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Banking bonds non Eurobonds

Isin
IT0005158677
Description Banco Bpm - Fix Float Cap 29ge21
Prices updated on 23-04-2019 11:36:27
Trading book
Var -0.01%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
40,000 97.83 97.88 100,000
85,000 97.82 97.89 506,000
50,000 97.81 97.93 40,000
200,000 97.8 97.94 50,000
50,000 97.78 97.95 150,000
Last contract information
Price 97.83
Quantity 10,000
Date and time 23-04-2019 11:35:30
Execution Method ORDER BOOK
Daily information
Closing price 97.84
Date 18-04-2019
Static reference price 97.84
Dynamic reference price 97.83
Quantity 1,963,000
Turnover 1,918,301.2
GrossĀ  yield to maturity* 1.33
Net yield to maturity* 1.31
Gross accrual* 0.02196
Net accrual* 0.01625
Modified duration* 0.25
Historical information
Minimum 90.46
Maximum 97.99
Trading conditions
Market status Continuous Trading
Suspended No
Minimum lot 1,000
Maximum order quantity 102,000,000
Maximum Amount Allowed 101,167,500
Settlement date 25-04-2019
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
Category Banking bonds non Eurobonds
Underlying Euribor(3m)
Expiration Date 29-01-2021
Trading Currency EUR
Current coupon rate 0.093
Coupon frequency 3 Months
Time to maturity 644
*data provided by SKIPPER Informatica s.r.l.