Where can one find implied OIS and Libor interest rates in Bloomberg?

I am struggling to find future interest rates for various tenors:

**EUR:

• Eonia OIS rates: O/N (fixing), 1W, (2W), 1M, 3M, 6M, (9M), 12M
• Euribor rates: 1W, (2W), 1M, 3M, 6M, (9M), 12M, 18M, 2Y

NOTE: from 1 oct 20 EONIA will switch into ESTER

GBP:

• SONIA OIS
• GBP LIBOR.

USD:

• FED FUNDS OIS
• USD LIBOR.

JPY:

• TONA OIS
• JPY LIBOR

Rates should be interpolated/extrapolated

if you happen to be familiar with these rates provide me with tickers if it's possible because i have found only historical data in bloomberg

• Would check this with the helpdesk. – oronimbus Sep 17 at 15:28

3 Answers

I believe FWCM <GO> will give you what you want (Forward Curve Matrix). You can select a curve and then get the forwards by Tenor and Start Date.

Or use the BCurveStrip and BCurveFwd in Excel.

Look on the BTMM page for the respective countries (the country can be changed with the dropdown menu). Hover your mouse over the rate for which you are interested and a window will pop up with the ticker.

WCV is a helpful starting point for rates / FX / vols.

For "interpolated/extrapolated" rates (not necessary for all tenors), you can try CRVF (curve finder) and then pick currency and appropriate curve.