Tool

Portfolio valuation

Paste your holdings — an ISIN and a face amount per line, a cost price if you want the profit or loss — choose the side and the date, and read off the clean price, the accrued interest, the market value of every line and the totals by currency. Download the valuation as a dated statement. Everything is worked out in your browser: your holdings are never sent to this site.

Your holdings stay with you

The page downloads two files — the terms of every bond on the site and the closing prices for the date — and does the arithmetic on your device. No ISIN, amount or price you enter is sent to this site or to anyone else. Close the page and it is gone, unless you choose to save it to My portfolio under Account.

How each line is valued

The price is the site’s indicative close for the date chosen (the last session on or before it), on the side chosen; mid is the average of bid and offer. It is quoted per 100 of the face still outstanding, so a bond repaying in instalments is valued on the balance in force at that date. Accrued interest is counted on each bond’s own coupon dates and day count, read from its offering document, to the date chosen. Market value is face × factor × price / 100 plus the accrued interest. Profit or loss compares the clean market value with face × factor × cost / 100. Each line shows the basis of its close — market (dealer pricing), DMO (an official reference price) or model (the site’s curve, where no quote was recorded) — and the date of that close, with a warning when it is older than the date chosen. The statement carries the File ID of the closing-prices file it was valued from, so the figures can be checked against the data room and the methodology.

Every figure is indicative — a calculation on the stored terms and the site’s indicative closing prices, not a quotation, not an offer to deal and not advice. The Terms apply, clause 13 in particular.