Skip to main content

Supranational / Agency bonds

Isin
XS1878324380
Description Ebrd 27.5 % 18st20
Status SENIOR
Prices updated on 20-11-2019 14:38:16
Trading book
Var 0.88%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
40,000 112.26 112.91 200,000
30,000 112.25 112.92 600,000
200,000 111.51 113 300,000
300,000 111.5 0 0
0 0 0 0
Last contract information
Price 112.98
Quantity 30,000
Date and time 20-11-2019 13:32:05
Execution Method ORDER BOOK
Daily information
Closing price 112
Date 19-11-2019
Static reference price 112.98
Dynamic reference price 112.98
Quantity 30,000
Turnover 33,894.0
GrossĀ  yield to maturity* 11.06
Net yield to maturity* 8.17
Gross accrual* 4.80874
Net accrual* 4.20765
Modified duration* 0.78
Historical information
Minimum 96.05
Maximum 112.98
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 89,068,000
Maximum Amount Allowed 96,407,203
Settlement date 22-11-2019
Limit 1 % 2.00
Limit 2 % 1.50
Limit 3 % 5.00
Liquidity Provider with market making strategy Iccrea Banca S.p.A.
Banca Sella Holding S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 200,000
Liquidity Provider maximum duty spread 3%
Trading hours 9:00 17:30
Characteristics
Issuer Ebrd
Website www.ebrd.com
Category Supranational / Agency bonds
Expiration Date 18-09-2020
Trading Currency TRY
Current coupon rate 27.5
Coupon frequency 12 Months
Time to maturity 300
*data provided by SKIPPER Informatica s.r.l.