fiw fixed income worksheet · 2018. 12. 18. · fiw fixed income worksheet why use fiw ? price...

2
FIXED INCOME A Bloomberg Professional Service Offering FIW <GO> FIXED INCOME WORKSHEET WHY USE FIW <GO>? PRICE MULTIPLE BONDS IN YAS <GO> Price multiple bonds simultaneously by running YAS <GO> on the bonds in “Calc Mode”. Bonds can also be grouped by multiple classifications including sector, issuer, ratings, etc. Clicking on individual bonds brings up YAS. IDENTIFY RICH/CHEAP RELATIVE VALUE Identify which bonds are trading rich or cheap with respect to their historical spread, yield or price measures. Compare bonds on technical and fundamental basis. Clicking on individual bonds brings up FIRV. >>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> Simplifies your workflow and lets you price, compare, track performance and monitor liquidity across multiple bonds in lists from Portfolios, RUNZ, LPAD monitors or order management systems. >>>>>>>>>>>>>>>> MEASURE HISTORICAL PERFORMANCE Measure historical changes in spread, yield or price measures for the bonds. Compare Total Return for the bonds over historical periods with reinvestment of cashflows. Clicking on individual bonds brings up FIHZ. COMPARE LIQUIDITY ACROSS SOURCES Compare liquidity on bonds across multiple pricing sources like BGN, MSG1, RUNZ, and ALLQ. Latest trade prints from TRACE are also monitored live. Clicking on individual bonds brings up FIPX, QMGR, ALLQ or QR. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>

Upload: others

Post on 01-Feb-2021

1 views

Category:

Documents


0 download

TRANSCRIPT

  • FIXED INCOME A Bloomberg Professional Service Offering

    FIW

    FIXED INCOME WORKSHEET

    WHY USE FIW ?

    PRICE MULTIPLE BONDS IN YAS Price multiple bonds simultaneously by running YAS on the bonds in “Calc Mode”. Bonds can also be grouped by multiple classifications including sector, issuer, ratings, etc. Clicking on individual bonds brings up YAS.

    IDENTIFY RICH/CHEAP RELATIVE VALUEIdentify which bonds are trading rich or cheap with respect to their historical spread, yield or price measures. Compare bonds on technical and fundamental basis. Clicking on individual bonds brings up FIRV.

    > > > > > > > > > > > > > > >> > > > > > > > > > > > > > > >

    Simplifies your workflow and lets you price, compare, track performance and monitor liquidity across multiple bonds in lists from Portfolios, RUNZ, LPAD monitors or order management systems.> > > > > > > > > > > > > > > >

    MEASURE HISTORICAL PERFORMANCE Measure historical changes in spread, yield or price measures for the bonds. Compare Total Return for the bonds over historical periods with reinvestment of cashflows. Clicking on individual bonds brings up FIHZ.

    COMPARE LIQUIDITY ACROSS SOURCES Compare liquidity on bonds across multiple pricing sources like BGN, MSG1, RUNZ, and ALLQ. Latest trade prints from TRACE are also monitored live. Clicking on individual bonds brings up FIPX, QMGR, ALLQ or QR.

    > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >

  • CHARTING PRICING Chart pricing of multiple bonds across the various group by choices.

    CHARTING RELATIVE VALUE Chart rich and cheap bonds with respect to dynamic regression curves as well as with respect to industry sector, issuer benchmark, swap, sovereign and CDS curves.

    CHARTING PERFORMANCE Chart changes in spreads, yields or prices as well as historical returns across selected historical time periods.

    CHARTING LIQUIDITY Click through on individual bonds to view a price discovery platform (FIPX), message quotes (MSG1) and RUNZ (in QMGR), market depth (in ALLQ) and historical TRACE prints (in QR).

    For additional information, press the key twice on the Bloomberg Professional® service.

    ©2013 Bloomberg Finance L.P. All rights reserved. 51756070 0113

    BEIJING +86 10 6649 7500

    DUBAI +971 4 364 1000

    FRANKFURT +49 69 9204 1210

    HONG KONG +852 2977 6000

    LONDON +44 20 7330 7500

    MUMBAI +91 22 6120 3600

    NEW YORK +1 212 318 2000

    SAN FRANCISCO +1 415 912 2960

    SÃO PAULO +55 11 3048 4500

    SINGAPORE +65 6212 1000

    SYDNEY +61 2 9777 8600

    TOKYO +81 3 3201 8900

    bloomberg.com

    > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >

    1

    1

    2

    2

    3

    3

    4 5

    4 5