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| FSDH Bond Prices - February 03, 2012 | ||||||||||||||||||||||
| Tenor | Security Description | Date Issued | Mat. Date | Tenor To Maturity | Coupon | Volume in Issue (N'Bn) | Buy | Sell | Buy | Sell | Ave Price | Ave Yield | Modified duration | |||||||||
| PRICE | YIELD TO MATURITY | N | % | |||||||||||||||||||
| 7yr | 4TH FGN BOND2014 SERIES 3 | 30-Mar-07 | 30-Mar-14 | 2.15 | 10.75% | 35.00 | 89.40 | 89.70 | 16.83% | 16.64% | 89.55 | 16.73% | 1.80 | |||||||||
| 7yr | 4TH FGN BOND2014 SERIES 6 | 29-Jun-07 | 29-Jun-14 | 2.40 | 9.20% | 45.00 | 85.15 | 85.45 | 17.01% | 16.83% | 85.30 | 16.92% | 2.08 | |||||||||
| 10yr | 4TH FGN BOND2017 SERIES 9 | 31-Aug-07 | 31-Aug-17 | 5.57 | 9.35% | 100.00 | 74.35 | 74.65 | 16.59% | 16.48% | 74.50 | 16.53% | 4.09 | |||||||||
| 7yr | 4TH FGN BOND2014 SERIES 11 | 28-Sep-07 | 28-Sep-14 | 2.65 | 9.25% | 30.00 | 84.10 | 84.40 | 16.96% | 16.80% | 84.25 | 16.88% | 2.22 | |||||||||
| 3yr | 5TH FGN BOND2013 SERIES 1 | 25-Jan-08 | 25-Jan-13 | 0.98 | 9.45% | 150.00 | 92.58 | 92.73 | 18.19% | 18.00% | 92.66 | 18.10% | 0.90 | |||||||||
| 10yr | 5TH FGN BOND2018 SERIES 2 | 30-May-08 | 30-May-18 | 6.32 | 10.70% | 120.00 | 78.85 | 79.15 | 16.16% | 16.07% | 79.00 | 16.11% | 4.42 | |||||||||
| 5yr | 5TH FGN BOND2013 SERIES 4 | 28-Nov-08 | 28-Nov-13 | 1.82 | 10.50% | 165.00 | 90.20 | 90.35 | 17.01% | 16.90% | 90.28 | 16.95% | 1.57 | |||||||||
| 20yr | 5TH FGN BOND2028 SERIES 5 | 28-Nov-08 | 28-Nov-28 | 16.82 | 15.00% | 50.00 | 92.00 | 92.30 | 16.40% | 16.34% | 92.15 | 16.37% | 5.91 | |||||||||
| 20yr | 6TH FGN BOND2029 SERIES 3 | 22-May-09 | 22-May-29 | 17.30 | 12.49% | 70.00 | 77.55 | 77.85 | 16.42% | 16.36% | 77.70 | 16.39% | 6.84 | |||||||||
| 10yr | 6TH FGN BOND2019 SERIES 4 | 23-Oct-09 | 23-Oct-19 | 7.72 | 7.00% | 30.00 | 60.05 | 60.35 | 16.27% | 16.18% | 60.20 | 16.23% | 5.76 | |||||||||
| 20yr | 6TH FGN BOND2029 SERIES 5 | 20-Nov-09 | 20-Nov-29 | 17.80 | 8.50% | 30.00 | 54.50 | 54.80 | 16.46% | 16.37% | 54.65 | 16.42% | 8.92 | |||||||||
| 3yr | 7TH FGN BOND2013 SERIES 1 | 19-Feb-10 | 19-Feb-13 | 1.05 | 5.50% | 40.00 | 89.75 | 89.90 | 16.74% | 16.56% | 89.83 | 16.65% | 0.96 | |||||||||
| 5yr | 7TH FGN BOND2015 SERIES 2 | 23-Apr-10 | 23-Apr-15 | 3.22 | 4.00% | 25.00 | 71.00 | 71.30 | 15.89% | 15.74% | 71.15 | 15.81% | 2.95 | |||||||||
| 20yr | 7TH FGN BOND2030 SERIES 3 | 23-Jul-10 | 23-Jul-30 | 18.47 | 10.00% | 35.00 | 72.80 | 73.10 | 14.19% | 14.13% | 72.95 | 14.16% | 8.31 | |||||||||
| 3yr | 8TH FGN BOND2014 SERIES 1 | 18-Mar-11 | 18-Mar-14 | 2.12 | 10.50% | 30.00 | 90.55 | 90.70 | 15.93% | 15.84% | 90.63 | 15.89% | 1.78 | |||||||||
| 10yr | 9TH FGN BOND2022 SERIES 1 | 27-Jan-12 | 27-Jan-22 | 9.98 | 16.39% | 35.00 | 100.80 | 101.10 | 16.22% | 16.16% | 100.95 | 16.19% | 4.81 | |||||||||
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