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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 16-01-2019 17:20:30
Trading book
Var 0.06%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
50,000 96.21 96.38 30,000
15,000 96.18 96.39 17,000
100,000 96.16 96.4 47,000
50,000 96.15 96.48 30,000
65,000 96.12 96.5 111,000
Last contract information
Price 96.21
Quantity 30,000
Date and time 16-01-2019 17:10:03
Execution Method ORDER BOOK
Daily information
Closing price 96.15
Date 15-01-2019
Static reference price 96.15
Dynamic reference price 96.21
Quantity 2,285,000
Turnover 2,197,466.2
GrossĀ  yield to maturity* 2.04
Net yield to maturity* 2.02
Gross accrual* 0.01798
Net accrual* 0.01331
Modified duration* 0.25
Historical information
Minimum 90.46
Maximum 97.19
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 105,000,000
Maximum Amount Allowed 101,167,500
Settlement date 18-01-2019
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 0.083
Coupon frequency 3 Months
Time to maturity 741
*data provided by SKIPPER Informatica s.r.l.