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Government Bonds

Isin
US922646AS37
Description Venezuela 9.25% 15st27
Prices updated on 29-06-2017 10:37:27
Trading book
Var 1.07%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
6,000 49.82 50 20,000
1,000 49.81 50.05 16,000
17,000 49.8 50.08 12,000
15,000 49.79 50.18 6,000
50,000 49.78 50.19 47,000
Last contract information
Price 50
Quantity 25,000
Date and time 29-06-2017 10:26:54
Execution Method ORDER BOOK
Daily information
Closing price 49.47
Date 28-06-2017
Static reference price 50.78
Dynamic reference price 50
Quantity 136,000
Turnover 67,965.3
GrossĀ  yield to maturity* 22.9
Net yield to maturity* 20.92
Gross accrual* 2.69792
Net accrual* 2.36068
Modified duration* 4.48
Historical information
Minimum 40.5
Maximum 59.09
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 225,000,000
Settlement date 03-07-2017
Limit 1 % 6.00
Limit 2 % 4.00
Limit 3 % 18.00
Current exemptions -
Trading hours 9:00 17:30
Rating
S&P CCC EM
Characteristics
Issuer Venezuela
Category Government Bonds
Expiration Date 15-09-2027
Trading Currency USD
Current coupon rate 9.25
Coupon frequency 6 Months
Time to maturity 3725
*data provided by SKIPPER Informatica s.r.l.