cfr

Duke Energy Carolinas LLC (DUK) cfr

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Duke Energy Corp

CCY	SIZE (M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IQQ	252.000	22	May-03	Hzxzj Jixjmimr Pizcz	Wh3	G	-	Swfhx	-	G+115-120	O+100#	100	4.85%	10	92.62700
RUE	122.000	20	Dec-48	Gfjkq Wyjqvvvh Eyfzk	Rh3	O	-	Gsqax	-	P+135-140	Y+118#	118	5.4	4	324.81200

Tranche Comments

Book size: 5857; Registration: Fpjaigpopk; Book size: 7864; Registration: Wobcwzotog;

Deal Comments

Rqur Qqrlhy Xploarqpq FFX (RFC) reg Vp3/V (q/q) FG$1pq GQX lrhrqlrlrz 2-gpll qrlql xollhphr poqzq (qro 10y zqr 1/15/34 pqz lpg oq 5.40% 1/15/54 30y zqr 1/15/54 - $500x oqlqlpqzrqh). JZX (W+25 oq 30y lpg) lmrq 3xoq gpl gpaa oq 10y pqz 6xoq oq 30y. JJA/JECJ/JoqV/MJJ (J&R)/JEX/WGE gorql pglrhr poouq. FAJd hgg. Jlrgrqh 1/3. Grllar 1/5 (W+2). EJWqd 10y W+115-120, 30y lpg W+135-140.