Filetype Excel XLSX | Posted on 18 Aug 2022 | 3 years ago
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243x Filetype XLSX File size 0.03 MB Source: www.newyorkfed.org
Sheet 1: Floored Rate NCCR calc
| SOFR Rate and Principal/Paydown Information | Compound Interest Accrual Calculations | Simple Spread Adjustment and Margin Calculations | ||||||||||||||||
| Interest Date (t) |
Observation Date (No Lookback) |
Principal (Pt) |
ESTR Print (rt) |
Spread Adjustment for Legacy Loans | Legacy LIBOR Floor | Margin (mt) |
# days rate applies (nt) | Floored ESTR Rate | Effective Floored ESTR Rate | Unannualized Cumulative Compound Rate | Noncumulative Compound Rate Daily Base Interest Accrual | Effective Spread Adjustment | Accrued Interest on Simple Daily Spread Adjustment | Effective Margin | Daily Simple Margin Accrual | Total Daily Accrual of Compouded SOFR and Spread Adjustment | Total Daily Accrual of Compouded SOFR, Spread Adjustment, and Margin | Note: Daily Accrual Calculated from CTB |
| Monday, September 02, 2019 | Sep 2, 2019 | $10,000,000.00 | -0.449% | 0.5% | 0 | 2.00% | 1 | -0.449% | -0.00125% | -0.00125% | 0.0013889% | 0.00556% | ||||||
| Tuesday, September 03, 2019 | Sep 3, 2019 | $10,000,000.00 | -0.449% | 0.5% | 0 | 2.00% | 1 | -0.449% | -0.00125% | -0.00249% | -$124.72 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $14.17 | $569.72 | $569.72 |
| Wednesday, September 04, 2019 | Sep 4, 2019 | $10,000,000.00 | -0.450% | 0.5% | 0 | 2.00% | 1 | -0.450% | -0.00125% | -0.00374% | -$124.72 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $14.17 | $569.72 | $569.72 |
| Thursday, September 05, 2019 | Sep 5, 2019 | $10,000,000.00 | -0.449% | 0.5% | 0 | 2.00% | 1 | -0.449% | -0.00125% | -0.00499% | -$125.00 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.89 | $569.45 | $569.45 |
| Friday, September 06, 2019 | Sep 6, 2019 | $10,000,000.00 | -0.450% | 0.5% | 0 | 2.00% | 3 | -0.450% | -0.00375% | -0.00874% | -$124.72 | 0.0041667% | $138.89 | 0.01667% | $555.56 | $14.17 | $569.73 | $569.73 |
| Monday, September 09, 2019 | Sep 9, 2019 | $10,000,000.00 | -0.450% | 0.5% | 0 | 2.00% | 1 | -0.450% | -0.00125% | -0.00999% | -$374.98 | 0.0013889% | $416.67 | 0.00556% | $1,666.67 | $41.69 | $1,708.35 | $1,708.35 |
| Tuesday, September 10, 2019 | Sep 10, 2019 | $10,000,000.00 | -0.451% | 0.5% | 0 | 2.00% | 1 | -0.451% | -0.00125% | -0.01124% | -$124.99 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.90 | $569.46 | $569.46 |
| Wednesday, September 11, 2019 | Sep 11, 2019 | $10,000,000.00 | -0.450% | 0.5% | 0 | 2.00% | 1 | -0.450% | -0.00125% | -0.01249% | -$125.27 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.62 | $569.18 | $569.18 |
| Thursday, September 12, 2019 | Sep 12, 2019 | $10,000,000.00 | -0.449% | 0.5% | 0 | 2.00% | 1 | -0.449% | -0.00125% | -0.01374% | -$124.99 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.90 | $569.46 | $569.46 |
| Friday, September 13, 2019 | Sep 13, 2019 | $10,000,000.00 | -0.451% | 0.5% | 0 | 2.00% | 3 | -0.451% | -0.00376% | -0.01750% | -$124.71 | 0.0041667% | $138.89 | 0.01667% | $555.56 | $14.18 | $569.74 | $569.74 |
| Monday, September 16, 2019 | Sep 16, 2019 | $10,000,000.00 | -0.450% | 0.5% | 0 | 2.00% | 1 | -0.450% | -0.00125% | -0.01875% | -$375.78 | 0.0013889% | $416.67 | 0.00556% | $1,666.67 | $40.88 | $1,707.55 | $1,707.55 |
| Tuesday, September 17, 2019 | Sep 17, 2019 | $10,000,000.00 | -0.451% | 0.5% | 0 | 2.00% | 1 | -0.451% | -0.00125% | -0.02000% | -$124.98 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.91 | $569.47 | $569.47 |
| Wednesday, September 18, 2019 | Sep 18, 2019 | $10,000,000.00 | -0.552% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.02139% | -$125.25 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $13.63 | $569.19 | $569.19 |
| Thursday, September 19, 2019 | Sep 19, 2019 | $10,000,000.00 | -0.555% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.02278% | -$138.86 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $0.03 | $555.58 | $555.58 |
| Friday, September 20, 2019 | Sep 20, 2019 | $10,000,000.00 | -0.553% | 0.5% | 0 | 2.00% | 3 | -0.500% | -0.00417% | -0.02694% | -$138.86 | 0.0041667% | $138.89 | 0.01667% | $555.56 | $0.03 | $555.59 | $555.59 |
| Monday, September 23, 2019 | Sep 23, 2019 | $10,000,000.00 | -0.554% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.02833% | -$416.57 | 0.0013889% | $416.67 | 0.00556% | $1,666.67 | $0.09 | $1,666.76 | $1,666.76 |
| Tuesday, September 24, 2019 | Sep 24, 2019 | $10,000,000.00 | -0.552% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.02972% | -$138.85 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $0.04 | $555.59 | $555.59 |
| Wednesday, September 25, 2019 | Sep 25, 2019 | $10,000,000.00 | -0.553% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.03111% | -$138.85 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $0.04 | $555.59 | $555.59 |
| Thursday, September 26, 2019 | Sep 26, 2019 | $10,000,000.00 | -0.549% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.03250% | -$138.85 | 0.0013889% | $138.89 | 0.00556% | $555.56 | $0.04 | $555.60 | $555.60 |
| Friday, September 27, 2019 | Sep 27, 2019 | $10,000,000.00 | -0.547% | 0.5% | 0 | 2.00% | 3 | -0.500% | -0.00417% | -0.03666% | -$138.85 | 0.0041667% | $138.89 | 0.01667% | $555.56 | $0.04 | $555.60 | $555.60 |
| Monday, September 30, 2019 | Sep 30, 2019 | $10,000,000.00 | -0.549% | 0.5% | 0 | 2.00% | 1 | -0.500% | -0.00139% | -0.03805% | -$416.53 | 0.0013889% | $416.67 | 0.00556% | $1,666.67 | $0.14 | $1,666.80 | $1,666.80 |
| Tuesday, October 01, 2019 | - | - | - | - | - | - | - | - | - | - | -$138.84 | - | $138.89 | - | $555.56 | $0.05 | $555.61 | $555.61 |
| Total Accrued Interest: | Total Accrued Interest: | |||||||||||||||||
| $16,333.73 | $16,333.73 | |||||||||||||||||
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