IFA  Example   Return to Floater page.

The default page for the NotaNet Floater calculation uses the terms from the International Forfaiting Association (IFA) Guidelines Appendix 3.  This page lists the starting values, the results, and the methods used to obtain them.

The basic terms used when a note is sold by one holder to the next in a secondary market transaction are:

Given Terms
Term Value Days Since Issue Days Since Trans. Discount Base (LIBOR)
Principal 1,000,000
Issued On 1 January 04 6.875
Sale 2 April 04 92 0 3.500
Interest Due On 2 July 04 183 91 3.500
Interest Due On 31 December 04 365 273 6.500
Int.+Prin.Due On 2 July 05 548 456 6.500
Margins
  Contract, Payment Claim 3.000
  Transaction, buyer return -1.000
  Differential Interest =2.000
Discount Method Base rate, compounded semiannually

Adjustments, Basic

The price of a floating rate note sold between rate settings (also interest due dates) is conventionally the Principal amount plus three adjustments discounted to the purchase transaction date.

The three adjustments are:

Seller Interest The amount due to the note seller from the last rate fixing date, the issue date in this case, to the transaction date. This is determined by the note’s Principal, number of days held, and the base rate and contracted Issuer margin applicable to the holding period. In this example:

    1,000,000 x (6.875 + 3.000) x 92/360 = 25,236.11

Base Rate compensates the note buyer for the (LIBOR) rate being paid by the note until the next fixing, and the rate on the transaction date. In this example:

    1,000,000 x (6.875 – 3.500) x 91/360 = 8,531.25

Differential Interest The note buyer is willing to earn a 1% margin during the remaining life of the note, compared to the 3% margin inherent in the note as being paid by the Issuer, also called the contract rate. The interest being earned by the note buyer is thus lower than being paid by the Issuer and which will be received on future interest payment dates by the note buyer. Interest and Differential Interest are paid for periods extending from one payment date to the next. The 2% differential is realized by the buyer paying more up front for the note.

Differential Interest Adjustments
Principal Diff.Rate Days Days Basis Amount
1,000000 x 0.02 x 91 /360 5055.56
1,000000 x 0.02 x 182 /360 10,111.11
1,000000 x 0.02 x 183 /360 10,166.67
Total 25,333.34

Adjustments, Discounted

The raw adjustments, calculated above, are due on future dates but are conventionally settled earlier, on the transaction (purchase) date. To summarize, they are:

Adjustments Before Discounting
Adjustment Expected Days Amount
Seller Int. 2 July 04 91 25,236.11
Base Rate 2 July 04 91 8,531.25
1st Int.Pmt. 2 July 04 91 5,055.56
2nd Int.Pmt. 31 Dec 04 273 10,111.11
3rd Int.Pmt. 2 July 05 456 10,166.67

The raw amounts are discounted back to the settlement date using the compounding periods of 183 days, 182 days, and remaining days as applicable. Value on Transaction Date = Raw Adjustment/Compound Interest Factor.

The particular periods result in the compound interest factors and transaction date value of:

Discounted to Tran. Date
Adjustment Amount Factor SubTotl Value
Seller Int. 25,236.11 1.008 847 25,014.80
Base Rate 8,531.25 1.008 847 8,456.43
1st Int.Pmt. 5,055.56 1.008 847 5,011.22
2nd Int.Pmt. 10,111.11 1.049 829 9,631.20
3rd Int.Pmt. 10,166.67 1.084 520 9,374.35
Subtotal 24,016.77
Totals 59,100.70 57,488.00

The note is priced at:

Adjusted Price
Item Amount
Principal 1,000,000.00
Seller Interest 25,014.80
Base rate adj 8,456.43
Diff. Interest 24,016.77
PRICE 1,057,488.00

By discounting the adjustments to the transaction date, the buyer will pay 1,612.70 less because he is paying earlier.

Buyer Saving
Adjustment Expected
Raw value 59,100.70
Discounted -57,488.00
Saving 1,612.70

The calculator is initialized to the values used in this example. To see the undiscounted values, set the rates in the Disc.Base column in the sand-colored table to zero.

If acceptable to the note seller, the adjustments might have been discounted at a different rate such as LIBOR at average life of the future payments, the all-in contract rate, or some other rational or irrational rate. The calculation facilitates these alternatives by providing for user input of individual discount rates.