[請益] 債券回購價格計算

看板Foreign_Inv (海外投資)作者osh (how have u been)時間8年前 (2017/03/15 09:09)推噓0(0推 0噓 1→)

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今日收到公司債的公開回購函，收購價格不太會計算，請問有版友遇過且會計算的嗎？我個人的推算收購價是：國債價(約97.0078)再加上1.95%，請問這樣正確嗎？原函如下： Tender Offer Terms VERIZON NEW YORK 6.5%28TENDER OFFER EXP: 03/17/17 Since you hold 3000 principal amount of VERIZON NEW YORK 6.5%28 in your accoun t, you may choose how your holdings will be treated for this Tender Offer. We must receive your response by March 16, 2017, 7:00 p.m. ET.You hold 29000 prin cipal amount in this account. Verizon Communications, Inc. (Verizon) is offering to purchase for cash severa l series of its outstanding debt securities, including any and all of the 6.50 0% Debentures due 2028. The Total Consideration for each $1,000 principal amount of the 6.500% Debentu res due 2028 accepted for tender will be determined on the Price Determination Date (currently March 17, 2017, unless extended) using a pricing format that is linked to the bid-side price of the 2.250% U.S. Treasury Security due Febru ary 15, 2027, as calculated by the Lead Dealer Managers in accordance with sta ndard market practice, plus a fixed spread of 195 basis points. -- posted from bbs reader hybrid on my Xiaomi Redmi Note 3 -- ※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 140.243.186.157 ※ 文章網址: https://www.ptt.cc/bbs/Foreign_Inv/M.1489540162.A.78D.html