FRTB MTM Data for Settlement Date: 15-NOV-26
[Yield date: 15-NOV-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 | 10.55 | QTLY | 02-OCT-2026 | 02-JAN-2027 | 100.00 | 0.8795 | 10.0200 | 100.4332 | 9,297.60 |
| 2 | BD0927231037 | 03Y FRTB 04/12/2027 | Floating Rate Treasury Bond | 04-DEC-2024 | 04-DEC-2027 | 10.90 | QTLY | 04-SEP-2026 | 04-DEC-2026 | 100.00 | 1.0521 | 9.9300 | 100.9524 | 3,000.00 |
| 3 | BD0928271032 | 03Y FRTB 08/01/2028 | Floating Rate Treasury Bond | 08-JAN-2025 | 08-JAN-2028 | 10.38 | QTLY | 08-OCT-2026 | 08-JAN-2027 | 100.00 | 1.1469 | 9.9000 | 100.5067 | 18,883.60 |
| 4 | BD0928431032 | 03Y FRTB 07/05/2028 | Floating Rate Treasury Bond | 07-MAY-2025 | 07-MAY-2028 | 10.52 | QTLY | 07-NOV-2026 | 07-FEB-2027 | 100.00 | 1.4754 | 10.4400 | 100.1056 | 5,000.00 |
| 5 | BD0928471038 | 03Y FRTB 04/06/2028 | Floating Rate Treasury Bond | 04-JUN-2025 | 04-JUN-2028 | 11.30 | QTLY | 04-SEP-2026 | 04-DEC-2026 | 100.00 | 1.5520 | 10.3300 | 101.3689 | 5,000.00 |
| 6 | BD0928011032 | 03Y FRTB 09/07/2028 | Floating Rate Treasury Bond | 09-JUL-2025 | 09-JUL-2028 | 9.95 | QTLY | 09-OCT-2026 | 09-JAN-2027 | 100.00 | 1.6478 | 9.5100 | 100.6574 | 15,000.00 |
| 7 | BD0928131038 | 03Y FRTB 08/10/2028 | Floating Rate Treasury Bond | 08-OCT-2025 | 08-OCT-2028 | 9.19 | QTLY | 08-OCT-2026 | 08-JAN-2027 | 100.00 | 1.8969 | 8.7100 | 100.8249 | 15,000.00 |
| 8 | BD0929261032 | 03Y FRTB 07/01/2029 | Floating Rate Treasury Bond | 07-JAN-2026 | 07-JAN-2029 | 9.48 | QTLY | 07-OCT-2026 | 07-JAN-2027 | 100.00 | 2.1465 | 8.9900 | 100.9395 | 30,000.00 |
| 9 | BD0929461038 | 03Y FRTB 03/06/2029 | Floating Rate Treasury Bond | 03-JUN-2026 | 03-JUN-2029 | 9.89 | QTLY | 03-SEP-2026 | 03-DEC-2026 | 100.00 | 2.5489 | 8.8700 | 102.3004 | 31,000.00 |
| Total Outstanding Balance: | 1,32,181.20 | |||||||||||||