Credit Suisse Schweiz AG (CS) 2020-13

CHF200.0004.5Dec-24---AAAFixedSwaps0% a0%51.60%-100.00000
CHF400.0008Jun-28---AAAFixedSwapsMS+55 aMS+54540.25%-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.
Credit Suisse (Switzerland) Mortgages Ltd