loan.

LIBOR London Inter-Bank Offer Rate is the interest rate that the largest international banks charge each
other for loans (usually in Eurodollars).

Maturities:
Treasury Bills are short-term securities with maturities of one year or less
Treasury Notes are intermediate securities with maturities of 1 to 10 years
Treasury Bonds are long-term debt instruments with maturities of 10 year or longer

Money market is the market for short-term debt securities, such as banker's acceptances, commercial
paper, repos, negotiable certificates of deposit, and Treasury Bills, with maturity of one year or less, and
often 30 days or less. Typically are safe, and highly liquid investments.

Option Volatility Skew Graph uses graphs to display the differences in implied volatility across different
strikes prices for an underlying equity or index. The volatility skew provides valuable information about
the expected future value of the underlying asset.

Yield curve is a curve that shows the relationship between yields and maturity dates for a set of similar
bonds, usually Treasuries, at a given point in time. Types: flat yield curve, normal yield curve called
positive yield curve, and inverted yield curve (uncommon situation in which long-term interest rates have
lower yields than short-term interest rates. also called negative yield curve).

On-the-run & off-the-run: Freshly issued bonds, and previously outstanding bonds; are different because
of liquidity.

TII Treasury Index Protection Securities (inflation adjusted)
IIT Inflation Indexed Treasuries




                                                      4

								
To top