Look back/Lockout with Payment delay SGEN Generation
Table 2-83 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 |
SR |
Table 2-84 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: RFR Enabling for SGEN