When the market talks about 5Y5Y expectation, is it referring to FWISUS55 Index
, or G0169 5Y5Y BLC2 Curncy
on Bloomberg? I suspect it's the first one (e.g. comparing to FRED), but can't explain why, or what's the difference between the two.
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1$\begingroup$ have you tried asking Bloomberg support (F1 F1 on the terminal)? What did they say? $\endgroup$ – Dimitri Vulis Aug 13 '20 at 2:30