FRTB MTM Data for Settlement Date: 20-JUL-26
[Yield date: 19-JUL-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 | 1.2027 | 11.5300 | 100.1485 | 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 | 1.3753 | 11.4400 | 100.1782 | 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 | 1.4699 | 11.4100 | 100.1421 | 18,883.60 |
| 4 | BD0928431032 | 03Y FRTB 07/05/2028 | Floating Rate Treasury Bond | 07-MAY-2025 | 07-MAY-2028 | 12.09 | QTLY | 07-MAY-2026 | 07-AUG-2026 | 100.00 | 1.7984 | 11.9500 | 100.2166 | 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 | 1.8750 | 11.8400 | 100.2380 | 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 | 1.9708 | 11.0200 | 100.1710 | 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 | 2.2199 | 10.2200 | 100.2121 | 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 | 2.4695 | 10.5000 | 100.2535 | 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 | 2.8720 | 10.3800 | 100.3355 | 10,000.00 |
| Total Outstanding Balance: | 1,06,181.20 | |||||||||||||