PS2_Excel

PS2_Excel - Mat Feb Aug Feb Aug Feb Aug Feb Aug Feb Aug...

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Unformatted text preview: Mat Feb Aug Feb Aug Feb Aug Feb Aug Feb Aug 2004 2004 2005 2005 2006 2006 2007 2007 2008 2008 Mths to mat. Coupon Coupon pay price Days Acc.Acc. Int Dirty Price Ask 5 4.75 2.38 101.53 30 0.4 101.93 11 2.13 1.06 100.97 30 0.18 101.15 17 7.5 3.75 108.72 30 0.63 109.34 23 6.5 3.25 109.28 30 0.54 109.82 29 5.63 2.81 108.91 30 0.47 109.38 35 2.38 1.19 100.63 30 0.2 100.82 41 6.25 3.13 112.5 30 0.52 113.02 47 3.25 1.63 102.13 30 0.27 102.4 53 3 1.5 100.38 30 0.25 100.63 59 3.25 1.63 100.63 30 0.27 100.9 Feb Aug Feb Aug Feb Aug Feb Aug 5-yr zero 85.64 4-year coupon bond 2004 3.06 2004 3.06 2005 3.06 2005 3.06 2006 3.06 2006 3.06 2007 3.06 2007 103.06 Price 3.05 3.03 3.01 2.97 2.93 2.88 2.82 92.72 113.4 PV of last coupon to Mat Days Discount rate Yield 101.93 150 1 1.06% 100.09 330 1.01 1.06% 101.9 510 1.02 1.28% 100.18 690 1.03 1.58% 98.3 870 1.05 1.87% 95.01 1050 1.07 2.17% 94.79 1230 1.09 2.48% 91.42 1410 1.11 2.72% 89.15 1590 1.14 2.96% 87.03 1770 1.17 3.18% 1 1.06 3.73 3.24 2.8 1.18 3.11 1.62 1.49 1.62 2 3 4 5 3.71 3.22 2.79 1.18 3.09 1.61 1.49 1.61 3.19 2.76 1.17 3.07 1.6 1.47 1.6 2.73 1.15 3.03 1.58 1.46 1.58 1.14 2.99 1.55 1.43 1.55 6 7 8 9 2.93 1.53 1.41 1.53 1.49 1.38 1.49 1.35 1.46 1.43 ...
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PS2_Excel - Mat Feb Aug Feb Aug Feb Aug Feb Aug Feb Aug...

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