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Banking bonds non Eurobonds

Isin
XS1947928161
Description Bnp - Step Up Usd Libor 28fb26
Status SENIOR
Prices updated on 21-11-2019 22:27:19
Trading book
Var 0.00%
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 102.92
Quantity 11,000
Date and time 21-11-2019 12:40:00
Execution Method ORDER BOOK
Daily information
Closing price 102.92
Date 21-11-2019
Static reference price 102.92
Dynamic reference price 102.92
Quantity 11,000
Turnover 11,321.2
GrossĀ  yield to maturity* 2.33
Net yield to maturity* 1.61
Gross accrual* 1.31732
Net accrual* 0.97482
Modified duration* 4.92
Historical information
Minimum 97.29
Maximum 102.92
Trading conditions
Market phase Close
Suspended No
Minimum lot 1,000
Maximum order quantity 16,888,000
Maximum Amount Allowed 12,907,440
Settlement date 25-11-2019
Limit 1 % 4.00
Limit 2 % 3.00
Limit 3 % 12.00
Liquidity Provider with market making strategy -
Liquidity Provider with only buy duty BNP Paribas S.A.
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 40,000
Liquidity Provider maximum duty spread 7%
Trading hours 9:00 17:30
Characteristics
Issuer Bnp Paribas Sa
Website www.bnpparibas.com
Category Banking bonds non Eurobonds
Underlying Usdlibor(12m)
Expiration Date 28-02-2026
Trading Currency USD
Current coupon rate 1.8
Coupon frequency 12 Months
Time to maturity 2288
*data provided by SKIPPER Informatica s.r.l.