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svalbard
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Posts: 1
Joined: July 11th, 2019, 6:16 am

FX Hedged UST

July 11th, 2019, 6:48 am

How do I monitor US treasury yields FX hedged into other currencies?
Into say JPY, is the correct way in Bloomberg to create a custom index with generic US 10y yield + 10y USDJPY xccy basis? 
(USGG10YR Index + JYBS10 Curncy/100)
 
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tagoma
Posts: 18254
Joined: February 21st, 2010, 12:58 pm

Re: FX Hedged UST

July 12th, 2019, 1:28 pm

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