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Dienstag, 13. März 2012

Kurse und Rendite der 20 GRI-Microbonds

The Selling Of (New) Greek Bonds Has Resumed

Tyler Durden's picture




Second day of trading in the new Greek bonds (GGB2). It took a whopping 24 hours for the selling to resume. Per BNP "Market heavy."

Year Mat Bid Ask CoD Yld Size

11Y 2023 26.00 / 28.00 -0.8 18.9 3MX3M 20 Bond Package*: 23.2 / 24.2 10MX10M
12Y 2024 25.25 / 27.25 -0.7 18.3 3MX3M GDP Warrant: 0.8 / 1.1 20MX20M
13Y 2025 24.50 / 26.50 -1.0 17.9 3MX3M
14Y 2026 24.00 / 26.00 -1.0 17.4 3MX3M Implicit Old GGB : 21.9 / 23.9 10MX10M
15Y 2027 23.75 / 25.75 -1.0 17.0 3MX3M
16Y 2028 23.55 / 25.55 -1.0 16.5 3MX3M *: weighted or un-weighted
17Y 2029 23.35 / 25.35 -1.0 16.2 3MX3M
18Y 2030 23.15 / 25.15 -1.0 15.9 3MX3M
19Y 2031 22.95 / 24.95 -1.0 15.7 3MX3M
20Y 2032 22.75 / 24.75 -1.0 15.5 3MX3M
21Y 2033 22.60 / 24.60 -0.9 15.3 3MX3M
22Y 2034 22.50 / 24.50 -0.8 15.1 3MX3M
23Y 2035 22.50 / 24.50 -0.7 14.9 3MX3M
24Y 2036 22.50 / 24.50 -0.6 14.7 3MX3M
25Y 2037 22.50 / 24.50 -0.5 14.6 3MX3M
26Y 2038 22.50 / 24.50 -0.5 14.4 3MX3M
27Y 2039 22.50 / 24.50 -0.5 14.3 3MX3M
28Y 2040 22.50 / 24.50 -0.5 14.2 3MX3M
29Y 2041 22.50 / 24.50 -0.5 14.1 3MX3M
30Y 2042 22.50 / 24.50 -0.5 14.0 3MX3M

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