| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CHF | 200.000 | 4.5 | Dec-24 | - | - | - | AAA | Fixed | Swaps | 0% a | 0% | 51.6 | 0% | - | 100.00000 |
| CHF | 400.000 | 8 | Jun-28 | - | - | - | AAA | Fixed | Swaps | MS+55 a | MS+54 | 54 | 0.25% | - | 100.18000 |
Tranche Comments
4.5 yr: Comments: CHF200m (set) 4.5yr exp 0% Covered. -/-/AAA. CS. Bks open at 0% area yld (MS+52.1a/Eidg+52.8a), sized 200m @0% yld, bks close 1.15pm. With 8yr. MS+51.6 / Eidg+52.8;
8 yr: Comments: CHF400m 8yr exp 0.25% Covered. -/-/AAA. CS. Bks open at MS+55 area (Eidg+62.2a/0.23%a), set MS+54 fro CHF400m+, bks close 1.15pm, TBP today. With 4.5yr. Came 400m @MS+54 / Eidg+61.7 / 0.227%.;
Deal Comments
Covered Bond.
Guarantor(s)
Credit Suisse (Switzerland) Mortgages Ltd