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that a Z-spread for Abacus of 200 bps over Treasuries and a coupon rate of 6.5% should be appropriate to attract investors. US Treasury Notes Coupon Yield to Maturity Zero coupon rate 1 Year 3.25% 3% 3% 2 Year 3.80% 3.25% 3 Year 4.5% 3.5% 4 Year 5% 4% 5 Year 6% 4.5% You can assume that coupon payments are annual and that you are pricing on a coupon day (no accrued interest) and you may ignore basis conventions
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Value=Present Value of coupons+Present value of par value * At higher interest rates‚ the present value of payments to be received by the bond holder is lower Bond prices fall as market interest rates rise * Convexity in bond graphs demonstrates that progressive increases in interest rate results in progressive smaller reductions in the bond price Curve is flatter when reaching higher interest rates * Corporate bonds are issued at par value Underwriters must choose coupon rates which matches
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Fixed Income Zero coupon bonds Professor Anh Le 1 – Zero coupon bond and zero yields A zero coupon bond (or zero for short)‚ as its name suggests‚ is a bond that pays no coupons. It only pays the face value on the maturity date. Not surprisingly‚ sellers of zero coupon bonds have to offer them at a deep discount in order to sell them to the public. For example‚ a 30‐yr zero‚ face value $1‚000 could be selling for as little as $53.54. One question you may ask right now is: i
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in zero coupon bonds or strips. The yield curve is a graph that plots the yields of similar-quality bonds against their maturities‚ ranging from shortest to longest. The relationship between yield and maturity is referred to as the term structure of interest rates. The Treasury yield curve is the base or benchmark for pricing bonds and setting yields in other areas of the debt market. Moreover‚ the shape of the yield curve is constructed from U.S Treasury strips which are zero-coupon investments
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Bonds Answers to Problem Sets 1. a. Does not change b. Price falls c. Yield rises. 2. a. If the coupon rate is higher than the yield‚ then investors must be expecting a decline in the capital value of the bond over its remaining life. Thus‚ the bond’s price must be greater than its face value. b. Conversely‚ if the yield is greater than the coupon‚ the price will be below face value and it will rise over the remaining life of the bond. 3. The yield over 6 months
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consider a fixed-coupon bond whose features are the following: • face value: $1‚000 coupon rate: 8% • coupon frequency: semiannual • maturity: 05/06/04 • What are the future cash flows delivered by this bond? Solution 1.1 1. The coupon cash flow is equal to $40 8% × $1‚000 = $40 2 It is delivered on the following future dates: 05/06/02‚ 11/06/02‚ 05/06/03‚ 11/06/03 and 05/06/04. The redemption value is equal to the face value $1‚000 and is delivered on maturity date 05/06/04. Coupon = Exercise 1
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Cao Yang Qiao Jing Liu Riskless zero-coupon bond is the bond bought at a price lower than its face value‚ with the face value repaid at the time of maturity. The zero-coupon bond is riskless because the investors know exact money they will receive when the bond is maturity. The investors purchase the bond in a lower price and get more money. No coupon is paid before maturity. The investors do not need to pay interest. Besides‚ because zero-coupon bond is riskless‚ the bondholders are willing
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