| Settlement date: | 6/6/14 | 7/15/14 | 6/5/15 |
| Maturity date: | 11/15/23 | 11/15/23 | 11/15/23 |
| Coupon rate: | 2.750% | 2.750% | 2.750% |
| Price: | 97.140625 | 100.0625 | 96.6875 |
| Face value: | 100 | 100 | 100 |
| Frequency: | 2 | 2 | 2 |
| Basis (A/A): | 1 | 1 | 1 |
| Yield (street convention): | | | | <-- Use Excel's YIELD function. |
| Principal face value | 1,000,000 | 1,000,000 | 1,000,000 |
| Principal market value | 971,406.25 | 1,000,625.00 | 966,875.00 |
| Last coupon payment date |
| Number of days for accrued interest |
| Number of days in coupon period | 184 | 184 | 184 |
| Next coupon payment date |
| Accrued interest |
| Total payment (PV) | | | | <-- Dirty price |
| Redemption value | 1,000,000 | 1,000,000 | 1,000,000 |
| Number of coupon payments remaining |
| Total coupon interest (nC) |
| Reinvestment rate | | | | <-- Assume reinvestment rate equals yield. |
| Interest on interest at specified reinvestment rate |
| Total income (FV) |
| Gross profit (FV - PV) |
| Periods to maturity (h) | | | | <-- B20-(B13/B14) |
| Return/period | | | | <-- Total Return = ((FV/PV)^(1/h))-1 |
| Bond equivalent return |
Karantin
excel.xlsx
