The list of benchmark papers from 22-July-2008

The list of benchmark papers from 22-July-2008:

TenorNameShort NameISIN Code
3 monthsD081119D081119HU0000516836
6 monthsD090128D090128HU0000516778
12 monthsD090603D090603HU0000516877
3 yearsA110422C08
2011/CHU0000402425
5 yearsA121024C072012/CHU0000402417
10 yearsA190624A082019/AHU0000402433
15 yearsA231124A072023/AHU0000402383

The list of benchmark papers from 16-July-2008:

TenorNameShort NameISIN Code
3 monthsD081022
D081022
HU0000516554
6 monthsD090128D090128HU0000516778
12 monthsD090603D090603HU0000516877
3 yearsA110422C08
2011/CHU0000402425
5 yearsA121024C072012/CHU0000402417
10 yearsA190624A082019/AHU0000402433
15 yearsA231124A072023/AHU0000402383

The next change in the benchmarks will be on 30-July-2008 (12 months tenor).

Contents

Favorites

    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