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Flash Report Update Instructions

The document provides instructions for updating a flash report with total return index values from Bloomberg and Datastream terminals for various domestic and international equity and bond indexes on a monthly or quarterly basis. Key steps include looking up total return analysis on the Bloomberg terminal for most indexes, exporting monthly total return data from Datastream for international indexes, and storing the end of period values in the correct cells of the flash report spreadsheet.

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Nathaniel May
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218 views2 pages

Flash Report Update Instructions

The document provides instructions for updating a flash report with total return index values from Bloomberg and Datastream terminals for various domestic and international equity and bond indexes on a monthly or quarterly basis. Key steps include looking up total return analysis on the Bloomberg terminal for most indexes, exporting monthly total return data from Datastream for international indexes, and storing the end of period values in the correct cells of the flash report spreadsheet.

Uploaded by

Nathaniel May
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Flash Report Update Instructions

1. Log into Bloomberg terminal. 2. Look up the Total Return Analysis of each index: a. Commands to enter: <ticker> Index/Equity TRAX or TRA (doesn't matter which) b. Tickers: i. MSCI US Broad Market Index MZUSB ii. Russell 2000 Value RU20VATR iii. Russell 2500 Growth - RU25GRTR iv. MSCI US Mid Cap 450 MZUSM v. MSCI US Prime Market Growth Index MZUSPG vi. Russell 1000 Value RLV vii. MSCI AC WORLD INDEX ex USA MSWFXU$ see step 7 viii. MSCI Europe MSEROP$ see step 7 ix. MSCI Pacific MSPACF$ see step 7 x. MSCI EM (Emerging Markets) MSEMKF$ see step 7 xi. MSCI AC World Index MSACWF$ see step 7 xii. Barclays Capital U.S. Corporate Investment Grade LHCCORP see step 13 xiii. Barclays Capital U.S. Aggregate LHAGGBD see step 13 xiv. Barclays Capital Global Aggregate Bond Index LHMGAGG see step 13 xv. HFRI FOF: Conservative Index HFRIFOFC xvi. FTSE NAREIT All equity REIT Index FNER xvii. S&P 500 - SPX 3. If updating flash report for monthly update, change the range frequency value to M and put in proper start and end dates for the range you are looking up a. Similar process for Quarter reports change value to Q. 4. Press Page Down to see that values to be stored will be in total return period change (rightmost column) a. Notable Exceptions total return period change will be found in Between Period column next to Price Appreciation i. Russell 2000 Value ii. Russell 2500 Growth iii. HFRI FOF: Conservative Index 5. Store values into the proper cell in the Month worksheet of the flash report spreadsheet. a. Values for Quarter and Month will automatically update. b. If storing values for a new year, copy Quarter and Year formulas of previous years value into a new column for the new year, and readjust the cell references as needed.

Flash Report Update Instructions


6. Repeat steps 1-5 for each index. 7. Log onto the computer adjacent to the Bloomberg Terminal, go to the Start Menu, Programs, Datastream. Datastream 5.0. a. On the left hand menu titled Datastream series, click on Equity Indicies. b. On the left hand menu titled Analysis, expand Single Series Data. i. Click on Time Series Data. c. Select the Expert box. d. Deselect the No Datatype box. e. Go to Datatype field and click the dropdown menu to select Total Return Index. f. Click the marker for the desired range of data. g. Enter the series ticker. h. Click Run Now! 8. On click the icon for exporting to an excel worksheet on the second toolbar from the top. (has excel sign) a. Press ok. 9. In the open worksheet, delete all unnecessary data values (non-end-of-themonth values). 10. Calculate total return period values by finding the percent change in the values from each period to the next. 11. Follow same procedure for step 5. 12. Repeat steps 7g-10 for each index. 13. Click on the bond indices and CDS Datastream series (lefthand menu). 14. Click the Datatypes button, and scroll down to look for Total Return MTD (Month to Date) with mnemonic TOTR. Click on TOTR. 15. Store values of the last day of each month into the corresponding cells in the worksheet..

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