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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Status SENIOR
Prices updated on 18-10-2019 17:30:52
Trading book
Var 0.01%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
5,000 99.17 99.2 29,000
100,000 99.16 99.21 85,000
81,000 99.15 99.22 200,000
300,000 99.14 99.24 300,000
200,000 99.11 99.25 300,000
Last contract information
Price 99.17
Quantity 5,000
Date and time 18-10-2019 16:55:50
Execution Method ORDER BOOK
Daily information
Closing price 99.16
Date 18-10-2019
Static reference price 99.16
Dynamic reference price 99.17
Quantity 3,499,000
Turnover 3,469,614.5
GrossĀ  yield to maturity* 0.67
Net yield to maturity* 0.67
Gross accrual* 0.00501
Net accrual* 0.00371
Modified duration* 0.25
Historical information
Minimum 90.46
Maximum 99.2
Trading conditions
Market phase Technical Period
Suspended No
Minimum lot 1,000
Maximum order quantity 15,329,000
Maximum Amount Allowed 14,999,427
Settlement date 22-10-2019
Limit 1 % 2.50
Limit 2 % 1.50
Limit 3 % 5.00
Liquidity Provider with market making strategy UniCredit Bank AG Succursale di Milano
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 25,000
Liquidity Provider maximum duty spread 3%
Trading hours 9:00 17:30
Characteristics
Issuer Banco Bpm Spa
Website http://www.bancobpmspa.it/
Category Banking bonds non Eurobonds
Underlying Euribor(3m)
Expiration Date 29-01-2021
Trading Currency EUR
Current coupon rate 0.022
Coupon frequency 3 Months
Time to maturity 466
*data provided by SKIPPER Informatica s.r.l.