You are on page 1of 5

setllement

maturity
rate
yeild
price
redemption
frequency
basis
price
ytm

coupnum
coupdays
coupdaybs

coupdaysnc

05 February 2001
16 April 2006

16-Apr-01
16 October 2000
16-Oct-01

180

11.75%
12%
106.84
100
2
1
99.01360726
11.99973022
01 January 2002
05 February 2001
330

70
112

06 August 2000
February 5, 2001
-183

no of coupons frm
11 settlement to maturity
182 time btw 2 coupons
time btw last coupon to
112 settlement
time from settlement date to
70 next coupon payment

1/19/2003
8/7/2002
165

105.7999808

7/10/2001
3/23/2004
12.50%
7.84%
2.3205781

27/07/2001 28/07/2006

1827.00 5.0054795

28-Jun-01

26-Sep-01
97.05

5/29/2001
7/2/2001
34
5.125

7/10/2001
5/30/2002
324.00

0.93958333

10/9/2001
4/10/2006
11.68%

6/8/2001
6/28/2001
52.80004 9/26/2001

113.65 11/12/2014
105.35 2/15/2015
111.45
4/7/2015
106.75 4/18/2016
104.78 4/27/2018

11.83
10.47
11.43
10.71
10.45

7.584434
5.708265
6.139796
6.354061
6.640723

116600
114100
113600
112400
111100

13251590 100505807
12020435 68615824
12660720 77734239
11998700 76240466
11641058 77305042
61572503 400401378
6.5029251

39
40
41
42
43
44
45
46

110.2025
110.2
110.1975
110.195
110.1925
110.19
110.1875
110.185

4297.898
4408
4518.098
4628.19
4738.278
4848.36
4958.438
5068.51
37465.770

4297.898
8705.898
13224
17852.19
22590.46
27438.82
32397.26
37465.77

0.114715
0.117654
0.120593
0.123531
0.12647
0.129408
0.132346
0.135284

12.64191
12.96548
13.28901
13.61252
13.93599
14.25944
14.58285
14.90624
110.1934

22590.4625

20000 2590.4625

You might also like