Select a US Treasury bond or note with an intermediate-term or long-term maturity (5 to 20 years).
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Select a US Treasury bond or note with an intermediate-term or long-term maturity (5 to 20 years). To find your bond, use the FIT screen or SECF (SECF < Enter>; Category: Fixed-Income; Govt Tab; select Maturity: 4-7 years or greater; select denomination: USD). Evaluate the bond using the following screens:
a. DES to identify the bond's key features.
b. YAS to determine the bond's price, invoice price, yield, and modified duration.
c. CSHF to find the bond's cash flow.
d. TDH and ALLQ to determine the liquidity on the bond based on it trading activity and bid-ask spreads.
e. COC to determine the bond's cost of carry.
f. FPA to conduct a forward price analysis.
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