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3 ways to find yield curves on Bloomberg

Fair market curve {FMCI}: Curves start with F

ingle yield curve {I!C"}: Curves start with I

wa# curves { $%F}: Curves start with S

!ield curve com#arison {CG}

&#oading your #ortfolio through {BB&} and {'()&} !ou may u#load your #ortfolio to Bloomberg manually through {'()&} or by e*cel {BB&}

+nce the #ortfolio is u#loaded, you may run several re#orting functions

{-(%} understand the key


rate duration of your #ortfolio

{B .} #erform scenario
analysis

{' %} customi/e your own


re#ort with #ortfolio slice and dice

(eturn analysis can be done with {BB.C}0 )his function will analy/e your #ortfolio1s historical #erformance in detail0 It will hel# you to answer the following 2uestions0 "0 %id you beat the benchmark3 If yes, by how much3 40 In what sectors you have overweighed and underweighted com#ared to benchmark3 %id you get any benefit by investing different from benchmark 30 $hat kind of bond you selected different from benchmark and was it a wise decision3 50 $as investing overseas 6ustified3 $hat was the effect3 .ctive curve return: e2uals to Curve change 7due to change of interest rate8 #lus Curve carry 7due to bond cou#on8 9*cess return: .llocation 7asset allocation8 : election 7bond selection8 : currency 7overseas investment8 .ctive return: 'ortfolio return ; Benchmark return +( .ctive return : 9*cess return

<=30?3: "B?04= AC40?5b# <?40B<""0"3 A<=30?3 <"=03>: "=30??: @ A"B?04=b#

!ield change: yield curve changes between start and end date C)% 7#ortDBench8: contribution to duration of #ortfolioDbenchmark at #articular maturity C)% 7:D<8: difference in duration between benchmark and #ortfolio Curve change: active curve return due to changes in yield curve !ieldE: interest income return

E'ort: 'ercentage of bonds will mature at s#ecific time from #ortfolio EBench: 'ercentage of bonds will mature at s#ecific time from #ortfolio E :D<: difference in weight

Curve carry: active return due to interest income

)otal A allocation : election : Currency 9*cess return: return due to "0 .llocation of asset among sectors 40 Bond selections 30 Investment in foreign bonds

'ort: weight of a sector within #ortfolio Bench: weight of a sector within benchmark .ctive: .ctive weight between #ortfolio and benchmark 7Bench ; 'ort8

(eturn attribution of individual bond

Fra#hical form of .ctive return analysis

'ortfolio turnover between start and end date

Customi/ed re#ort format and source of #ricing