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Other debt instruments

Isin
XS1123358548
Description Pall Sec 1-Fix To Cms Cap&Floor 15st24
Status SENIOR
Prices updated on 17-08-2019 18:49:57
Trading book
Var -1.31%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
Last contract information
Price 96.5
Quantity 4,000
Date and time 16-08-2019 09:01:52
Execution Method ORDER BOOK
Daily information
Closing price 98.25
Date 16-08-2019
Static reference price 98.25
Dynamic reference price 96.5
Quantity 4,000
Turnover 3,860.0
GrossĀ  yield to maturity* 1.45
Net yield to maturity* 1.19
Gross accrual* 0.575
Net accrual* 0.4255
Modified duration* 0.99
Historical information
Minimum 83.59
Maximum 96.5
Trading conditions
Market phase Close
Suspended No
Minimum lot 1,000
Maximum order quantity 16,008,000
Maximum Amount Allowed 14,999,496
Settlement date 20-08-2019
Limit 1 % 3.00
Limit 2 % 1.50
Limit 3 % 8.00
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 7%
Trading hours 9:00 17:30
Characteristics
Issuer Palladium Securities 1 Sa
Category Other debt instruments
Underlying Cms(10y)
Expiration Date 15-09-2024
Trading Currency EUR
Current coupon rate 1
Coupon frequency 12 Months
Time to maturity 1853
*data provided by SKIPPER Informatica s.r.l.