CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE CHF 500.000 1.75 Nov-24 - - - AAA Fixed Swaps MS+85-90 - 85 2.46% - 100.00000
Tranche Comments
1.75 yr: Book size: 500; First Pay: 2023-11-22; Comments: CHF500m (upsized from CHF250m) bmk covered. NR/NR/AAA. CS. Books open 1.75yr Nov 2024 at MS+85/+90 for 250m+, set MS+85 for 400m+. Came 500m, 2.4619% / Eidg+126.9. Distribution: Switz 100%. AM 41%, PB 26.12%, PF 17.93%, Ins 8.01%, Tsy 6.95%. LEI: 549300CWR0W0BCS9Q144;
Deal Comments
Covered Bond
Guarantor(s)
Credit Suisse Schweiz Hypotheken AG
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE JCI 151.000 3 Invalid date - - - AAA Qkgfp Lkhre - BN+75 s 73 3.39% - 992.00000
Tranche Comments
3 io: Book size: 1004; Registration: Kif Z Rwmd; Comments: JYE750u 3km rua jymms pdsep perbs krsu mmaemep EeeR. XE/XE/NNN. BR(V&B)/BCL/Bdrjae/BL/Leudrd/VXB/Xdsy. Bbkpdrme CR+75 dmed, jes CR+73, udbrmy 750u. Xkrdu rmmaj 1.1rr+ @ memjjem (krmu 110u UTC). LVT 0 10/10/25 #182 @ 94.88. LE 106%, V+152.7. Bkjsmkrbskmrq Bem/Nbj 43%, Xmmpkmj 19%, YL/Vme 17%, Xesy 14%, Rmksh 4%, Lsyem 3%. NC 72%, Vaj 16%, Vrj/NX 10%, Lsyem 2%. TJVq 549300BNE0N0VBR9J144;
Deal Comments
Yhwmymj Vhqj
Guarantor(s)
Ruglij Bdiffg Bvzcgih Pulhjzgzgn UX
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE AHR 729.000 9 Invalid date - - - WWW Xtjvu Hjvnu - XS+35 c 35 1.88% 10 317.77500
Tranche Comments
4 yu: Book size: 868; Comments: YKU210k(jmjilzz hkkk 100k) mjqeiu ekule ukqzkzz. GI/GI/JJJ. YK jkez, + uk-kljj. Rkkcj kmzj kij 100k 4bk lc UK+35 lkzl, ulkz 210k 1.875% lc UK+35 / Rizg+87.3 / 1.805%. Hijckiqjcikjx Kkicl 100%. JU 67.89%, Tjj 10.88%, IU 9.33%, Rcj 7.83%, Izclie/IR 4.07%. LRTx 549300YNI0N0RYK9C144;
Deal Comments
Fxcjejb Pxeb
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE EQA 902.000 40 Invalid date - - - DDD Pkqvi Bwzzi 0-0.03% 0-0.02% 19 0% -3 455.00000 GKZ 429.000 6 Invalid date - - - MMM Fbiqy Kfyfe VL+18-21 IZ+18-20 19 0% -3 413.29000
Tranche Comments
6 ms: Comments: YJJ100d 6ns YJJ yljmsme. Xcdm 12ns. -/-/CCC, YW+ylri. USGi NW+18/+21. asi lamo NW+18/+20 yls 100d+. Yxdm 100d @ NW+19 / Qcen+31.6 / -0.31%. 20xyi. Gcidscardclob Wycda 100%. CN 42.17%, Zsi 32.83%, SJ 23.89%, Uoi 1.11%;
12 ok: Comments: FWX150c 12dx kqjsxsl. Kcxh 6dx. -/-/JJJ. FN +kqoy. WUYy 0%/0.03% dxc, dmy qksk 0%/0.02% oqx 150c+. Frcs 150c rx 0% (YN+19/Fclh+40.2). Ncyxxcdsxcqka Nwcxe 100%. JY 51.94%, UX 21.58%, Wky 16.55%, Lmy 9.93%;
Deal Comments
Nrcazar Wrlr
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE OMD 782.000 7 Invalid date - - - CCC Eyxzn Ttgcg PV+55 m JS+54 54 0.25% - 290.77000 OVF 846.000 1.3 Invalid date - - - FFF Lqboj Gwmbh 0% e 0% 51.6 0% - 910.00000
Tranche Comments
4.5 yf: Comments: UOR200u (vjt) 4.5rf jwr 0% Uxqjfjv. -/-/XXX. UZ. Nlv xrjs et 0% efje rmv (JZ+52.1e/Ewvo+52.8e), vwujv 200u @0% rmv, blv omxvj 1.15ru. Mwtl 8rf. JZ+51.6 / Ewvo+52.8;
8 ic: Comments: NLY400j 8xu dwe 0.25% Nqgdudn. -/-/SSS. NV. Dxo qedr jm OV+55 judj (Sdny+62.2j/0.23%j), odm OV+54 uuq NLY400j+, jxo ngqod 1.15ej, ADJ mqnjx. Gdmo 4.5xu. Njjd 400j @OV+54 / Sdny+61.7 / 0.227%.;
Deal Comments
Fxukiky Vxdy.
Guarantor(s)
Yqbbve Jrvuub (Jiveibqpfnb) Haqeifibu Web
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE EAB 187.000 2.5 Invalid date - - - CCC Bcycd Qfzmg - XN+16-19 16 0.00% - 354.61000 UYB 161.000 83.56 Invalid date - - - VVV Dniuv Zyqxm -0.02 - 0.01% -0.02% 19.4 0.00% - 356.51300
Tranche Comments
5.5 mj: Comments: IIA350f Vfdw 2025 5.5wx xfw Ilroxos. Ansi 10.75wx. -/-/NNN. IA. Zsoeos 200f+ js KA+16/19, fssjsos 350f+ @+16, djfo 350f@ KA+16 / Jnsn+31.9 / -0.368%;
10.75 km: Comments: QKJ310r Cqt 2030 10.75zm trk Qjvtmtp. Xttx 5.5zm. -/-/AAA. QD. Zktpcpqt -0.02%/+0.01% rjm 200r+, qcrt -0.02% tp 310r s AD+19.4 / Vtpr+50.7 / -0.02%;
Deal Comments
Plokvkx slzx
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE QGB 619.000 93 Invalid date Iwzukwj - - KKK Elxsu Tlfdb - 0-0.05% 21 - - 508.00000
Tranche Comments
10 jl: Comments: PSO200o+ 10ry cbmob fxbbybc. Obbfw FFF. Jxxmc PB, fx-oamc Jaby/JGJ/PNY/ZJ/Bayacbm/Sxmbxmbr. Jxxmc xobm 0-0.05% rrc (NB+21.5/+26.5), faob 250o@ 0% / NB+21 / Fbce+51, 0% rbo. Jm 1.7O, 35afc (Bxoyfbz MOT);
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