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Bond Markets Analysis And Strategies 8th Edition Pdf
What is the cash flow from a 10-year bond with a coupon rate of 7% and a par value of $100,000 that pays coupon interest semiannually?
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The principal or face value of a bond is the amount the issuer agrees to pay the bondholder at maturity. The coupon rate multiplied by the principal amount of the bond provides the dollar amount of the coupon (or annual amount of interest payments). A 10-year bond with an annual coupon rate of 7% and a principal of $100,000 will pay semiannual interest of (0.07/2) ($100,000) = $3,500 for 10 (2) = 20 periods. So the cash flow is an annuity of $3,500 made, 20 payments at the same time for each of the ten years. In addition to this cash flow, the bond issuer is obligated to pay $100,000 of principal when the last $3,500 is paid.
What are the cash flows from a seven-year bond that pays no coupon interest and has a face value of $10,000?
As in the previous problem, there is no periodic cash flow. Therefore, the only cash flow will be the principal payment of $10,000 paid by the issuer (and received by purchasing the bond) at the end of seven years. With no periodic payments, this type of cash flow is similar to a zero-coupon bond. For zero-coupon bonds, the owner realizes interest at maturity after purchasing the bond at a significantly lower principal value. The exact amount of interest the owner receives on the maturity date is the difference between the principal and the original price paid. 1.
There are three reasons for bond maturity. First, the maturity gives the length of time the bond holder can expect to receive coupon payments and the number of years until the principal is fully repaid. Second, maturity is important because it depends on the yield of the bond
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Is there. The shape of the yield curve determines how maturity affects yield. Third, the price of a bond will change over its lifetime as the market changes.
In particular, all other factors remain constant, the longer the bond’s maturity, the greater the price volatility resulting from changes in market yield.
Explain how an investor can determine what the cash flow of a floating rate bond will be today.
An investor cannot determine today what the future cash flow of floating rate bonds will be because part of the cash flow is based on a time-varying index. This is evident from the definition of a floating rate bond, which is a bond issue where the Coupon rate is reset periodically based on the same general formula as the reference rate and quoted margin. The reference rate of some indexes that can be changed. The exact change is unknown and uncertain. Therefore, an investor cannot determine today what the future cash flow of floating rate bonds will be.
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The quoted margin is 220 basis points. Since the basis point is 0.0001 or 0.01%, the quoted margin is 2.20%.
Assume 1-month LIBOR is 2.8% on Coupon reset date. What is the coupon rate for the period?
The coupon reset formula is: 1-month LIBOR + 220 basis points. Therefore, if 1-month LIBOR is 2.8% on the Coupon reset date, the Coupon reset rate for that period is: Coupon rate = 1-month LIBOR + 220 basis points = 2.80% + 2.20% = 5, 00%
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