National Grid PLC

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RID	280.000	36	Jan-04	Oi. Vphbhribz	Vjj2	PPP	OOO	Qkrvq	Vss	Q+165 j	H+142	142	5.42%	7	670.00000

Tranche Comments

10 kw: Book size: 5073; First Pay: 2024-07-11; Redemption: 2033-10-11; Registration: Ewqvwawqwp; Comments: GD$750o 5.418% fes 10iv gi 100.00, ich 5.418%. B+142ie. Ygv Ngcca 3o. ECTa 8C95VZPEZEOD5V2DC704;

Use of Proceeds

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Reset

Yes

National Grid PLC

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KCA	463.000	79	Jan-03	Zm. Yzpitomii	Cxx2	VVV	QQQ	Nfwfr	Shy	R+230 f	-	202	5.81%	15	946.00000
GGK	274.000	3	Mar-16	Bf. Vxgtbsftf	Ull2	YYY	FFF	Vwcfj	Nmh	U+195 l	-	167	5.60%	15	139.00000

Tranche Comments

5 cq: Book size: 2165; Registration: Anhhfknmnc; Comments: EB$700q 5.602% smk 5gc(6/12/28) ax 100.00, gic 5.602%. Bmcnacw Z+167gm. QKG Z+25gm. Yac Gaiiw 1q; 10 uo: Book size: 9052; Registration: Emuvnemtmr; Comments: GM$800u 5.809% zzy 10ng( 6/12/33) ko 100.00, nyv 5.809%. Mzgdkve V+202oz. DEH V+30oz. Mkg Hkyye 3u;

Use of Proceeds

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National Grid PLC

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DJW	597.000	8	Mar-11	Co. Wlkexyoel	Qaa2	MMM	KKK	Isxwk	Hykie	KT+125-130	TG+105 g	100	3.88%	-	249.00000
TDS	4,716.000	24	Sep-24	Mg. Biorlegrh	Jzz2	QQQ	SSS	Eulwh	Ytide	PT+170-175	FQ+145 a	140	4.28%	-	870.00000

Tranche Comments

6 ti: Book size: 1842; Registration: Mpw I Dbqm; Comments: UDE750m 2-zq 6aq (kqggu) yuq luygu sme EgkS. Bnn2/BBB/BBB. BkaV(B&O 6aq)/BPHH(B&O 12aq)/BkK/VKBK Sznuunqu/VPK/SOBKPreek. VHDy 6aq OS+125/+130. Klrunuug OS+105 nqgn. Bnluuj OS+100 akq 750m. Arunx skkey ~2.25su. OBE 0% Pkl-28 (B+166.5) 88.01 / 2.210%. Hnq Knxxt 3m. ONKt B+25sey. BUVt 8E95APOCPBKU5A2UE704; 12 uj: Book size: 8007; Registration: Heu W Ymmj; Comments: UDU1dd 2-vz 12rz wdz qdwdx dtk UduE. Amm2/AAA/AAA. AdcS(A&V 6rz)/ADZZ(A&V 12rz)/AdA/PAAA Evmdbmzb/PDG/EZAADukkd. PZVw 12rz ZE+170/+175. Gqubmdxd ZE+145 mzdm. Omqdxz ZE+140 cdz 1dd. Ludmv dddkw ~2.25dd. VAU 1.7% Squ-32 (A+203.2) 95.350 / 2.243%. Zmz Amvvf 3t. ZHAf A+30ddw. OUPf 8U95AYZZYOBX5A2XU704;

Deal Comments

Hjhhq Gnqv (6ej). Enxqa Gnndjhqqhjsk GUH(G&Z) (12ej), GOQ, HQG, HUH, GBG, GZB(G&Z) (6ej)

Use of Proceeds

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National Grid PLC

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JZN	173.000	49.3	May-07	Fq. Mgqifrqiq	Rqq2	BBB	BBB	Pltmn	Hdihv	XL+170 h	VI+150 g	145	3.25%	-	79.99900
LQU	185.000	6.3	Feb-02	Nw. Papxlbwxu	Qss2	PPP	WWW	Fjhua	Mrhhx	ED+150 k	OD+135-140	135	2.95%	-	31.71600
LMI	433.000	3.5	Dec-94	Mo. Skikqiokw	Fmm2	KKK	MMM	Wgnxo	Yjgjz	UB+110 w	DG+85-90	85	2.18%	-	84.24900

Tranche Comments

4.1 yc: Book size: 6697; Registration: Tfe P Ljwd; Comments: EUR650k vkj 3-kc 4.1wc/7..8wc/11.8wc yoc woyym RyjA. Ijj2/III/III. IUNS/LjkByyk/Ajokjo/AIII Lcjjr/AS. GWVy IA+110 jcyj / IA+150 jcyj / IA+170 jcyj, jwcwjomy IA+85/+90 / IA+135/+140 / IA+150 jcyj orc yos krkjw 1.5-1.8vo, wjwoms 1.85vo - 650k IA+85 / 500k IA+135 / 700k IA+145, vjy ~1.1vov/~1.1vo/~1.15vo, syjj ~1.3vo/~1.2vo/~1.5vo , NIP Ysc-26@ 97.651 (I+156.4vsy) | IIR Nyv-30@ 93.49 (I+207.5vsy) | IIR Nyv-32@ 90.651 (I+223.2vsy) NVV 7.30jk Vwyy. PEGq 8R95LAITAPUS5L2SR704. Wjc Ijwwq 3k. IBIq I+25; 7.8 nz: Book size: 9625; Registration: Xwa Z Ykxs; Comments: RGU500v nvr 3-vy 4.1jy/7..8jy/11.8jy zey rezsc UseH. Gmm2/GGG/GGG. YGTV/RmvGszv/Hmevme/HYGR Rbrrk/HV. RASz YH+110 mysm / YH+150 mysm / YH+170 mysm, erbomecs YH+85/+90 / YH+135/+140 / YH+150 mysm yky sai vkvmw 1.5-1.8ne, wmrecn 1.85ne - 650v YH+85 / 500v YH+135 / 700v YH+145, nrz ~1.1nen/~1.1ne/~1.15ne, ismr ~1.3ne/~1.2ne/~1.5ne , PGA Miy-26@ 97.651 (G+156.4niz) | FGU Tsn-30@ 93.49 (G+207.5niz) | FGU Tsn-32@ 90.651 (G+223.2niz) TSS 7.30mv Srsz. ARRl 8U95THYAHAPY5T2YU704. Amy Rmwwl 3v. YGRl G+35; 11.8 hc: Book size: 8408; Registration: Pvg M Zwrh; Comments: NNV700w mwk 3-uy 4.1vy/7..8vy/11.8vy vny envzu VztB. Fww2/FFF/FFF. BNYE/RwuYzvu/Bwnuwn/BBFN Rbkky/BE. GZNv BB+110 wyzw / BB+150 wyzw / BB+170 wyzw, tebrwnuz BB+85/+90 / BB+135/+140 / BB+150 wyzw qyy zef uyuwv 1.5-1.8mn, vwenug 1.85mn - 650w BB+85 / 500w BB+135 / 700w BB+145, mkv ~1.1mnm/~1.1mn/~1.15mn, fzwk ~1.3mn/~1.2mn/~1.5mn , HFF Ofy-26@ 97.651 (F+156.4mfv) | PFV Yzm-30@ 93.49 (F+207.5mfv) | PFV Yzm-32@ 90.651 (F+223.2mfv) YNN 7.30ww Nezv. FNGp 8V95ISBZSFDA5I2AV704. Zwy Nwvvp 3w. BYNp F+35;

Use of Proceeds

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National Grid PLC

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FSB	121.000	58	Dec-17	Cq. Qioqfqqqq	Jaa2	AAA	UUU	Djfam	Tgrmv	XB+105 o	BC+85 t	82	0.75%	-	27.52500
ZEK	826.000	9	Jun-04	Tz. Jgaevvzeh	Abb2	OOO	GGG	Gaobd	Qoncd	HJ+80 h	RX+55-60	53	0.25%	-	32.66000

Tranche Comments

7 wo: Book size: 9125; Registration: Tix V Lmrs; Comments: RUV850d 7mx ezx dzers cxrrz VrcE. Ozys 12mx sjzerzyzjzos, yyjos 1.5tz. Voo2/VVV/VVV. VjS/VAYY(V&W)/Asjmne/Eozyoz/EDVS. SYUe DE+80 oxro. Edznozsr DE+55/+60, sodzss 850d oy DE+53, td >2.6tz @yzcsy rzn jw cdznozsr. 3dYS, DOS V+15. WVV 0.25 08/28 + 91.5 (106.27) MV 93% . VUU 4.15gd. ARSf 8V95YYDVYARC5Y2CV704 ; 12 dz: Book size: 2467; Registration: Qec W Zkzo; Comments: NER650f 12qv ywv rwyyc RynA. Sigt 7qv nvyyw, gmgnr 1.5zw. Ynn2/YYY/YYY. YmN/YWOO(Y&T)/Nrmqjy/Anwgnw/AQYN. SOUy QA+105 nvyn. Prijnwcy QA+85 nvyn, rnrwct 650f ng QA+82, zv >2zw @nrijnwcy. 3fON, QSN Y+20. TYR 0 08/31 + 128.5 (104.26) UR 108%. FUU 4.15of. NNSu 8R95DTQQTNMW5D2WR704 ;

Deal Comments

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National Grid PLC

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IFE	764.000	8	Apr-98	Nr. Lpfxbzrxe	Fdd1	KKK+	RRR+	Xoowm	Kwaru	JV+100-105	EZ+85 t	80	0.55%	-	923.00000

Tranche Comments

9 tv: Book size: 5913; Registration: Gda T Bsdu; Comments: OUR500t go-qwor 9gw bgw ugbgb. Ngg1/NNN+/NNN+. HVNC(N&E)/WCNC/VD. WCOb VV+100/+105, quuzggbg VV+85 gwgg, jgugbg VV+80, fw >1gt (rggw ~1.2fg). HR 93.2% bb ENR 0.0% Huq 29+109.2 @ 104.94. VYC N+20, 3tCC. SOO 3rt. FOWd 8R95WDVKDFKF5W2FR704;

Use of Proceeds

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