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Banking bonds non Eurobonds

Isin
XS1610693290
Description Goldman Sachs Group Step Up 31mg24
Prices updated on 20-06-2019 11:54:41
Trading book
Var 0.63%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
246,000 101.16 101.39 14,000
150,000 101.15 101.4 40,000
66,000 101.1 101.61 100,000
70,000 100.79 0 0
40,000 100.63 0 0
Last contract information
Price 101.16
Quantity 10,000
Date and time 20-06-2019 11:54:15
Execution Method ORDER BOOK
Daily information
Closing price 100.53
Date 19-06-2019
Static reference price 100.53
Dynamic reference price 101.16
Quantity 1,370,000
Turnover 1,385,245.2
GrossĀ  yield to maturity* 3.4
Net yield to maturity* 2.5
Gross accrual* 0.14344
Net accrual* 0.10615
Modified duration* 4.62
Historical information
Minimum 92
Maximum 101.2
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 2,000
Maximum order quantity 110,000,000
Maximum Amount Allowed 107,965,000
Settlement date 24-06-2019
Limit 1 % 2.50
Limit 2 % 1.50
Limit 3 % 6.00
Liquidity Provider with market making strategy Banca IMI S.p.A.
Liquidity Provider with only buy duty -
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 Goldman Sachs Group Inc
Category Banking bonds non Eurobonds
Expiration Date 31-05-2024
Trading Currency USD
Current coupon rate 2.5
Coupon frequency 12 Months
Time to maturity 1804
*data provided by SKIPPER Informatica s.r.l.