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-rw-r--r--python/book_bbg.py2
1 files changed, 1 insertions, 1 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py
index 7d345789..dcbc0025 100644
--- a/python/book_bbg.py
+++ b/python/book_bbg.py
@@ -49,7 +49,7 @@ def get_bbg_data(bbg_id, trade_date, conn):
with conn.cursor() as c:
c.execute(sql_str, (indextype, series, tenor, trade_date))
redcode, maturity, coupon = c.fetchone()
- return str(maturity), redcode, coupon
+ return str(maturity), redcode, coupon / 100
def cdx_booking_process(path):