rendimenti e duration

In cerca di rendimenti e duration

Eden Uboldi duration 1 Comment

Come più volte ripetuto, la ricerca di rendimento sta spingendo i gestori patrimoniali verso prodotti a più alto coefficiente di rischio (obbligazioni non-investment grade).

Abbiamo selezionato dalla nostra BIG LIST i bond che presentano una duration compresa tra 3 ed 8 anni e un rendimento tra il 2% e il 4%. Tutte le obbligazioni sono quotate in euro, per non dover sopportare anche il rischio di cambio.

Il risultato è stato piuttosto interessante:

  • sono presenti corporate bond emessi da note multinazionali (FCA, Telecom, Deutsche Bank, Intesa, Unicredit, Commerzbank per citarne alcune);
  • rating si attestano in gran parte nella fascia BB/BBB;
  • poco meno di due terzi dei bond presenta un rendimento nella fascia 2-3%;
  • un buon numero di titoli è acquistabile in lotti di piccolo taglio.

Sorprende meno il fatto che la stragrande maggioranza dei titoli quoti sopra la pari, segno che anche in questa fascia di titoli il mercato è relativamente caro.

Una delle pochissime obbligazioni sotto la pari è un bond Daimler (Isin DE000A169G07) con scadenza gennaio 2021. Il valore del titolo è crollato da inizio settembre, passando da 102,5 a 93,40 (non siamo a conoscenza del motivo), ma a quanto risulta il rating resta alto (S&P’s A; Moody’s A2) e stabile. Al prezzo del 22 settembre di Borsa Italiana, il rendimento oggi è intorno al 3%. Il prezzo quotato su EuroTLX è invece molto più alto: 102,54; di conseguenza il rendimento è solo dello 0,1%. Sarebbe interessante capire da dove derivi questa discrepanza così rilevante.

A breve, con queste obbligazioni, proveremo a costruire un piccolo portafoglio-esempio che coniughi un rendimento discreto e sia immunizzato a variazioni del tasso d’interesse.

Qui la lista dei bond con duration compresa tra 3 ed 8 anni e un rendimento tra il 2% e il 4%.

ISIN Descrizione Scadenza Valuta Exch. YTM Sub. Call. Denom.
ISIN Descrizione Scadenza Valuta Exch. YTM Sub. Call. Denom.
IT0006730235 Agatos Tf 6% Lg20 Eur 25/07/2020 EUR Borsa 48.82 N N 1,000
XS1692348847 Vw Leasing Tf 0,25% Ot20 Eur 05/10/2020 EUR Borsa 0.21 N N 1,000
XS1695270162 Bancasistema Tf 1,75% Ot20 Eur 13/10/2020 EUR Borsa 2.62 N N 100,000
XS1697916358 Fca Bank Tf 0,25% Ot20 Eur 12/10/2020 EUR Borsa -0.01 N N 100,000
XS1720016531 Verisure 5.75% Call 01dc23 01/12/2023 EUR TLX 5.96 N Y 100,000
XS0903345220 Eib Tf 1,5% Lg20 Eur 15/07/2020 EUR Borsa -0.40 N N 1,000
XS0925668625 Nestl? Fin Tf 1,25% Mg20 Eur 04/05/2020 EUR Borsa -0.30 N N 1,000
XS1237519571 Rai Tf 1,5% Mg20 Eur 28/05/2020 EUR Borsa 0.97 N N 100,000
XS1244060486 Abn Amro Tf 0,75% Gn20 Eur 09/06/2020 EUR Borsa -0.10 N N 1,000
IT0005107708 Btp Tf 0,70% Mg20 Eur 01/05/2020 EUR Borsa 0.76 N N 1,000
AT0000386115 Austria Lg20 Eur 3,9 15/07/2020 EUR Borsa -0.51 N N 1,000
FR0013241536 Orange Tf 0,75% St23 Call Eur 11/09/2023 EUR Borsa 0.51 N Y 100,000
DE0001030526 Bunei Ap20 Eur 1,75 15/04/2020 EUR Borsa 5.48 N N 0
EU000A1G0BG1 Efsf Tf 1,625% Lg20 Eur 17/07/2020 EUR Borsa -0.33 N N 1,000
EU000A1G0BK3 Efsf Tf 1,75% Ot20 Eur 29/10/2020 EUR Borsa -0.31 N N 1,000
EU000A1Z4BZ0 Eu Tf 0,25% Lg20 Eur 04/07/2020 EUR Borsa -0.46 N N 1,000
FI4000010848 Finland Tf 3.375% Ap20 Eur 15/04/2020 EUR Borsa -0.56 N N 1,000
FR0010883058 At Sudfrance Tf 4,125% Ap20 Eur 13/04/2020 EUR Borsa -0.08 N N 50,000
FR0011560986 Areva 3.25% Se20 Eur 04/09/2020 EUR Borsa 1.20 N N 100,000
IE00B60Z6194 Ireland Tf 5% Ot20 Eur 18/10/2020 EUR Borsa -0.49 N N 0
IT0005022055 Unicredit Sc Lg20 Eur Onestep Bancoposta 31/07/2020 EUR Borsa N N 10,000
IT0005125163 Industrial Tf 5,3% Ag21 Amort Eur 07/08/2021 EUR Borsa 5.30 N N 50,000
IT0005125171 Industrial Tf 5,3% Ag22 Amort Eur 07/08/2022 EUR Borsa 5.30 N N 50,000
IT0005247645 Intsanpaolo Tf 0,50% Gn20 Eur 01/06/2020 EUR Borsa 0.99 N N 100,000
NL0009483825 Rbs Gn20 Royal 5% 22/06/2020 EUR Borsa 0.34 N N 1,000
XS0515937406 Dbahnfinance 06/2020 Fx 3,5 Eur 10/06/2020 EUR Borsa -0.46 N N 1,000
XS0526326334 Intesa Sp 07/2020 Fx 5,15 Eur 16/07/2020 EUR Borsa 1.89 Y N 50,000
XS0543354236 Konink Kpn 09/2020 Fx 3,75 Eur 21/09/2020 EUR Borsa -0.00 N N 50,000
XS0552569005 Sias 10/2020 Fx 4,5 Eur 26/10/2020 EUR Borsa -0.04 N N 50,000
XS0858366098 Eib Tf 1.375% St20 Eur 15/09/2020 EUR Borsa -0.38 N N 1,000
XS0933604943 Repsol Fin Tf 2,625% Mg20 Eur 28/05/2020 EUR Borsa -0.83 N N 100,000
XS0963375232 Gs Group Tf 2,625% Ag20 Eur 19/08/2020 EUR Borsa 0.11 N N 1,000
XS0970695572 Edp Finance Tf 4,875% St20 Eur 14/09/2020 EUR Borsa -0.84 N N 100,000
XS0974375130 Telecom It 4.875% Se20 Eur 25/09/2020 EUR Borsa 0.52 N N 100,000
XS1084568762 Arcelor Mitt Tf 2,875% Lg20 Eur 06/07/2020 EUR Borsa 0.34 N N 100,000
XS1220057472 Fca Bank Tf 1,375% Ap20 Eur 17/04/2020 EUR Borsa 0.35 N N 100,000
XS1232188257 Fce Bank Tf 1,114% Mg20 Eur 13/05/2020 EUR Borsa 51.35 N N 100,000
XS1260085037 Eib Sustainable Tf 0,125% Gn20 Eur 15/06/2020 EUR Borsa -0.38 N N 1,000
XS1498549325 Isolante K-F Tf 4,25% Ot23 Call Eur 07/10/2023 EUR Borsa 4.32 N Y 100,000
XS1617701161 Banca Ifis Tf 1,75% Mg20 Eur 26/05/2020 EUR Borsa 1.45 N N 100,000
ES00000127H7 Bonos Tf 1,15% Lg20 Eur 30/07/2020 EUR Borsa -0.16 N N 1,000
IT0005329336 Ctz Zc 30mz20 30/03/2020 EUR TLX 0.81 N N 1,000
IT0005329336 Ctz Zc Mz20 Eur 30/03/2020 EUR Borsa 0.82 N N 1,000
DE0001104719 Schatz Tf 0% Mz20 Eur 13/03/2020 EUR Borsa -0.65 N N 0
DE000A169NA6 Daimler Tf 0,25% Mg20 Eur 11/05/2020 EUR Borsa 0.63 N N 1,000
DE000A1TNK86 Daimler 2% Ap20 Eur 07/04/2020 EUR Borsa -0.05 N N 1,000
XS1645113322 Hapag-Lloyd 5.125% Call 15lg24 15/07/2024 EUR TLX 4.51 N Y 100,000
XS1028956149 Sfr Group 5.625% Call 15mg24 15/05/2024 EUR TLX 4.73 N Y 100,000
XS0210314299 Polonia 4.2% 15ap20 15/04/2020 EUR TLX -0.17 N N 1,000
XS0971722342 Russia 3.625% 16st20 16/09/2020 EUR TLX 0.76 N N 100,000
DE0001104719 Schatz 0% 13mz20 13/03/2020 EUR TLX -0.64 N N 0
XS1757843146 Pirelli 1.375% Call 25ge23 25/01/2023 EUR TLX 2.07 N Y 100,000
XS1708450488 Wind Tre Tf 2,625% Ge23 Call Eur 20/01/2023 EUR Borsa 5.79 N Y 100,000
DE000A1R0TN7 Daimler Tf 1,75% Ge20 Eur 21/01/2020 EUR Borsa -0.13 N N 1,000
DE000A2GSNP4 Kfw 0% 05fb20 05/02/2020 EUR TLX -0.50 N N 1,000
IT0005237455 Banca Bologna-Step Up 09ge20 09/01/2020 EUR TLX 1.51 N N 10,000
IT0005237422 Banca Bologna-Step Up 09ge20 09/01/2020 EUR TLX 1.58 N N 10,000
IT0005248593 Banca Bologna-Step Up 10ap20 10/04/2020 EUR TLX 1.50 N N 1,000
IT0004967623 Imi Step Up 02ge20 02/01/2020 EUR TLX 1.70 N N 1,000
IT0005084014 Banca Di Sassari Step Up 30ge20 30/01/2020 EUR TLX 1.38 N N 1,000
IT0005108474 Banca Di Sassari Step Up 15mg20 15/05/2020 EUR TLX 1.19 N N 1,000
IT0005083149 Banco Di Sardegna Step Down 25ge20 25/01/2020 EUR TLX 1.38 N N 1,000
IT0005106866 Banco Di Sardegna Step Down 24ap20 24/04/2020 EUR TLX 1.36 N N 1,000
IT0005104440 Bper Step Up 01ap20 01/04/2020 EUR TLX 1.26 N N 1,000
IT0005119794 Bper 1.3% 19gn20 19/06/2020 EUR TLX 1.39 N N 1,000
IT0005074122 Cassa Di Risparmio Di Bra Step Up 12ge20 12/01/2020 EUR TLX 1.29 N N 1,000
IT0005122889 Cassa Di Risparmio Di Bra 1.30% 16lg20 16/07/2020 EUR TLX 1.39 N N 1,000
IT0005039554 Cassa Di Risparmio Di Bra Step Up 21lg20 21/07/2020 EUR TLX 1.29 N N 1,000
XS1117300241 Altice Lux 6.25% Call 15fb25 15/02/2025 EUR TLX 6.85 N Y 100,000
XS1703065620 Cma Cgm 5.25% Call 15ge25 15/01/2025 EUR TLX 7.38 N Y 100,000
IT0005291114 Ubi Banca 0.40% 04dc19 04/12/2019 EUR TLX 0.82 N N 1,000
NL0010881827 Netherlands Tf 0,25% Ge20 Eur 15/01/2020 EUR Borsa -0.64 N N 1
PTOTECOE0029 Portugal Tf 4.8% Gn20 Eur 15/06/2020 EUR Borsa -0.03 N N 0
XS1014759648 Generali 2.875% Ge20 Eur 14/01/2020 EUR Borsa 0.13 N N 100,000
DE0001104701 Schatz 0% 13dc19 13/12/2019 EUR TLX -0.68 N N 0
XS1189262345 Sweden Tf 0,05% Fb20 Eur 12/02/2020 EUR Borsa -0.70 N N 100,000
XS1590568132 Gas Nat Cm Tf 1,125% Ap24 Call Eur 11/04/2024 EUR Borsa 0.97 N Y 100,000
XS1613121422 Abb Finance Tf 0,75% Mg24 Call Eur 16/05/2024 EUR Borsa 0.64 N Y 100,000
XS1614198262 Gs Group Tf 1,375% Mg24 Call Eur 15/05/2024 EUR Borsa 1.27 N Y 1,000
XS1627782771 Leonardo Tf 1,5% Gn24 Call Eur 07/06/2024 EUR Borsa 2.32 N Y 100,000
IT0005289274 Ctz Zc 30ot19 30/10/2019 EUR TLX 0.56 N N 1,000
IT0005289274 Ctz Zc Ot19 Eur 30/10/2019 EUR Borsa 0.50 N N 1,000
FR0013284643 Eramet 4.196% Call 28fb24 28/02/2024 EUR TLX 3.87 N Y 100,000
XS1143070503 Iccrea Banca 1.875% 25nv19 25/11/2019 EUR TLX 1.66 N N 100,000
XS0859920406 A2a 4.5% 28nv19 28/11/2019 EUR TLX -0.04 N N 100,000
XS0495012428 Acea 4.5% Call 16mz20 16/03/2020 EUR TLX 0.10 N N 50,000
XS1205716720 Autostrada Bvvp 2.375% Call 20mz20 20/03/2020 EUR TLX 0.76 N N 100,000
XS0828749761 Autostrade 4.375% 16mz20 16/03/2020 EUR TLX 0.13 N N 100,000
XS1017833242 Basf 2.5% Call 22ge24 22/01/2024 EUR TLX 0.59 N Y 1,000
XS1664644710 B.A.T. Capital Corp 1.125 % Call 16nv23 16/11/2023 EUR TLX 1.01 N Y 100,000
XS1168971213 Bmw Finance 0.5% 21ge20 21/01/2020 EUR TLX -0.05 N N 1,000
XS1071713470 Carlsberg Breweries 2.50% Call 28mg24 28/05/2024 EUR TLX 0.99 N Y 100,000
DE000A2AAL23 Daimler 0.5% 09st19 09/09/2019 EUR TLX -0.24 N N 1,000
DE000A1R0TN7 Daimler 1.75% 21ge20 21/01/2020 EUR TLX -0.50 N N 1,000
DE000A1TNK86 Daimler 2% 07ap20 07/04/2020 EUR TLX -0.05 N N 1,000
XS0848458179 Campari 4.5% 25ot19 25/10/2019 EUR TLX 0.23 N N 100,000
XS0850057588 Dt Int Fin 2% 30ot19 30/10/2019 EUR TLX -0.11 N N 1,000
XS0494953820 Dt Int Fin 4.25% 16mz20 16/03/2020 EUR TLX -0.07 N N 1,000
XS0827692269 Enel Finance Int 4.875% 11mz20 11/03/2020 EUR TLX -0.07 N N 100,000
XS0741137029 Eni 4.25% 03fb20 03/02/2020 EUR TLX 0.03 N N 100,000
XS1111858756 Fca Bank (Irish Branch) 2% 23ot19 23/10/2019 EUR TLX -0.05 N N 100,000
XS0906946008 Gaz Capital 3.389% 20mz20 20/03/2020 EUR TLX 1.38 N N 100,000
XS0453908377 Ge Capital European Fund 5.375% 23ge20 23/01/2020 EUR TLX 0.02 N N 1,000
XS0471071133 Hera 4.5% Call 03dc19 03/12/2019 EUR TLX 0.10 N N 50,000
XS0856023147 Ibm 1.375% Call 19nv19 19/11/2019 EUR TLX -0.20 N N 100,000
XS0860855930 Igt 3.5% Call C.P. 05mz20 05/03/2020 EUR TLX 1.07 N N 100,000
XS0715437140 Imperial Brands Fin 5% C.P. 02dc19 02/12/2019 EUR TLX 0.00 N N 100,000
XS0878010718 Innogy Finance 1.875% 30ge20 30/01/2020 EUR TLX -0.04 N N 1,000
XS0496716282 Italcementi Finance 5.375% C.P. 19mz20 19/03/2020 EUR TLX 0.18 N N 50,000
XS0473114543 Lafarge 5.5% C.P. 16dc19 16/12/2019 EUR TLX 0.05 N N 50,000
FR0011485051 Lvmh 1.25% 04nv19 04/11/2019 EUR TLX 0.52 N N 1,000
XS0497186758 Merck Financial Services 4.5% 24mz20 24/03/2020 EUR TLX -0.05 N N 1,000
XS0213972614 National Grid 4.375% 10mz20 10/03/2020 EUR TLX 0.25 N N 1,000
XS0500397905 Orange 3.875% 09ap20 09/04/2020 EUR TLX -0.04 N N 50,000
XS0906815088 Philip Morris Int 1.75% 19mz20 19/03/2020 EUR TLX -0.01 N N 100,000
FR0012596179 Rci Banque 0.625% Call 04mz20 04/03/2020 EUR TLX -0.02 N N 1,000
FR0013201597 Rci Banque 0.5% Call 15st23 15/09/2023 EUR TLX 0.89 N Y 1,000
DE000A1G85B4 Siemens Fin 1.5% 10mz20 10/03/2020 EUR TLX -0.50 N N 1,000
XS0853682069 Snam 3.5% 13fb20 13/02/2020 EUR TLX -0.00 N N 100,000
XS0868458653 Telecom Italia 4% 21ge20 21/01/2020 EUR TLX 0.49 N N 100,000
XS0462999573 Telefonica Emisiones 4.693% 11nv19 11/11/2019 EUR TLX 0.15 N N 50,000
XS0842214818 Telefonica Emisiones 4.71% 20ge20 20/01/2020 EUR TLX -0.00 N N 100,000
FR0013210408 Veolia Environnement 0.314% Call 04ot23 04/10/2023 EUR TLX 0.67 N Y 100,000
XS0873793375 Volkswagen Int Fin 2% 14ge20 14/01/2020 EUR TLX 0.03 N N 1,000
IT0005059586 Banca Nuova 2% 07nv19 07/11/2019 EUR TLX 0.78 N N 1,000
IT0005072753 Banca Nuova 1.6% 09ge20 09/01/2020 EUR TLX 0.95 N N 1,000
IT0005085490 Banca Nuova 1.6% 20fb20 20/02/2020 EUR TLX 0.97 N N 1,000
IT0005091308 Banca Nuova 1.60% 20mz20 20/03/2020 EUR TLX 0.99 N N 1,000
IT0005215436 Banco Desio 0.5% 30st19 30/09/2019 EUR TLX 0.98 N N 1,000
IT0005058067 Banco Desio Step Up 30ot19 30/10/2019 EUR TLX 1.10 N N 1,000
IT0005083735 Banco Desio Step Up 13fb20 13/02/2020 EUR TLX 1.17 N N 1,000
IT0004817463 Db Zc 01ot19 01/10/2019 EUR TLX 0.64 N N 100,000
IT0004809106 Db Zc 01ot19 01/10/2019 EUR TLX 0.84 N N 100,000
IT0005058265 Isp 2% 07nv19 07/11/2019 EUR TLX 0.78 N N 1,000
IT0005072563 Isp 1.60% 09ge20 09/01/2020 EUR TLX 0.81 N N 1,000
IT0005073934 Isp 1.6% 16ge20 16/01/2020 EUR TLX 0.82 N N 1,000
IT0005086217 Isp 1.6% 20fb20 20/02/2020 EUR TLX 0.72 N N 1,000
IT0005091431 Isp 1.6% 20mz20 20/03/2020 EUR TLX 1.01 N N 1,000
IT0005082224 Mps Step Up 16fb20 16/02/2020 EUR TLX 2.41 N N 1,000
IT0005188831 Ucg-Fix Float 30gn23 30/06/2023 EUR TLX 1.87 N N 1,000
XS0541909213 Bei 2.5% 16st19 16/09/2019 EUR TLX -0.49 N N 1,000
LU0953782009 Bei 1.375% 15nv19 15/11/2019 EUR TLX 0.90 N N 1,000
XS0748631164 Bei 2.625% 16mz20 16/03/2020 EUR TLX -0.42 N N 1,000
XS0196448129 Bei 4.625% 15ap20 15/04/2020 EUR TLX -0.43 N N 1,000
EU000A1G0DF9 Efsf 0.125% 04nv19 04/11/2019 EUR TLX -0.41 N N 1,000
EU000A1G0A81 Efsf 1.5% 22ge20 22/01/2020 EUR TLX -0.40 N N 1,000
EU000A1U9829 Esm 0.875% 15ot19 15/10/2019 EUR TLX -0.46 N N 0
DE0001104693 Schatz Tf 0% St19 Eur 13/09/2019 EUR Borsa -0.70 N N 0
DE0001141703 Bobl Tf 0,25% Ot19 Eur 11/10/2019 EUR Borsa -0.70 N N 0
IT0005069395 Btp Tf 1,05% Dc19 Eur 01/12/2019 EUR Borsa 0.64 N N 1,000
IT0005071839 Corvallis Tf 6,25% Dc19 Eur 30/12/2019 EUR Borsa 4.90 N N 100,000
IT0005072712 Olsa Tf 4,75% Dc19 Eur 19/12/2019 EUR Borsa 6.45 N N 100,000
DE0001104693 Schatz 0% 13st19 13/09/2019 EUR TLX -0.70 N N 0
FR0013201597 Rci Banque Tf 0,5% St23 Call Eur 15/09/2023 EUR Borsa 0.89 N Y 1,000
IT0006706318 Barclays Scudo Ot19 Eur 10y Zero Coupon 06/10/2019 EUR Borsa 0.47 N N 1,000
XS1121198094 Gm Fin Inter Tf 1,875% Ot19 Eur 15/10/2019 EUR Borsa -0.53 N N 100,000
DE000A1R0U23 Sap Tf 2,125% Nv19 Eur 13/11/2019 EUR Borsa -1.02 N N 1,000
DE000A2AAL23 Daimler Tf 0,5% St19 Eur 09/09/2019 EUR Borsa 20.39 N N 1,000
EU000A1U9829 Esm Tf 0.875% Ot19 Eur 15/10/2019 EUR Borsa 27.68 N N 0
FR0000570921 Oat Tf 8,5% Ot19 Eur 25/10/2019 EUR Borsa -0.51 N N 1
FR0000570921 Oat Tf 8,5% Ot19 Eur 25/10/2019 EUR Borsa -0.51 N N 1
FR0010817452 Areva Tf 4,375% Nv19 Eur 06/11/2019 EUR Borsa 0.38 N N 50,000
FR0010850032 Oati Lg19 Eur 1,3 25/07/2019 EUR Borsa 6.05 N N 1
FR0010870949 Alstom Tf 4,5% Mz20 Eur 18/03/2020 EUR Borsa -0.31 N N 50,000
FR0010957662 Bouygues Tf 3,641% Ot19 Eur 29/10/2019 EUR Borsa -0.74 N N 50,000
FR0011694033 At Sudfrance Tf 2,95% Ge24 Call Eur 17/01/2024 EUR Borsa 0.42 N Y 100,000
FR0011765825 Casino G-P 4.498% Ma24 Call Eur 07/03/2024 EUR Borsa 4.15 N Y 100,000
FR0011993179 Oat Tf 0,5% Nv19 Eur 25/11/2019 EUR Borsa -0.56 N N 1
IT0004489610 Btp-1st19 4,25% 01/09/2019 EUR Borsa 0.55 N N 1,000
IT0004536949 Btp-1mz20 4,25% 01/03/2020 EUR Borsa 0.76 N N 1,000
IT0005054173 Sipcam Tf 6,5% St19 Eur 30/09/2019 EUR Borsa 6.50 N N 100,000
IT0005217929 Btp Tf 0,05% Ot19 Eur 15/10/2019 EUR Borsa 0.52 N N 1,000
NL0009287614 Rbs Tasso Fisso 11/12/2019 11/12/2019 EUR Borsa 0.48 N N 1,000
XS0212993678 Hungary Tf 3,875% Fb20 Eur 24/02/2020 EUR Borsa -0.13 N N 1,000
XS0445843526 Barclays Tf 4,875% Ag19 Eur 13/08/2019 EUR Borsa -0.16 N N 50,000
XS0451457435 Eni 09/2019 Fx 4,125 Eur 16/09/2019 EUR Borsa 0.05 N N 50,000
XS0452166324 Intesa Sp 09/2019 Fx 5 Lt2 Eur 23/09/2019 EUR Borsa 1.10 Y N 50,000
XS0456451771 Sanofi-Aventis 10/2019 Fx 4,125 Eur 11/10/2019 EUR Borsa -0.72 N N 1,000
XS0592627003 Teliasonera 02/2020 Fx 4,25 Eur 18/02/2020 EUR Borsa -0.86 N N 100,000
XS0741137029 Eni Fb20 Eur 4,25 03/02/2020 EUR Borsa 0.24 N N 100,000
XS0827692269 Enel Finance 4.875% Ma20 Eur 11/03/2020 EUR Borsa -0.06 N N 100,000
XS0842828120 Intsanpaolo 4.375% Ot19 Eur 15/10/2019 EUR Borsa 0.60 N N 100,000
XS0848458179 Campari 4.5% Ot19 Eur 25/10/2019 EUR Borsa 0.20 N N 100,000
XS0850057588 Dt Intl Fin Tf 2% Ot19 Eur 30/10/2019 EUR Borsa -0.31 N N 1,000
XS0859920406 A2a 4.5% No19 Eur 28/11/2019 EUR Borsa -0.07 N N 100,000
XS0873793375 Vw Int Fin 2% Ge20 Eur 14/01/2020 EUR Borsa 0.02 N N 1,000
XS0878010718 Innogy Finan Tf 1,875% Ge20 Eur 30/01/2020 EUR Borsa 0.42 N N 1,000
XS0953215349 Fc Fin Eu Tf 6.75% Ot19 Eur 14/10/2019 EUR Borsa 0.53 N N 100,000
XS1017833242 Basf Tf 2,5% Ge24 Call Eur 22/01/2024 EUR Borsa 0.59 N Y 1,000
XS1074053130 Cs Tf 1.375% Nv19 Eur 29/11/2019 EUR Borsa -1.26 N N 100,000
XS1109110251 Lufthansa Tf 1,125% St19 Eur 12/09/2019 EUR Borsa -0.32 N N 1,000
XS1168003900 Intsanpaolo Tf 1,125% Ge20 Eur 14/01/2020 EUR Borsa 0.59 N N 100,000
XS1168971213 Bmw Fin Tf 0,5% Ge20 Eur 21/01/2020 EUR Borsa -0.12 N N 1,000
XS1395004408 Lkq Italia Tf 3,875% Ap24 Call Eur 01/04/2024 EUR Borsa 3.03 N Y 100,000
XS1395004580 Lkq Italia Tf 3,875% Ap24 Call Eur 144a 01/04/2024 EUR Borsa 3.87 N Y 100,000
XS1468525057 Cellnex Tele Tf 2,375% Ge24 Call Eur 16/01/2024 EUR Borsa 2.17 N Y 100,000
XS1551000364 Mediobanca Tf 0,75% Fb20 Eur 17/02/2020 EUR Borsa 0.61 N N 100,000
XS1569103259 Iccrea Banca Tf 1,5% Fb20 Eur 21/02/2020 EUR Borsa 1.64 N N 100,000
XS0477543721 Canada 3.5% 13ge20 13/01/2020 EUR TLX -0.69 N N 1,000
ES00000121O6 Bonos 4.3% 31ot19 31/10/2019 EUR TLX -0.33 N N 1,000
IE00B6089D15 Irlanda 5.9% 18ot19 18/10/2019 EUR TLX -0.43 N N 0
XS0483954144 Rep Cipro 4.625% 03fb20 03/02/2020 EUR TLX 0.81 N N 1,000
FR0000570921 Oat 8.5% 25ot19 25/10/2019 EUR TLX -0.51 N N 1
FR0010776161 Oat 3.75% 25ot19 25/10/2019 EUR TLX -0.51 N N 1
FR0011993179 Oat 0.5% 25nv19 25/11/2019 EUR TLX -0.57 N N 1
IT0005030504 Btp 1.5% 01ag19 01/08/2019 EUR TLX 0.36 N N 1,000
IT0004489610 Btp 4.25% 01st19 01/09/2019 EUR TLX 0.65 N N 1,000
IT0005217929 Btp 0.05% 15ot19 15/10/2019 EUR TLX 0.46 N N 1,000
IT0005069395 Btp 1.05% 01dc19 01/12/2019 EUR TLX 0.72 N N 1,000
IT0003644769 Btp 4.5% 01fb20 01/02/2020 EUR TLX 0.81 N N 1,000
IT0004536949 Btp 4.25% 01mz20 01/03/2020 EUR TLX 0.74 N N 1,000
XS0852474336 Romania 4.875% 07nv19 07/11/2019 EUR TLX 0.60 N N 1,000
SI0002103057 Rep Slovena 4.125% 26ge20 26/01/2020 EUR TLX -0.15 N N 1,000
DE0001135382 Bund 3.5% 04lg19 04/07/2019 EUR TLX -0.66 N N 0
DE0001141703 Bobl 0.25% 11ot19 11/10/2019 EUR TLX -0.69 N N 0
DE0001135390 Bund 3.25% 04ge20 04/01/2020 EUR TLX -0.69 N N 0
XS0445843526 Barclays Bank 4.875% 13ag19 13/08/2019 EUR TLX -0.30 N N 50,000
XS0819738492 Bnp 2.5% 23ag19 23/08/2019 EUR TLX 0.02 N N 1,000
DE0003083358 Db-Cms Floor 04gn19 04/06/2019 EUR TLX 0.51 N N 1,000
XS1014759648 Generali 2.875% 14ge20 14/01/2020 EUR TLX 0.17 N N 100,000
XS0459410782 Goldman Sachs Group 5.125% 23ot19 23/10/2019 EUR TLX 0.13 N N 50,000
XS0452166324 Isp 5% Sub 23st19 23/09/2019 EUR TLX 1.44 Y N 50,000
XS0842828120 Isp 4.375% 15ot19 15/10/2019 EUR TLX 0.59 N N 100,000
XS1168003900 Isp 1.125% 14ge20 14/01/2020 EUR TLX 0.59 N N 100,000
XS0856977144 J.P Morgan Chase & Co 1.875% 21nv19 21/11/2019 EUR TLX 0.08 N N 100,000
XS1087815483 Kfw 0.375% 22lg19 22/07/2019 EUR TLX -0.51 N N 1,000
DE000A1K0UA9 Kfw 2.625% 16ag19 16/08/2019 EUR TLX -0.49 N N 1,000
DE000A1RET23 Kfw 1.25%17ot19 17/10/2019 EUR TLX -0.52 N N 1,000
DE000A1RET49 Kfw 1.125% 15ge20 15/01/2020 EUR TLX -0.53 N N 1,000
DE000A1CR4S5 Kfw 3.625% 20ge20 20/01/2020 EUR TLX -0.49 N N 1,000
XS0449361350 Lloyds Bank 5.375% 03st19 03/09/2019 EUR TLX -0.19 N N 50,000
XS0478074924 Rabobank 4.125% 14ge20 14/01/2020 EUR TLX -0.10 N N 1,000
XS0454984765 Rbs 5.375% 30st19 30/09/2019 EUR TLX 0.08 N N 50,000
IT0004558794 Ubi Banca 4% 16dc19 Est 16/12/2019 EUR TLX 1.36 N N 50,000
XS0207065110 Ucg 4.375% 29ge20 29/01/2020 EUR TLX 0.55 N N 10,000

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