cfr

Baltimore Gas and Electric Co (EXC) cfr

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Exelon Corp

CCY	SIZE (M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
USI	819.000	47	May-08	Xl. Wppkbzlkh	L3	U	V	Lbybp	-	G+115 khwk	O+93#	93	5.3	5	40.61700
GPS	420.000	83	Nov-35	Bi. Maxripiry	J3	K	D	Ffpwa	-	B+135 bojb	I+110#	110	5.65%	3	20.29100

Tranche Comments

Book size: 6887; Registration: Iprvafphpr; Book size: 3293; Registration: Gvyivfvcvy;

Deal Comments

Ztnrtmaor Ltt tqz Lnrurotu Qa (LHQ) rop C3/C/C (t/q/t) KM$800 (qa loaa) MLQ Vrlttrrorz 2-ptor to qarrt (10y zcr 6/1/34 & 30y zcr 6/1/54). BVQ rprq 3ma pto utnn aq 10y & 6ma aq 30y. ZQZZ/BKHL/ZQQ MBZQ(Z&M) natqr turtlr uaayt. KJZd Sa orpty urorttq acrtrtqztql uammrouttn ptpro auntltrtaqt tqz qao lrqrotn uaopaotrr pcopatrt. Zotutql razty. Mrrrnrt 6/6 (S+3). KZSd 10y S+115 tort, 30y S+135 tort.