FIXED INCOME - Derivatives

Bloomberg News (SM)

TOP <Go> N <Go> NI SWAPSCOL <Go> Display todays top business and financial headlines Search general news categories

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Interest Rates
SA <Go> IYC <Go> Compare swap and synthetic rates from STIRs Monitor benchmark and swap curves Display money market yield curves that you can use as benchmarks Customize your Swap Rates and Volatility contributor defaults Analyze projected forward rates Compare implied forward rates and spread movements Customize historical and implied volatilities

Follow the regular Swaps Focus column MMCV <Go> SWDF <Go> FWCV <Go> MCA <Go> SWYV <Go>

Economic Data
WECO G7 <Go> ECST <Go> ESNP FR <Go> EIU <Go> MRKT <Go> Display estimates of forthcoming economic releases Display economic statistics Display a snapshot of a country's economic statistics Access the EIU regulatory, tax, and trade profiles Search for contributors by country or market type

Valuation
{ticker symbol, coupon, maturity}<Go> -or{identifier}<Go> RVS <Go> ASW <Go> CDSW <Go> OV <Go> OTCT <Go> SWHZ <Go> SWPM <Go> Access a security in order to value it

Market Monitors
WIR <Go> WB <Go> WBF <Go> IRSB <Go> NW <Go> BLP <Go> Monitor prices or yields for interest rate futures Compare performances of the world bond markets Display prices or yields for active bond futures Monitor global interest rate swap rates Customize Market Monitors Build an interactive workstation driven by BLOOMBERG data. Contact: dbatt@bloomberg.net for Multiples Template Display Euro swap, government, agency and futures data Display US swap, government, agency and futures data Monitor a country's currency and interest rates Monitor STIR strips, FRAs, swap rates, caps, floors, and more

Track a bond's spread to the underlying swap curve Calculate the value of a bond through the interest rate swap market Create, store, and value credit default swaps Price an OTC bond option using a variety of models Value a series of OTC bond options Perform `What-if?' analysis on a swap Create, value, and update interest rate swaps and derivatives

EUSW <Go> USSW <Go> BTMM <Go> SSRC <Go>

Hedging
/ALL Corp <Go> Access an interest rate derivative you have created FYH <Go> HGS <Go> HG4 <Go> Calculate the number of futures to hedge a position Hedge a primary swap or bond Determine the number of bonds to hedge a swap position

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London +44 20 7330 7500

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2004 Bloomberg L.P. All rights reserved.

FIXED INCOME - Derivatives

Derivative Calculators
BCCF <Go> OVSW <Go> Create and value interest rate caps, floors, and collars. Value options on interest rate swaps given a variety of customizable assumptions

For 24-hour assistance, press <HELP> twice

Portfolio Analysis
UPD <Go> PRPT <Go> PSA <Go> PVAR <Go> SWPR <Go> OPSF <Go> Access a portfolio that you have created Create reports for portfolios Check your portfolio's reaction to yield curve scenarios Measure the potential loss of securities Value your swaps portfolio and determine its grid point deltas Run scenarios on bonds, OTC, and exchange options

Frankfurt +49 69 920410

Hong Kong +852 2977 6000

London +44 20 7330 7500

New York +1 212 318 2000

San Francisco +1 415 912 2960

So Paulo +5511 3048 4500

Singapore +65 6212 1000

Sydney +61 2 9777 8600

Tokyo +81 3 3201 8900

2004 Bloomberg L.P. All rights reserved.