FX Hedged UST
Posted: 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)
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)