MPOE bonds historical data

Marti, 18 Decembrie, Anul 4 d.Tr. | Autor: Mircea Popescu

Let’s start with a table (decimal values truncated past 3rd):

    Date Capitali Last resortii MPBOR %iii ROI nominaliv ROI effectivev
    Aug 11 60.00 60.00 2.000% 1.200 0.000
    Sep 11 111.25 111.25 2.000% 2.225 2.225
    Oct 11 1`152.17 1`152.17 2.000% 23.043 23.043
    Nov 11 925.00 925.00 2.000% 18.500 18.500
    Dec 11 5`775.71 5`775.71 2.000% 115.514 2.957
    Jan 12 147.89 147.89 2.000% 2.957 2.957
    Feb 12 6`212.58 6`212.58 2.000% 124.251 17.692
    Mar 12 2`555.02 0.00 1.990% 50.844 50.844
    Apr 12 8`428.31 5`078.31 5.000% 421.415 421.415
    May 12 2`843.00 0.00 4.975% 141.439 −14.062
    Jun 12 3`579.91 0.00 4.990% 178.637 178.637
    Jul 12 2`623.73 0.00 4.975% 130.530 130.530
    Aug 12 9`333.58 0.00 4.999% 466.669 −4`073.751
    Sep 12 9`925.29 0.00 5.100% 506.189 506.189
    Oct 12 12`318.77 0.00 9.000% 1`129.932 −21.303
    Nov 12 41`252.48 26`469.81 9.900% 4`083.995 2`122.677

As you can see, the capital needs and interest rates paid have been growing pretty much constantly. In 7 months (out of 9) the offered bonds were able to cover the capital needs of MPOE. Bonds made a loss in three months (out of 16).

Overal figures : 107`244.70426257 BTC needed as capital, for an average of 6`702.79401641 BTC per month. 45`932.730163626 of this capital was supplied by bondholders, which comes to 42.83%. Total nominal gains from interest were 7`397.34827088 BTC, which comes to an average 6.897% over the interval. Of this effectively realised −631.44622164 BTC, which comes to an effective rate of -0.588%.vi

And now for some graphs :

Total capital (BTC) in blue, MP (BTC) in red.

Total capital (BTC) in blue, MP (BTC) in red.

ROI : nominal (BTC) in blue, effective (BTC) in red.

ROI : nominal (BTC) in blue, effective (BTC) in red.

Note : This survey covers the months of August 2011 through November 2012. There is no data earlier than August 2011 because the service was started on August the 23rd of that year. Data for December 2012 is not yet available. All data used was regularly published on the month end for 2012, and collectively in 2011, as follows : up to and including January 2012 ; February 2012 ; March 2012 ; April 2012 ; May 2012 ; June 2012 ; July 2012 ; August 2012 ; September 2012 ; October 2012 ; November 2012.

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  1. Total capital required by MPOE to cover all its positions during the month. []
  2. If MPOE actually uses more capital than made available by bondholders I cover the difference. []
  3. MP Bond Offered Rate, the interest rate resulting from the bond auction. []
  4. Nominal interest, defined as total BTC that was due bondholders according to MPBOR fixing. []
  5. Effective interest paid. It differs from nominal interest in that it accounts for capital loss from operation. []
  6. This figure may be the result of market manipulation. See the August reports for more details. []
Rubrica: MPEx
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3 Responses

  1. Why the gap in august?

  2. Mircea Popescu`s avatar
    2
    Mircea Popescu 
    Marti, 18 Decembrie 2012

    Volatility.

  1. [...] MPOE bonds historical data, Dec 2012 - Nov 2013 Sambata, 14 Decembrie, Anul 5 d.Tr. | Autor: Mircea Popescu If you’re interested in the August 2011 - November 2012 dataset, see the previous installment of this report. [...]

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