Report 8036 : Benchmark Security Group Duration

PURPOSE

To provide the details used by CS Lucas to show Benchmark Security Group Duration.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Benchmark Security Group Duration.

QUERY

1. Navigate to Reporting > Standard > Report 8036: Benchmark Security Group Duration.

2. Fill in the mandatory parameter – Security Group, As At Date, Reporting Currency.

3. Click on the required format.

4. The report shows the Ticker, Issue Size, Currency, Market Price, Reporting Currency, Market Value in reporting currency, Coupon (%), MDate, Weighting (%), Remaining Tenor (Yr), Market Yield (IRR), Macaulay Duration, Modified Duration.

For explanation of  button, please see link.

For explanation of  buttons, please see link.

DATA SOURCE

To view the following information,

Follow the steps as shown below:

1. Navigate to Prices > Security Prices

2. Select Ticker

3. Key in From Date* and To Date

4. Click Refresh

5. D = B * C / 100

6. G = D / I * 100

7. H = F – J / 365

To view the coupon and MDate of the security,

1. Navigate to Set Up > Static > Securities

2. Select Security Type as Bond

3. Click Refresh

4. Click on the short name

5. Click on Coupon.

FREQUENTLY ASKED QUESTIONS

RELATED INFORMATION

CHANGE HISTORY