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Supranational / Agency bonds

Isin
IT0005366460
Description Cdp 2.125% 21mz26
Status SENIOR
Prices updated on 12-11-2019 14:15:47
Trading book
Var -
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
100,000 106.76 107.4 100,000
100,000 106.75 107.41 100,000
100,000 106.71 107.67 100,000
100,000 105.16 0 0
0 0 0 0
Last contract information
Price -
Quantity -
Date and time -
Execution Method -
Daily information
Closing price 107.06
Date 11-11-2019
Static reference price 107.06
Dynamic reference price 107.06
Quantity -
Turnover -
GrossĀ  yield to maturity* 0.97
Net yield to maturity* 0.42
Gross accrual* 1.37602
Net accrual* 1.01825
Modified duration* 6.03
Historical information
Minimum 99.2
Maximum 99.2
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 100,000
Maximum order quantity 14,400,000
Maximum Amount Allowed 14,901,120
Settlement date 14-11-2019
Limit 1 % 3.00
Limit 2 % 1.50
Limit 3 % 8.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
Banca Sella Holding S.p.A.
Banca Simetica S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 100,000
Liquidity Provider maximum duty spread 5%
Trading hours 9:00 17:30
Characteristics
Issuer Cassa Depositi E Prestiti
Website www.cdp.it
Category Supranational / Agency bonds
Expiration Date 21-03-2026
Trading Currency EUR
Current coupon rate 2.125
Coupon frequency 12 Months
Time to maturity 2318
*data provided by SKIPPER Informatica s.r.l.