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svalbard
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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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tags
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Joined: February 21st, 2010, 12:58 pm

Re: FX Hedged UST

July 12th, 2019, 1:28 pm

<Help><Help>
 
JoWee
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Joined: August 11th, 2019, 2:31 pm

Re: FX Hedged UST

August 11th, 2019, 2:32 pm

Help help? What it means?
 
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bearish
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Joined: February 3rd, 2011, 2:19 pm

Re: FX Hedged UST

August 11th, 2019, 6:24 pm

Part of what you pay for when you have a Bloomberg terminal is a pretty high-touch customer support model. Hitting the green Help button on your keyboard twice in a row will start a chat session with support. If your keyboard doesn't have a green Help button it is a good chance you don't have a Bloomberg terminal.