| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 500.000 | 3 | Sep-22 | Secured | Aa1 | - | - | Fixed | Swaps | MS+4 a | MS+3 a | 2 | 1% | - | 101.64200 |
Tranche Comments
3 yr: First Pay: 2020-09-12; Registration: Reg S Only; Comments: EUR500m no-grow 3yr hypo pfand. Aa1. ABN/CMZ/DZ/NatWest/NordLB. Guidance MS+4 area revised MS+3 (+/-1 WPIR), set MS+2 on bks >870m ex-JLM ahead of close. 1.5% DBR 09/22 +39.3 bps (107.395). WKN/Ser DHY506 / 506 (Source: IFR);