Grande Dixence (GRANDX) 2016-1

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
CHF150.0006May-22----FixedSwaps-1.75-2.00%225.51.75%-100.00000
Tranche Comments
6 yr: Comments: CHF150m 6yr snr 1.75-2% cpn 12MAY22. NR(UBS BBB+/CS Hi BBB/ Vont BBB st / ZKB BBB). CS. MS+225.3-250.3bp, E+242.1-267.1bp. Bks closed at 1.75% cpn/yld. Came CHF150m at 1.75% at par = MS+225.5bp / E+243.1bp;