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Banking bonds non Eurobonds

Isin
XS1628404441
Description Db - Fix To Cms Cap&Floor 31mg28
Status SENIOR
Prices updated on 15-11-2019 13:39:51
Trading book
Var 0.09%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
100,000 101.27 102.77 50,000
10,000 101.26 0 0
0 0 0 0
0 0 0 0
0 0 0 0
Last contract information
Price 101.29
Quantity 25,000
Date and time 15-11-2019 09:56:13
Execution Method ORDER BOOK
Daily information
Closing price 101.2
Date 14-11-2019
Static reference price 101.2
Dynamic reference price 101.29
Quantity 25,000
Turnover 25,322.5
GrossĀ  yield to maturity* 0.93
Net yield to maturity* 0.65
Gross accrual* 0.98
Net accrual* 0.7252
Modified duration* 1.46
Historical information
Minimum 90.57
Maximum 101.29
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 14,827,000
Maximum Amount Allowed 14,998,993
Settlement date 19-11-2019
Limit 1 % 5.00
Limit 2 % 3.00
Limit 3 % 15.00
Liquidity Provider with market making strategy Deutsche Bank Aktiengesellschaft
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 25,000
Liquidity Provider maximum duty spread 8%
Trading hours 9:00 17:30
Characteristics
Issuer Deutsche Bank Ag
Website www.db.com
Category Banking bonds non Eurobonds
Underlying Differenziale Cms(10y) E Cms(2y)
Expiration Date 31-05-2028
Trading Currency EUR
Current coupon rate 2.1
Coupon frequency 12 Months
Time to maturity 3115
*data provided by SKIPPER Informatica s.r.l.