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Supranational / Agency bonds

Isin
XS1551882860
Description Bei Fix Float Cap 16fb24
Prices updated on 23-05-2019 20:45:21
Trading book
Var 0.25%
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 97.07
Quantity 84,000
Date and time 23-05-2019 17:17:26
Execution Method ORDER BOOK
Daily information
Closing price 97.03
Date 23-05-2019
Static reference price 97.03
Dynamic reference price 97.07
Quantity 232,000
Turnover 225,075.8
GrossĀ  yield to maturity* 2.74
Net yield to maturity* 2.48
Gross accrual* 0.04444
Net accrual* 0.03889
Modified duration* 0.24
Historical information
Minimum 91.72
Maximum 97.33
Trading conditions
Market status Close
Suspended No
Minimum lot 2,000
Maximum order quantity 120,000,000
Maximum Amount Allowed 115,176,000
Settlement date 28-05-2019
Limit 1 % 2.50
Limit 2 % 1.50
Limit 3 % 6.00
Liquidity Provider with market making strategy MPS Capital Services S.p.A.
UniCredit Bank AG Succursale di Milano
Liquidity Provider with only buy duty Banca IMI S.p.A.
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 3%
Trading hours 9:00 17:30
Characteristics
Issuer Bei
Category Supranational / Agency bonds
Underlying Usdlibor(3m)
Expiration Date 16-02-2024
Trading Currency USD
Current coupon rate 2
Coupon frequency 3 Months
Time to maturity 1727
*data provided by SKIPPER Informatica s.r.l.