University of Cambridge

Deals

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
GBP300.00050Jun-68Sr. UnsecuredAaa--VariableGG+190 a-1820.25%-98.89300
GBP300.00060Jun-78Sr. UnsecuredAaa--FixedGG+85-90-772.35%-99.55200
Tranche Comments
50 yr: Book size: 800; Registration: Reg S Only; Comments: GBP300m bmk 50yr amortising linker, CPI linked. IPTs Gi+190 area (vs 0.125% 8/48), launched 300m@+182, bk closed ~800m. Had R/S from Jun 14. Aaa. Barc/HSBC/MS. Also 60yr bullet. Gilt ref: 163.750 / HR=57%. Indexaction 1.00/1.03, Base index value 105.34667. MWC Gi+10. FTT 4pm (Source: IFR); 60 yr: Book size: 900; Registration: Reg S Only; Comments: GBP300m bmk 60yr bullet. IPTs G+85/90 (vs 3.5% 7/68), launched 300m @+77 on bk ~900m. Had R/S from Jun 14. Aaa. Barc/HSBC/MS. Exp up to GBP600m total (Moody's). Also 50yr amortising linker. Gilt Ref: 165.584 / HR 64%. FTT 4pm. MWC G+15 (Source: IFR);

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