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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 17-08-2018 14:37:47
Trading book
Var -0.07%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
19,000 94.23 94.42 14,000
10,000 94.22 94.43 5,000
5,000 94.15 94.5 10,000
5,000 94.13 94.52 4,000
10,000 94.11 94.53 9,000
Last contract information
Price 94.42
Quantity 6,000
Date and time 17-08-2018 14:29:00
Execution Method ORDER BOOK
Daily information
Closing price 94.49
Date 16-08-2018
Static reference price 94.49
Dynamic reference price 94.42
Quantity 546,000
Turnover 515,073.6
GrossĀ  yield to maturity* 2.43
Net yield to maturity* 2.41
Gross accrual* 0.00467
Net accrual* 0.00346
Modified duration* 0.24
Historical information
Minimum 90.46
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 21-08-2018
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 0.08
Coupon frequency 3 Months
Time to maturity 893
*data provided by SKIPPER Informatica s.r.l.