cptfemu forward curve..

[kondorcap]

Magari interessa:

Cptfemu Cptfemu Yoy
28-Mar-09 107.85 0.60%
28-Apr-09 108.09 0.50%
28-May-09 108.61 0.35%
28-Jun-09 108.80 0.15%
28-Jul-09 108.52 0.05%
28-Aug-09 108.54 0.20%
28-Sep-09 108.90 0.35%
28-Oct-09 109.01 0.45%
28-Nov-09 108.67 0.60%
28-Dec-09 108.66 0.80%
28-Jan-10 107.84 0.80%
28-Feb-10 108.65 1.14%
28-Mar-10 109.10 1.16%
28-Apr-10 109.36 1.18%
28-May-10 109.91 1.20%
28-Jun-10 110.13 1.22%
28-Jul-10 109.87 1.24%
28-Aug-10 109.92 1.27%
28-Sep-10 110.32 1.30%
28-Oct-10 110.46 1.33%
28-Nov-10 110.15 1.37%
28-Dec-10 110.19 1.40%
28-Jan-11 109.39 1.44%
28-Feb-11 110.23 1.46%
28-Mar-11 110.71 1.48%
28-Apr-11 110.99 1.49%
28-May-11 111.57 1.51%
28-Jun-11 111.81 1.53%
28-Jul-11 111.57 1.54%
28-Aug-11 111.63 1.56%
28-Sep-11 112.05 1.57%
28-Oct-11 112.21 1.59%
28-Nov-11 111.91 1.60%
28-Dec-11 111.96 1.61%
28-Jan-12 111.17 1.62%
28-Feb-12 112.05 1.65%

Calcolata con i seguenti ZeroInflationSwap (fonte RBS)

year Fair BID FAIR MID Fair ASK
1.00 1.100 1.14 1.20
2.00 1.260 1.30 1.36
3.00 1.400 1.42 1.45
4.00 1.540 1.56 1.59
5.00 1.700 1.72 1.75
6.00 1.830 1.85 1.88
7.00 1.940 1.97 1.99
8.00 2.040 2.07 2.09
9.00 2.110 2.14 2.16
10.00 2.150 2.18 2.20
12.00 2.200 2.21 2.25
15.00 2.200 2.23 2.25
20.00 2.160 2.23 2.21
25.00 2.150 2.23 2.20
30.00 2.150 2.23 2.20

[kondorcap]

up

[Torricelli]

Originalmente inviato da kondorcap

Magari interessa:

Cptfemu Cptfemu Yoy
28-Mar-09 107.85 0.60%
28-Apr-09 108.09 0.50%
28-May-09 108.61 0.35%
.............................


Calcolata con i seguenti ZeroInflationSwap (fonte RBS)

year Fair BID FAIR MID Fair ASK
1.00 1.100 1.14 1.20
2.00 1.260 1.30 1.36
...............................

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