Getting Prices in Bloomberg

See previous W5 version guide

PURPOSE

This document is a detailed procedure on how to retrieve currency/ security prices and counterparty/ security credit ratings from a Bloomberg terminal into CS Lucas system.

WHY IS THIS IMPORTANT?

Using the Bloomberg price load makes it easier for the currency/ security prices and counterparty/ security credit ratings information to be retrieved from Bloomberg in one template for the selected VDate and loaded into CS Lucas system.

PROCEDURE

1. From the Bloomberg terminal, browse to the CS Lucas application.

2. Go to Prices > Price Load.

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3. In the Type field, select Bloomberg.

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4. Input the preferred date in the VDate field and click on Template. System will get the prices for this date.

5. On the pop up that appears, click Yes.

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6. File download prompt will appear to save the file. Save the template on the Bloomberg terminal.

7. Open the saved file. The template would be already populated with all the available currencies and securities in the CS Lucas system.

Field Description
AssetClass Either “CURRENCY” or “SECURITY”
Ticker/Ccy Currency or the Security Shortname.

Note: To retrieve counterparty credit ratings, please need to create a new Equity type of security. For example, “DBS SP Equity”. To link the security created for this counterparty, enter “DBS SP Equity” in the “Listed Security Shortname” field in the Counterparty Preference screen.

Navigate to Set Up > Static > Counterparty.

Click on counterparty short name.

Click on Preference button.

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Symbol For currency, it will display Currency + Enterprise Currency + “Curncy”. For e.g. AUDSGD Curncy

For security, it will display the Bloomberg Price Feed Code setup in the security details, for e.g., OCBCR2 EQUITY. If this is not available, then the shortname will be displayed with square brackets, for e.g., [OCBC RTS]

VDate User selected VDate.
Retrieval Date Today’s date.

 

8. When prompted, enable the macros content and it will prompt to press Ctrl + P. Click OK.

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9. Press Ctrl + P. System will retrieve the prices and credit ratings. Once done, save the template on the Bloomberg terminal.

Field Description
Prices As At VDate Currency/ security prices as at VDate.
RTG_FITCH Fitch rating.
RTG_FITCH_LT_ISSUER_DEFAULT Fitch Issuer Default rating.
RTG_MOODY Moody’s rating.
RTG_MOODY_LONG_TERM Moody’s Long Term rating.
RTG_MDY_ISSUER Moody’s Issuer rating.
RTG_MDY_SEN_UNSECURED_DEBT Moody’s Unsecured Debt rating.
RTG_SP S&P rating.
RTG_SP_LT_LC_ISSUER_CREDIT S&P Issuer Credit rating.

 

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10. On the Price Load page in the CS Lucas system (on the Bloomberg terminal), tick Read File.

11. Click Choose File and browse for the file that was saved earlier.

12. Click Read. All the items on the file will be displayed on the screen.

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13. Click Load button to load the prices into the system. System will save the prices displayed in the “Rate As At VDate” column and any credit rating in the following columns.
• RTG_FITCH
• RTG_FITCH_LT_ISSUER_DEFAULT
• RTG_MOODY
• RTG_MOODY_LONG_TERM
• RTG_MDY_ISSUER
• RTG_MDY_SEN_UNSECURED_DEBT
• RTG_SP
• RTG_SP_LT_LC_ISSUER_CREDIT

Exchange Rates:

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Security Prices:

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Security Credit Ratings:
Navigate to Set Up > Static > Securities > Select the Security Type and click Refresh. Click on the security short name.

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Counterparty Credit Ratings:
Navigate to Set Up > Static > Securities > Select the Security Type as Equity and click Refresh. Click on the security short name.

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