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  • Lecture 2 PIB Calculator

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    This document provides details on a 10-year Philippine government bond (PIB), including the issue date, maturity date, settlement date, remaining maturity, coupon payment dates and rates, yield, price, face value, accrued interest and total payout amount. Key details are a 9.28 year remaining maturity, 8% annual coupon rate, 9.9% yield to maturity, and a price of 88.6199 for a P100 million face value bond with P1.8 million in accrued interest.

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    This document provides details on a 10-year Philippine government bond (PIB), including the issue date, maturity date, settlement date, remaining maturity, coupon payment dates and rates, yield, price, face value, accrued interest and total payout amount. Key details are a 9.28 year remaining maturity, 8% annual coupon rate, 9.9% yield to maturity, and a price of 88.6199 for a P100 million face value bond with P1.8 million in accrued interest.

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    4 views1 page

    Lecture 2 PIB Calculator

    Uploaded by

    xcodafather
    This document provides details on a 10-year Philippine government bond (PIB), including the issue date, maturity date, settlement date, remaining maturity, coupon payment dates and rates, yield, price, face value, accrued interest and total payout amount. Key details are a 9.28 year remaining maturity, 8% annual coupon rate, 9.9% yield to maturity, and a price of 88.6199 for a P100 million face value bond with P1.8 million in accrued interest.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 1

    PIBs Quote # 1

    Instrument PIB-10Y
    Issue Date 10-Dec-20
    Maturity Date 10-Dec-30
    Settlement Date 2-Sep-21
    Remaining Years to Maturity 9.28
    Next Coupon Date 10-Dec-21
    Last Coupon Date 10-Jun-21
    Accrued Interest Days 84
    Coupon Days 183
    Coupon Settlement 99
    Coupon rate 8.00%
    Yield to Maturity 9.9000%
    Price 88.6199
    Face Value 100,000,000
    Accrued Interest 1,836,066
    Cheque Amount 90,455,966
    Duration 6.11
    PVBP 0.0552000
    DV01 55,200

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