Explanation of the column contents in Export - All Positions
Amounts shown in the amount column (for the different position types):Loan: current amount Interest
Rate Swap: current amount
Certificate: nominal amount
Credit Facility: current amount
Obligation: current amount
Interest Rate Cap: current amount
All currencies are included in the report, and the amounts are displayed in their respective currencies (not converted) in the column named Amount.
Interest, date, and amounts shown include events such as amortizations on the selected reporting date if you have chosen to Include events on the selected date in the selection.
Clarification of columns:
Interest Rate Binding Period: now calculated according to the corresponding key figures in the Portfolio Report. This means, for example, taking into account amortizations. For interest rate caps, the interest rate binding period is calculated until the end date minus the time until the next interest rate binding. For credit facilities, the interest rate binding period is displayed as 0.
Capital Binding Period: now calculated according to the corresponding key figures in the Portfolio Report. This means, for example, taking into account amortizations, and non-debt-bearing instruments such as interest rate swaps and interest rate caps have a capital binding period of 0.
Interest Due (years): remaining time (number of years) until the next interest turnover or, if applicable, maturity.
Maturity (years): remaining time (number of years) until the maturity date.
Remaining to Pay: used for certificates and corresponds to the remaining payment amount on the selected reporting date (certificate's total payment amount minus accrued until the reporting date).
Total: used for certificates and corresponds to the total payment amount.
Amount YYYY-MM-DD shows amounts from the previous quarter change. The position's current amount in the registered currency is displayed per quarter change closest to the specified export date.
Amount in CURRENCY* shows amounts in the base currency per export date. The position's current amount at the reporting date is converted to the base currency according to the latest registered exchange rate for the specified export date.
Amount in CURRENCY* YYYY-MM-DD shows amounts in the base currency from the previous quarter change. The position's current amount per quarter change closest to the specified export date is converted to the base currency according to the latest registered exchange rate for this date.
Currency conversion and debt per previous quarter change.
Specific columns for bonds:
ISIN: Displays what is specified on the bond.
Arrangers: Displays selected arrangers on the bond.
Rate: Displays the original rate (does not take into account the rate on any buybacks/extensions).
Liquidity Amount: Displays the original liquidity amount (does not take into account liquidity amounts on any buybacks/extensions).
Green Bond: Displayed as yes/no depending on what is marked on the bond.
Secured: Displayed as yes/no depending on what is marked on the bond.
Effective Interest Rate (Current yield): In calculating this, in addition to the current interest rate, consideration is given to the rate at which the bond is issued, as well as any buybacks/extensions and their rates.
Yield to Maturity: In calculating Yield to Maturity, discounting is used, meaning the present value of the bond's future payments is taken into account. The initial Yield to Maturity of the bond is calculated. The original rate/liquidity amount and the rate on any extensions are used in the calculation. For bonds with a floating rate, the margin + current rate is used in the calculation, and for fixed-rate bonds, the fixed rate is used.