Bond in Reports

This article describes the information available in different reports for Bonds

In a Balance sheet report it is possible to get information on your outstanding balance on bonds on one row or on several.

One row

Select 'Bond transaction type' Coupon 

Nominal Amount will sum all Nominal amounts up until the balance date in the report

Price will show the weighted average price for the bought/ sold trades (Weighted on Nominal amount) 

Closing Balance will by default show the sum up until balance date of closing balance ( i.e. Clean price adjusted with unrealized premium/discount) A setting is available on the column in the security drop down box, Default is as described above, same as Amortised Cost. The other two is Clean price and Nominal amount

Market value clean will show the sum of market values up until balance date

Gain/Loss will show the difference between Market value clean and Closing balance, also on sum level

Yield will show the weighted average yield for the bought/sold trades (Weighted on Nominal amount)

Traded spread  will show the weighted average traded spread for the bought/sold trades (Weighted on Nominal amount) 

Fx Rate will show the weighted average fx rate for the bought/sold trades (Weighted on clean price) 

Period interest Amount /accrued interest)- shows the total accrued interest for the current coupon.

Several rows

Select 'Bond transaction type' Buy/sell/Close

Nominal Amount- shows the nominal amount for the Bought/Sold

Closing Balance will by default show the sum up until balance date of closing balance ( i.e. Clean price adjusted with unrealized premium/discount) A setting is available on the column in the security drop down box, Default is as described above, same as Amortised Cost. The other two is Clean price and Nominal amount

Price - The price for the bought/sold transaction

Yield- The yield for the bought/sold transaction

FX rate at transaction start- The fx rate at start for the bought/sold transaction 

Deal Begin Date- The begin date for the entire paper

Deal End date- The end date for the entire paper

Deal date - Deal date of the bought/sold transaction

Value Date - Value date of the bought/sold transaction

Broker- broker on the bought/sold transaction

Counterpart payee- the counterpart the payment will be paid/received from

Custodian - shows the custodian on each bought/sold transaction