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This document summarizes 3 bond trades involving Germany (Sovereign), Allianz SA, and Repsol bonds. For each trade it provides details like buy/sell amount, price start/close, term, and DV01. It also includes calculations for steepening sensitivity and net P&L for each trade based on inputs to an online credit pricing model. The trades resulted in a net profit from accrued coupon on the bonds and a small loss on an interest rate swap position.

Author

Liam Mescall

Language

EN