3.22.1.1.1 Look back or Lockout with Payment delay SGEN Generation
Table 3-20 Look back/Lockout with Payment delay
Details | Values |
---|---|
Year Basis |
360 |
Principal |
$100,000,000.00 |
Value Date |
Mon, 03-Jun-19 |
Maturity Date |
Tue, 18-Jun-19 |
Look back |
5 |
Payment Delay Days |
2 |
Currency |
USD |
Sgen |
2-Working days |
Modules Applicable |
MM |
Table 3-21 Interest calculation for rate publish and rate for SOFR
Rate published(T - 4) | Rate For (T - 5) | Contract Calculation Date (System Date - T) | SOFR | No. days | Notional Principal | Interest |
---|---|---|---|---|---|---|
28-May-19 |
27-May-19 |
03-Jun-19 |
0.08 |
1 |
$100,000.00 |
$0.22 |
29-May-19 |
28-May-19 |
04-Jun-19 |
0.081 |
1 |
$0.23 |
|
30-May-19 |
29-May-19 |
05-Jun-19 |
0.069 |
1 |
$0.19 |
|
31-May-19 |
30-May-19 |
06-Jun-19 |
0.077 |
1 |
$0.21 |
|
03-Jun-19 |
31-May-19 |
07-Jun-19 |
0.081 |
3 |
$0.68 |
|
04-Jun-19 |
03-Jun-19 |
10-Jun-19 |
0.07 |
1 |
$0.19 |
|
05-Jun-19 |
04-Jun-19 |
11-Jun-19 |
0.069 |
1 |
$0.19 |
|
06-Jun-19 |
05-Jun-19 |
12-Jun-19 |
0.069 |
1 |
$0.19 |
|
07-Jun-19 |
06-Jun-19 |
13-Jun-19 |
0.065 |
1 |
$0.18 |
|
10-Jun-19 |
07-Jun-19 |
14-Jun-19 |
0.066 |
3 |
$0.55 |
|
11-Jun-19 |
10_Jun-19 |
17-Jun-19 |
0.071 |
1 |
$0.20 |
|
18-Jun-19 |
SGEN (Payment Message) |
|||||
19-Jun-19 |
||||||
20-Jun-19 |
$100,000.00 |
|||||
Total Amount |
$3.03 |
Parent topic: Look back without Payment delay SGEN Generation