Last update: 2018-05-22 14:15

Benchmark yields

Daily benchmark yields calculated by ÁKK based on Primary Dealers' two-way firm quotes

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