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Corporate Bonds

Isin
US87927VAR96
Description Tim Cap 7.2% Call 18lg36
Status SENIOR
Prices updated on 20-11-2019 15:29:36
Trading book
Var 0.54%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
14,000 117 117.49 2,000
48,000 116.99 117.5 100,000
12,000 116.96 117.83 50,000
100,000 116.9 117.84 50,000
50,000 116.75 118.25 50,000
Last contract information
Price 117.87
Quantity 6,000
Date and time 20-11-2019 12:53:53
Execution Method ORDER BOOK
Daily information
Closing price 117.24
Date 19-11-2019
Static reference price 117.87
Dynamic reference price 117.87
Quantity 6,000
Turnover 7,072.2
GrossĀ  yield to maturity* 5.67
Net yield to maturity* 3.94
Gross accrual* 2.46
Net accrual* 1.8204
Modified duration* 11.09
Historical information
Minimum 95.3
Maximum 117.87
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 2,000
Maximum order quantity 15,278,000
Maximum Amount Allowed 17,022,748
Settlement date 22-11-2019
Limit 1 % 3.50
Limit 2 % 2.50
Limit 3 % 12.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
Banca Simetica S.p.A.
BPER Banca S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 7%
Trading hours 9:00 17:30
Characteristics
Issuer Telecom Italia Capital
Website www.ticap.lu
Category Corporate Bonds
Expiration Date 18-07-2036
Trading Currency USD
Current coupon rate 7.2
Coupon frequency 6 Months
Time to maturity 6082
*data provided by SKIPPER Informatica s.r.l.