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Emerging Markets Bonds

Isin
US836205AZ74
Description Sudafrica 6.3% 22gn48
Status SENIOR
Prices updated on 20-11-2019 16:07:38
Trading book
Var -
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
200,000 105.13 106.34 200,000
200,000 105.12 106.35 200,000
200,000 105.1 106.53 200,000
200,000 102.65 106.54 200,000
200,000 102.64 106.62 200,000
Last contract information
Price -
Quantity -
Date and time -
Execution Method -
Daily information
Closing price 106.09
Date 19-11-2019
Static reference price 106.09
Dynamic reference price 106.09
Quantity -
Turnover -
GrossĀ  yield to maturity* 5.94
Net yield to maturity* 5.17
Gross accrual* 2.6075
Net accrual* 2.28156
Modified duration* 14.07
Historical information
Minimum 102.2
Maximum 103.5
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 200,000
Maximum order quantity 15,200,000
Maximum Amount Allowed 16,853,760
Settlement date 22-11-2019
Limit 1 % 7.00
Limit 2 % 5.00
Limit 3 % 20.00
Liquidity Provider with market making strategy Banca Simetica S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 200,000
Liquidity Provider maximum duty spread 11%
Trading hours 9:00 17:30
Characteristics
Issuer Repubblica Sudafricana
Category Emerging Markets Bonds
Expiration Date 21-06-2048
Trading Currency USD
Current coupon rate 6.3
Coupon frequency 6 Months
Time to maturity 10437
*data provided by SKIPPER Informatica s.r.l.