National Bank of Canada (NBC) (NBC) 2021-1

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EUR500.0007Mar-28-AaaAAAAAAFixedSwaps-MS+6-10 a50.01%-100.72400
Tranche Comments
7 yr: Book size: 1700; Comments: EUR500m no-grow 7yr covered. Aaa/nr/AAA/AAA. BNPP(B&D)/LBBW/NBC/NWM/RBC. Guidance MS+10 area, revised MS+6 area (+/-1 WPIR), launch MS+5 , bk ~1.7bn, peak >1.9bn, DBR 0 1/2 02/15/28 106.99 +40bps (HR 96%);
Deal Comments
Covered Bond
Guarantor(s)
NBC Covered Bond (Legislative) Guarantor LP

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