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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 21-02-2018 04:38:32
Trading book
Var 0.04%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
Last contract information
Price 97.04
Quantity 5,000
Date and time 20-02-2018 17:07:26
Execution Method ORDER BOOK
Daily information
Closing price 97.02
Date 20-02-2018
Static reference price 97.02
Dynamic reference price 97.04
Quantity 4,303,000
Turnover 4,174,818.6
GrossĀ  yield to maturity* 1.11
Net yield to maturity* 1.1
Gross accrual* 0.00446
Net accrual* 0.0033
Modified duration* 0.25
Historical information
Minimum 94.5
Maximum 98.27
Trading conditions
Market status Close
Suspended No
Minimum lot 1,000
Maximum order quantity 102,000,000
Maximum Amount Allowed 101,283,000
Settlement date 22-02-2018
Limit 1 % 3.00
Limit 2 % 2.00
Limit 3 % 7.00
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 25,000
Liquidity Provider maximum duty spread 4%
Trading hours 9:00 17:30
Rating
S&P
Characteristics
Issuer Banco Bpm Spa
Category Banking bonds non Eurobonds
Underlying Euribor(3m)
Expiration Date 29-01-2021
Trading Currency EUR
Current coupon rate 0.073
Coupon frequency 3 Months
Time to maturity 1071
*data provided by SKIPPER Informatica s.r.l.