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excelexcel-formulafinancebloomberg
WhoIsJonGalt
WhoIsJonGalt

Reputation: 13

Bloomberg Excel Function for Callable/Matured bonds

I am trying to keep track of bond positions that may have matured or have been called. I keep a small DB of open positions in Excel. Is there a Bloomberg API function to to return a boolean (T/F) if a bond has been called/matured? Thanks in advance.

Upvotes: 1

Views: 7501

Answers (1)

amaidment
amaidment

Reputation: 7298

These sorts of fields are easy to find if you have a Bloomberg Terminal. Select your security and go to FLDS. You can then search for the relevant fields for this security. Any fields can be accessed in Excel (using =BDP(ticker,field)) or through the API (using the "ReferenceDataRequest").

For the fields you mention, you could try:

  • CALLABLE - whether the bond is in fact callable
  • CALLED - whether the bond has been called

  • CALLED_DT - when the bond was called

  • MATURITY - the bond's maturity (There is, AFAIK, no way to get whether the bond has matured or not as a boolean, but it should be relatively straightforward to compare this with the date to determine whether maturity is in the future or not.)

However, it sounds like you are trying to determine whether any given bond is still 'live'. The tricky part is fungible bonds - you can use:

  • FUNGED_CUSIP - the CUSIP of the bond this bond funged into (so, blank if not funged) ...but the only way to get the date it funged is from the DES_NOTES. These are easily viewed on the DES page, but if you get them in Excel or through the API you will have to parse the text to get the funging date.

Upvotes: 1

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