Caisse Francaise De Financement Local SA (Caffil) (SDFLC) 2021-5

CCYSZE(M)TNRMTYRNKMOSPFIDRTYPEBNCHIPTGDNCSPRDCPNNICPRICE
EUR750.0008Oct-29-AaaAA+NRAAAFixedSwaps-MS+3 a-10.01%-100.75500
EUR500.00025Oct-46--AA+NRAAAFixedSwaps-MS+12-14120.50%-99.50900
Tranche Comments
8 yr: Book size: 1200; Registration: Reg S Only; Comments: EUR750m WNG bmk 8yr hard bullet PSOF Covered. With 500m 25yr. Aaa/AA+/NR/AAA. CA-CIB(B&D)/CMZ/ING/Natx/NordLB. IPTs MS+3 area, set MS-1. Bk >1.2bn. DBR 0 08/29+39.4 @103.85 HR 0.98. LEI: 549300E6W08778I4OW85 . Distribution: Fr 41%, Ger/Aus 39%, Nordics 12%, UK 4%, Switz 3%, Other 1%. CB 44%, Bks 38%, FM 18%; 25: Book size: 2500; Registration: Reg S Only; Comments: EUR500m WNG bmk 25yr hard bullet PSOF Covered. With 750m 8yr. Aaa/AA+/NR/AAA. CA-CIB(B&D)/CMZ/ING/Natx/NordLB. IPTs MS+12/+14, set MS+12. Bk >2.5bn. DBR 2.5 08/46+46.4 @160.36 HR 0.72. FTT 2.30pm. LEI: 549300E6W08778I4OW85. Distribution: Ger/Aus 49%, Fr 18%, S.Eur 13%, Nordics 7%, UK 5%, Switz 4%, Other 4%. Bks 40%, FM 30%, Ins 17%, CB 13%;