Yorkshire Building Society (YBS) 2020-2

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EUR500.0007Oct-27-Aaa-AAAFixedSwaps-MS+24-28 a220.01%-100.98500
Tranche Comments
7 yr: Book size: 3000; Registration: Reg S Only; Comments: EUR500m 7yr covered. Aaa/-/AAA. Danske/HSBC/Natx/Uni(B&D). Guidance MS+28 area for 500m WNG, revised MS+24 area, launch MS+22, bk >3bn pre rec, DBR 0 ½ 08/15/27 (@108.21) +53.7bps (HR 96%). FTT 1.5pm;
Deal Comments
Covered Bond
Guarantor(s)
Yorkshire Building Society Covered Bonds LLP