Do you know a bloomberg excel formula to retrieve the dayly total return of a bond over a period?

By total return I mean : (change in price + coupon)/initial price

Same as for a stock but with coupon instead of dvd. For equities there is this formula : BDH("IBM US EQUITY","day_to_day_tot_return_gross_dvds",t0,t1) This formula give the total return for each day of the period and I would like the same thing but for a bond. If not possible then at least something to retieve the coupon and then I'll finish the calculation on my own.

Thanks for your help


There is no field for bonds like you have for stocks to get daily returns in a time series format. However you can try using CUST_TRR_RETURN_HOLDING_PER. This gives you total return over a specific period, you can look up the valid parameters on FLDS (for instance, to adjust the start and end date). Overriding start and end date you can create your own time series.

If you don't want to use this method, then you can try calculating the return yourself using the accrued interest and coupon. The formula should look like this =BDP(Bond,"INT_ACC","SETTLE_DT=20180426"). Best to check with BBG support, if there's anything else they can recommend.

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  • $\begingroup$ Hi I just saw your answer (I live in France so I had left work by the tilme you answered). I am going to try this and let you know how it goes but your answer looks very promising. Thanks $\endgroup$ – A.david Apr 27 '18 at 7:23
  • $\begingroup$ The first formula works perfectly. All the overrides are available. It's exactly what I was looking for. Thanks. Any chance you can upvote the question, I'm new to this forum $\endgroup$ – A.david Apr 27 '18 at 8:54

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