Mechel-15


Calculations to maturity
Date
v
Price
Calculate
Settlement Date
Accrued Interest
Maturity date
YTM
Calculate
Duration
Modified Duration
Interpolated G-spread
Calculate
Z Spread
Calculate
DV01
PV01
 
 
Calculations to option
Nearest Option Type
Option Date
YTP/YTC
Calculate
Duration
Modified Duration
Interpolated G-spread
Calculate
Z Spread
Calculate
DV01
PV01
 
 
 
Bond Performance


# Payment Date Coupon
Rate, %
Redemption,
% of Principal
Option Type Strike Price,
% of Principal
08/23/2011  8.25 
02/21/2012  8.25 
08/21/2012  8.25 
02/19/2013  8.25 
08/20/2013  8.25 
02/18/2014  8.25  Put  100.00 
08/19/2014  13.00 
02/17/2015  13.00  Put  100.00 
08/18/2015 
10  02/16/2016 
11  08/16/2016 
12  02/14/2017 
13  08/15/2017 
14  02/13/2018 
15  08/14/2018 
16  02/12/2019 
17  08/13/2019 
18  02/11/2020 
19  08/11/2020 
20  02/09/2021  100.00