The number of days of accrued interest, and the cash value of accrued interest -...

Vendor: ICMA
Product: SOFQ
Update on: Oct 23, 2025
Questions: 50

ICMA SOFQ Question Answer

The number of days of accrued interest, and the cash value of accrued interest - on a trade of GBP 30,500,000 Barclays Bank GBP Floating Rate Notes November 2028, paying interest quarterly - the current coupon rate is 3.7162% for the period 21s' November to November 21s' February, trade date 3rd February, value date 5th February, is:

45 days and GBP 139,739.30

76 days and GBP 236,004.15

107 days and GBP 336,883.85

45 days and GBP 141,680.12