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Supranational / Agency bonds

Isin
IT0005090995
Description Cdp Fix Float 20mz22
Prices updated on 26-09-2017 12:37:01
Trading book
Var -0.03%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
206,000 99.31 99.34 117,000
519,000 99.3 99.35 142,000
100,000 99.29 99.37 100,000
250,000 99.28 99.38 200,000
150,000 99.25 99.4 109,000
Last contract information
Price 99.31
Quantity 6,000
Date and time 26-09-2017 12:14:06
Execution Method -
Daily information
Closing price 99.34
Date 25-09-2017
Static reference price 99.36
Dynamic reference price 99.34
Quantity 750,000
Turnover 744,890.0
GrossĀ  yield to maturity* 0.32
Net yield to maturity* 0.3
Gross accrual* 0.00333
Net accrual* 0.00291
Modified duration* 0.25
Historical information
Minimum 96.5
Maximum 100.31
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 100,000,000
Settlement date 28-09-2017
Limit 1 % 2.50
Limit 2 % 1.50
Limit 3 % 6.00
Current exemptions -
Trading hours 9:00 17:30
Rating
S&P BBB- ET
Characteristics
Issuer Cassa Depositi E Prestiti
Category Supranational / Agency bonds
Underlying Euribor(3m)
Expiration Date 20-03-2022
Trading Currency EUR
Current coupon rate 0.171
Coupon frequency 3 Months
Time to maturity 1632
*data provided by SKIPPER Informatica s.r.l.