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Sheet1YearTypeYieldYieldDec-12Floating
Note2.50002.50%Dec-13Floating Note3.00003.00%Dec-
14Floating Note3.10003.10%Dec-15Floating
Note3.45003.45%Dec-1220 Year US Bond3.25003.25%Dec-
1320 Year US Bond-13.9100-13.91%Dec-1420 Year US
Bond27.350027.35%Dec-1520 Year US Bond-1.6500-
1.65%Dec-12Municipal1.80001.80%Dec-
13Municipal1.82001.82%Dec-14Municipal1.68001.68%Dec-
15Municipal1.69001.69%Dec-12Fannie Mae2.82602.83%Dec-
13Fannie Mae4.02354.02%Dec-14Fannie Mae3.45003.45%Dec-
15Fannie Mae3.54303.54%Dec-12TIPS-1.0760-1.08%Dec-
13TIPS2.60602.61%Dec-14TIPS4.74204.74%Dec-15TIPS-
0.6070-0.61%
Sheet2
Sheet3
26 week bond
Yield Graph
Price Graph
Description
52 week bond
Yield Graph
Price Graph
Description
B. Floating rate note
20 year US Bond
Municipal Bond
Fannie Mae
Yield Curve
G. Multinational Corporation
?
TIPS
4/17/2016
FINC736-MO1: Team Project A1
Team Project using Bloomberg Terminal
Teams are required to familiarize themselves with extracting
data from the Bloomberg terminal(s). These terminals are
available both at the Manhattan Trading Room (5thFloor, at 26
West, 61st Street) and at the Old Westbury Library. Please
contact the Graduate Assistant Xunpo Wang who is stationed at
26 West 61st Street, in Room 503, to help you with signing on
to Bloomberg and doing Bloomberg basic data extraction. There
are also student-friendly user manuals available at each terminal
in both locations.
(1) Select and collect the following Bloomberg screens:
a. One 26 week Treasury Bill and one 52 week Treasury Bill
b. One Floating Rate Note or Bond (floater)
c. One USA Government Bond with remaining time to maturity
of 12 years
d. One Municipal Bond
e. One FANNIE MAE Bond
f. USA Government Yield Curve and Spot Rates
g. One Corporate Bond out of the list of customized
Multinational Companies [see item (5) below].
(2) Next, collect Four data points of each of the above
security’s end-of-year security prices at the closing dates of
December 31st, 2012, 2013, 2014 and 2015.
(3) Calculate the Expected and the Actual Capital Gains Yield
(CGY), the Current (Coupon) Yield (CY), and the Total Yield
(TY) for each security during 2013 and 2014. Also find the
present Yield-to-Maturity for each security.
(4) Examine and print the screens of the above chosen securities
and collect all of the data that you need to use for your project
including measures of Risk, Duration, Convexity and Yield
Spreads.
(5) Use the Bloomberg Terminal to select your Corporate Bond
out of the list of customized Multinational Companies as
Follows:
a. Select one Corporate Bond (remaining maturity of 10 years or
more) of a Multinational Company from EQUITY SCREENING
— EQS<GO>Screen for companies that meet a customized set
of Criteria (Bloomberg).
b. Then go to the Comparable Bond Analysis Bloomberg
screenand obtain for your Bond a Comparable Bond Analysis –
Determine the relative richness/cheapness of your customizable
corporate bond.
c. Next go to Fixed Income Credit Monitor screen – See where
your spreads have tightened or widened
d. Then use the above collected data and screens (dealing with
Yield Spreads and richness/cheapness), to evaluate and explain
the differences among your securities.
(6) Present all of the above collected data and results in
summarized table(s).
(7) You are required to analyze, evaluate, and briefly explain
the different securities and then follow also with a performance
evaluation of your chosen securities compared to each other or
to an appropriateindex or benchmark. First show the Pricing of
T. Bills and the conversions among the Discount Rate, BEY,
and Effective Annual Rate as they apply to your securities.
Then you may wish to include in your presentation some of the
following items and demonstrations: (1) Yield Curve Ride with
the Treasury Bills; (2) Use Duration and Convexity to predict
changes of prices for a couple of your bonds; (3) Use Durations
to Immunize a portfolio composed of 4 of your securities; (4)
Show evaluation of the Effective Discount Margin of your
Floater and its relation to the Yield; (5) Use Spot Rates to price
Treasury Strip versus Treasury Bond; and (6) Analyze the
variety of Yield Spreads among your chosen securities.
(8) Your paper will not exceed the length of 10 double-spaced,
one-sided, pages, but you may add to the paper no more than 6
pages of printout attachments.
(9) Due Date: Assignment is due to be hand-delivered on May
17, 2016 to my office, Room 310B at West 26.
Sheet1YearTypeYieldYieldDec-12Floating Note2.50002.50Dec-13Floati.docx

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Sheet1YearTypeYieldYieldDec-12Floating Note2.50002.50Dec-13Floati.docx

  • 1. Sheet1YearTypeYieldYieldDec-12Floating Note2.50002.50%Dec-13Floating Note3.00003.00%Dec- 14Floating Note3.10003.10%Dec-15Floating Note3.45003.45%Dec-1220 Year US Bond3.25003.25%Dec- 1320 Year US Bond-13.9100-13.91%Dec-1420 Year US Bond27.350027.35%Dec-1520 Year US Bond-1.6500- 1.65%Dec-12Municipal1.80001.80%Dec- 13Municipal1.82001.82%Dec-14Municipal1.68001.68%Dec- 15Municipal1.69001.69%Dec-12Fannie Mae2.82602.83%Dec- 13Fannie Mae4.02354.02%Dec-14Fannie Mae3.45003.45%Dec- 15Fannie Mae3.54303.54%Dec-12TIPS-1.0760-1.08%Dec- 13TIPS2.60602.61%Dec-14TIPS4.74204.74%Dec-15TIPS- 0.6070-0.61% Sheet2 Sheet3 26 week bond
  • 8. 20 year US Bond
  • 10.
  • 13. G. Multinational Corporation ? TIPS 4/17/2016 FINC736-MO1: Team Project A1 Team Project using Bloomberg Terminal Teams are required to familiarize themselves with extracting data from the Bloomberg terminal(s). These terminals are available both at the Manhattan Trading Room (5thFloor, at 26 West, 61st Street) and at the Old Westbury Library. Please contact the Graduate Assistant Xunpo Wang who is stationed at 26 West 61st Street, in Room 503, to help you with signing on to Bloomberg and doing Bloomberg basic data extraction. There are also student-friendly user manuals available at each terminal in both locations. (1) Select and collect the following Bloomberg screens:
  • 14. a. One 26 week Treasury Bill and one 52 week Treasury Bill b. One Floating Rate Note or Bond (floater) c. One USA Government Bond with remaining time to maturity of 12 years d. One Municipal Bond e. One FANNIE MAE Bond f. USA Government Yield Curve and Spot Rates g. One Corporate Bond out of the list of customized Multinational Companies [see item (5) below]. (2) Next, collect Four data points of each of the above security’s end-of-year security prices at the closing dates of December 31st, 2012, 2013, 2014 and 2015. (3) Calculate the Expected and the Actual Capital Gains Yield (CGY), the Current (Coupon) Yield (CY), and the Total Yield (TY) for each security during 2013 and 2014. Also find the present Yield-to-Maturity for each security. (4) Examine and print the screens of the above chosen securities and collect all of the data that you need to use for your project including measures of Risk, Duration, Convexity and Yield Spreads. (5) Use the Bloomberg Terminal to select your Corporate Bond out of the list of customized Multinational Companies as Follows: a. Select one Corporate Bond (remaining maturity of 10 years or more) of a Multinational Company from EQUITY SCREENING — EQS<GO>Screen for companies that meet a customized set of Criteria (Bloomberg). b. Then go to the Comparable Bond Analysis Bloomberg screenand obtain for your Bond a Comparable Bond Analysis – Determine the relative richness/cheapness of your customizable corporate bond.
  • 15. c. Next go to Fixed Income Credit Monitor screen – See where your spreads have tightened or widened d. Then use the above collected data and screens (dealing with Yield Spreads and richness/cheapness), to evaluate and explain the differences among your securities. (6) Present all of the above collected data and results in summarized table(s). (7) You are required to analyze, evaluate, and briefly explain the different securities and then follow also with a performance evaluation of your chosen securities compared to each other or to an appropriateindex or benchmark. First show the Pricing of T. Bills and the conversions among the Discount Rate, BEY, and Effective Annual Rate as they apply to your securities. Then you may wish to include in your presentation some of the following items and demonstrations: (1) Yield Curve Ride with the Treasury Bills; (2) Use Duration and Convexity to predict changes of prices for a couple of your bonds; (3) Use Durations to Immunize a portfolio composed of 4 of your securities; (4) Show evaluation of the Effective Discount Margin of your Floater and its relation to the Yield; (5) Use Spot Rates to price Treasury Strip versus Treasury Bond; and (6) Analyze the variety of Yield Spreads among your chosen securities. (8) Your paper will not exceed the length of 10 double-spaced, one-sided, pages, but you may add to the paper no more than 6 pages of printout attachments. (9) Due Date: Assignment is due to be hand-delivered on May 17, 2016 to my office, Room 310B at West 26.