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I load swap rates data from Bloomberg in excel using the command

=BDH(Ticker,"Px Last",Start_Date,End_Date,"Dts",FALSE)

The tickers I use are "USSW1 Curncy", "EUSA1 Curncy", "BPSW1 Curncy", etc...

First of all, I would like to know what this "Curncy" keyword stand for. Then as I am also interested in LIBOR rates, I would like to know if I have to add this "Curncy" keyword to "US0001W", "US0001M" as well.

Please note that I don't have a direct access to Bloomberg, so I need firstly to have a proper template. Thanks.

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For Swaps it's correct to use the "Curncy" keyword, as for Futures it's the "Comdty" keyword.

For example: USSW1 Curncy 0,4455 - 0,4475 - 0,4495

However, for Money Market Rates such as Libor, you want to use "Index".

For example:

US00O/N Index PX_LAST - 0,1164

US0006M Index PX_LAST - 0,3623

Hope this was helpfull.

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I noticed the OP mentioned that he/she does not have direct access to the Bloomberg, so even though this doesn't directly answer the question I want to add that LIBOR is downloadable from the St. Louis Federal Reserve system called "FRED" at http://research.stlouisfed.org/fred2/release?rid=253 although it is delayed by a few business days. Since the LIBOR rigging scandal, oversight of the LIBOR has been turned over to the ICE exchange and they charge a considerable sum for "real-time" LIBOR.

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