The process of calculating the market price of a listed interest-rate security is complex. The documents available on this page for downloading describ​e how to price the various types of security, and how they are independently priced each day for the benefit of  issuers and investors.

Report-only-trading Pricing Class

Instrument Type Code
Amortising Floating Rate Notes AFRN
Amortising Instruments AI
Commercial Paper CP
CPI CPI
Credit Linked Note CLN
Customised Instruments CI
Equity Structured Note ESN
Floating Rate Note FRN
Negotiable Certificate of Deposit NCD
Perpetuity P
Vanilla  V
Weighted Floating Rate Note FRNW

 

New MTM Valuation Rules - 2016 July
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FloatingRateNotePricingV3
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InterestRatePricingStructure
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PricingMethodologyforInflationIndexedbonds
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BesaPricingClassMay2007
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BondPricingFormulaFinal
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pricing frn's specification final
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PricingBuyAndSellBacksInSA
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