Skip to main content

Other debt instruments

Isin
XS1123358548
Description Pall Sec 1-Fix To Cms Cap&Floor 15st24
Prices updated on 17-06-2019 01:11:20
Trading book
Var 0.29%
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 91.6
Quantity 2,000
Date and time 14-06-2019 10:08:49
Execution Method ORDER BOOK
Daily information
Closing price 92.25
Date 14-06-2019
Static reference price 92.25
Dynamic reference price 91.6
Quantity 2,000
Turnover 1,832.0
GrossĀ  yield to maturity* 2.79
Net yield to maturity* 2.52
Gross accrual* 0.41111
Net accrual* 0.30422
Modified duration* 0.98
Historical information
Minimum 83.59
Maximum 95.59
Trading conditions
Market status Close
Suspended No
Minimum lot 1,000
Maximum order quantity 110,000,000
Maximum Amount Allowed 100,089,000
Settlement date 18-06-2019
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 AG
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 1916
*data provided by SKIPPER Informatica s.r.l.