Hello everyone Today I have prepared for you a cheat sheet for an express analysis of floater profitability. The goal is to help you in a balanced assessment of the effective profitability of floaters, taking into account the current ones. the forecast of the key rate.
Here is a unique tablet in Runet that I have been looking for for a long time and have not found anywhere! I had to make the sign myself and use it when selecting bonds in 2025. Now the floater (subject to restrictions) can be quickly compared with the fix!
The cheat sheet has assumptions, including regarding the forecast curve of the CS (Macro survey of the Central Bank, September 25, followed by updates. my table. - on Dec 25). It can be used as a starting point when comparing a floater with a fix. By the way, I have already tested it on the PGK management
The cheat sheet will be useful to all private investors. You can see the pdf table in excellent quality in my comments in the post.
P.
S. I am not satisfied with the logic of calculating the yield to maturity (YTM) of floaters in brokerage applications, which, due to the assumption of a fixed CS for the entire term of the bond, overestimates its yield
Dear readers, please forward the post and the cheat sheet to your friends and colleagues. Let's promote invest. science together!
