Breakage Fees Calc

Hey Everyone,

I'm trying to understand the calculation of breakage fees on bonds (am I correct in saying term loans generally don't have breakage fees) in the context of a buyout.

If a bond is callable, you just pay whatever it is trading at + some premium? What if it's not callable? Then there's breakage, but I'm trying to understand how you would go about exactly calculating that.

Thanks to anyone who can help!

6 Comments
 

If it's not callable then you have to pay all future debt service so you will have to PV each payment back to the date you want to 'call' (defease) the bonds on. Basically you will put a bunch of money into an escrow that buys Treasuries that match maturities with your future payments. So you are PVing each payment back by the respective treasury. Generally referred to as a make whole call (ie the holders are being made whole).

This to all my hatin' folks seeing me getting guac right now..
 

Thanks for the explanation. During the summer I heard Analysts getting percentages from GCM. So for example, if a bond was $100MM, they would say you have to pay 110% to break, so retire the $100MM and then pay $10MM in breakage on top. Is that just them simplifying so they don't have to use a make-whole matrix?

 

Don't know what GCM is but maybe that was just the call premium? 10% sounds high (maybe you just made that # up). Make whole would actually come out (usually) to a lot more than 10% on top of the par so I'm guessing it was just the call premium. In that case you just pay the par + par premium * par, exactly like you said.

This to all my hatin' folks seeing me getting guac right now..
 

sorry, GCM is the abbrev for capital markets. ok, and when capital markets (or anyone else) quotes the call premium, is that premium derived from some make-whole calculation (i do realize i should probably ask capital markets this haha).

i'm just trying to understand if the make-whole would generally tie with the premium. sounds like it does? pay the bondholders a premium to redeem early vs. payments they require to make them whole.

 

It will be in the bond offering documents and set before the issue goes to market and will be reflected in the yield/price of the bonds sold.

This to all my hatin' folks seeing me getting guac right now..
 

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