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by svalbard
July 11th, 2019, 6:48 am
Forum: General Forum
Topic: FX Hedged UST
Replies: 3
Views: 3021

FX Hedged UST

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)
GZIP: On