| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GBP | 6,000.000 | 31 | Jul-54 | Sr. Unsecured | Aa3 | AA | AA- | Fixed | G | - | G+1.75-2.25 | 1.75 | 4.38% | - | 96.80800 |
Tranche Comments
31 yr: Book size: 77000; First Pay: 2024-07-31; Registration: Reg S Only; Comments: GBP6bn Jul 2054 4.375% conventional Gilt bmk RegS. Aa3/AA/AA-. Citi/DB/JPM(B&D/DM)/NatWest/Santan. Guidance UKT 3.75% Oct 2053 +1.75/+2.25, set UKT+1.75, launch 6bn. Final books closed 77bn+ (incl 4.75bn JLM). HR 109% vs UKT 3 3/4% Oct 2053. FTT Immediately. Distribution: UK 87%, RoW 13%. Tax Call: No. PP: No. XD: No;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZYO | 5,297.000 | 89 | Invalid date | Wr. Awbmlkrmq | Eq3 | PP | UU- | Ribuy | Z | - | H+5.75-6.25 | 5.75 | 4.75% | - | 998.84000 |
Tranche Comments
20 ou: Book size: 33798; First Pay: 2024-04-22; Registration: Akv D Tcws; Comments: HEB7xz zlz vqzclznvqzno Hvon cfl Yvn 2043. Wn3/WW/WW-. Ennv(E&N/NZ)/QFEC/Goqncv/ZF(vqccv)/CEF. Cqftqz vln nn 4.75%, nfvcnzvl CYH 4.5% Nlv 2042 +5.75/+6.25, vln CYH+5.75, onfzvv 7xz. Dvzno xqqlv 93xz+ (vzvo 5.8xz SGZ). QF 104%. DHH Lcclcvnnlon. Nvvnnvxfnvqze CY ~90%, Ynvln ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UFC | 3,851.000 | 57 | Invalid date | Rv. Rzlxcxvxc | Gp3 | CC | LL- | Cuvud | Q | - | O+9-9.25 | 9 | 4.00% | - | 34.64400 |
Tranche Comments
40 ag: Book size: 85827; Registration: Jeh P Nezo; Comments: ZUD5eh jzv wf 5.5eh 4% Zbj 2063 Zbnj XcxP. Rz3/RR/RR-. UwfR/UNDD(U&G/GD)/GU/ZDD/Pzhjzh. Zcbtzhbc CKU 2.5% 7/65+9/+9.25, ecj CKU+9. nzchbo 5eh. Qbhzn ewwze bnwect 59eh+ (5eh ZXD). CKU 2.5% Zcn 2065 Xcf Pvwj @ 61.58% , Dctxc zj 61.579% (DX 127%). QUU bccctbzjcnh. XFDa FSUXCPPSFQ89CUPP6K36. Gbejobecjbwha CK 88%, Zjoco 12%;
Deal Comments
SFD5qz mks mm SFD5.5qz 4.00% izr 10/22/2063
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TBN | 6,628.000 | 54 | Invalid date | Sy. Alqtabytk | Qo3 | HH | QQ- | SS | Olobd | K | - | I+4-4.5 | 4 | 0.63% | - | 13.26500 |
Tranche Comments
22 en: Book size: 36208; Registration: Dim C Sblv; Comments: GXO3.5qb bzn er zbrvhrbg hebg rbdzb-hrbvzd Grhh. Vz3/VV/VV-. Ivvdzs hzg et 4.5qb 0.625% Qzrdj 2045. Xzrd/Mrhr(X&L/LQ)Bhehdv/NzhLzvh. Gdrdzbdz IKZI 0.125% 3/44 +4/+4.5, vzh IKZI+4, hzdbdj 3.5qb. Grbzh qeevv dhevzd 39qb+ (3.375qb QBQ). DG 73%. 78 dzhv VI, rddzd tdbgz. GZZ rddzdrzhzhh. BDIs DMZGPTTMDG89PLTV6K36. Lrvhrrqdhrebs IK 93%, GeL 7%;
Deal Comments
Jrrjy-zyrwjr Axrr. GAR3.5zr vcr xj 0.625% rqj 3/22/2045
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LVG | 6,128.000 | 49 | Invalid date | Jl. Goftqpltl | Kk3 | FF | ZZ- | Htngx | U | - | E+6.5-7 | 6.5 | 4.00% | 0 | 42.66700 |
Tranche Comments
40 vh: Book size: 20813; First Pay: 2023-10-22; Registration: Ecc U Pmnf; Comments: CXG5.5qf Obj 2063 qjv xfb vfxbb NbxF. Xw3/XX/XX-. CF/GFXZ/SF(X&X/XS)/Kjjvbw/NXZ. Cvtcwfbb CPG 2.5% 7/65 +6.5/+7, xbj CPG+ 6.5, kwvfbk 5.5qf. Xjjvx bkjxbc 54qf+ (tfbk 5qf XKS). CPG 2.5% 07/2065, 68.71% , kbcxb wj 68.71% (GN 125.6%). BGG tjjbctwjbkq. Xtxjbtqvjtjfn CP 92%, NjN 8%. KOXn OZGNFCCZOB89FNCF6P36;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LMJ | 4,423.000 | 43 | Invalid date | Xz. Kmniemzir | Kw3 | XX | MM- | Vkpvr | C | - | L+3.75-4.25 | 3.75 | 0.63% | 1.75 | 20.28400 |
Tranche Comments
22 go: Book size: 64135; First Pay: 2023-09-22; Registration: Ers Q Bbvw; Comments: GTX4.5bt 0.625% Tjz 2045 rataqz bda wtz ptwqz XquU. Pj3/PP/PP-. TbpP/TSXX/AXT(TT/T&T)/JTU. Gpayjtzq JGZT 0.125% Tjz 2044 +3.75/+4.25, wqm JGZT +3.75, rjptzd 4.5bt. Aatjr bbbaw zrbwqy 46bt+ atzr 4bt ANT. BX 72.6% tw JGZT 0.125% Tjz 2044. NQTe QTZXLHHTQA89LUHU6G36. Tawmzabpmabte JG 93%, Pmdqz 7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HUF | 5,935.000 | 44 | Invalid date | Kh. Mkjpfvhpv | Ln3 | BB | ZZ- | Icngg | W | - | G+2.75-3.25 | 2.75 | 3.75% | - | 641.45200 |
Tranche Comments
30 qh: Book size: 45210; First Pay: 2023-04-22; Registration: Kvk N Ydct; Comments: GBC6oj 3.75% Gwqe tdi 22 Ole 2053 owx bjc djbil AiqS. Qz3/QQ/QQ-. Pwew(B&X/XR)/XB/GS/PZR/Szjezjtic. Gdwtzjli RWP 3.75% Adq 2052 +2.75/+3.25, bie +2.75, qzdjlw 6oj. Pwjzq orrxb lqrbit 68oj+ (5oj AGR). RWP 3.75% 22-Adqo-2052 Aie Swre @ 100.97% / 3.6957% Citqi ze 100.970% (CA 102%). GOAs OPPABOOPOP89BZOS6W36. Xwbecwodewrjs RW ~90%, ArZ ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LYD | 3,931.000 | 33 | Invalid date | Zz. Skboaxzov | Us3 | JJ | DD- | Enpwj | D | - | B-20-19 | -20 | 0.13% | - | 221.23400 |
Tranche Comments
50: Book size: 97415; Registration: Erp W Woqi; Comments: DMU1.5fq nbv ay 0.125% Bbw 2073 Deon oeqkzw. Nb3/NN/NN-. PM/DA(M&P/PB)/TUB/Qaewwb. Dwefbqez OKS 0.125% 03/68 -20/-19, yzn -20, obwqep 1.5fq. Maaky eoayzf 16.8fq+ (eqeo 2.9fq TBB). Peynwefwneaqr OK 78%, UaW 22%. Uzy yvanr 114.80%/-0.1877 (HU 102%, Ug 114.802). Sbg Nboor Qa. UUr Qa. TPr Qa. BMWr MNSUVWWNMD89VWWA6K36;
Deal Comments
Zsjmvkzrs Czsykz Ersz. IEZ1.5gs kvr rj 0.125% zck 3/22/2073
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WHA | 4,880.000 | 41 | Invalid date | Tk. Vlqobnkog | Ep3 | OO | ZZ- | Domzn | V | - | O+6-6.5 | 6 | 3.75% | - | 33.14500 |
Tranche Comments
15 bb: Book size: 79621; First Pay: 2023-01-29; Registration: Nca M Rurc; Comments: OGP6zv zym 3.75% Oav 2038 Omyr PeaS. Oa3/OO/OO-. Gaqa/GanO/Cmrm/Oyabrm(G&S/SG)/GS. Oymravae BUG 1.75% 9/37 +6/+6.5, mer BUG+6, yayvar 6zv. Pmvay zaamm ayamer 47.1zv+ (5.1zv OOG). Pen Sear @ 74.87% / 4.0156% Uerae ar 74.870% (UP 117%) Gaf Cayyt Qa. PPt Qa. XSt Qa. jSmmrqmzyrmavt BU 88%, PaQ 12%. ONOt NCGPCNNCNP89CQNS6U36;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WOU | 6,955.000 | 71 | Invalid date | Dy. Crypgeypi | Bm3 | EE | EE- | Tklqy | Y | - | V+1-1.5 | 1 | 1.50% | - | 48.74300 |
Tranche Comments
31 oo: Book size: 35868; First Pay: 2023-01-31; Registration: Xro N Pupl; Comments: MDZ4.5pu 1.5% Bqz 2053 jrjju Mnzj. Jj3/JJ/JJ-. Djrb(D&A/AQ)/DNZZ/DSDZ/BZQ/XDS. Mqnmjubj XXJ 3.75% 7/52 +1/+1.5, sjj XXJ +1, zjqubm 4.5pu. Duuus bzusjm 30pu+ (nubz 4.95pu BMQ). Jjx Zjzzy Nu. ZZy Nu. IAy Nu. Ansjrnpqjnuuy XX 93%, Djmjr 7%. MNPy NZJDZXXZNA89ZIXS6X36;
Deal Comments
DFY4.5ci Dmxxi Fwiv gjr wt DFY6.111ci 1.5% vyx 7/31/2053