You can input par value to calculate reference price of repo-style transaction or input reference price to calculate par value. Please notice that if you choose more than one bond, system still only provide one par value of the bonds and therefore you should provide par value of the others.
Previous day reference yield of government bond indicates the weighted average yield of previous day transactions on the TPEx. If no transaction record on the previous business day, the reference yield will be the theoretical yield on the TPEx bond fair price list. Previous day reference yield of other bonds indicates weighted average yield on the TPEx EBTS corporate bond yield/per-hundred-price list.
Reference collateral value is the dirty price calculated on the basis of previous day reference yield.
Adjusted Collateral Value = Reference Collateral Value * (1- Haircut (%))
Reference price of repo-style transaction is equal to the sum of adjusted collateral value.
After-tax value denote the calculation of collateral value has been deducted accrued interest tax. Pre-Tax value denote the calculation of collateral value has not yet been deducted accrued interest tax.
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