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Government Bonds

Isin
IT0005217390
Description Btp 2.8% 01mz67
Status SENIOR
Prices updated on 20-01-2020 04:58:40
Trading book
Var -0.27%
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 104.44
Quantity 15,000
Date and time 17-01-2020 15:11:10
Execution Method ORDER BOOK
Daily information
Closing price 104.72
Date 17-01-2020
Static reference price 104.72
Dynamic reference price 104.44
Quantity 467,000
Turnover 487,992.0
GrossĀ  yield to maturity* 2.68
Net yield to maturity* 2.33
Gross accrual* 1.08462
Net accrual* 0.94904
Modified duration* 27.68
Historical information
Minimum 76.95
Maximum 104.61
Trading conditions
Market phase Technical Period
Suspended Yes
Minimum lot 1,000
Maximum order quantity 14,027,000
Maximum Amount Allowed 14,999,071
Settlement date 21-01-2020
Limit 1 % 3.50
Limit 2 % 1.50
Limit 3 % 8.00
Liquidity Provider with market making strategy UniCredit SpA
Method Investments & Advisory Limited
MPS Capital Services S.p.A.
Banca Sella Holding S.p.A.
Banca Simetica S.p.A.
Iccrea Banca S.p.A.
Banca Akros S.p.A.
Banca IMI S.p.A.
Liquidity Provider with only buy duty -
Liquidity Provider with only sell duty -
Liquidity Provider minimum duty quantity 100,000
Liquidity Provider maximum duty spread 4%
Trading hours 9:00 17:30
Characteristics
Issuer Repubblica Italiana
Category Government Bonds
Expiration Date 01-03-2067
Trading Currency EUR
Current coupon rate 2.8
Coupon frequency 6 Months
Time to maturity 17205
*data provided by SKIPPER Informatica s.r.l.