| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CHF | 125.000 | 5 | Feb-22 | - | - | AAA | - | ZeroCpn | Swaps | - | MS-15 | -15 | 0% | - | 102.30600 |
| CHF | 125.000 | 14 | Feb-31 | - | - | AAA | - | Fixed | Swaps | - | MS-16.5 | -16.5 | 0.38% | - | 101.30200 |
Tranche Comments
5 yr: Comments: CHF100m+ 5yr. CS/Raif. MS-15 /-0.453%a/Eidg+20.2a. Also 150m+ 14yr. -/AAA. Came 125 at 102.306 MS -15.0 / Govt + 20.4 / Yield -0.455%;
14 yr: Comments: CHF150m+ 14yr. CS/Raif. MS-16.5 /0.282%a/Eidg+24.9a. Also 100m+ 5yr. -/AAA. Came 125m at MS -16.5 / Govt + 25.2 / Yield 0.280% / 101.302;