Entering Bonds

On May 11, 2000, you receive an order for a floating rate bond with a par amount of one million USD, an initial rate of 10 percent, and a term of 367 days. The settlement date is May 12, 2000 and the maturity date is May 14, 2001.

Section Heading Field Field Value

Deal Detail

 

 

 

Unit

US001

 

Deal ID

TCORPBOND3

 

Instrument Type

CORPBOND

 

Transaction Date

05/11/2000

 

Interest Base Type

Interest Rate Physical

Interest Rate Physical Details

 

 

 

Settlement Date

05/12/2000

 

Term

367

 

Maturity Date

05/14/2001

 

Issue Date

05/12/2000

 

Interest Period Start Date

05/12/2000

 

Classification

Debt

 

Rate Type

Floating

 

Rate

10.0

 

Reset Index

LIBOR

 

Day/Count Basis

30/360

 

Interest Calculation

Interest Bearing

 

Par Amount

1,000,000.00

 

Currency

USD

 

Settlement Amount

1,000,000.00.

 

Price % of Par

100.0. (Automatically populated with the default value.)

 

Discount/Premium

Straightline Method

Interest Dates and Calculations

 

 

 

Repeat Interest Dates

Selected

 

Interest Frequency

Semi-Annual

 

Reset Frequency

Semi-Annual

 

Reset Rate Index Tenor

6 Month

 

Business Day Convention

Modified Following

 

Next Interest Payment

Traded Cum-Interest

 

Interest Calculation

Day Counted Interest

Use Actual Interest Dates

Interest Date Rule

   

 

Interest Date Rule

Backwards from Maturity Date

 

Payment Date

Business Days - Paid in Arrears

 

+/- Payment Days

0

 

Reset Date

Set in Advance

 

+/- Reset Days

0

 

Accounting Treatment

Held to Maturity

 

Counterparty

USBNK

 

Description

1 Year to 2001-05-14 Debt USD 1.1m. @ LIBOR

 

Deal Status

Matured

Cash Flows Page

 

 

 

Settlement Date

Description

Amount

Currency

05/12/2000

Principal

1,000,000.00

USD

 

Settlement Date

Description

Amount

Currency

Nominal Date

Interest Date

05/15/2000

Interest

-833.33

USD

05/14/2000

11/14/2000

 

Settlement Date

Description

Amount

Currency

Nominal Date

Interest Date

11/14/2000

Interest

0.00

USD

11/14/2000

11/14/2000

 

Settlement Date

Description

Amount

Currency

05/14/2001

Principal

-1,000,000.00

USD

Settlement Instructions page

   

Payment Information

   
 

Our Settle Thru SetID

SHARE

 

Our Settle Thru Bank

USBNK

 

Our Settle Thru Account

CHCK

 

Counterparty's Instructions

USBKS

 

Payment Method

Wire Transfer

 

Layout

820

Receipt Information

   
 

Our Settle Into SetID

SHARE

 

Our Settle Into Bank

USBNK

 

Our Settle Into Account

CHCK

 

Our Settlement Instructions

TUS01