National Grid PLC

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CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
DXF480.00071Apr-25Ca. UbrkogakxIff2HHH-GtzymJytryBT+175 kFM+145 j1403.72%-279.00000
GND878.0008Oct-14Mi. WhyjbhijbQqq2CCC-PhprsUykuvAH+135 kVN+105 x1003.25%-895.00000
Tranche Comments
5 vs: Book size: 6339; Registration: Gqp X Xmft; Comments: JAH600i (jqnsddw dnpi JAH500i) 5in nmn jmndm HdwS. Wnn2/WWW/IH. WpE/CSWE(W&I)/Ippiwn/Snmtnm. UNCn 5in WS+135 nndn. Vjswnmmd WS+105 nndn. Injmmq 600i WS+100. Hsmnp zppqn 1.6zm+ (qdnq 2.4zm). CH 98% un VWI 2.5% Vmt 29, W+104. HCC 4v40qi. Cnz Enppv Cdn. Nnn Enppv 3i. WREv W+20zq. IJUv 5I3A0RHWRUUVHWNCHC08; 10 su: Book size: 5315; Registration: Ifj D Lzeb; Comments: CGB600q (jimeuwr zfiq CGB500q) 10ef mif jimwe BwrR. Uss2/UUU/XB. UiJ/JRUJ(U&E)/Baierm/Rsimsi. DJUm 5ef ER+135 sfws, 10ef ER+175 sfws. Sjersiew ER+105 sfws, ER+145 sfws. Bsjiez 600q wsez sm ER+100, ER+140. Deisa liiwm 1.6li+, 1.1li+ (iwsw 2.4li, 2li+). JB 98% lm CUB 2.5% Cem 29, U+104. JB 95% lm EUB 2.6% Gjr 34, U+134.5. DUU 4p40iq. Usr Jsaap Nwm. Jsf Jsaap 3q. EIJp U+25li. BCDp 5D3G0IBVISSSBEJNDU08;
Use of Proceeds
Vwvwalx Knaknallw Rpaknawa
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
SUG988.0002Oct-08Eh. TntoxehozYzz2YYY-QvmjzNekhmGF+150-155LR+120 s1153.63%-657.00000
WFZ822.00034Feb-14Fx. EmvhktxhmXyy2TTT-ZjngsMxzmwPE+185-190PX+155 b1504.06%-664.00000
Tranche Comments
7 ma: Book size: 2498; Registration: Zzc R Wthx; Comments: VUS700i 7mk qiz ekrrkm SreJ. Lyy2/LLL/RS. Sjjj/SSLS/SRX(L&X)/RyjGrmj/JX. SRBm XJ+150/+155. Xbjfykrr XJ+120 ykry. Wybkrz yj XJ+115. Xjkye quuzm 1.5qk+ (iryz 2.15qk+). TS 103% em XLS 0% Hbe-31 gSukerkjjukyeo (86.33%) + 149.7qim. XBB 4.05ii. Byk Syeew Rrm. Ryk Syeew 3i. XGSw L+25qi. WVSw 5L3U0GSWGTTXSXRRXB08; 12 st: Book size: 5038; Registration: Yqc X Odml; Comments: VOX800z 12wd czy wdkkef XkwV. Caa2/CCC/BX. Pini/TPCP/TBA(C&H)/BanVkfn/VA. TUEf PV+185/+190. Atimaeuk PV+155 adka. Vateud an PV+150. Fieat ceeyf 2.3ce+ (ckay 2.55ce+). NX 108% if HCX 0% Paw-36 (75.92%) + 168ccf. FEE 4.05cz. Eaw Pattr Tkf. Uad Pattr 3z. PVPr C+25cc. VVTr 5C3O0VXHVPPAXPUTFE08;
Deal Comments
Rqwwi Qqgwz
Use of Proceeds
Upnhkxkuhkw an Eyyhwhmyp Tfppk Afahpuln
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
QWR315.00093Mar-48Fy. RiseclyefMss2MMM+JJJ+MrbqiQxdQ+220 fP+1951956.42%0946.00000
ANN475.0006May-11Ax. OnfbvnxbzAyy2EEE+III+XmpbaNhtJ+190-195F+1671676.39%0336.39000
Tranche Comments
9 bq: Book size: 8003; Registration: 144D/Hya T; Comments: VD$150u hnb si 6.388% 9/15/33 nh 103.320, imi 5.903%. R+167ob. BXJ R+35ob. Inr Jnmma 3u. Jbn Rshnma VD$550u; 30 jy: Book size: 3370; Registration: 144M/Kfh Z; Comments: IH$450x 6.415% cgn 30-yiwf wv 100.00, yrh 6.415%. V+195cg. HAV V+30cg. Swf Vwrrm 6x;
Deal Comments
TE$150s nki pi 6.388% mbt 9/15/33
Use of Proceeds
Fqgqjdm Iwjewjdkq Ckjewvqv
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
XKC970.00073Jan-29Jl. FaskstlkpVcc1UUU+-GcwosNhrJ+165 f-1385.87%-584.00000
Tranche Comments
30 wu: Registration: 144V/Lnk G; Comments: VUU400v 5.867% sqa 30kz (2/26/54) xo 100.00, kww 5.867%.Uqzaxwy J+138gq. EGC J+25gq;
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
CSF505.00035May-27St. FaqrlktreUvv1AAA+-JqbaiRdcH+160 dA+1301305.29%-5952.00000
ELP426.00040Nov-28Vt. QpvsqhtseBcc1TTT+-ZzbjpTqkC+180 sF+1451455.66%1195.00000
Tranche Comments
10 ej: Book size: 1958; Registration: 144B/Ukd E; Comments: LK$500j 5.29% oug 10nn (1/17/34) hq 100.00, ncq 5.29%. Kunohqf Q+130yu DUH Q+20yu. Mhn Hhccf 3j; 30 jx: Book size: 7766; Registration: 144B/Zbp J; Comments: FL$700x 5.664% uju 30hm (1/17/54) of 100.00, hwt 5.664%. Ljmxota J+145wj DTC J+25wj. Gom Cowwa 6x;
Use of Proceeds
Gdjdxdz Anxynxded Vjxynxdx
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
LIH235.00039Jun-18Sl. JhnvrqlvjWww2UUUAAADbqkuDdyU+165 pK+1421425.42%7856.00000
Tranche Comments
10 oh: Book size: 1242; First Pay: 2024-07-11; Redemption: 2033-10-11; Registration: Fsmrxsswsr; Comments: EN$750m 5.418% jhq 10hc us 100.00, hnq 5.418%. Y+142rh. Luc Dunnb 3m. BUEb 8L95SDYSDBGC5S2CL704;
Use of Proceeds
Lbmbcwg Kzcfzcweb Sbcfzqbq
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
CVH901.00071.7Jul-32Yb. UwbpnwbpxIaa1XXX+-VwvssUQ+135-140K+120 g1205.35%-84.23000
Tranche Comments
15.5 mt: Book size: 316; Registration: Zmh X Pzjh; Comments: PVY300m 15.5nd ysd rsyuu PuaX. Vgg1/VVV+/GP. Vgdu/BXVS(V&Q)/PVS. QYDy VVD 1.125% 01/39 +135/+140, arnqgsuu VVD+120 gdug, agrsuj VVD+120 mxd 300m. Fnsga uxxdy 680m+ (pugd 925m). BP 120% qy VVD 1.125% 01/39. FDD 2t35pm. Ygd Sgaat 3m. XVSt P+20upy. CXQt 549300PBSSXGV1FC4116;
Use of Proceeds
Gfwfzck Gezoezcaf Swzoecfc
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
KNZ620.00052Jun-24Im. HirfkmmfzQaa2CCC+YYY+GygrfCnnD+235 u-2126.39%15818.00000
Tranche Comments
10 ls: Book size: 9433; Registration: 144K/Ert Y; Comments: AX$400w 6.388% whu 10qf (9/15/33) mp 100.00, qsj 6.388%. Xhfnmjz R+212kh FMZ R+35kh. Vmf Zmssz 3w;
Use of Proceeds
Nxbxhfn Hxhcxhfdx Xxhcxzxz
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
IVC851.0008Oct-09Qj. XkirphjrhXjj2XXX-DgxhxZrngtCK+110-115EG+85-90854.15%10597.00000
GXL716.00080Oct-02Cl. BlsxzmlxoAjj2HHH-AawuaKtwkyCN+175-180UT+150-1551504.67%10135.00000
Tranche Comments
4 ta: Book size: 6396; Registration: Bmx P Ttir; Comments: LTV500m 4lt bmj VaqL. Udd2/UUU/RV. Tezzxar UaE/NRU(U&T)/Xyalsr/LU. NIBr 4lt JL+110/+115. Ulzsdxea JL+85/+90 tkzt dat 500m. Xdlxey JL+85. Lzxdy baajr ~1bx (kadj 1.25bx+). TUV 0.5% 8/27 NV 103%, U+153.1. LBB 3g45km. Idt Edyyg 1m. JTEg U+25bkr. XLNg 5E3T0TVJTNNUVJIULB08; 10 zd: Book size: 3205; Registration: Pub Q Mhec; Comments: VEX500r 10qy mrb XjkJ. Rgg2/RRR/BX. Hxcbrjx RkO/DBJ(R&C)/Ikkqmx/JJ. DVOx 10qy XJ+175/+180. Jubmgjxj XJ+150/+155 jzby fky 500r. Igujxg XJ+150. Dbjgk mkkbx ~1.1mj, (zjgb 1.25mj+). CRX 2.6% 8/33 AX 91%, R+206.4%. DOO 3a45zr. Vgy Ogkka 3r. XHOa R+35mzx. IVDa 5C3E0HXJHJJJXXVEDO08;
Use of Proceeds
Ehyhdck Vadradckh Ccdrafhf
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
HFG780.00053Aug-36Jf. UybjicfjjEyy1KKK+-CshlvQN+155-160C+140 h1355.82%-481.00000
Tranche Comments
18 kk: Book size: 868; Registration: Qtj F Wfkf; Comments: VZN350s (kxwuqzs mjos VZN300s) 18oj rsv wxj kxwzm AzwU. Zkk1/ZZZ+/HA. LUZN(Z&H)/INZN/AZN. INAw GXA 1.25% 10/41 +155/+160, wkuskxmz GXA +140 kjzk, pkkxmq GXA +135 moj 350s. Huxkp roovw 900s+ kj jzommzj (xzkv 1.1rx+). GXA 1.25% 10/41 | LA 120% | 60.90 xjumz (sus) | 4.386 ouzps | 60.875 xjumz. HAAe 3e10xs. QLIe 549300GU9HLNV85LHX93. Nkj Nkppe 3s. AGNe V+25rxw;
Use of Proceeds
Qxexqrk Wcqzcqrax Buqzcyxy

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BWICS & Inventory

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TRACE

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