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Banking bonds non Eurobonds

Isin
XS1308291472
Description Goldman Sachs Group-Fix Float Cap 08ap22
Status SENIOR
Prices updated on 16-07-2019 10:26:24
Trading book
Var 0.01%
5-level book
Bid q.ty Bid Price Ask Price Ask q.ty
194,000 98.56 98.85 10,000
198,000 97.29 98.86 20,000
0 0 98.95 30,000
0 0 99.9 50,000
0 0 0 0
Last contract information
Price 98.56
Quantity 6,000
Date and time 16-07-2019 09:35:42
Execution Method ORDER BOOK
Daily information
Closing price 98.55
Date 15-07-2019
Static reference price 98.55
Dynamic reference price 98.56
Quantity 6,000
Turnover 5,913.6
GrossĀ  yield to maturity* 3.42
Net yield to maturity* 2.66
Gross accrual* 0.07007
Net accrual* 0.05185
Modified duration* 0.24
Historical information
Minimum 96.32
Maximum 99.01
Trading conditions
Market phase Continuous Trading
Suspended No
Minimum lot 2,000
Maximum order quantity 17,310,000
Maximum Amount Allowed 17,022,654
Settlement date 18-07-2019
Limit 1 % 2.00
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 40,000
Liquidity Provider maximum duty spread 4%
Trading hours 9:00 17:30
Characteristics
Issuer Goldman Sachs Group Inc
Website www.goldmansachs.com
Category Banking bonds non Eurobonds
Underlying Usdlibor(3m)
Expiration Date 08-04-2022
Trading Currency USD
Coupon frequency 3 Months
Time to maturity 994
*data provided by SKIPPER Informatica s.r.l.