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Supranational / Agency bonds

Isin
XS1551882860
Description Bei Fix Float Cap 16fb24
Status SENIOR
Prices updated on 23-07-2019 02:27:00
Trading book
Var -0.22%
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 98.08
Quantity 30,000
Date and time 22-07-2019 15:32:13
Execution Method ORDER BOOK
Daily information
Closing price 98.08
Date 22-07-2019
Static reference price 98.08
Dynamic reference price 98.08
Quantity 84,000
Turnover 82,236.6
GrossĀ  yield to maturity* 2.41
Net yield to maturity* 2.15
Gross accrual* 0.37222
Net accrual* 0.32569
Modified duration* 0.24
Historical information
Minimum 91.72
Maximum 98.08
Trading conditions
Market phase Close
Suspended No
Minimum lot 2,000
Maximum order quantity 17,288,000
Maximum Amount Allowed 17,023,494
Settlement date 24-07-2019
Limit 1 % 2.50
Limit 2 % 1.50
Limit 3 % 6.00
Liquidity Provider with market making strategy 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
Website www.eib.org
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 1667
*data provided by SKIPPER Informatica s.r.l.