I am working in some related field and working on the data, I am curious that how did Bloomberg obtain the interest rate of a particular currency.

In particular, one of my workings is on the HK government bond interest rate, and I realized that the Bloomberg rate is different from the official one calculated by https://www.hkgb.gov.hk/en/statistics/closing.html

How can I interpret the difference?

  • 1
    $\begingroup$ If you are sure you have the correct ticker and you cannot retrieve information from the bbg terminal how the specific item is calculated, then this question is perhaps best answered by Bloomberg Help Desk in HK. $\endgroup$
    – nbbo2
    Apr 3, 2022 at 6:19
  • 2
    $\begingroup$ The link provided explains that Primary Dealers are appointed by the Monetary Authority to provide their bid and offer quotes within specified time periods to the calculation agent (Thomson Reuters Limited). There is no reason why Bloomberg should match these exactly. BBG will not use the same input data (potentially not even have access to the same dealer quotes), there will likely be timing differences (BBG quotes do not have a set time period), and calculation differences (for example, it seems Reuters is rounding the quotes and yield according to the link). $\endgroup$
    – AKdemy
    Apr 3, 2022 at 11:09
  • $\begingroup$ The ticker used should be YCGT0095 Index. But shouldn't the number be based on the same trading data and should not deviate large? Maybe as @noob2 advised, I should ask Bloomberg, thanks $\endgroup$ Apr 4, 2022 at 10:28


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