LOVELY PROFESSIONAL UNIVERSITY

ASSIGNMENT2

Mittal School of Business Faculty of Finance

Name of the Faculty Member: Rohit Sood

Course Code: FIN526 Course Title: FINANCIAL ANALYTICS
Term: 19202 Section: Q2E33
Max. Marks: 30
Date of Allotment: 13/April/2020 Date of Submission: 20/ April/2020

Every student is required to calculate the following points with respect to allocated bond for last 5 years
(List Attached):

 Duration of the bond as per historical settlement prices of the bond

 Modified Duration of the bond as per historical settlement prices of the bond
 Yield of the bond as per historical settlement prices of the bond
 Comparison of the bond price with current Market Price traded in the market
 Graphical representation between Bond yield and Duration
 Graphical representation between Bond Price and Yield

Seria Registeratio Roll

l No n Number Name Number Bonds
RQ2E33A0
1 11501235 Parikshit Roy 1 IRFC (Series NO)
RQ2E33A0
2 11508836 Pallavi Bharti 3 NHPC (Series N6)
Sanaullah RQ2E33A0
3 11508873 Mallick 4 L&T Infra (Series N6)

Balvinder Singh RQ2E33A0

4 11510319 Syal 5 HUDCO (Series ND)
RQ2E33A0
5 11600764 Harshit Matwala 7 IRFC (Series N7)

Utkarsh RQ2E33A0
6 11601080 Varshney 8 RECLTD (Series N2)
RQ2E33A0
7 11601907 Tulluri Sairam 9 NHAI (Series N1)
 RQ2E33A1
8 11605174 Tanuj Lohan 1 NTPC (Series N7)

Raghvendra RQ2E33A1
9 11605567 Chaubey 2 RECLTD (Series N1)
RQ2E33A1
10 11605951 Aniket Agarwal 4 SBIN (Series N2)
RQ2E33A1
11 11606682 Sangeeta 5 PFC (Series N2)

Namuchimba RQ2E33A1
12 11609544 Kapika 6 IREDA (Series N2)

Vinit Kumar RQ2E33A1

13 11611903 Chaurasiya 7 ERFLNCDI (Seriess N5)
RQ2E33A1
14 11611999 Subodh Kumar 8 GAIL (India) Ltd.
RQ2E33A1
15 11801189 Roshni Yadav 9 SREIBNPNCD (Series N8)

Kunwar Partap RQ2E33A2

16 11801763 Singh 0 L&T Infra (Series N4)

Sivasankar RQ2E33A2
17 11801907 Srinivasan 1 NTPC (Series N1)
Jasmeet Kaur RQ2E33A2
18 11802032 Virk 2 IRFC (Series N1)
RQ2E33A2
19 11802324 Danveer Singh 3 NHBTF2023 (Series N5)
RQ2E33A2
20 11802967 Jagan Mohan S 5 RECLTD (Series NB)
RQ2E33A2
21 11803088 Sonali Rajput 7 IRFC (Series NB)
RQ2E33A2
22 11803683 MD Asif 9 IRFC (Series ND)
RQ2E33A3
23 11805163 Soumya Roy 0 IFCI (Series NL)

Anurag RQ2E33A3
24 11805169 Upadhyay 1 NHAI (Series NB)
 Rakhchanda RQ2E33A3
25 11805719 Chettri 2 SBIN (Series N5)
RQ2E33A3
26 11805987 Smruti Sikta Ray 4 PFC (Series N8)
Kunduru
Madhukiranred RQ2E33A3
27 11806423 dy 6 SRTRANSFIN (Series YY)

Henderson RQ2E33A3
28 11806462 MMangeni 7 IBUCCREDIT (Series NB)
Nishant RQ2E33A3
29 11806585 Malkotia 9 TCFSL (Series NE)
RQ2E33A4
30 11806666 Manpreet 1 SRTRANSFIN (Series YS)

RQ2E33A4
31 11806688 Unais Ubaidulla 2 IRFC (Series NO)
RQ2E33A4
32 11806707 Kritika Rana 4 EHFLNCD (Series N7)

Sudhanshu RQ2E33A4
33 11806734 Kumar Singh 5 HUDCO (Series N5)
34 RQ2E33A0 IRFC (Series NO)
35 11502754 Sagar 2 EHFLNCD (Series N7)

Md. Danish RQ2E33A0

36 11511591 Ameen 6 HUDCO (Series N5)
RQ2E33A1
37 11604654 Anshika Raj 0 SBIN (Series N5)
RQ2E33A1
38 11605620 Dilip Singh Pal 3 PFC (Series N8)
RQ2E33A2
39 11802336 K Pooja 4 SRTRANSFIN (Series YY)
RQ2E33A2
40 11803011 Ridhima Khare 6 IBUCCREDIT (Series NB)
RQ2E33A2
41 11803425 Raminder 8 NTPC (Series N1)
RQ2E33A3
42 11805830 Shifali 3 IRFC (Series N1)
 RQ2E33A3
43 11806298 Nitisha Jain 5 NHBTF2023 (Series N5)

RQ2E33A3
44 11806567 Varun Bhardwaj 8 RECLTD (Series NB)
RQ2E33A4
45 11806611 Priya Arora 0 IRFC (Series NB)
RQ2E33A4
46 11806694 Alisha Kohli 3 HUDCO (Series N5)