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Government Bonds Bond - IN0020190362 Bond - IN0020170026

The document provides details on the analysis of bond trades from the National Debt and Securities Depository Limited (NSDL) and the Bombay Stock Exchange (BSE). It includes inputs such as settlement date, maturity date, coupon rate, yield to maturity, and market prices as well as outputs like present value of coupons, clean price, and accrued interest for various government bonds, corporate bonds, and securities trading on Indian exchanges.

Uploaded by

Arif Ahmed
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We take content rights seriously. If you suspect this is your content, claim it here.
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42 views4 pages

Government Bonds Bond - IN0020190362 Bond - IN0020170026

The document provides details on the analysis of bond trades from the National Debt and Securities Depository Limited (NSDL) and the Bombay Stock Exchange (BSE). It includes inputs such as settlement date, maturity date, coupon rate, yield to maturity, and market prices as well as outputs like present value of coupons, clean price, and accrued interest for various government bonds, corporate bonds, and securities trading on Indian exchanges.

Uploaded by

Arif Ahmed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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https://www.ccilindia.

com/Research/Statistics/Pages/NDSTradeAnalysisRepor

Government Bonds

Bond - IN0020190362 Bond - IN0020170026

Inputs Inputs
Settlement Date 24-Feb-2021 Settlement Date
Maturity Date 7-Oct-2029 Maturity Date
Coupon date 7-Oct-2020 Coupon date
Coupon Rate 6.45% Coupon Rate
Effective Rate 0.0645 Effective Rate
Coupon Amount INR 3.23 Coupon Amount
YTM 6.0300% YTM
Effective YTM 0.0603 Effective YTM
Face Value INR 100.00 Face Value
Market price INR 102.79 ₹ -102.79 Market price
Frequency 2 Frequency

Periods 8.62 Periods


Days from last Coupon Err:502 Days from last Coupon
Days to next coupon 42 Days to next coupon
Total days in Coupon 182.5 Total days in Coupon

Outputs Outputs
PV of Coupons INR 42.87 PV of Coupons

PV of Face Value INR 59.93 PV of Face Value

Clean Price INR 102.79 Clean Price

Accrued Interest Err:502 Accrued Interest

Dirty Price Err:502 Dirty Price


atistics/Pages/NDSTradeAnalysisReport.aspx

ment Bonds

d - IN0020170026 Bond - IN0020190065 Bond - INE774D07SW9

Inputs Inputs Inputs


24-Feb-2021 Settlement Date 24-Feb-2021 Settlement Date
15-May-2027 Maturity Date 17-Jun-2033 Maturity Date
15-Nov-2020 Coupon date 17-Dec-2020 Coupon date
6.79% Coupon Rate 7.57% Coupon Rate
0.0679 Effective Rate 0.0757 Effective Rate
INR 3.40 Coupon Amount INR 3.79 Coupon Amount
5.9000% YTM 6.3800% YTM
0.059 Effective YTM 0.0638 Effective YTM
INR 100.00 Face Value INR 100.00 Face Value
INR 104.59 ₹ -104.58 Market price INR 110.04 ₹ -110.04 Market price
2 Frequency 2 Frequency

6.23 Periods 12.31 Periods


Err:502 Days from last Coupon Err:502 Days from last Coupon
80 Days to next coupon 113 Days to next coupon
182.5 Total days in Coupon 182.5 Total days in Coupon

Outputs Outputs Outputs


INR 34.95 PV of Coupons INR 63.90 PV of Coupons

INR 69.63 PV of Face Value INR 46.15 PV of Face Value

INR 104.58 Clean Price INR 110.04 Clean Price

Err:502 Accrued Interest Err:502 Accrued Interest

Err:502 Dirty Price Err:502 Dirty Price


https://www.bseindia.com/markets/debt/debt_search.aspx

Corporate Bonds

- INE774D07SW9 Bond - INE732Q07BP9

Inputs Inputs
24-Feb-2021 Settlement Date 24-Feb-2021
18-Jan-2027 Maturity Date 30-Jun-2034
18-Jan-2021 Coupon date 30-Jun-2020
9.30% Coupon Rate 9.50%
0.093 Effective Rate 0.095
INR 9.30 Coupon Amount INR 9.50
7.8000% YTM 9.4000%
0.078 Effective YTM 0.094
INR 100.00 Face Value INR 100.00
INR 106.85 ₹ -106.89 Market price INR 100.65 ₹ -100.74
1 Frequency 1

5.90 Periods 13.35


Err:502 Days from last Coupon Err:502
328 Days to next coupon 126
365 Total days in Coupon 365

Outputs Outputs
INR 42.69 PV of Coupons INR 70.61

INR 64.20 PV of Face Value INR 30.13

INR 106.89 Clean Price INR 100.74

Err:502 Accrued Interest Err:502

Err:502 Dirty Price Err:502


Bond - INE092V08028

Inputs
Settlement Date 24-Feb-2021
Maturity Date 19-Feb-2028
Coupon date 19-Feb-2021
Coupon Rate 7.34%
Effective Rate 0.0734
Coupon Amount INR 7.34
YTM 4.6300%
Effective YTM 0.0463
Face Value INR 100.00
Market price INR 115.86 ₹ -115.87
Frequency 1

Periods 6.99
Days from last Coupon Err:502
Days to next coupon 360
Total days in Coupon 365

Outputs
PV of Coupons INR 42.99

PV of Face Value INR 72.88

Clean Price INR 115.87

Accrued Interest Err:502

Dirty Price Err:502

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