Friday, September 10, 2010
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Yield Curve
Indexed
Non-Indexed
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100 %
150 %
200 %
400 %
Non-Indexed
Price
Yield
RIKV 10 0915
99.92
6.13%
RIKV 10 1015
99.52
5.01%
RIKV 10 1115
99.14
4.76%
RIKB 10 1210
102.10
4.76%
RIKV 10 1215
98.82
4.50%
RIKB 11 0722
103.24
4.08%
RIKB 12 0824
100.35
4.06%
RIKB 13 0517
108.14
3.98%
RIKB 19 0226
124.50
5.10%
RIKB 25 0612
128.60
5.18%
Indexed
Price
Yield
HFF150914
104.26
1.64%
RIKS 21 0414
111.50
2.55%
HFF150224
108.56
2.48%
HFF150434
113.45
2.55%
HFF150644
118.00
2.58%
More
CPI Change
1M
3M
12M
Current Value
361.70
12 Months Change*
4.81%
3 Months Change*
-2.29%
Last Month Change
-0.66%
Daily CPI
361.97
* Annualized rates
Exchange rate
More
ISK
1000
1000
EUR
150.15
151.25
USD
118.03
118.89
GBP
182.17
183.69
JPY
1.41
1.42
NOK
19.04
19.26
SEK
16.19
16.41
DKK
20.16
20.32
CHF
116.42
117.52
TWI
206.18
206.86
Charting
Data:
Yield
Price
From:
To:
Hide Attributes
Attributes
Attribute
Value
Symbol
RIKB 10 0317
ISIN code
IS0000009116
Listed on Iceland Stock Exchange
3/19/2004
Date of issue
3/17/2004
Maturity (date)
3/17/2010
Type of bond calculation
Coupon
Coupon date
Annual (First date - 17.03.2005)
Interest
7.00%
First day of interest
3/17/2004
Currency
ISK
Callable
No
Redeemable
No
Subordinated
No
Estimated market capitalization (30.6.2009)
71,098,000,000 ISK
Face Value
1.0 ISK
Redemtion value at maturity
1
Indexation
No
Listed
OMX
OMX - day count rule
Actual - actual (ISMA method)
Number of price decimals
3
Date
Value
3/16/2010
24.48
3/15/2010
15.28
3/12/2010
10.10
3/11/2010
9.53
3/10/2010
9.40
3/9/2010
10.01
3/8/2010
9.64
3/5/2010
9.86
3/4/2010
9.81
3/2/2010
9.61
3/1/2010
10.25
2/26/2010
10.20
2/25/2010
10.02
2/24/2010
9.87
2/23/2010
7.61
2/22/2010
9.60
2/19/2010
9.27
2/18/2010
9.39
2/17/2010
9.16
2/16/2010
9.08
2/15/2010
9.13
2/12/2010
9.14
2/11/2010
9.07
2/10/2010
9.10
2/8/2010
7.98
2/5/2010
7.94
2/4/2010
7.91
2/3/2010
7.89
2/2/2010
7.86
2/1/2010
7.84
1/29/2010
7.77
1/28/2010
7.75
1/27/2010
7.73
1/26/2010
7.98
1/25/2010
7.95
1/22/2010
7.96
1/21/2010
7.97
1/20/2010
7.99
1/19/2010
7.97
1/18/2010
7.95
1/15/2010
7.95
1/14/2010
8.00
1/13/2010
7.74
1/12/2010
7.73
1/11/2010
7.63
1/8/2010
8.56
1/7/2010
8.48
1/6/2010
8.37
1/5/2010
8.35
1/4/2010
8.25
12/30/2009
8.24
12/29/2009
8.19
12/28/2009
8.12
12/23/2009
7.26
12/22/2009
7.29
12/21/2009
7.25
12/18/2009
7.03
12/17/2009
7.31
12/16/2009
7.23
12/15/2009
7.22
12/14/2009
7.02
12/11/2009
7.05
12/10/2009
7.32
12/9/2009
7.20
12/8/2009
7.33
12/7/2009
7.31
12/4/2009
7.55
12/3/2009
7.71
12/2/2009
7.70
12/1/2009
7.71
11/30/2009
7.70
11/27/2009
7.68
11/26/2009
7.64
11/25/2009
7.63
11/24/2009
7.83
11/23/2009
7.79
11/20/2009
7.80
11/19/2009
7.79
11/18/2009
7.78
11/17/2009
7.73
11/16/2009
7.33
11/13/2009
7.72
11/12/2009
7.92
11/11/2009
7.97
11/10/2009
8.02
11/9/2009
7.87
11/6/2009
7.85
11/5/2009
7.84
11/4/2009
7.75
11/3/2009
7.69
11/2/2009
7.82
10/30/2009
7.83
10/29/2009
7.39
10/28/2009
7.20
10/27/2009
7.12
10/26/2009
7.12
10/23/2009
6.85
10/22/2009
6.85
10/21/2009
6.85
10/20/2009
6.86
10/19/2009
6.98
10/16/2009
6.96
10/15/2009
6.98
10/14/2009
6.96
10/13/2009
6.53
10/12/2009
6.54
10/9/2009
6.93
10/8/2009
6.97
10/7/2009
6.97
10/6/2009
6.97
10/5/2009
6.97
10/2/2009
6.80
10/1/2009
6.80
9/30/2009
6.80
9/29/2009
6.68
9/28/2009
6.68
9/25/2009
6.72
9/24/2009
6.69
9/23/2009
6.69
9/22/2009
6.72
9/21/2009
6.73
9/18/2009
6.56
9/17/2009
6.88
9/16/2009
6.88
9/15/2009
6.88
9/14/2009
6.88
9/11/2009
6.46
Bonds Market
Indexed
Duration (Bp 01)
Bid Yield
Ask Yield
Bid Price
Ask Price
Last Yield
Last Trade
Yield (price) Change
Value Traded *
Trade Count
HFF150914
1.99 (0.02%)
1.64%
1.55%
104.27
104.45
1.55%
104.45
-0.08 (0.16%)
1,364
12
RIKS 21 0414
8.91 (0.10%)
2.55%
2.52%
111.50
111.80
2.53%
111.65
-0.12 (1.04%)
2,675
25
HFF150224
6.56 (0.07%)
2.48%
2.46%
108.56
108.70
2.46%
108.70
-0.12 (0.75%)
3,617
29
HFF150434
10.65 (0.12%)
2.55%
2.50%
113.45
114.00
2.51%
113.92
-0.08 (0.89%)
2,503
21
HFF150644
14.60 (0.17%)
2.58%
2.54%
118.00
118.60
2.54%
118.62
-0.10 (1.51%)
4,311
39
Non-Indexed
Duration (Bp 01)
Bid Yield
Ask Yield
Bid Price
Ask Price
Last Yield
Last Trade
Yield (price) Change
Value Traded *
Trade Count
RIKV 10 0915
0.02 (0.00%)
6.13%
4.51%
99.92
98.94
3.00%
99.96
0.12 (0.02%)
1,000
1
RIKV 10 1015
0.10 (0.00%)
5.01%
3.69%
99.52
99.50
4.10%
99.49
-0.01 (0.02%)
0
0
RIKV 10 1115
0.18 (0.00%)
4.76%
3.63%
99.14
99.20
4.06%
99.15
0.02 (0.01%)
0
0
RIKB 10 1210
0.25 (0.00%)
4.76%
1.16%
102.10
103.10
4.49%
102.24
0.04 (-0.03%)
0
0
RIKV 10 1215
0.27 (0.00%)
4.50%
3.50%
98.82
98.97
4.00%
98.94
0.01 (0.01%)
495
1
RIKB 11 0722
0.86 (0.01%)
4.08%
4.00%
103.24
103.30
4.06%
103.25
-0.01 (0.00%)
10
2
RIKB 12 0824
1.92 (0.02%)
4.06%
4.01%
100.35
100.45
4.01%
100.44
-0.03 (0.05%)
1,074
6
RIKB 13 0517
2.50 (0.03%)
3.98%
3.92%
108.14
108.29
3.93%
108.26
-0.05 (0.13%)
866
5
RIKB 19 0226
6.34 (0.08%)
5.10%
5.05%
124.51
124.95
5.09%
124.60
0.01 (-0.08%)
2,834
21
RIKB 25 0612
9.71 (0.12%)
5.18%
5.10%
128.60
129.49
5.16%
128.75
0.00 (-0.04%)
2,264
13
* Today's value traded is in Millions ISK
Money and Swap Market
Reykjavik Interbank Rates (REIBOR)
Swaps
Type
O/N
1W
1M
2M
3M
6M
9M
12M
12M
18M
2Y
3Y
4Y
5Y
Bid
5.50
5.50
6.10
6.00
5.85
5.50
5.25
5.00
6.00
6.05
6.10
6.20
6.40
6.50
Offer
6.00
6.00
6.35
6.25
6.10
5.75
5.50
5.25
7.00
7.05
7.10
7.20
7.40
7.50
Money Market - Central Bank
Central Bank rates
Current value
Overnight
8.50
Loans against collateral
7.00
Current account
5.50