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2 results for “
"Prob Pen Coupon "
”
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EFTA00654166
Set 9
2015-01-13
1p
356w
Recovery Rate 0.25 1st
Coupon
03/20/15
Coupon
(bp) 100.000 erml Pts UpfI Spread ,
Prob
Pen
Coupon
12/20/19 Day Cnt ACT/360 Freq Q 1- 1:140120 5.211831 210.0000 0.1367 Maturity
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https://www.justice.gov/epstein/files/DataSet%209/EFTA00654166.pdf
EFTA01193232
Set 9
2015-01-12
3p
663w
Rate 0.25 1st
Coupon
03/20/15
Coupon
(bp) 100.000 1.00001111111r Pts up?! pread
Prob
Pen
Coupon
12/20/19 Day Cnt ACT/360 Frog Q 03/20/205.342065 212.9400 Maturity Li a Use Curve Recovery
https://www.justice.gov/epstein/files/DataSet%209/EFTA01193232.pdf
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Set 9
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Corpus: 1990-03-17 – 2025-12-01
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