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Bond Code | Maturity | Coupon | Comp. Bond | BP Spread | MTM | All IN Price | Clean Price | Accrued Interest | High Yield | Low Yield | Return | Duration | Mod. Duration | Delta | RPBP | Convexity |
E170 | 2020/08/01 | 13.50 | R207 | 95 | 8.1300 | 114.1711 | 110.8424 | 3.3288 | 8.2650 | 7.5250 | -.01 | 1.9727 | 1.8957 | -2.1643 | 216.4313 | 4.8237 |
R186 | 2026/12/21 | 10.50 | 0 | 8.2850 | 117.2609 | 113.4636 | 3.7973 | 8.6450 | 7.8800 | -.04 | 5.8726 | 5.6390 | -6.6124 | 661.2383 | 43.1587 | |
R204 | 2018/12/21 | 8.00 | 0 | 6.8100 | 103.6179 | 100.7247 | 2.8932 | 7.1350 | 6.4300 | -.04 | .6182 | .5979 | -.6195 | 61.9510 | .6552 |
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