No Output for Floating Rate Note Index

Hello,

I am trying to get the underlying index of various instruments that are floating rate notes. I'm working with the Python API.

Example CUSIPs I am using are: 3128X9Z86, 31331GW70, 31331GYN3, 31331GYN3

When using get_data(CUSIP_List, fields=["TR.FICouponTypeDescription", (other (working) stuff)]) they all correctly show up as "Floating: Fixed Margin over Index". However, I cannot get the underlying index or the margin over the index. I've tried:

"TR.FLOATINGRATENOTEINDEXVALUE"
"TR.UNDERLYINGINDEX"
"TR.NIFloatingRateIndex"
"TR.DISCOUNTMARGIN"
"TR.DivNotes"
"TR.Notes"
"TR.WarrantNotes"

All these codes gave me no output.

I would be happy with any of the following: (Optimally) the margin over the index, the mere index, the "coupon formula" field or the "notes" field.

Coupon Formula Field:

Notes Field:

Kindly,

Markus

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Accepted answers

jason.ramchandani01

@Markuss Hi I think there are a number of fields that look promising:

I think TR.FiIndexRIC might be the one you want. Also note the instruments you provided are matured instruments.

Regarding the margin over the index i found these:

I think TR.ADF_MARGIN is the one you want. I hope this can help.

All comments

jason.ramchandani01

@Markuss Hi I think there are a number of fields that look promising:

I think TR.FiIndexRIC might be the one you want. Also note the instruments you provided are matured instruments.

Regarding the margin over the index i found these:

I think TR.ADF_MARGIN is the one you want. I hope this can help.

Markuss

Thank you very much, Jason! It works!

A question on your screenshots: Is that part of the formula builder or where is it possible to directly see the instrument-specific output?

Best,

Markus

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