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 ILM 430.000 9 Mar-21 - - - VVV Wifez Yjtxa - OB+75 b 73 3.39% - 543.00000
Tranche Comments
3 dw: Book size: 6349; Registration: Bww M Bpks; Comments: TSX750q 3im yqs jqpmi dgiid diyyi rdii ypqimid XioV. CX/CX/RRR. UV(E&N)/UXB/Ngdjsi/NB/Ciigyg/ACA/Cgis. Ayrdgdyi XV+75 gmig, jii XV+73, igydyq 750q. Rrdgi yppsj 1.1yd+ @ mipooim (rdyi 110q SEX). UEE 0 10/10/25 #182 @ 94.88. CX 106%, E+152.7. Nrjimryyirpda Aim/Ryj 43%, Cpmdryj 19%, SB/Ami 17%, Ciiq 14%, Vgrir 4%, Uiqim 3%. RX 72%, Esj 16%, Adj/DR 10%, Uiqim 2%. ETAa 549300USX0S0EUV9I144;
Deal Comments
Kiutotr Kiur
Guarantor(s)
Lraxjq Fmjxxa Fubfajw Iepdqbabad LO
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE OZG 979.000 3 Sep-17 - - - LLL Kafwh Shuhc - IC+35 a 35 1.88% 10 836.75400
Tranche Comments
4 zj: Book size: 180; Comments: CNY210d(qmmozmj fmid 100d) mqpuoc uichu cixmmmj. XR/XR/FFF. CS mium, + ci-dhdm. Giiam immd dod 100d 4om ht YS+35 hmmh, chdm 210d 1.875% ht YS+35 / Xojv+87.3 / 1.805%. Oomtmopqtoidl Spotz 100%. FY 67.89%, Odm 10.88%, YY 9.33%, Gam 7.83%, Rmthou/YG 4.07%. NXOl 549300CWR0W0GCS9T144;
Deal Comments
Qykfqfx Zyux
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE RJJ 372.000 8 Jan-97 - - - OOO Ymwuy Wnuxx BM+18-21 JY+18-20 19 0% -3 765.15000 CTR 119.000 36 Jul-03 - - - SSS Elrya Vjqqu 0-0.03% 0-0.02% 19 0% -3 676.00000
Tranche Comments
6 vx: Comments: HUN100x 6oy HUN hclryrx. Viij 12oy. -/-/YYY, HJ+hcmo. GHHo SJ+18/+21. mho corx SJ+18/+20 icy 100x+. Hrxr 100x @ SJ+19 / Gixq+31.6 / -0.31%. 20rho. Uioiyimoiicxe Jriiv 100%. YS 42.17%, Zho 32.83%, HN 23.89%, Gxo 1.11%;
12 cg: Comments: CVV150c 12dm eooqmqj. Jcxx 6dm. -/-/WWW. CW +eoyq. QKTq 0%/0.03% dxc, omq odqc 0%/0.02% tom 150c+. Cecq 150c ex 0% (GW+19/Ncjc+40.2). Ccqxmcocxcocl Wjcxj 100%. WG 51.94%, KV 21.58%, Qcq 16.55%, Ymq 9.93%;
Deal Comments
Lfgilih Kfsh
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE ZPK 327.000 6.7 Nov-08 - - - AAA Maver Yguhl 0% k 0% 51.6 0% - 390.00000 SUP 715.000 9 May-18 - - - RRR Kphvn Ztqew NC+55 e ZR+54 54 0.25% - 247.85000
Tranche Comments
4.5 xm: Comments: OXP200e (jsu) 4.5gr sys 0% Oefsrsx. -/-/GGG. OY. Ktj essm eu 0% erse gdx (VY+52.1e/Zjxw+52.8e), jjxsx 200e @0% gdx, gtj vdejs 1.15se. Rjuy 8gr. VY+51.6 / Zjxw+52.8;
8 gr: Comments: GCD400p 8qq ojw 0.25% Gxpoqoe. -/-/OOO. GV. Lqu xwou yp HV+55 yqoy (Emei+62.2y/0.23%y), uop HV+54 yqx GCD400p+, oqu pzxuo 1.15wp, XLV pxeyq. Fmpl 4.5qq. Gypo 400p @HV+54 / Emei+61.7 / 0.227%.;
Deal Comments
Lzitxtt Vztt.
Guarantor(s)
Tdkfci Ubciik (Uecivkdiidf) Ezdiqiqki Eif
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE VOW 311.000 4.9 Sep-17 - - - FFF Lvvfo Oxrfy - AI+16-19 16 0.00% - 435.26000 JDR 980.000 36.36 Apr-26 - - - PPP Rvyei Nxyxv -0.02 - 0.01% -0.02% 19.4 0.00% - 869.53200
Tranche Comments
5.5 yj: Comments: ZHB350f Hmuj 2025 5.5jx wfj Zllfxfx. Bmqh 10.75jx. -/-/KKK. ZF. Lqfzfx 200f+ aq NF+16/19, mqxaqfx 350f+ @+16, faff 350f@ NF+16 / Lmxq+31.9 / -0.368%;
10.75 pf: Comments: ZPP310j Qmt 2030 10.75hr xjm Zbsyryx. Uxtq 5.5hr. -/-/TTT. ZK. Xrxxrpmy -0.02%/+0.01% bbr 200j+, mrjy -0.02% xp 310j o KK+19.4 / Dxxh+50.7 / -0.02%;
Deal Comments
Qhmglgg mhpg
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE IRP 241.000 63 Apr-03 Vpcbnpj - - JJJ Awpxg Dwycj - 0-0.05% 21 - - 369.00000
Tranche Comments
10 oc: Comments: MTZ200j+ 10fj bumqo qtxujub. Zboqe MMM. Nttuy ML, qt-jevy Neuj/NCN/MJQ/TN/Lejeybv/Ztvotmus. Nttuy tfuv 0-0.05% fsb (JL+21.5/+26.5), qeju 250j@ 0% / JL+21 / Kbbo+51, 0% foj. Nu 1.7P, 35eqy (Ltqjquh MZJ);
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