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Banking bonds non Eurobonds

Isin
XS1628417427
Description Db - Fix To Cms Floor 28fb23
Status SENIOR
Prices updated on 18-01-2020 10:13:57
Trading book
Var -0.03%
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 96.59
Quantity 12,000
Date and time 17-01-2020 16:44:38
Execution Method ORDER BOOK
Daily information
Closing price 96.62
Date 17-01-2020
Static reference price 96.62
Dynamic reference price 96.59
Quantity 20,000
Turnover 19,323.6
GrossĀ  yield to maturity* 3.31
Net yield to maturity* 2.73
Gross accrual* 3.58659
Net accrual* 2.65408
Modified duration* 1.02
Historical information
Minimum 95.16
Maximum 96.66
Trading conditions
Market phase Technical Period
Suspended Yes
Minimum lot 2,000
Maximum order quantity 17,026,000
Maximum Amount Allowed 16,506,707
Settlement date 22-01-2020
Limit 1 % 3.50
Limit 2 % 2.50
Limit 3 % 10.00
Liquidity Provider with market making strategy -
Liquidity Provider with only buy duty Deutsche Bank Aktiengesellschaft
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 6%
Trading hours 9:00 17:30
Characteristics
Issuer Deutsche Bank Ag
Website www.db.com
Category Banking bonds non Eurobonds
Underlying Differenziale Usd Cms(30y) E Usd Cms(2y)
Expiration Date 28-02-2023
Trading Currency USD
Current coupon rate 4
Coupon frequency 12 Months
Time to maturity 1133
*data provided by SKIPPER Informatica s.r.l.