Loan & Money Market Attributes

Nominal Amount: The current price of the transaction, indicating either a purchase or sale.

Entity Account: The bank account of the entity making the agreement.

Trade Date: The date on which the trade is executed.

Effective Date: The start date from which the agreement's obligations begin.

Maturity Date: The expiration date by which the final settlement of a loan, bond, or other financial product must be made.

Fixed Base Rate %: An interest rate applied to the liability throughout its duration.

Spread %: The difference between two rates, the price above benchmark yield for the loan.

Interest Rate %: The price of the liability.

Confirmation Means: The method used to confirm the agreement between parties.

Issuer: The entity that creates, registers, and sells the securities.

ISIN (International Securities Identification Number): A unique code assigned to every security to facilitate global identification.

Bond Name: Identification for the bond.

Premium: The higher price paid for a fixed-income security and the security's face amount at issue.

Issuer Volume: The total amount of financial asset or a security that is traded within a specific timeframe.

Premium Amortisation: The gradual write-off of the premium on a bond over its lifetime. Methods include:

• Straight Line Method: The total net premium/discount allocated evenly over the life of the bond.
• Effective Interest Rate Method: A premium/discount amortisation calculated for each maturity on a stand-alone basis.

Valuation Method: Techniques for determining the fair value of an asset, including:

• Discount Cash Flow: Estimation of the value of an investment using its expected future cash flows.
• Market Value: Value of an asset on financial market according to market participants.
  

Yield Curve: Visual representation of the costs to borrow money for different periods of time:

• Base: The rate of return in interest or dividends upon the actual amount of an investment.
• Mosprime: The yield for money-market time deposits offered by first-tier banks in the Russian market.
• Base Act 365: Interest is calculated on the basis of the actual number of days elapsed and a year of 365 days.

Day Count Convention: The method that determines number of days used in the interest accrual calculation between coupon payment days. Options: Act/360, Act/365, 30/360, 30/365, Act/Act, Act/Act-ICMA

Price Type: Differentiates between 'Clean' (excluding accrued interest) and 'Dirty' (including accrued interest) prices.

Deal Type: Specific schemes or types of deals, such as MMIRS (EDC's Mukhyamantri Modified Interest Rebate Scheme).

Business Day Convention: Adjusts payment or interest calculation dates that fall on weekends or holidays to the next business day.

Mirror Instrument: The counterparty instrument in a mirror deal.