The list of the benchmark securities as from 20th February 2018

The list of the benchmark securities will be the following as from 20th February, 2018:

Tenor Name Short name ISIN code
3-month D180718 D180718 HU0000521687
6-month D180926 D180926 HU0000521745
12-month D181227 D181227 HU0000521893
3-year A200923C17 2020/C HU0000403258
5-year A221026B17 2022/B HU0000403266
10-year A271027A16 2027/A HU0000403118
15-year A311022A15 2031/A HU0000403001


The list of the benchmark securities will be the following as from 14th February, 2018:

Tenor Name Short name ISIN code
3-month D180523 D180523 HU0000521596
6-month D180926 D180926 HU0000521745
12-month D181227 D181227 HU0000521893
3-year A200923C17 2020/C HU0000403258
5-year A221026B17 2022/B HU0000403266
10-year A271027A16 2027/A HU0000403118
15-year A311022A15 2031/A HU0000403001


The next change in the list of the benchmark securities will take place on 21st February 2018 (3-year tenor).

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    HGB and T-bill calculator
    Date: settlement date; minimum value: 01-01-2003; the date on which securities must be delivered and paid for to complete a transaction
    Type: DKJ - discount treasury bills, KTV - treasury bonds
    Convention: calculation method: ISMA (Act/Act) or EHM (Act/365 No Leap)
    Security: T-Bond or T-Bill denominated in HUF
    Yield %: yield to maturity, the percentage rate of return paid if the security is held to its maturity date
    Clean Price %: net present value of selected security, if it is not the input field, then = gross price% - acc. interest%
    Acc. Interest %: the amount of interest accumulated but not paid between the issue date or most recent payment and the settlement date
    Gross Price %: present value of selected security, if it is not the input field, then = clean price% + acc. interest%
    Face Value: optional positive integer value, Net Price, Acc. Ineterst and Gross Price will be recalculated
    Net Price: Clean Price% * face value
    Acc. Interest: Acc. Interest% * face value
    Gross Price: Gross Price% * face value