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  • Bond Name Ticker Yield Coupon Credit Rating Z-Spread Mod. Duration

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    Soni Kavitha
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    Portfolio

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    Portfolio

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    © All Rights Reserved
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    10 views2 pages

    Bond Name Ticker Yield Coupon Credit Rating Z-Spread Mod. Duration

    Uploaded by

    Soni Kavitha
    Portfolio

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    Bond Name Ticker Yield Coupon Credit Rating Z-Spread Mod.

    Duration
    HDFC Bank Ltd HDFCB 11.06 11.35 AAA 460.5 3.79
    Reliance Capital Ltd RCFTIN 9.96 10 AA 174.9 3.304
    State Bank of India SBIIN 8.8 9.02 AAA 238.4 2.54
    Adani Transmission Ltd ADTIN 8.72 9.45 BBB- 237.8 1.858
    M&M Financial Services MMFSIN 9.55 9.8 AA+ 308.4 3.284
    2.9552
    Convexity Maturity Price Industry
    0.179 12/26/2023 99.99 Banks
    0.134 1/31/2023 99.28 Property and Casualty Insurance
    0.085 3/20/2022 99.99 Banks
    0.047 4/16/2021 100.935 Utilities
    0.132 1/17/2023 99.99 Consumer Finance

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