Business
How much money you can make/lose per 1bpv on your 1,000,000 Euro position on settlement date: 11/16/2021?
Problem 6. Use the RRRA and other relevant functions in Bloomberg to answer the following questions assuming that you would use the US government bond listed below as collateral (20p)
BOND INFORMATION
CUSIP 912810QZ4
ISIN US912810QZ49
MATURITY 02/15/43
FACE AMMOUNT 10 MILLION
COUPON RATE 3 1/8
REPO INFORMATION
TRADE DATE NOV 2, 2022 11:00AM
SETTLEMENT DATE NOV 3, 2022
TERMINATION DATE NOV 10, 2022
REPO TYPE FIXED RATE
REPO RATE 3.8230%
DAY COUNT TYPE ACT/360
COLLATERAL
PERCENTAGE
103.0000%
Describe how you can find US Treasury bond’s historical price chart for the above mentioned Treasury bond. Attach a screenshot of all historical prices starting on 11/01/2022 through the present.
