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BoboBear
Topic Author
Posts: 2
Joined: May 12th, 2014, 1:06 pm

USD Swap Curve in Bloomberg

May 13th, 2014, 11:11 am

Hi All,Does anyone know when the time capture of the USD Swap Curve in Bloomberg occurs each day (i.e. the USD Swap Curve as seen in SWPM, was it captures at 3pm, 4pm etc..)
 
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daveangel
Posts: 17031
Joined: October 20th, 2003, 4:05 pm

USD Swap Curve in Bloomberg

May 13th, 2014, 12:41 pm

I was under the impression that it is live.
knowledge comes, wisdom lingers
 
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cemil
Posts: 221
Joined: September 16th, 2005, 7:44 am

USD Swap Curve in Bloomberg

May 13th, 2014, 12:58 pm

it's live
 
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bearish
Posts: 5425
Joined: February 3rd, 2011, 2:19 pm

USD Swap Curve in Bloomberg

May 13th, 2014, 3:54 pm

Assuming you are referring to historical daily data, I believe it is affected by a user-specific time zone setting. It is something like 4 pm local time, but depending on the underlying market activity, that rate may be stale...
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