| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 3 yr | CHF | 200.000 | - | NR | AAA | AAA | - | - | Fixed | Swaps | - | 111.5 | 0.50% | 0.500% | 100.00000 |
Tranche Comments
3 yr: Comments: CHF200m Class-A ABS. 3yr. IPTs 0.5%/0.625$ WPIR (MS+111.8/123.8) NR/AAA(sf)/AAA(sf). CS(arranger/structurer)/ZKB. Apr 2031 LFM. CE 21.1%. Came 200m @ 0.5% / MS+111.5. Distribution: Switz 100%. AM 60%, Ins 21%, Tsy 11%, PF 4%, Bks 4%;