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Other debt instruments

Isin
XS0914805733
Description Pall Sec 1-Cms Cap&Floor 15st19
Prices updated on 20-06-2019 10:48:41
Trading book
Var -
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
1,000 100.3 102.71 100,000
49,000 100 0 0
100,000 99.25 0 0
250,000 99.24 0 0
0 0 0 0
Last contract information
Price -
Quantity -
Date and time -
Execution Method -
Daily information
Closing price 101.19
Date 19-06-2019
Static reference price 101.19
Dynamic reference price 101.19
Quantity -
Turnover -
GrossĀ  yield to maturity* -1.7
Net yield to maturity* -2.52
Gross accrual* 2.53
Net accrual* 1.8722
Modified duration* 0.24
Historical information
Minimum 99.03
Maximum 102.68
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 98,000,000
Maximum Amount Allowed 20,164,320
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 Palladium Securities 1 Sa
Category Other debt instruments
Underlying Cms(10y)
Expiration Date 15-09-2019
Trading Currency EUR
Current coupon rate 3.3
Coupon frequency 12 Months
Time to maturity 83
*data provided by SKIPPER Informatica s.r.l.