CREDIT AGRI. 09/19 MTN/  XS0432092137  /

5/22/2012 5:52 PM Chg.+0.29 Bid5:24:37 PM Ask5:08:03 PM Yield to maturity Coupon Issuer Time until exp.
88.99 EUR +0.33% 88.99
Bid Size: -		 90.41
Ask size: -		 8.03% 5.88% Credit Agricole 7.1 Years

Master data

WKN: A1AHLJ
Issuer: Credit Agricole
Currency: EUR
Type: Bond
Time until exp.: 7.1 Years
Expiration date: 6/11/19
First trading day: -
Face value: 50,000 EUR
Coupon: 5.88%
Coupon type: Fixed Coupon Rate
Coupon frequency: 12 Months
Next coupon: 6/11/12
Floater: No
Emission volume: -
Expiration value: 100.0000

Calculated values

Yield to maturity: 8.03%
Accrued interest: 5.5649
Duration: 5.5506
Mod. duration: 5.1525
Convexity: 377.2855
Basis point value: 4.5703
Elasticity: 0.3981
 

Quote data

Open: 88.67
High: 89.73
Low: 88.67
Close: 88.70
Turnover: 4,486,350
Market phase: -
 

Markets

Exchange Last Date / Time Turnover Price f. Chg. (%)  
Lang & Schwarz 88.30 5/22/12 8:21 PM - 111 -0.45%
Berlin 88.14 5/22/12 5:26 PM 0.00 6 +0.31%
Stuttgart 88.99 5/22/12 5:52 PM 4,486,350 4 +0.33%
München 88.15 5/22/12 5:20 PM 0.00 4 +0.32%
Düsseldorf 88.17 5/22/12 5:31 PM 0.00 3 +0.34%
Xetra 88.80 5/22/12 9:04 AM 0.00 1 +0.17%
Frankfurt 88.61 5/22/12 9:01 AM 0.00 1 +0.01%
  All quotes in EUR
 
 

Performance

1 Week
  -4.03%
1 Month
  -6.60%
3 Months
  -7.01%
YTD  
+2.72%
1 Year
  -15.77%
3 Years     -
5 Years     -
1W High / 1W Low: 92.7300 88.7000
1M High / 1M Low: 98.9900 88.7000
6M High / 6M Low: 100.0500 82.8500
High (YTD): 3/21/12 100.0500
Low (YTD): 1/2/12 85.1600
52W High: 5/23/11 105.0300
52W Low: 11/30/11 82.8500
Avg. price 1W:   90.1100
Avg. volume 1W:   20,000
Avg. price 1M:   94.9730
Avg. volume 1M:   7,500
Avg. price 6M:   93.1139
Avg. volume 6M:   5,952
Avg. price 1Y:   95.6707
Avg. volume 1Y:   3,891
Volatility 1M:   17.60%
Volatility 6M:   14.68%
Volatility 1Y:   15.15%
Volatility 3Y:   -