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Supranational / Agency bonds

Isin
XS1551882860
Description Bei Fix Float Cap 16fb24
Prices updated on 23-06-2018 11:05:03
Trading book
Var -0.18%
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 93.04
Quantity 10,000
Date and time 22-06-2018 16:46:28
Execution Method ORDER BOOK
Daily information
Closing price 93.08
Date 22-06-2018
Static reference price 93.08
Dynamic reference price 93.04
Quantity 122,000
Turnover 113,877.6
GrossĀ  yield to maturity* 3.32
Net yield to maturity* 3.06
Gross accrual* 0.18417
Net accrual* 0.16115
Modified duration* 0.6
Historical information
Minimum 92.78
Maximum 100.28
Trading conditions
Market status Close
Suspended No
Minimum lot 2,000
Maximum order quantity 125,000,000
Maximum Amount Allowed 116,875,000
Settlement date 26-06-2018
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 2062
*data provided by SKIPPER Informatica s.r.l.