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Supranational / Agency bonds

Isin
XS1588672144
Description Bei 6.5% 07lg27
Status SENIOR
Prices updated on 12-11-2019 14:04:34
Trading book
Var 0.50%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
140,000 100.62 101.5 100,000
2,000,000 99.81 101.97 2,000,000
2,000,000 99.8 101.98 2,500,000
10,000 99.4 0 0
1,000,000 94.7 0 0
Last contract information
Price 101.5
Quantity 130,000
Date and time 12-11-2019 13:38:33
Execution Method ORDER BOOK
Daily information
Closing price 101
Date 11-11-2019
Static reference price 101.5
Dynamic reference price 101.5
Quantity 280,000
Turnover 284,200.0
GrossĀ  yield to maturity* 6.32
Net yield to maturity* 5.48
Gross accrual* 2.29098
Net accrual* 2.00461
Modified duration* 5.97
Historical information
Minimum 83.2
Maximum 101.5
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 348,576,000
Maximum Amount Allowed 325,535,126
Settlement date 14-11-2019
Limit 1 % 5.00
Limit 2 % 4.00
Limit 3 % 14.00
Liquidity Provider with market making strategy Iccrea Banca S.p.A.
Liquidity Provider with only buy duty Banca Sella Holding S.p.A.
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 2,000,000
Liquidity Provider maximum duty spread 8%
Trading hours 9:00 17:30
Characteristics
Issuer Bei
Website www.eib.org
Category Supranational / Agency bonds
Expiration Date 07-07-2027
Trading Currency MXN
Current coupon rate 6.5
Coupon frequency 12 Months
Time to maturity 2789
*data provided by SKIPPER Informatica s.r.l.