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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 20-10-2018 10:23:30
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 93.75
Quantity 20,000
Date and time 19-10-2018 17:25:34
Execution Method ORDER BOOK
Daily information
Closing price 93.36
Date 19-10-2018
Static reference price 93.36
Dynamic reference price 93.75
Quantity 1,518,000
Turnover 1,417,209.7
GrossĀ  yield to maturity* 2.92
Net yield to maturity* 2.9
Gross accrual* 0.01844
Net accrual* 0.01365
Modified duration* 0.24
Historical information
Minimum 90.46
Maximum 98.27
Trading conditions
Market status Close
Suspended No
Minimum lot 1,000
Maximum order quantity 105,000,000
Maximum Amount Allowed 98,017,500
Settlement date 23-10-2018
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 830
*data provided by SKIPPER Informatica s.r.l.