Skip to main content

Supranational / Agency bonds

Isin
IT0005090995
Description Cdp Fix Float 20mz22
Prices updated on 20-06-2019 10:57:41
Trading book
Var 0.28%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
32,000 98.09 98.16 9,000
100,000 98.08 98.22 14,000
100,000 98.07 98.23 67,000
30,000 98.05 98.24 100,000
52,000 98.01 98.25 5,000
Last contract information
Price 98.16
Quantity 5,000
Date and time 20-06-2019 09:45:03
Execution Method ORDER BOOK
Daily information
Closing price 97.89
Date 19-06-2019
Static reference price 98.16
Dynamic reference price 98.16
Quantity 64,000
Turnover 62,802.4
GrossĀ  yield to maturity* 0.95
Net yield to maturity* 0.93
Gross accrual* 0.00049
Net accrual* 0.00043
Modified duration* 0.25
Historical information
Minimum 91
Maximum 99.73
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 102,000,000
Maximum Amount Allowed 99,910,000
Settlement date 24-06-2019
Limit 1 % 2.00
Limit 2 % 1.50
Limit 3 % 5.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
Banca Sella Holding S.p.A.
Iccrea Banca S.p.A.
Banca Akros S.p.A.
UniCredit Bank AG
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 100,000
Liquidity Provider maximum duty spread 3%
Trading hours 9:00 17:30
Characteristics
Issuer Cassa Depositi E Prestiti
Category Supranational / Agency bonds
Underlying Euribor(3m)
Expiration Date 20-03-2022
Trading Currency EUR
Current coupon rate 0.19
Coupon frequency 3 Months
Time to maturity 1000
*data provided by SKIPPER Informatica s.r.l.