Portfolio Performance & Bond Summary Report question

[nebfinfm]

Bond Summary ReportPortfolio Performance Report & Bond Summary Report questions:

1) Multiple currency Portfolio Performance Report (PPR). When the PPR is Exchange Rate adjusted then each Investment other than the default currency investment shows two or more different exchange rates. I presume that the Contribution s column shows the exchange rate at the time of acquistion and the End Value + Acc Int. column show the current exchange rate. Am I correct with this assumption? How is the value of contribution calculated in the case of multiple contributions during the period of PPR?

2) Bond Summary Report (BSR). The following columns in BSR shows N.A. or 0 if the period / number of days of bond maturity is shorter than would be the next full payment. YTM = NA, Accrued Days = NA, Accrued Interest = 0, Next Coupon Date = NA, Next Coupon Value = NA, Annual Income = 0. I can understand why Next Coupon Date and Value = NA, but the others should not be NA/0.

I would like to attach an Excel example, however I get message .xlsx is not allowed.
Regards nebfinfm

[Mark]

Hi nebfinfm,

1) You are correct. When viewing an investment adjusted to the default currency, any contributions made are determined by the purchase amount in the native currency times the exchange rate on the date of the purchase. If you have multiple purchases, each one uses the exchange rate on the date of that purchase, and then they are summed. The end value uses the exchange rate on the ending report date, etc.

2) The example you emailed us shows 2 bonds that have already matured. The file you sent didn't show the report date, but if you're reporting as of a date past the maturity date, it wouldn't be appropriate to show things like YTM, Accrued Days, Accrued Interest, since the bond has already matured.

You can post a .CSV file on this forum if that would help. If you still have questions you can also email or post a specific investment file (*.dat), and the date settings for your Bond Summary Report, so we can reproduce the report here.

[nebfinfm]

Mark, I apologize, the Bond Summary Report work fine - I made mistake entering wrong maturity date , ... the usual story -- for the trees I didn't see the forest...

Many thanks nebfinfm