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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 23-05-2019 21:01:14
Trading book
Var -0.09%
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 97.5
Quantity 20,000
Date and time 23-05-2019 17:29:38
Execution Method ORDER BOOK
Daily information
Closing price 97.54
Date 23-05-2019
Static reference price 97.54
Dynamic reference price 97.5
Quantity 1,893,000
Turnover 1,846,423.4
GrossĀ  yield to maturity* 1.55
Net yield to maturity* 1.52
Gross accrual* 0.00611
Net accrual* 0.00452
Modified duration* 0.25
Historical information
Minimum 90.46
Maximum 98.09
Trading conditions
Market status Close
Suspended No
Minimum lot 1,000
Maximum order quantity 102,000,000
Maximum Amount Allowed 101,167,500
Settlement date 27-05-2019
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
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 614
*data provided by SKIPPER Informatica s.r.l.