Skip to main content

Other debt instruments

Isin
XS0779340495
Description Glo Bnd Xiv-Tv Cap&Floor 01ot19
Prices updated on 20-06-2019 11:40:53
Trading book
Var -0.31%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
100,000 100.05 100.57 185,000
50,000 100.04 101.81 110,000
100,000 99.08 0 0
200,000 98.78 0 0
0 0 0 0
Last contract information
Price 100.01
Quantity 10,000
Date and time 20-06-2019 10:13:56
Execution Method ORDER BOOK
Daily information
Closing price 100.32
Date 19-06-2019
Static reference price 100.01
Dynamic reference price 100.01
Quantity 10,000
Turnover 10,001.0
GrossĀ  yield to maturity* 1.93
Net yield to maturity* 1.13
Gross accrual* 0.44778
Net accrual* 0.33136
Modified duration* 0.25
Historical information
Minimum 98.3
Maximum 100.6
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 5,000
Maximum order quantity 100,000,000
Maximum Amount Allowed 46,288,640
Settlement date 24-06-2019
Limit 1 % 1.50
Limit 2 % 1.00
Limit 3 % 3.00
Liquidity Provider with market making strategy -
Liquidity Provider with only buy duty Deutsche Bank Aktiengesellschaft
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 25,000
Liquidity Provider maximum duty spread 2%
Trading hours 9:00 17:30
Characteristics
Issuer Global Bond Series Xiv Sa
Category Other debt instruments
Underlying Irs 10ys
Expiration Date 01-10-2019
Trading Currency EUR
Current coupon rate 3.1
Coupon frequency 3 Months
Time to maturity 98
*data provided by SKIPPER Informatica s.r.l.