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Supranational / Agency bonds

Isin
XS1551882860
Description Bei Fix Float Cap 16fb24
Prices updated on 19-02-2018 18:53:51
Trading book
Var -0.34%
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 95.99
Quantity 10,000
Date and time 19-02-2018 13:59:09
Execution Method ORDER BOOK
Daily information
Closing price 96.18
Date 19-02-2018
Static reference price 96.18
Dynamic reference price 95.99
Quantity 66,000
Turnover 63,351.4
GrossĀ  yield to maturity* 2.64
Net yield to maturity* 2.39
Gross accrual* 0.02361
Net accrual* 0.02066
Modified duration* 0.92
Historical information
Minimum 93.64
Maximum 100.28
Trading conditions
Market status Close
Suspended No
Minimum lot 2,000
Maximum order quantity 130,000,000
Maximum Amount Allowed 122,025,000
Settlement date 21-02-2018
Limit 1 % 3.00
Limit 2 % 1.50
Limit 3 % 8.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
MPS Capital Services S.p.A.
Liquidity Provider with only buy duty UniCredit Bank AG Succursale di Milano
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 5%
Trading hours 9:00 17:30
Rating
S&P AAA ET
Characteristics
Issuer Bei
Category Supranational / Agency bonds
Underlying Usdlibor(3m)
Expiration Date 16-02-2024
Trading Currency USD
Current coupon rate 1.7
Coupon frequency 3 Months
Time to maturity 2185
*data provided by SKIPPER Informatica s.r.l.