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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Status SENIOR
Prices updated on 23-07-2019 02:34:06
Trading book
Var -0.10%
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 98.49
Quantity 12,000
Date and time 22-07-2019 16:58:48
Execution Method ORDER BOOK
Daily information
Closing price 98.53
Date 22-07-2019
Static reference price 98.53
Dynamic reference price 98.49
Quantity 1,434,000
Turnover 1,412,855.7
GrossĀ  yield to maturity* 0.96
Net yield to maturity* 0.96
Gross accrual* 0.02053
Net accrual* 0.01519
Modified duration* 0.25
Historical information
Minimum 90.46
Maximum 98.62
Trading conditions
Market phase Close
Suspended No
Minimum lot 1,000
Maximum order quantity 15,329,000
Maximum Amount Allowed 14,999,427
Settlement date 24-07-2019
Limit 1 % 2.50
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 25,000
Liquidity Provider maximum duty spread 3%
Trading hours 9:00 17:30
Characteristics
Issuer Banco Bpm Spa
Website http://www.bancobpmspa.it/
Category Banking bonds non Eurobonds
Underlying Euribor(3m)
Expiration Date 29-01-2021
Trading Currency EUR
Current coupon rate 0.088
Coupon frequency 3 Months
Time to maturity 554
*data provided by SKIPPER Informatica s.r.l.