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Banking bonds non Eurobonds

Isin
IT0005090045
Description Mediobanca Tv Cap&Floor 13ap22
Status SENIOR
Prices updated on 15-11-2019 13:12:30
Trading book
Var -0.31%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
50,000 96.9 97 36,000
10,000 96.65 97.09 10,000
30,000 96.61 97.1 24,000
4,000 96.6 97.25 42,000
20,000 96.48 97.33 50,000
Last contract information
Price 96.92
Quantity 22,000
Date and time 15-11-2019 13:01:47
Execution Method ORDER BOOK
Daily information
Closing price 97.22
Date 14-11-2019
Static reference price 97.22
Dynamic reference price 96.92
Quantity 72,000
Turnover 69,802.0
GrossĀ  yield to maturity* 3.25
Net yield to maturity* 2.71
Gross accrual* 0.19444
Net accrual* 0.14389
Modified duration* 0.24
Historical information
Minimum 89.7
Maximum 97
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 2,000
Maximum order quantity 17,730,000
Maximum Amount Allowed 17,022,573
Settlement date 19-11-2019
Limit 1 % 2.00
Limit 2 % 1.50
Limit 3 % 5.00
Liquidity Provider with market making strategy UniCredit Bank AG Succursale di Milano
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 4%
Trading hours 9:00 17:30
Characteristics
Issuer Mediobanca Spa
Website www.mediobanca.it
Category Banking bonds non Eurobonds
Underlying Usdlibor(3m)
Expiration Date 13-04-2022
Trading Currency USD
Current coupon rate 2
Coupon frequency 3 Months
Time to maturity 875
*data provided by SKIPPER Informatica s.r.l.