ASSIGNMENT

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 AMOUNT 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%

6.1. 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.