Skip to main content

Banking bonds non Eurobonds

Isin
IT0004396492
Description Banco Bpm-Fix Float Call Sub 20ot18
Prices updated on 25-05-2018 14:07:43
Trading book
Var -0.01%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
150,000 99.89 99.95 100,000
50,000 99.86 99.98 100,000
100,000 99.73 99.99 50,000
50,000 99.72 100 100,000
100,000 99.57 100.01 250,000
Last contract information
Price 99.89
Quantity 50,000
Date and time 25-05-2018 11:26:16
Execution Method ORDER BOOK
Daily information
Closing price 99.9
Date 24-05-2018
Static reference price 99.9
Dynamic reference price 99.89
Quantity 50,000
Turnover 49,945.0
GrossĀ  yield to maturity* 1.4
Net yield to maturity* 1.1
Gross accrual* 0.12173
Net accrual* 0.09008
Modified duration* 0.25
Historical information
Minimum 97.84
Maximum 100.22
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 50,000
Maximum order quantity 100,000,000
Maximum Amount Allowed 99,700,000
Settlement date 29-05-2018
Limit 1 % 1.50
Limit 2 % 1.00
Limit 3 % 3.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 50,000
Liquidity Provider maximum duty spread 2%
Trading hours 9:00 17:30
Rating
S&P
Characteristics
Issuer Banco Bpm Spa
Category Banking bonds non Eurobonds
Underlying Euribor(3m)
Expiration Date 20-10-2018
Trading Currency EUR
Current coupon rate 1.166
Coupon frequency 3 Months
Time to maturity 145
*data provided by SKIPPER Informatica s.r.l.