FRTB MTM Data for Settlement Date: 16-AUG-26
[Yield date: 16-AUG-26]
| Sl. No. | ISIN | Securities Name |
Securities Type |
Issue Date |
Maturity/ Expiry Date |
Coupon Rate |
Coupon Freqency |
Last Coupon Date |
Next Coupon Date |
Issue Price |
Remaining Maturity |
Market Yield |
Market Price |
Outstanding BDT (in Mill) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | BD0927141038 | 03Y FRTB 02/10/2027 | Floating Rate Treasury Bond | 02-OCT-2024 | 02-OCT-2027 | 11.67 | QTLY | 02-JUL-2026 | 02-OCT-2026 | 100.00 | 1.1288 | 11.2900 | 100.3870 | 9,297.60 |
| 2 | BD0927231037 | 03Y FRTB 04/12/2027 | Floating Rate Treasury Bond | 04-DEC-2024 | 04-DEC-2027 | 11.59 | QTLY | 04-JUN-2026 | 04-SEP-2026 | 100.00 | 1.3014 | 11.2000 | 100.4598 | 3,000.00 |
| 3 | BD0928271032 | 03Y FRTB 08/01/2028 | Floating Rate Treasury Bond | 08-JAN-2025 | 08-JAN-2028 | 11.52 | QTLY | 08-JUL-2026 | 08-OCT-2026 | 100.00 | 1.3960 | 11.1700 | 100.4364 | 18,883.60 |
| 4 | BD0928431032 | 03Y FRTB 07/05/2028 | Floating Rate Treasury Bond | 07-MAY-2025 | 07-MAY-2028 | 11.79 | QTLY | 07-AUG-2026 | 07-NOV-2026 | 100.00 | 1.7245 | 11.7100 | 100.1196 | 5,000.00 |
| 5 | BD0928471038 | 03Y FRTB 04/06/2028 | Floating Rate Treasury Bond | 04-JUN-2025 | 04-JUN-2028 | 11.99 | QTLY | 04-JUN-2026 | 04-SEP-2026 | 100.00 | 1.8011 | 11.6000 | 100.6189 | 5,000.00 |
| 6 | BD0928011032 | 03Y FRTB 09/07/2028 | Floating Rate Treasury Bond | 09-JUL-2025 | 09-JUL-2028 | 11.12 | QTLY | 09-JUL-2026 | 09-OCT-2026 | 100.00 | 1.8969 | 10.7800 | 100.5673 | 15,000.00 |
| 7 | BD0928131038 | 03Y FRTB 08/10/2028 | Floating Rate Treasury Bond | 08-OCT-2025 | 08-OCT-2028 | 10.33 | QTLY | 08-JUL-2026 | 08-OCT-2026 | 100.00 | 2.1460 | 9.9800 | 100.6603 | 15,000.00 |
| 8 | BD0929261032 | 03Y FRTB 07/01/2029 | Floating Rate Treasury Bond | 07-JAN-2026 | 07-JAN-2029 | 10.62 | QTLY | 07-JUL-2026 | 07-OCT-2026 | 100.00 | 2.3956 | 10.2600 | 100.7466 | 25,000.00 |
| 9 | BD0929461038 | 03Y FRTB 03/06/2029 | Floating Rate Treasury Bond | 03-JUN-2026 | 03-JUN-2029 | 10.52 | QTLY | 03-JUN-2026 | 03-SEP-2026 | 100.00 | 2.7981 | 10.1400 | 100.9108 | 15,000.00 |
| Total Outstanding Balance: | 1,11,181.20 | |||||||||||||