CDIAC Public Investments and Municipal Debt Essentials

Identifying the Right Short-Term and Interim Investment Instruments

January 12, 2011

Session Speakers:

Raymond Johnson, Bloomberg LP Applications SpecialistNancy Johnson Managing Director, PFM

Market and Economic Overview:

Monitor Treasuries, Key Economic Events and Top Bond Market News.

Monitor: Fed Actions, News and Market Sentiment.

Price Discovery: Treasury Bill and Notes, Discount Notes, BAs, CP, CDs, and Money Funds.

Corporate Bonds: IMGR and TACT. Inventory Searches and Price Disclosure

Breakeven Analysis and Horizon Analysis:

Yield Curves and Relative Value

Standardized Yield Analysis (YA/YTC/AOAS)

YAS: Detailed Yield and Risk Analysis for a Corporate Bond.

Analyzing and PGM -> DES -> YA -> BXT

Monitoring Portfolios (Yields, Prices and Ratings)

Monitoring Credit Spreads

Pricing Defaults

Bloomberg Valuation: BVAL