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#1 (permalink) |
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Tu Ta Ta Tu Tu Ta Ra
Data registrazione: May 2010
Messaggi: 1,185
Popolarità: 42949675 ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Esiste un titolo in USD indicizzato all'inflazione?
Ciao a tutti!
Sto cercando un titolo quotato in dollari, che sia indicizzato all'inflazione (statunitense, nord-americana o groenlandese non importa) con durata lunga.Mi sapete dare l'isin di qualcosa che faccia al caso mio, ammesso che esista? Con fineco non ho trovato nulla
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#2 (permalink) | |
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DANDI
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Citazione:
Ma tu veramente cerchi l'estremo ![]() Comunque ci dovrebbero essere i governativi usa legati all'inflazione. |
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#3 (permalink) | |
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Member
Data registrazione: Feb 2005
Messaggi: 794
Popolarità: 25434713 ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Citazione:
Ad esempio i TIPS: http://www.treasurydirect.gov/instit.../tips/tips.htm o i "savings": http://www.treasurydirect.gov/indiv/...res_ibonds.htm che poi si trovino su fineco... |
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#4 (permalink) | |
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Member
Data registrazione: Feb 2009
Messaggi: 19,617
Popolarità: 42949676 ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Citazione:
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#5 (permalink) |
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Member
Data registrazione: Sep 2008
Messaggi: 941
Popolarità: 42949676 ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
INTRODUCTION and AUCTION
The Treasury will sell 10-year inflation indexed securities via Dutch auction. The first auction is scheduled for Jan. 29, for Feb. 6 settlement (Accrued interest will be calculated as of Jan. 15.). The size $7 billion, was announced on Jan. 21, and when-issued trading began immediately. It is anticipated that the issues will be sold quarterly. The Treasury has said that at some point in 1997 it may issue the notes in other maturities, possibly including 2 year, 5 year and 30 year issues. STRUCTURE and PRINCIPAL The principal value of the notes will change daily, based on the CPI-U index (the non-seasonally adjusted U.S. City Average All Items Consumer Price Index for All Urban Consumers published monthly by the Bureau of Labor Statistics of the U.S. Department of Labor). Daily accretion is based on straight-line interpolation, using the actual number of days in each month. There is a 3-month lag, so the October, 1996, CPI-U is the index level used for January 1, 1997, and the November, 1996, CPI-U is the index level used for February 1, 1997. To find the CPI-U for any date in January, take the difference between the 2 index levels; divide by the actual number of days in the month; multiply the result by the date - 1 (Jan. 7 would be 6); add to the Jan. 1 value. Example: Jan. 1 level = 158.30; Feb. 1 level = 158.60; 158.60 - 158.30 = .30; .30/31 = .0096774; .0096774 * 6 = .05806; CPI-U for Jan. 7 = 158.30 + .05806 = 158.35806. The CPI-U is then turned into a ratio to calculate the accretion factor, by taking the index on the date and dividing by the index at issue. Example: The CPI-U for Jan. 15 - the official issue date of the bonds - is 158.43548. The CPI-U for Jan. 25 is 158.53226. The index ratio for Jan. 25 is 158.53226/158.43548 = 1.00061. In the case of deflation, the principal value will decline. However, should the principal value fall below 100 as a result of deflation, the Treasury will make up the difference when the principal is repaid at maturity. Thus the maturity value of the bonds will never be less than 100. COUPON The coupons will be fixed and will pay the fixed percentage of the principal value as of the coupon date. Example: If the coupon is set at 3.5%, and the index ratio is 1.01 at the coupon date, the actual coupon payment will be 100*1.01*.035/2 = 1.7675 per 100 bonds. TRADING/QUOTATIONS The notes will be quoted using the 'clean' price, i.e. without taking into account the accretion. Only upon settlement will investors need to know the index ratio level to calculate the actual settlement amount. ISIN Cedola Scadenza Prezzo Rateo TIR US9128276R87 3.5 15-Jan-2011 101.47 0.114 0.347% US912828FB16 2.375 15-Apr-2011 101.47 0.668 0.322% US9128277J52 3.375 15-Jan-2012 105.11 0.110 -0.105% US912828GN45 2 15-Apr-2012 103.34 0.563 0.051% US912828AF74 3 15-Jul-2012 106.11 0.098 -0.102% US912828HW35 0.625 15-Apr-2013 101.94 0.176 -0.087% US912828BD18 1.875 15-Jul-2013 105.58 0.061 -0.005% US912828BW98 2 15-Jan-2014 106.22 0.065 0.199% US912828KM16 1.25 15-Apr-2014 104.11 0.352 0.141% US912828CP39 2 15-Jul-2014 106.91 0.065 0.249% US912828DH04 1.625 15-Jan-2015 105.19 0.053 0.451% US912828MY36 0.5 15-Apr-2015 101.13 0.141 0.260% US912828EA42 1.875 15-Jul-2015 106.66 0.061 0.516% US912828ET33 2 15-Jan-2016 107.55 0.065 0.596% US912828FL97 2.5 15-Jul-2016 110.95 0.082 0.628% US912828GD62 2.375 15-Jan-2017 110.00 0.077 0.787% US912828GX27 2.625 15-Jul-2017 112.45 0.086 0.786% US912828HN36 1.625 15-Jan-2018 105.08 0.053 0.922% US912828JE19 1.375 15-Jul-2018 103.38 0.045 0.937% US912828JX99 2.125 15-Jan-2019 108.86 0.069 1.032% US912828LA68 1.875 15-Jul-2019 106.91 0.061 1.068% US912828MF47 1.375 15-Jan-2020 102.11 0.045 1.143% US912828NM88 1.25 15-Jul-2020 100.70 0.041 1.178% US912810FR42 2.375 15-Jan-2025 109.91 0.077 1.611% US912810FS25 2 15-Jan-2026 104.67 0.065 1.663% US912810PS15 2.375 15-Jan-2027 109.58 0.077 1.713% US912810PV44 1.75 15-Jan-2028 100.11 0.057 1.750% US912810FD55 3.625 15-Apr-2028 127.56 1.020 1.809% US912810PZ57 2.5 15-Jan-2029 111.58 0.082 1.770% US912810FH69 3.875 15-Apr-2029 134.63 1.091 1.713% US912810FQ68 3.375 15-Apr-2032 127.84 1.121 1.819% US912810QF84 2.125 15-Feb-2040 106.31 0.936 1.850% |
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#6 (permalink) |
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Member
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senza andare lontani esiste queso Barclays 2019 che paga semestralmente libor6 più 1,5% IT0006708413
e quota sui 93...l'unica cosa che non so se lo acquisti in usd o in euro con protezione cambio...credo dovresti informarti in filiale Ultima modifica di stoimparando : 22-07-10 alle ore 13:02 |
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#8 (permalink) |
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Member
Data registrazione: Dec 2005
Messaggi: 2,069
Popolarità: 41665355 ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Scusate, ma faccio un paio di domande da profano:
Ma di questa tabella, i titoli riportati sono tutti inflation linked? Che differenza c'è tra un "note" e un "tips"? http://www.treasurydirect.gov/RI/OFNtebnd Grazie |
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