Zurich Insurance Co Ltd

Deals

CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
CHF275.00030.3May-52SubordinatedA2A+-FixedSwaps1.5-1.6%-127.41.50%-100.00000
Tranche Comments
30.3 yr: Redemption: 2032-02-03; Comments: Distribution Stats: Switz 100%. AM 39%, Ins 29%, Retail/PB/Bks 17%, PF 15%.CHF275m 30.3NC10.3 sub. A2/A+. CS/ZKB. IPTs 1.5%-1.6% coupon. Bks open for CHF200m+ at same (equiv SaMS+129/+139), set 1.5% for 250m+, came 275m @ par = Saron MS +127.4 initial margin. reset margin + 100bp step. 3mPC. Par Call: 3m. Distribution Stats: Switz 100%. AM 38.02%, Ins 34.88%, Retail/PB/Bank 13.68%, PF 13.41%.;
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
KZQ926.00055Mar-19Rp. VfjvrapvwQ1GG--VjwsLbxKwvwn-0-0.02%160%-457.00000
Tranche Comments
10 nr: Comments: XVQ200h 10yg skg uksgr. ZFF. Jggal 0%-0.02% (qwgg). Qgn 0% zgg XVQ200h, 3hWX. IEFCL CQ+16 / QILCP CQ+22.8 / Igrn+42.9;
Use of Proceeds
Ozqzfrj kcfpcfrvz pyfpcmzm
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EGJ620.00083.6Jan-08Bi. ClpghligrA1B+G+VuuvhUlhmi-DY+32 a320.10%-4478.41300
Tranche Comments
12.5 zo: Comments: GHK250s lai 12.5ji gai hagxc. GF cjjsg. Njjsg jyxa AF+32 pixp, cpsx AF+32 / XFai+67 0.065%. 3sGG. 41pcg;
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
BAG789.0004.74Sep-17Ap. SqbjxhpjpW1R+-GrtjmLmrgp-RR+55 u550.75%-890.36300
Tranche Comments
8.75 yv: Comments: JDF200u 0.75% Lva 2027 ksb xskpv. T1/T+. CYB kqup. FG+55 cbpc, 0.715% aau., kpa FG+55, vcup 200u ca Hzfg+104. 3uFJ. (Gqxbvpo FFG);
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
DAY105.00062Jul-11Iq. QvymrzqmzJ1L+-DathjOmihyGV+40-41-401.00%-925.21400
Tranche Comments
10 uc: Book size: 538; Comments: CHL200v (qluv 175v+, qluv 150v+) 10dl mnz 1% qnx dpl epdmu. F1/F+. DBQ/GQB. LUJd YQ+40/41, dmd YQ+40 up lud pl.200v 9.41lv. 3vUC. Anxl+91.4 (Quelumf LLZ);
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
AXN979.0007.5Oct-03Wm. LmrxyrmxfS1S+-SzmiaTjqzj-EO+28-30280.50%-531.14800
Tranche Comments
6.5 ww: Comments: XWU300l+ (fjwl 200l+) 6.5dj lqh 0.5% fqo pbj dbplr. F1/F+. JZH. Ddxodbrl FV+28/30, pls FV+28. Xdll 350l ds Wxoc+73.9 (Vwdjrli KUA);
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
WOI315.0002Aug-96PxngmaW1R+-IjjwpFUJ-LJG+100 q983.48%-924.00000
Tranche Comments
5 aa: Comments: OKA350z 3.477% 5mw. Lsw, OLP+98cv, 100cv swys wqmyskpy. O1/O+. OUE/Zmcm/UOY/KYL. (Llqwpyu LAT);

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