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International bonds: OGX, 8.50% 1jun2018, USD (USP7356YAA12, P7356YAA1)

StatusDefaultCountry of riskMaturity (option)
Amount i
This field shows outstanding face value amount for outstanding bonds
Issue ratings (M/S&P/F)
redemption defaultYesBrazil**/**/****2,563,000,000 USD***/***/***
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Yield calculation

 %
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Issue information

BorrowerOGX
Bond typeCoupon bonds
Placement methodOpen subscription
Placement typePublic
Issue purposeShow
Issue purpose
to finance development of Waikiki and Waimea blocks in the Campos Basin and to fund other concessions.
Par amount, integral multiple1,000 USD
Nominal of international bonds1,000 USD
Minimum settlement amount200,000 USD
Outstanding principal amount200,000 USD
Amount2,563,000,000 USD
Placement date**/**/****
Maturity date**/**/****
Floating rateNo
Coupon Rate*.*%
Current coupon rate8.5%
Day count fraction***
Coupon frequency2 time(s) per year
Interest accrual date**/**/****
ListingIrish S.E.

Related issues

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Cbonds Valuation
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology. The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
:

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
CBONDS ESTIMATION
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology described here http://ru.cbonds.com/organizations/docdownload/8715.
The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
Quotes are published both anonymously and publicly in the section Bond Quotes by Market Participants: http://cbonds.com/quotes/market/. These quotes are indicative only. Organizations posting the quotes have no obligations to conduct transactions at these prices. To learn the actual current prices, you need to contact the respective organization. Trading floor quotes are available at http://cbonds.com/quotes/.
12/14/2018*** / *** (*** / ***)*** (***)******Archive
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Stock exchange and OTC quotes

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
FINRA TRACE10/16/2018*** / *** (*** / ***)*** (***)******Archive
OTHER SOURCES OF PRICES
i
Other sources of prices may include end-of-day quotes from both exchanges and market participants which were published anonymously.
06/04/2018*** / *** (*** / ***)*** (***)******Archive
US OTC MARKET08/07/2017*** / *** (*** / ***)*** (***)******Archive
STUTTGART EXCHANGE10/01/2015*** / *** (*** / ***)*** (***)******Archive
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Bond classification

Subordinated
Sinkable bond
Perpetual
Convertible
Structured product
Restructuring
Securitization
Mortgage bonds
Trace-eligible
Covered
Foreign bonds
CDO
Sukuk
Retail bonds
Supranational bond issues
Green bonds
Non-Marketable Securities

Identifiers

ISIN / ISIN RegSUSP7356YAA12
ISIN 144AUS670849AA60
CUSIP / CUSIP RegSP7356YAA1
Common Code / Common Code RegS056294465
CUSIP 144A670849AA6
CFI / CFI RegSDBFGGR
CFI 144ADBFGGR
FIGI / FIGI RegSBBG001QG7HX2
WKN / WKN RegSA1GR3W
WKN 144AA1GR20
SEDOLB4M2VN1
FIGI 144ABBG001PPCDX6
TickerOGXPBZ 8.5 06/01/18 REGS

Primary placement

Issuer rating on issue date (M/S&P/F)***/***/***
Placement**/**/****
Initial issue price (yield)***% (*.*%)
Spread over US Treasuries, bp***.**
Demand*,***,***,***

Participants

Bookrunner: Itau Unibanco Holdings, Credit Suisse, HSBC, JP Morgan
Additional information
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Payment schedule

*****

Coupon dateCoupon, %Coupon payment amount, USDRedemption of principal, USDNotes
Show previous
1**/**/*****.**,***.**
2**/**/*****.**,***
3**/**/*****.**,***
4**/**/*****.**,***in default
5**/**/*****.**,***
6**/**/*****.**,***
7**/**/*****.**,***
8**/**/*****.**,***
9**/**/*****.**,***
10**/**/*****.**,***
11**/**/*****.**,***
12**/**/*****.**,***
13**/**/*****.**,***
14**/**/*****.**,******,***
Show following
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Debt Servicing

Default typeLiability typeAnnouncement DatePlanned date of meeting liabilitiesActual payment dateGrace period expiration dateDefault ReasonAdditional information
DefaultRedemption**.**.*****.**.*****.**.*****.**.***Bankruptcy***********
DefaultCoupon**.**.*****.**.*****.**.*****.**.***Unknown***********
DefaultRedemption**.**.*****.**.*****.**.*****.**.***Unknown***********

Early redemption terms

*****

DateOption typePrice
Show previous
**/**/****call***.**
Show following
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