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  • Latihan Harga Bond Muhammad Jihad Rusnanda Sya'bani - 1810116024

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    Muhamad Jihad
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    This document contains details of a bond transaction including: - The bond has a maturity date of 9/15/2015 and coupon rate of 9.25% - The bond was purchased on 6/24/2010 at a price of 102 with a redemption value of 100 - The accrued interest as of the purchase date was Rp 519,027,778 - Key dates include the last coupon on 3/15/2010, the purchase settlement on 6/24/2010, and the next coupon on 10/3/2010

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    Latihan Harga Bond Muhammad Jihad Rusnanda Sya'bani_1810116024

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    This document contains details of a bond transaction including: - The bond has a maturity date of 9/15/2015 and coupon rate of 9.25% - The bond was purchased on 6/24/2010 at a price of 102 with a redemption value of 100 - The accrued interest as of the purchase date was Rp 519,027,778 - Key dates include the last coupon on 3/15/2010, the purchase settlement on 6/24/2010, and the next coupon on 10/3/2010

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    29 views3 pages

    Latihan Harga Bond Muhammad Jihad Rusnanda Sya'bani - 1810116024

    Uploaded by

    Muhamad Jihad
    This document contains details of a bond transaction including: - The bond has a maturity date of 9/15/2015 and coupon rate of 9.25% - The bond was purchased on 6/24/2010 at a price of 102 with a redemption value of 100 - The accrued interest as of the purchase date was Rp 519,027,778 - Key dates include the last coupon on 3/15/2010, the purchase settlement on 6/24/2010, and the next coupon on 10/3/2010

    Copyright:

    © All Rights Reserved
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    of 3

    Exercise 1

    IFR003: Bloomberg Calculation


    Issue date : 15 September 2009
    Maturity date 9/15/2015
    Coupon Rate 9.25%

    Transaksi:
    Settlement date 6/24/2010
    Price 102 102
    Redemption 100
    Frekuensi 2
    Basis 0
    Yield 9%
    Nominal : Rp. 20.000.000.000,-
    Premium : Rp. 400.000.000,-
    Accrued : Rp 519.027.778,- (101/360 days)
    Proceed : Rp. 20.919.027.778,-

    Manual 519,027,778
    Note: Accrued is not captured by Bloomberg

    Last coupon 3/15/2010 101 sebelum pembayaran


    Settlement 6/24/2010
    Next Coupon 10/3/2010 101 setelah pembayaran
    Maturity 9/15/2015

    w(days to next coupon 99


    days in coupon period 198
    w periods 0.5
    accrued ujroh 2.3125
    ujroh investor 2.3125
    NAMA Muhammad Jihad Rusnanda Sya'bani
    NIM 1810116013

    without accrued -102.00 PV t*PV


    1 4.625 4.43 4.43
    2 4.625 4.25 8.49
    3 4.625 4.07 12.20
    4 4.625 3.90 15.59
    5 4.625 3.73 18.67
    6 4.625 3.58 21.46
    7 4.625 3.43 23.99
    8 4.625 3.28 26.27
    9 4.625 3.15 28.32
    10 104.625 68.19 681.90
    102.00 841.32
    Monthly yield 4.37% Annual yield 52.49%
    duration 4.16
    mduration 4.0
    IRR Change -1%
    Duration Price Chg 3.99
    Duration Price Est 105.99
    101 sebelum pembayaran

    101 setelah pembayaran


    T*2+T CONVEXITY -102.000
    2 8.86 2.3125
    6 25.47 4.625
    12 48.81 4.625
    20 77.94 4.625
    30 112.01 4.625
    42 150.25 4.625
    56 191.94 4.625
    72 236.44 4.625
    90 283.16 4.625
    110 7500.89 104.625
    8635.78
    convexity 36.41 4%
    tahun 0.00422

    % Price Change 416.62%


    Convex Adj 106.17

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