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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 23-05-2018 14:23:43
Trading book
Var -0.01%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
99,000 96.32 96.39 30,000
182,000 96.31 96.43 50,000
22,000 96.3 96.45 51,000
99,000 96.29 96.47 50,000
83,000 96.28 96.64 200,000
Last contract information
Price 96.31
Quantity 200,000
Date and time 23-05-2018 14:14:48
Execution Method ORDER BOOK
Daily information
Closing price 96.32
Date 22-05-2018
Static reference price 96.32
Dynamic reference price 96.31
Quantity 5,473,000
Turnover 5,269,852.6
GrossĀ  yield to maturity* 1.48
Net yield to maturity* 1.46
Gross accrual* 0.005
Net accrual* 0.0037
Modified duration* 0.25
Historical information
Minimum 95
Maximum 98.27
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 105,000,000
Maximum Amount Allowed 101,283,000
Settlement date 25-05-2018
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 0.072
Coupon frequency 3 Months
Time to maturity 979
*data provided by SKIPPER Informatica s.r.l.