Federation Des Caisses Desjardins Du Quebec (CCDJ) 2022-3

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EUR750.0004Aug-26-Aaa-AAAFixedSwaps-MS+16 a132.00%399.82100
Tranche Comments
4 yr: Book size: 1300; Registration: Reg S Only; Comments: EUR750m 4yr Covered RegS. Aaa/NR/AAA. CA-CIB/DZ/LBBW/Natx/RBC(B&D/DM). Guidance MS+16 area, set MS+13, final 750m. Books 1.3bn+ (75m JLM, pre-rec ). B+114.1 vs OBL#183 0% 04/26 (px 96.78% - HR 109%). LEI: 549300B2Q47IR0CR5B54.Distribution:Ger/Aus 38%, Nordics 16%, Fr 13%, Benelux 12%, RoEur 9%, UK/Ire 8%, Asia 2%, Switz 2%. Bks/PB 49%, AM/Ins 31%, CB/OI 20%.;
Deal Comments
Covered Bond
Collateral
Prime Canadian residential mortgages
Guarantor(s)
Ccdq Covered Bond (Legislative) Guarantor LP
Research
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