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Finance and Investment

Fixed Income

Analyzing Corporate Bonds

a. Screening for Corporate Bonds

Type “SRCH A” and “GO”

b. Financial Analysis

1. Type “Sprint”  “F3” or <Corp> and “GO” 2. “DES” and “GO” – Provides description of the company and various options  3. “FA” and “GO”

4.Click on “Ratios” then “Credit”

c. Yield And Spread Analysis

1. Go to “Sprint F3” again.        

2. Click on bond 5 (6% coupon and 12/01/16 maturity)

We will be looking at the following screens:

1. <YAS > - Yield and spread Analysis              2. <RV> –  Relative Valuation        3. <GY> – Graph Yield

This shows how the bonds have been performing in the past year in terms of yield return. Yield is in reverse to price, so the higher the yield, the worse the return.

4. GP – Graph price

This shows the same bond’s price action. As you can see, the price and yields move in opposite directions.     

d. Comparable Bond Analysis

Type “COMB” and “GO”

Government Debt Basics

<CRVF>       To find different bond or swaps curves from around the world or enter Curve Finder

<WB>           Type “WB” and “GO” for a big picture view of the world

<FITG>         For global interest rates overview

<BBT>          Enter <BBT> <Enter>, or press 2) United State - This shows you the different types of US bonds and how the prices have changed that day for the most traded bonds issued by the US Government.

Fixed Income Cheat Sheets by Yale University