Esporta come CSV
Issuer ISIN NextCallDate Currency Coupon CpnType CpnFreq ParVal Bid Ask CY Emission Notes
ABBEY NATL CAP TRUST I US002927AA95 2030-06-30 USD 8.963 VARIABLE 2 1000 127 128.8 6.96% CPN=8.963% TO 6/30 S/A (30/360); THEN 3MO$LIBOR +282.5BP QTRLY (ACT/360). CO MAYDEFER CASH PYMT FOR UP TO 10 PAY PERIODS. NON-CUM TRUST PFD SECS. PAYS IN DIVID.
ABN AMRO BANK NV XS0246487457 2016-03-10 EUR 4.310 VARIABLE 1 1000 101.4 102.2 4.22% CPN=4.31% TO 3/16 (ANNUAL, ACT/ACT); THEN 3MO EURIBOR +166BP (QTLY, ACT/360). TRADES DIRTY EFF 03/07/11, TRADES CLEAN EFF 09/01/11.
ABN AMRO BANK NV XS0244754254 2016-02-17 GBP 5.000 VARIABLE 1 1000 101.2 102.6 4.87% CPN=5% TO 2/17/16 ANNLY (ACT/ACT UNADJ); THEREAFTER 3MO śLIBOR +148BP (ACT/365 ADJ). SERIES 752. PAYS IN CASH
AEGON NV NL0000062438 2013-12-15 USD 4.000 FLOATING 4 25 1 1 100.00% CPN RATE=3MO US$LIBOR +87.5BP. MIN CPN=4%.
AEGON NV NL0000021541 2015-06-15 USD 6.375 FIXED 4 25 1 1 159.38% #N/A Field Not Applicable
AEGON NV NL0000062420 2013-10-31 USD 6.500 FIXED 4 25 25.3 25.3 6.42% #N/A Field Not Applicable
AEGON NV NL0000686368 2013-12-15 USD 6.875 FIXED 4 25 25 25 6.88% #N/A Field Not Applicable
AEGON NV NL0006056814 2013-12-15 USD 7.250 FIXED 4 25 25 25 7.25% SHORT 1ST CPN. GREENSHOE OPTION= $150M. GREENSHOE 2MM SHRS EXERCISED 10/2/07.
AEGON NV NL0000116168 2014-07-15 USD 2.922 FLOATING 4 100 91.1 92.1 3.17% CAP=8.5%.
AEGON NV NL0000120004 2015-06-08 NLG 4.156 VARIABLE 1 5000 83.6 84.2 4.94% CPN RESET EVERY 10YRS @ 9-10YR DUTCH GOVTS +85BP. CPN PYMT CONDITIONAL ON DIV DECLARE & PD; IF NOT PD INT ACCRUES. UNSEC'D. PAYS IN CASH.
AEGON NV NL0000116150 2014-07-15 EUR 2.098 FLOATING 4 100 71.3 72.5 2.89% CPN=INTERPL OF TWO 10YR DUTCH GOVT BONDS +10BP. MAX CPN=8%. PAYS IN CASH.
AEGON NV NL0000121416 2018-10-14 NLG 5.185 VARIABLE 1 5000 99.8 100.1 5.18% CPN RATE=7¬% TO 10/08; 5.185% TILL 10/20018. THEN RESET EVERY 10YRS @ 10YR DUTCH GOVT +85BP. CPN PD. ONLY IF DIV PD; IF NOT PD, INT ACCRUES. UNSEC'D.
AEGON NV NL0000120889 2021-03-04 NLG 4.260 VARIABLE 1 5000 94.2 94.2 4.52% CPN RATE=7?% TO 3/11; THEREAFTER RESET EVERY 10YRS @ 10YR DUTCH GOVT +85BP. CPN PD ONLY IF DIV PD; IF NOT PD, INT ACCRUES. UNSEC'D.
AEGON NV NL0000168466 2014-07-21 EUR 6.000 FIXED 1 1000 103.1 103.3 5.81% #N/A Field Not Applicable
AGEAS HYBRID FINANCING XS0257650019 2016-06-20 EUR 5.125 VARIABLE 1 1000 100.8 102.2 5.01% CPN=5.125% ANNLY (ACT/ACT) TO 06/16; THEN IF NOT CALLED 3MO EURIBOR+200BP QRTLY (ACT/360). PAYS IN CASH
AGEAS HYBRID FINANCING XS0362491291 EUR 8.000 FIXED 1 1000 100 100 8.00% PAYS IN CASH.
ALABAMA POWER CO US0103924967 USD 5.875 FIXED 4 25 25 25 5.88% INS'D BY XL CAPITAL ASSURANCE. SERIES 2007B. SENIOR NOTES.
ALLIANZ FINANCE II B.V. XS0211637839 2017-02-17 EUR 4.375 VARIABLE 1 1000 104.3 105.1 4.16% CPN RATE=4.375% TO 2/17; THEN 3MO EURIBOR +173BP IF NOT CALLED. ISS'D W/OUT EQTY WRNTS. ALSO LUX SE. PAYS IN CASH
ALLIANZ FINANCE II B.V. DE000A0GNPZ3 2014-03-03 EUR 5.375 FIXED 1 1000 103 103.6 5.19% #N/A Field Not Applicable
ALLIANZ FRANCE FR0010161067 2015-06-10 EUR 4.625 VARIABLE 1 1000 101 101.7 4.55% CPN RATE=4.625% TO 06/15; THEN 3MO EURIBOR + 198BP. SHORT 1ST CPN.
ALLIANZ SE XS0187162325 2014-01-15 EUR 5.500 VARIABLE 1 1000 0 0 0.00% CPN=5.5% TO 1/14 ANNLY (ACT/ACT); THEREAFTER 3M0 EURIBOR+230BP QTRLY (ACT/360). SHORT 1ST CPN. SERIES 4. PAYS IN CASH.
ALPHA GROUP JERSEY LTD DE000A0DX3M2 2015-02-18 EUR 5.264 FLAT TRADING 1 1000 48 52 10.12% NON-CUMULATIVE PREFERRED SEC. MISSED 02/18/12 CPN.
ALPHA GROUP JERSEY LTD XS0159153823 2013-12-05 EUR 4.200 FLAT TRADING 4 1000 0 0 0.00% CPN=3M EURIBOR +265BP TO 12/12; THEREAFTER +397.5BP. SUB. NON-CUMULATIVE PFD SECPAYS IN DIVIDENDS. 3/05/12, 6/6/12, 9/5/12, 9/5/13 PAYMENTS NOT MADE
AMERICAN ELECTRIC POWER US02557T2087 USD 8.750 FIXED 4 25 25.4 25.4 8.61% JR SUB DEBS. GRNSHOE=1.65MM SHRS. EXER=3/27/08.MTY MAY BE EXT ADD'L ONE-CLDR QTRFROM 3/1/13 TO 12/1/17; MTY NO LATER 3/1/68. CALL @MAKE WHOLE +50BP TIL 3/1/13.
AMERICAN EXPRESS CO US025816AU39 2016-09-01 USD 6.800 VARIABLE 2 1000 109.8 109.8 6.19% CALL @ MAKE WHOLE T +50BP. SHORT 1ST CPN. CPN=6.8% TO 9/16 S/A (30/360), THEREAFTER 3MO US$LIBOR +222.75BP QTRLY (ACT/360). PAYS IN CASH
AMERICAN INTL GROUP XS0291642154 2017-03-15 EUR 4.875 VARIABLE 1 50000 105 105.7 4.61% CALL @MW+25BP. LEGAL FINAL MTY 3/15/67. CPN =4.875% UNTIL 3/15/17 (ANN, ACT/ACT)THEN 3MO EURIBOR + 173BP(QTRLY, ACT/360) IF NOT CALLED. PAYS IN CASH.
AMERIPRISE FINANCIAL INC US03076C2052 2014-06-15 USD 7.750 FIXED 4 25 0 0 0.00% BABY BONDS. GREENSHOE=1.2MM SHRS.
ANTON VENETA CAP TRUST XS0131739236 2013-12-27 EUR 6.521 FLAT TRADING 4 1000 72.4 74.1 8.80% CPN RATE=3MO EURIBOR +310BP TO 9/11; THEREAFTER +630BP. TRUST PFD SEC. PAYS IN DIVIDENDS. CPN ON 09/27/13 - DEFERRED
ANTONVENETA CAP TRUST I XS0122238115 EUR 6.521 FLAT TRADING 4 1000 70 73.7 8.85% CPN RATE=3MO EURIBOR +375BP UNTIL 03/21/11; THEREAFTER +630BP. SUB. FINAL MTY: 12/31/2100. PAYS IN DIVIDENDS. CPN ON 9/23/13 DEFERRED.
ARCH CAPITAL GROUP LTD BMG0450A1475 USD 8.000 FIXED 4 25 25 25 8.00% #N/A Field Not Applicable
ARCHER DANIELS US0394832010 USD 6.250 FIXED 4 50 40.8 40.8 15.32% PRX/SHR=$47.55. INIT CVR PREM=20%. GREENSHOE=5MM EQUITY UNITS. SHORT 1ST CPN. CPN=4.7% INTEREST RATE + 1.55% CONTRACT ADJ PMT. CVR RATIO:MIN=1.0515 MAX=1.2618
ARGON CAPITAL PLC (FOR R XS0323839042 2013-12-31 GBP 2.848 VARIABLE 4 1000 84.9 85.3 3.34% CPN=8.162% TO 10/5/12(ACT/ACT, ANNL);THEN 3MO śLIBOR +233BP(ACT/365, QTLY).SR 10PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 9/30/11
ASR NEDERLAND NV NL0009213552 2019-09-30 EUR 7.250 FIXED 1 1 114.6 116.5 1.56% LONG 1ST CPN. EXCHANGED FROM NL0009213537.
ASR NEDERLAND NV NL0009213545 2019-10-26 EUR 10.000 VARIABLE 1 1 129.5 131.5 1.90% FIX CPN =10% UNTIL 10/19 (ACT/ACT), THEREAFTER 3MO EURIBOR +970.5BP (ACT/360). EXCHANGED FROM NL0009213529.
ASR NEDERLAND NV NL0009213537 2013-12-30 EUR 6.250 FIXED 4 100 101.8 102 6.13% EXCHANGED INTO NL0009213552. PAYS IN CASH.
ASSICURAZIONI GENERALI XS0257010206 2026-06-16 GBP 6.269 VARIABLE 1 50000 101.6 102.5 6.12% CPN=6.269% TO 06/26 (ACT/ACT) ANNLY; THEN 3MO śLIBOR +235BP (ACT/365) QTRLY. PAYS IN CASH
ASSICURAZIONI GENERALI XS0283627908 2022-02-08 GBP 6.416 VARIABLE 1 50000 101.8 102.6 6.25% CPN= 6.416% TO 02/22 (ACT/ACT); THEREAFTER 3MO śLIBOR +220BP (ACT/365). PAYS IN CASH.
AT&T INC US00211G2084 USD 6.375 FIXED 4 25 25.1 25.1 6.35% LONG 1ST CPN.
AVIVA PLC XS0206511130 2014-11-28 EUR 4.729 VARIABLE 1 1000 99.8 100.4 4.71% CPN=4.7291 TO 11/14 (ACT/ACT); THEN 3MO EURIBOR+177BP (ACT/360). LONG 1ST CPN. PAYS IN CASH
AVIVA PLC XS0177447983 2022-09-29 GBP 6.125 VARIABLE 1 10000 103.9 104.9 5.84% #N/A Field Not Applicable
AVIVA PLC XS0177448288 2015-09-29 EUR 5.700 VARIABLE 1 10000 102.5 103.2 5.52% CPN RATE=5.70% TO 9/15 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +235BP QRTLY (ACT/360). PAYS IN CASH
AXA XS0188935174 2014-04-02 EUR 4.364 VARIABLE 1 1000 100 100.5 4.34% CPN=5%+(0.22*10YR ?CMS) TO 04/06; THEREAFTER 4%+(0.22*10YR ?CMS) SERIES 17, TRANCHE 1.
AXA SA XS0203470157 2013-10-29 EUR 1.564 VARIABLE 2 1000 73.4 75.3 2.08% CPN RATE=6% TO (ANNLY) TO 10/05; THEN 10YR ?CMS +5BP (S/A). MAX CPN=8%. SERIES 18, TRANCHE 1.
AXA SA XS0181369454 2013-12-02 EUR 2.374 FLOATING 4 1000 76.2 77.5 3.06% CPN=10YR ?CMS +20BP. MAX CPN=10%. ORIG ISS AMT:?200MM. ADD'L ?100MM ISS'D 12/03 @101%.
AXA SA XS0184718764 2014-01-30 USD 2.830 FLOATING 4 1000 93.4 94.7 2.99% CPN RATE=US$ CMT10 +25BP. MAX CPN=8%. SERIES 15. TRANCHE 1.
AXA SA XS0179060974 2013-10-29 EUR 2.830 FLOATING 4 1000 82.2 83.3 3.40% CPN=EUR TEC10 CNO + 55BP. SERIES 13, TRANCHE 1.
AXA SA XS0207825364 2013-12-20 EUR 5.052 VARIABLE 1 1000 98.1 100.7 5.02% SERIES 19. TRANCHE 1. PAYS IN CASH
AXA SA XS0210434782 2014-01-25 EUR 4.784 VARIABLE 1 1000 99.2 100.8 4.75% SERIES 20. TRANCHE 1.
AXA SA XS0260056717 2026-07-06 GBP 6.686 VARIABLE 1 1000 107.6 108.7 6.15% CPN=6.6862% ANNLY (ACT/ACT) TO 07/26, THEN 3MO śLIBOR +275BP (ACT/365). SERIES 23, TRANCHE 1. PAYS IN CASH
AXA SA XS0260056048 2016-07-06 GBP 6.667 VARIABLE 1 1000 103.7 104.5 6.38% CPN=6.6666% (ANNLY, ACT/ACT) TO 07/16, THEN 3MO śLIBOR +250BP (QTLY, ACT/365). SERIES 22, TRANCHE 1. PAYS IN CASH
AXA SA XS0325823119 2019-10-16 GBP 6.772 VARIABLE 1 1000 107.3 108.1 6.26% CPN=6.772% TO 10/19 (ANNLY, ACT/ACT);THEN 3MO śLIBOR +237BP (QRTLY, ACT/365). PAYS IN CASH.
AXA SA XS0260057285 2016-07-06 EUR 5.777 VARIABLE 1 1000 104.9 105.7 5.47% CPN=5.777% ANNLY (ACT/ACT) TO 07/16, THEN 3MO EURIBOR +250BP (ACT/360). SERIES 21, TRANCHE 1. PAYS IN CASH
AXA SA XS0323922376 2017-10-05 EUR 6.211 VARIABLE 1 1000 109 109.8 5.66% CPN=6.211% (ANNLY ACT/ACT) TO 10/17; THEN 3MO EURIBOR + 250BP (QTLY ACT/360). PAYS IN CASH.
AXA SA XS0185672291 2014-02-06 USD 2.838 FLOATING 2 1000 92.8 93.8 3.03% CPN=CMS10 +5BP. MAX CPN=8%.
AXA SA AU0000AXJHA9 2016-10-26 AUD 4.130 FLOATING 4 100000 98.3 98.8 4.18% CPN RATE=3MO BBSW+140BP TO 10/16; THERAFTER 3MO BBSW+240BP. HYBRID. MIN PC FOR AU INVESTORS: A$500,000. PAYS IN CASH.
AXA SA AU0000AXJHB7 2016-10-26 AUD 7.500 VARIABLE 2 100000 104.9 105.3 7.12% CPN=7.5% TO 10/16(ACT/ACT). IF NOT CALLED BBSW3M+240BP(ACT/365). MIN CONSIDERATION W/IN AU: A$500,000.
ELM BV (SWISS REIN CO) AU3CB0024743 2017-05-25 AUD 7.635 VARIABLE 2 100000 79.2 80.8 9.45% CPN=7.635% TO 5/17 ACT/ACT; THEN 6MO BBSW + 217BP ACT/365. HYBRID. CPN DEFER S/AWHERE SWISS RE BREACHES MIN SOLVENCY REQMTS; ANNLY WHERE MAND DEF EVENT OCCURE
AXA SA XS0503665290 2020-04-16 EUR 5.250 VARIABLE 1 50000 112.1 112.7 4.66% CPN=5.25% (ANNLY, ACT/ACT) TO 04/20. THEN CPN=3MO EURIBOR + 305BP (QRTLY, ACT/360).
BA-CA FIN CAYMAN LTD 2 DE000A0DYW70 2014-03-22 EUR 1.838 VARIABLE 1 1000 68.7 70.2 2.62% CPN RATE=7.5% TO 3/06; THEREAFTER 10YR ?CMS +15BP. NON-CUM PREF SECURITIES. LONG 1ST CPN. MAX CPN=8%.
BA-CA FINANCE CAYMAN LTD DE000A0DD4K8 2014-04-28 EUR 1.614 FLOATING 2 1000 67.6 70.4 2.29% CPN=6% TO 10/05; THEN 10YR ?CMS+10BP. MAX CPN=8%. NON-CUM PREF SEC.
BANCA CR FIRENZE XS0181782144 EUR 1.175 FLOATING 4 100000 0 0 0.00% SERIES 13, TRANCHE 1.
BANCA ITALEASE CAP TRUST XS0255673070 2016-06-06 EUR 1.525 FLAT TRADING 4 1000 72.3 85 1.79% CPN=3MO EURIBOR + 130BP TO 06/16; THEREAFTER 3MO EURIBOR + 230BP. NON-CUMULATIVE TRUST PFD SECURITY. DVD SUSPENDED SINCE 6/7/10. PAYS IN CASH.
BANCA LOMBARDA PREF SEC XS0108805564 2013-12-10 EUR 6.165 FLOATING 4 1000 93.5 93.5 6.59% NON-CUM PFD TRUST SECS.
BANCA POP BERGAMO CAP TR XS0123998394 2013-11-15 EUR 6.165 VARIABLE 4 1000 98 98 6.29% CPN RATE=8.364% (ANLY, ACT/ACT) TO 02/11; THEREAFTER 3MO EURIBOR + 460BP (QTLY, ACT/360).EFF02/11 460BPS REMOVED,NEW SPRD:594BP PAYS IN DIVIDENDS
BANCA POPOLARE DI MILANO XS0372300227 2018-06-25 EUR 9.000 VARIABLE 1 50000 107 108.8 8.27% CPN= 9% (ANNLY, ACT/ACT) TO 06/18; THEN 3MO EURIBOR + 618BP (QRTLY,ACT/360). PAYS IN CASH.
BANCA POPOLARE LODI TRST XS0223454512 2015-06-30 EUR 6.742 VARIABLE 1 1000 100.1 101.1 6.67% CPN RATE=6.742% TO 06/15 (ACT/ACT) ANNLY; THEN 3MO EURIBOR +525BP (ACT/360) QTRLY. NON-CUM PFD TRUST SECS. PAYS IN CASH
BANCAJA EMISIONES SA UNI XS0205497778 EUR 4.625 EXCHANGED 1 1000 0 0 0.00% CPN=4.625% TO 11/17/14; THEN 3MO EURIBOR +217BP QTRLY (ACT/360). RESTRUCTURED EFF. 05/23/13; EXCHANGED INTO ES0113307021
BANCO BRADESCO (CAYMAN) US05946NAG07 USD 6.750 FIXED 2 1000 113.8 113.8 5.93% ISS'D UNDER 144A.
BANCO BRADESCO (CAYMAN) USG08010BH52 USD 6.750 FIXED 2 1000 112.7 112.7 5.99% ISS'D UNDER REGS. CUMULATIVE. CO MAY DEFER PYMT OF INTEREST AND/OR PRINCIPAL AT NOTE RATE +1%.
BANCO DE CHILE USP09376AC14 USD 6.250 FIXED 2 1000 107.8 107.8 5.80% #N/A Field Not Applicable
BANCO DE CHILE US059520AA47 USD 6.250 FIXED 2 1000 107.5 108 5.79% ISS'D UNDER 144A.
BANCO ESPANOL DE CREDITO DE000A0DEJU3 2014-04-29 EUR 1.639 VARIABLE 2 1000 77.2 79.5 2.06% CPN RATE=6% TO 10/05 (ANNLY); THEREAFTER 10 YEAR CMS + 12.5BP (S/A).
BANCO ESPANOL DE CREDITO DE000A0DE4Q4 2013-11-05 EUR 5.500 FIXED 2 1000 99.7 100.8 5.46% PAYS IN DIVIDENDS
BANCO POPOLARE SCARL XS0304963290 2017-06-21 EUR 6.156 VARIABLE 1 50000 97.7 99 6.22% CPN=6.156% TO 06/17 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +228BP (QTLY, ACT/360). PAYS IN CASH.
BANCO POPOLARE SCARL XS0304963373 2017-06-21 EUR 6.756 VARIABLE 1 50000 97.3 99 6.82% CPN=6.756% TO 06/17 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +188BP (QTLY, ACT/360). PAYS IN CASH.
BANCO DE SABADELL SA XS0267456084 2016-09-20 EUR 5.234 VARIABLE 1 50000 85 90 5.82% CPN=5.234% ANNLY (ACT/ACT) TO 09/16; THEREAFTER 3MO EURIBOR +217BP QTRLY (ACT/360). NON-CUMULATIVE PERPETUAL PREF SEC. PAYS IN CASH.
BANIF FINANCE LTD XS0280064204 2016-12-22 EUR 1.591 FLOATING 4 1000 35 35 4.55% CPN=3MO EURIBOR +137BP TO 12/16; THEN IF NOT CALLED 3MO EURIBOR +237BP. SERIES 7. TRANCHE 1.
BANK OF AMERICA CORP US0605055591 USD 8.625 FIXED 4 25 25 25 8.63% GREENSHOE=15,300,000 SHARES. EXERCIZED 4,920,000 SHARES ON 4/29/08.
BANK OF AMERICA CORP US0605057654 USD 8.200 FIXED 4 25 25 25 8.20% SHORT 1ST CPN. SERIES H. NON-CUMULATIVE. DEPOSITARY SHARES.
BANK OF AMERICA CORP US0605055831 2013-10-31 USD 4.000 FLOATING 4 25 21.2 21.2 4.72% DEP SHR=1/1200 PREF SHR. SHORT 1ST CPN. CPN FLOOR=4%.
BANK OF AMERICA CORP US0605058157 2013-11-15 USD 4.000 FLOATING 4 25 22.3 22.3 4.48% DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH INTEREST IN A SHR OF FLT RT NON- CUM PFD STK. SRS E. DIV RT=3MO US$LIBOR +35BP. MIN=4%.GREENSHOE EFF 7MM SHRS.
BANK OF AMERICA CORP US0605056250 2013-10-31 USD 3.000 FLOATING 4 25 18.9 19 3.95% CPN RATE= 3MO US$LIBOR+65BP. MIN CPN=3%. DEPOSITARY SHR. 1/1200TH PFD SER 2. SHORT 1ST CPN. DRD ELIGIBLE, SUBJECT TO REVIEW.
BANK OF BARODA/LONDON XS0301888615 2017-05-25 USD 6.625 VARIABLE 2 1000 103.8 104.9 6.32% #N/A Field Not Applicable
BANK OF IRELAND CAPITAL XS0213178295 EUR VARIABLE 1 1000 0 0 0.00% CPN=6.25% TO 03/07; THEREAFTER; 10YR ?CMS +10BPS. MAX CPN=8%. TIER 1. LONG 1ST CPN. NON-CUM PREFERRED SEC'S. 3/3/10 INT PYMT NOT PAID. PAYS IN CASH
BANK OF IRELAND HOLDINGS XS0125611482 2013-12-07 EUR 3.485 VARIABLE 4 1000 1 16 21.78% CPN RATE=7.4% ANNLY TO 3/11; THEREAFTER 3MO EURIBOR +326BP. SUB. CPN DEFERRED. 2/4/10 INTEREST PYMT DEFERRED. RESUMED PAYMEnT 02/01/2011. PAYS IN CASH
BANK OF NOVA SCOTIA CA0641496777 2014-04-26 CAD 6.250 VARIABLE 4 25 25 25 6.25% CPN=6.25% TIL 4/25/14; THEREAFTER RESETS EVERY 5 YRS @ +414BP OVER GOC BOND YLD.CONVERTIBLE INTO SERIES AM ON CALL DATES.
BANK ONE CAPITAL III US06423KAA97 USD 8.750 FIXED 2 1000 139.1 139.1 6.29% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. TRUPS (TRUST ORIGI PFD SECS). UNSEC'D. CALL @ > OR MAKE WHOLE +50BP. LONG 1ST CPN. PAYS IN DIVIDENDS
FIRST CHI NBD INST CAP I US31945HAA32 2013-11-01 USD 0.815 FLOATING 4 1000 88.3 88.3 0.92% CPN RATE=3MO US$LIBOR +55BP. CO MAY DEFER CASH PYMT FOR UP TO 20 PAY PERIODS. CAP SECS. GTD BY 1ST CHICAGO NBD CORP. PAYS IN CASH
BANPONCE TRUST I US066915AA78 2013-11-01 USD 8.327 FIXED 2 1000 96.1 96.8 8.60% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. CAP SECS. SHORT 1ST CPN. CO REPURCH $6MM IN 5/02. PAYS IN CASH
BANQUE FED CRED MUTUEL XS0207764712 2014-12-15 EUR 1.947 VARIABLE 2 1000 69.9 71 2.74% CPN=6% TO 12/05 (ANNLY); THEN 10YR EIISDA + 10BP (S/A). MAX CPN=8%. SERIES 85. TRANCHE 1.
BANQUE FED CRED MUTUEL XS0212581564 2015-02-25 EUR 1.985 FLOATING 1 1000 70.1 71.3 2.78% CPN=7% TO 02/06; THEN EIISDA10 + 10BP. MAX CPN=8%. SERIES 99. TRANCHE 1
BANQUE FED CRED MUTUEL XS0218324050 2015-10-28 EUR 4.471 VARIABLE 1 1000 102 102.9 4.34% CPN=4.471% TO 10/15 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +185BP (QTRLY, ACT/360). SHORT 1ST CPN. SERIES 105, TRANCHE 1. PAYS IN CASH
BARCLAYS BANK PLC US06739H7769 2013-12-15 USD 7.100 FIXED 4 25 24.3 26.9 6.60% DEP SHARE=PFD SHR. GREENSHOE OF 7MM EXERC'D ON 09/12.
BARCLAYS BANK PLC US06739H3628 2013-12-15 USD 8.125 FIXED 4 25 25.5 27.1 7.50% LONG 1ST CPN. GREENSHOE= 15MM SHARES UNTIL 4/22/08. SERIES 5.
BARCLAYS BANK PLC US06739H5110 2013-12-15 USD 7.750 FIXED 4 25 26 26 7.45% AMERICAN DEPOSITARY SHARES, SERIES 4 REPRESENTING NON-CUM US$ PREF SHARES, SERIES 4. GREENSHOE OF 6MM SHRS EXERCISED ON 12/05/07.
BARCLAYS BANK PLC US06739FEY34 2016-12-15 USD 5.926 VARIABLE 2 1000 106.3 106.3 5.57% CPN=5.926 TO 12/16(S/A,30/360);THEN 3MO US$LIBOR+175BP(QRTLY,ACT/360)ISS'D UNDER144A.SHRT 1ST CPN.ISSR'S OPT TO DEFER PYMTS;SATISFY W/IN 10YRS.PAYS IN CASH
BARCLAYS BANK PLC XS0214398199 2020-03-15 EUR 4.750 VARIABLE 1 10000 98.4 99.3 4.78% CPN=4.75% TO 3/20 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +71BP QTRLY (ACT/360).NON-CUM PREF SHRS. TIER ONE. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0248675364 2036-12-15 GBP 5.330 VARIABLE 1 1000 92.7 94.4 5.65% CPN=5.3304% TO 12/36; THEN 3MO GBP LIBOR + 198.5. SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0205937336 2014-12-15 EUR 4.875 VARIABLE 1 10000 97.4 98.3 4.96% CPN=4.875% TO 12/14 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +105BP QTRLY (ACT/360). LONG 1ST CPN. NON-CUM PREF SHRS. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0150052388 2032-06-15 GBP 6.000 VARIABLE 2 1000 100 102.1 5.88% CPN=6% TO 6/32 (ACT/ACT); THEREAFTER 6MO śLIBOR+89BP (ACT/365). SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0222208539 2017-12-15 GBP 6.000 VARIABLE 1 10000 101.8 103 5.83% CPN=6% TO 12/17(ANNLY); THEN GBPLIBOR + 142BP (QRTLY). SHORT 1ST CPN. PREF SHRS.PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0305103482 2019-12-15 GBP 6.369 VARIABLE 1 1000 100.2 101.7 6.26% CPN= 6.3688% (ANNLY, ACT/ACT)TO 12/19; THEN 3MO GBPLIBOR + 170BP(QRTLY,ACT/365).SHORT 1ST CPN. PAYS IN CASH.
BARCLAYS BANK PLC XS0155141830 2032-06-15 USD 6.860 VARIABLE 2 1000 110.8 112.1 6.12% CPN=6.86 (30/360) TO 6/32; THEREAFTER 6MO US$LIBOR +173BP (ACT/360). ISS'D TONS (TIER 1 NOTES). SHORT 1ST CPN.
BARCLAYS BANK PLC XS0269453139 2016-12-15 USD 5.926 VARIABLE 2 1000 105.5 106.5 5.56% CPN=5.926% TO 12/16; THEN CPN=3MO US$LIBOR +175BP IF NOT CALLED ON 12/15/16. ISSUER'S OPTION TO DEFER PYMTS; MUST SATISFY WITHIN 10YRS. PAYS IN CASH.
BARCLAYS BANK PLC XS0145875513 2027-04-19 GBP 6.125 VARIABLE 1 1000 101.9 103.8 5.90% CPN=6.125% (ANN) TO 4/27, THRAFTR CPN RESET EVERY 5 YRS @ 5YR UKT +207BP (ANN). ORIG ISS AMT:ś400MM. ADD'L ś150MM ISS'D 6/03 @ 108.617%. PAYS IN CASH
BARCLAYS BANK PLC XS0120327571 2015-11-27 GBP 6.875 VARIABLE 1 1000 103.5 104.7 6.57% CPN=6.875% (ANN)TO11/15; THEN 5 YR GILT +295BP (ANN). CPN WILL RESET EVERY 5YRS.UNSEC'D. ORIGINAL ISS AMT:ś400MM. ADDL ś250MM ISS'D 5/01 @ 100.370%.PAYS IN CASH
BARCLAYS BANK PLC XS0145875190 2017-04-19 GBP 6.375 VARIABLE 1 1000 104.5 106 6.01% CPN=6.375% (ANN) TO 04/17; THRAFTR CPN RESET EVERY 5 YRS @ 5YR UKT +202BP (ANN).ORIG ISS AMT:ś400MM. ADD'L 65MM ISS'D 3/03 @109.984%. PAYS IN CASH
BARCLAYS BANK PLC XS0322792010 2017-12-15 USD 7.434 VARIABLE 2 1000 111.3 112.5 6.61% SHORT 1ST CPN. CPN=7.434% TO 12/15/2017; THEREAFTER 3MO US$LIBOR + 317BP. PAYS IN CASH.
BARCLAYS BANK PLC XS0118932366 2020-10-24 GBP 7.125 VARIABLE 1 1000 109.9 112.1 6.36% CPN=7.125% TO 10/20; THEREAFER 5 YR GILT +315BP. CPN WILL RESET EVERY 5 YRS. ORIGINAL ISS AMT: ś275MM. ADDL ś250MM ISS'D 5/01 @ 104.218%. PAYS IN CASH
BARCLAYS BANK PLC XS0350187430 2018-12-15 GBP 8.250 VARIABLE 1 1000 111.5 113.2 7.29% CPN= 8.25% TO 12/15/2018; T/AFTR CPN = 3M śLIBOR +4%. CPN STEPS UP 100BP IF NOT CALLED 12/18. SR 166.TRANCHE 1.
BARCLAYS BANK PLC US06738C8284 2034-12-15 USD 6.278 VARIABLE 2 10000 103 104.3 6.02% CPN RATE=6.278% TO 12/34; THEREAFTER 3MO US$LIBOR +155BP. LONG 1ST CPN. SERIES 1. ADR REPR NON-CUM PFD SHR. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0360950249 2018-04-25 USD 7.700 VARIABLE 2 1000 108.5 108.5 7.10% CPN RT=7.7% TO 4/18; THEREAFTER 3MO US$ LIBOR + 424BP.
BARCLAYS BANK PLC XS0015014615 2014-01-31 GBP 1.509 FLOATING 4 250000 76.7 78.9 1.91% CPN RATE=3MO śLIBOR +50BP TO 10/99; +70BP TO 10/09; THEREAFTER @ +100BP. RATES ARE ROUNDED TO THE NEAREST 1/16TH. UNSEC'D.
BARCLAYS BANK PLC GB0000779529 2014-01-07 USD 0.646 FLOATING 2 10000 68 69 0.94% CPN RATE=6MO $LIMEAN +25BP. SUB PRIMARY CAPITAL NOTES. CO BOUGHT BACK $107.540MMEFF 3/25/96.
BARCLAYS BANK PLC US06739GAD16 2017-12-15 USD 7.434 VARIABLE 2 1000 112 112 6.64% ISS'D UNDER 144A. SHORT 1ST CPN. CPN=7.434% TO 12/15/2017; THEREAFTER 3MO US$LIBOR + 317BP. PAYS IN CASH.
BARCLAYS BANK PLC US06739HAA59 2018-04-25 USD 7.700 VARIABLE 2 1000 109.3 110.8 6.95% CPN RT=7.7% TO 4/18; THEREAFTER 3MO US$ LIBOR + 424BP. ISS'D UNDER 144A.
BARCLAYS BANK PLC XS0397801357 2019-06-15 GBP 14.000 VARIABLE 1 1000 131 132.1 10.60% SHRT 1ST CPN. ś2.5BLN SOLD TO STRAT.INVESTORS. ś500MM SOLD TO INST.INVESTORS. CPN=14% TO 06/19 (ANNLY, ACT/ACT); THEN 3MO GBP LIBOR +1340BP (QRTLY, ACT/365).
BARCLAYS BANK PLC US06739F3901 2013-12-15 USD 6.625 FIXED 4 25 25.4 25.4 6.52% SERIES 2 ADR REPR NON-CUM PRD SHR. GREENSHOE OF 3MM EXERCISED ON 4/28/06.
BARCLAYS BANK PLC XS0046132014 2023-10-11 GBP 9.000 FIXED 1 1000 118.3 121.2 7.43% ISS'D IN EXCH OF RG TRANCHE. CALL FROM 10/93-10/23 @HIGHER OF GROSS RDMPTN YLD OF REF STK OR 100%; THEREAFTER CALL @100%. UNSEC'D. PAYS IN CASH
BARCLAYS BANK PLC US06738CAG42 2032-06-15 USD 6.860 VARIABLE 2 1000 111.5 111.5 6.15% CPN=6.86 (30/360) TO 6/32; THEREAFTER 6MO US$LIBOR +173BP (ACT/360). ISS'D UNDER144A. ISS'D TONS (TIER 1 NOTES). SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0071252919 2021-11-27 GBP 9.250 VARIABLE 1 1000 117.8 121.8 7.59% CPN RATE=9¬% TO 11/21; THEREAFTER ANNUALLY RESET EVERY 5YRS@5YR UK GOVT+225BP. CO NAME CHG TO:WOOLWICH PLC 7/97. SECURITY HAS NOT BEEN CALLED ON 11/21.
BAWAG CAP FIN JERSEY II DE0008600966 2014-03-27 EUR 7.125 FIXED 4 25 25 25.1 7.10% ALSO AMSTERDAM SE. SUB, UNSEC'D.
BAWAG CAP FIN JERSEY LTD XS0119643897 2014-01-31 EUR 4.926 VARIABLE 4 1000 0 0 0.00% CPN RATE=8.765% ANNLY TO 10/10(ACT/ACT); THEREAFTER 3MO EURIBOR +470BP QTRLY (ACT/360). NON-CUM PREF SECS.
BAYER AG XS0225369403 2015-07-29 EUR 5.000 VARIABLE 1 1000 102.5 102.8 4.86% CPN=5% TO 07/15 (ANNLY); THEN 3MO EURIBOR +280BP (QTRLY). PAYS IN CASH. P
BAYERNLB CAPITAL TRUST I XS0290135358 2017-05-31 USD 6.203 FLAT TRADING 1 1000 90 92.2 6.73% TRADING FLAT SINCE 05/31/2011. CPN=6.2032% ANNLY (ACT/ACT) TO 05/17, THEN 3MO US$LIBOR +198BP QTLY (ACT/360). SHORT 1ST CPN. ALSO SPREAD: MID-SWAPS +98BP.
BB&T CAPITAL TRUST VI US05531B2016 USD 9.600 FIXED 4 25 25.5 25.5 9.41% GREENSHOE=3MM SHRS. FINAL MTY: 8/1/2069.
BBVA BANCOMER SA USG09077AB73 2017-05-17 USD 6.008 VARIABLE 2 1000 101.8 101.8 5.90% CPN=6.008% TO 5/17; THEREAFTER 3MO US$LIBOR +181BP.
BBVA BANCOMER SA US055295AB54 2017-05-17 USD 6.008 VARIABLE 2 1000 104.8 104.8 5.73% CPN=6.008% TO 5/17; THEREAFTER 3MO US$LIBOR +181BP. ISS'D UNDER 144A. PAYS IN CASH.
BBVA INTL PREF UNIPERSON XS0266971745 2016-09-20 EUR 4.952 VARIABLE 1 50000 101.4 102.6 4.83% CPN=4.952 (ANNLY, ACT/ACT) TO 09/16, THEN 3MO EURIBOR +195BP (QTLY, ACT/360). NON-CUMULATIVE PERPETUAL GTD PREFERRED SEC. PAYS IN CASH.
BBVA INTL PREF UNIPERSON XS0229864060 2015-09-22 EUR 3.798 VARIABLE 1 1000 99.4 100.7 3.77% CPN=3.798% TO 09/15 (ACT/ACT); THEREAFTER 3MO EURIBOR +165BP (ACT/360). ALSO NON-CUMULATIVE PERPETUAL GTD PREFERRED SEC. PAYS IN CASH
BBVA INTL PREF UNIPERSON XS0457228137 2014-10-21 EUR 8.500 VARIABLE 1 50000 101.2 102 8.33% CPN=8.5% TO 10/14 (ANN, ACT/ACT), THEN CPN = 3MO EURIBOR +574 BP (QTLY, ACT/360)SERIES E. NON- CUM PERP GTD PREF. ISS'D IN EXCH OF XS0229864060 & XS0266971745.
BBVA INTL PREF UNIPERSON XS0457234291 2014-10-21 GBP 9.100 VARIABLE 1 50000 100.8 101.7 8.95% CPN=9.1% TO 10/14 (ANN, ACT/ACT), THEN CPN= 3MO GBP LIBOR+570 BP (QTLY, ACT/365)SERIES F. NON-CUM PERP GTD PREF SEC. ISS'D IN EXCH OF XS0308305803.PAYS IN DVDS
BBVA INTL PREF UNIPERSON US05530RAB42 2017-04-18 USD 5.919 VARIABLE 2 1000 102.3 103.2 5.74% ISS'D IN EXCH OF 144A SEC; SEE CUSIP# 05530RAA6. CPN=5.919 TO 4/18/17; THEN 3MO US$LIBOR +82BP. MIN CPN=5.919%. CALLABLE EVERY 10YRS.
BCP FINANCE CO XS0194093844 2014-06-09 EUR 5.543 VARIABLE 1 100 65.1 66.8 8.30% NO DIVIDEND PAYMENT ON 06/09 PAYS IN DIVIDENDS SERIES C.
BCP FINANCE CO XS0231958520 2015-10-13 EUR 4.239 VARIABLE 1 1000 65.5 66.8 6.35% NO DIVIDEND PAYMENT ON 06/09 NON-CUMM PREF SEC. SERIES D. PAYS IN DIVIDENDS
BEHR GMBH & CO DE000A0LRKT8 2014-07-15 EUR 7.875 VARIABLE 1 50000 0 0 0.00% CPN RATE=7.875% TO 7/14 ANNLY (ACT/ACT); THEN 3MO EURIBOR +500BP QRTLY (ACT/360)INTIALLY SUSPENDED PAYMENT DUE 07/15/10 HAS NOW BEEN PAID.
WR BERKLEY CAP TRUST II US08449Q2030 USD 6.750 FIXED 4 25 25.1 25.1 6.72% CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS.
BES FINANCE LTD XS0171467854 2014-07-02 EUR 5.580 VARIABLE 1 1000 3.7 14 39.86% PAYS IN DIVIDENDS SUB. TIER I. ?450MM ISS'D 7/04; ADD'L ?150MM ISS'D 3/20/04 @102.468%.
BES FINANCE LTD XS0207754754 2015-03-16 EUR 4.500 VARIABLE 1 1000 3 18 25.00% SHORT 1ST CPN.
BES FINANCE LTD XS0147275829 2013-11-08 EUR 3.058 VARIABLE 4 1000 3 13 23.52% MOD FOLLOW BUS DAY CNVTN. UNSEC'D. SUB. PAYS IN CASH
BGE CAPITAL TRUST II US05541Q2066 2013-10-31 USD 6.200 FIXED 4 25 25.4 25.4 6.10% CO MAY DEFER DIV PYMT FOR UP TO 20 QTRS.
BMO CAPITAL TRUST CA05560HAD58 2014-12-31 CAD 5.474 FIXED 2 1000 100.9 100.9 5.43% BOATS(BK OF MONTREAL TR SECS).BOOK-ENTRY. SHORT 1ST CPN. PAYS IN CASH.
BMO CAPITAL TRUST CA05560HAE32 2015-12-31 CAD 4.633 VARIABLE 2 1000 103.4 103.5 4.48% BOATS(BK OF MONTREAL TR SECS). SHORT 1ST. BOOK-ENTRY. CPN RATE=4.633% TO 12/15; THEREAFTER CDOR +150BPS. PROV CALL ON ANY DIST DATE FROM 12/2010-12/2015.
BNCA POP COMMERCIO E IND XS0131512450 2014-06-27 EUR 6.161 VARIABLE 4 1000 0 0 0.00% CPN=9% TO 6/11 (ANLY, ACT/ACT); THEN 3MO EURIBOR +594BP (QTLY, ACT/360). PAYS IN DIVIDENDS
BNP PARIBAS FR0010239319 2014-10-17 EUR 4.875 FIXED 1 1000 100.9 101.6 4.80% NON-CUMULATIVE SEC. PAYS IN CASH
BNP PARIBAS FR0010306738 2016-04-12 EUR 4.730 VARIABLE 1 50000 102.4 103.2 4.58% CPN=4.73% TO 04/16 (ANNLY, ACT/ACT), THEN 3MO EURIBOR + 169BP (QTY, ACT/360). PAYS IN CASH
BNP PARIBAS USF1058YHV32 2015-06-29 USD 5.186 VARIABLE 2 1000 101 101.8 5.09% CPN RATE=5.186% TO 6/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +168BP QTRLY (ACT/360). PAYS IN CASH
BNP PARIBAS FR0010348557 2016-07-13 GBP 5.954 VARIABLE 1 50000 103.5 104.5 5.70% CPN=5.954% ANNLY (ACT/ACT) TO 07/16, THEN 3MO śLIBOR +181BP QTLY (ACT/365). PAYS IN CASH
BNP PARIBAS US05565AAB98 2037-06-25 USD 7.195 VARIABLE 2 100000 115.6 116.6 6.17% CPN=7.195% TO 6/37 S/A (30/360); THEREAFTER 3MO US$LIBOR +129BP (ACT/360). ISS'D UNDER 144A.
BNP PARIBAS FR0010239368 2014-10-17 USD 6.250 FIXED 1 2000 101.9 102.8 6.08% NON-CUMULATIVE.
BNP PARIBAS US05565AAA16 2015-06-29 USD 5.186 VARIABLE 2 1000 101 102.1 5.08% CPN RATE=5.186% TO 6/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +168BP QTRLY (ACT/360). ISS'D UNDER 144A. NON-CUM TIER 1. PAYS IN CASH
BNY CAPITAL IV US09656G2012 USD 6.875 FIXED 4 25 25.5 25.5 6.74% CO MAY DEFER DIV PYMT FOR UP TO 20 QTRS. GTD BY BANK OF NEW YORK.
BNY CAPITAL V US09656H2094 USD 5.950 FIXED 4 25 25.1 25.1 5.93% CO MAY DEFER DIV PYMT FOR UP TO 20 QTRS. DELISTED OTC AND LISTED NYSE EFF 05/07/03
BPI CAPITAL FINANCE LTD XS0174443449 2013-11-12 EUR 2.777 FLOATING 4 1000 75 85 3.27% SERIES C. CALL IF SECURITY NO LONGER QUALIFIES AS TIER 1. NON-CUMULATIVE PFD SHRS. PAYS IN DIVIDENDS
BPM CAPITAL TRUST I XS0131749623 2014-01-02 EUR 4.925 FLAT TRADING 4 1000 96.7 97.9 5.03% PAYS IN CASH. APRIL 2012, JULY 2012, OCT 2012, JAN 2013, APRIL 2013, JULY 2013 OCT 2013 PAYMENTS CANCELLED.
BRASKEM SA USP18533AD48 USD 9.750 FIXED 4 1000 90.8 90.8 10.74% #N/A Field Not Applicable
BRIT INSURANCE HOLDINGS XS0237631097 2020-12-09 GBP 6.625 VARIABLE 1 1000 101.8 103.3 6.41% CPN RATE=6.625% TO 12/20; THEREAFTER STEPS UP 340BP OVER THE THEN PREVAILING 10YR GILT.
CA PREFERRED FUND TR II XS0173838847 2014-01-30 USD 7.000 FIXED 4 1000 0 0 0.00% SHORT 1ST CPN. TIER I. NON CUMULATIVE TRUST PFD SECS. PAYS IN DIVIDENDS
CA PREFERRED FUND TRUST XS0161441000 2014-01-30 USD 7.000 FIXED 4 1000 101.2 101.9 6.87% NON-CUM. PREFERRED SECURITY. PAYS IN DIVIDENDS
CA PREFERRED FND TST III NL0000113868 2014-01-30 EUR 6.000 FIXED 4 1000 101 101.8 5.89% NON-CUM. PREFERRED SECURITY. RECORD DATE ON THE 15TH DAY PRIOR TO EACH PAY DATE.
CAIXA GALICIA PREFERENTE XS0237727440 EUR 4.572 VARIABLE 1 50000 15 20 22.86% CPN=4.572% TO 12/15 (ANNUAL, ACT/ACT); THEN 12MO EURIBOR +205BP (ANN, ACT/360).
CAIXA GERAL DEPOSIT FIN XS0230957424 2015-09-30 EUR 0.991 FLOATING 4 1000 43 48 2.06% CPN=3MO EURIBOR +77BP TO 09/15, THEN 3MO EURIBOR +177BP IF NOT CALLED. NON-CUMULATIVE. CAPITAL DISQUALIFICATION EVENT CALL.
CAIXA GERAL FIN XS0195376925 2014-06-28 EUR 1.021 FLOATING 4 1000 43 48 2.13% CPN RATE=3MO EURIBOR+ 80BP TO 6/14; THEREAFTER 3MO EURIBOR+ 180BP IF NOT CALLED.PERP NON-CUM PREF SHARES. TIER 1.
CAIXA TERRASSA PREFERENT XS0225115566 2014-08-10 EUR 2.110 VARIABLE 1 1000 66 75 2.81% NON-CUMMULATIVE PREFERENCE SHARES. CPN=8% TO 8/10; THEREAFTER 10YR ?CMS +10BP. MAX CPN=10%. PAYS IN CASH
CANARA BANK LONDON XS0276148847 2016-11-28 USD 6.365 VARIABLE 2 1000 102.4 103.4 6.16% #N/A Field Not Applicable
CAPITAL ISSUING GMBH DE0001365880 2014-07-31 EUR 7.133 VARIABLE 1 1000 0 0 0.00% CPN=7.133% TO 7/14 (ACT/ACT); THEREAFTER CPN RATE 12MO EURIBOR +444BP (ACT/360) SHORT 1ST CPN. PAYS IN DIVIDENDS
CAPITAL ONE CAPITAL II US14041L2043 USD 7.500 FIXED 4 25 24.8 24.8 7.56% ENHANCED TRUPS.
CAPSTEAD MORTGAGE US14067E3080 USD 1.260 FIXED 12 11 12.5 12.5 2.52% PRX/SHR=$17.7618.ISS'D AS A RESULT OF ACQ OF TYLER CABOT SEC FUND INC EFF 12/92.TRANS AGT: SOC NATL BK. CO MAY PAY DVDS IN CM STK. REIT. ALSO PAC SE. O/S 3/01.
CASINO GUICHARD PERRACH FR0010154385 2014-01-20 EUR 2.857 FLOATING 4 1000 74.5 75.7 3.77% CPN RATE=7.5% TO 1/08 (ANNLY, ACT/ACT); THEREAFTER 10YR ?CMS +100BP (QTRLY, ACT/360). MAX CPN=9%.
CBA CAPITAL TRUST II US12479BAA08 2016-03-15 USD 6.024 VARIABLE 2 1000 105.2 105.2 5.73% CPN RATE-6.024% TO 3/16; THEREAFTER 3MO US$LIBOR +174BP. ISS'D UNDER 144A. CBA CAPITAL TRUST II. PAYS IN BOTH CASH & DIVIDENDS
CBS CORP US1248574006 USD 6.750 FIXED 4 25 25 25 6.75% SENIOR NOTES.
CHASE CAPITAL II US161480AA64 2013-11-01 USD 0.765 FLOATING 4 1000 88 88 0.87% CPN RATE=3MO US$LIBOR +50BP. CO MAY DEFER CASH PYMT FOR UP TO 20 PERIODS. REOFFER PRX: 98.828%. PAYS IN CASH.
CHASE CAPITAL III US161478AA01 2013-11-01 USD 0.810 FLOATING 4 1000 88 88 0.92% CPN RATE=3MO US$LIBOR +55BP. CO MAY DEFER CASH PYMT FOR UP TO 20 PAY PERIODS. CAP SECS. CALL W/CHANGE IN TAX LAW AFTER 3/1/07. PAYS IN CASH
CHASE CAPITAL VI US16162LAA17 2013-11-01 USD 0.890 FLOATING 4 1000 86.8 86.8 1.03% CPN=3MO US$LIBOR +62«BP. SHORT 1ST CPN. DISC MARGIN: 68BP OVER 3MO US$LIBOR. CO MAY OPT TO DEFER INT PYMTS FOR UP TO 20 QTRS. CAP SECS. SERIES F. PAYS IN CASH.
CTBC BANK CO LTD HK XS0215262402 2015-03-17 USD 5.625 VARIABLE 2 1000 100.8 101.5 5.54% #N/A Field Not Applicable
CIE GEN ETAB MICHELIN FR0010034298 2013-12-03 EUR 6.375 VARIABLE 1 1000 0 0 0.00% CPN RATE=6.375% TO 12/13 ANNLY (ACT/ACT); THEREAFTER EURIBOR +295BP QTRLY (ACT/360). PAYS IN CASH
CITIGROUP CAP IX US1730662004 2013-10-31 USD 6.000 FIXED 4 25 25.3 25.3 5.93% GTD BY CITIGROUP. CO MAY DEFER INT PYMTS FOR UP TO 20 QTRS. DELISTED OTC AND LISTED NYSE EFF 03/06/03
CITIGROUP CAPITAL VIII US17306R2040 USD 6.950 FIXED 4 25 25.1 25.1 6.92% CO MAY DEFER CASH PYMT FOR UP TO 20 QTRS. DELISTED OTC EFF 9/28/01.
CITIGROUP CAPITAL XVI US17310L2016 USD 6.450 FIXED 4 25 25 25 6.45% #N/A Field Not Applicable
CLAUDIUS (CREDIT SUISSE) XS0371612762 2013-12-27 USD 8.250 FIXED 2 2000 0 0 0.00% RE-PACKAGING DEAL. CREDIT SUISSE ISSUING VIA CLAUDIUS.
CLERICAL MEDICAL FIN PLC XS0222798661 2015-06-24 EUR 4.250 VARIABLE 1 1000 100.4 100.9 4.21% CPN=4.25% TO 06/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +200BP QTRLY (ACT/360). PAYS IN CASH
CNP ASSURANCES FR0010167247 2014-03-11 EUR 3.392 FLOATING 1 1000 80.5 82 4.14% CPN=6.5% 03/08; THEN 3% + 22.5% * 10YR ?CMS.
CNP ASSURANCES FR0010093328 2013-12-21 EUR 2.560 FLOATING 4 1000 70.1 71.5 3.58% CPN=TEC 10 +10BP. MAX CPN=9%. ANALYTICS DEFAULT TO 1ST CALL DT. USE PPCR2 TO CHANGE MATURITY TYPE & DATE. DELETE CALL SCHEDULE IN PPCR2.
BPCE SA FR0010101949 2011-12-30 USD 2.330 FLOATING 4 1000 39.6 41.3 5.64% CPN=10YR CMT +30BP. MAX CPN=9%. SHORT 1ST CPN.
CNP ASSURANCES FR0010409789 2016-12-22 EUR 4.750 VARIABLE 1 50000 102.9 103.7 4.58% CPN=4.75% TO 12/16 ANNLY (ACT/ACT); THEREAFTER 3M EURIBOR + 184BP QURTLY ACT/360). PAYS IN CASH.
CNP ASSURANCES FR0010941484 2020-09-14 EUR 6.000 VARIABLE 1 50000 113.5 114.4 5.24% CPN 6% UNTIL 09/2020 THEREAFTER CPN EURIBOR 3MO PLUS 447.2 BASIS POINT. CUMULATIVE DEFERRAL (OPTIONAL AND MANDATORY). PAYS IN CASH.
COMCAST CORP US20030N4088 USD 7.000 FIXED 4 25 25.1 25.1 6.97% SHORT 1ST CPN. 5MM SHARE GREENSHOE EXERCISED EFF 9/20/06.
COMMERZBANK CAP FUND TRU DE000A0GPYR7 2016-04-12 EUR 5.012 FLAT TRADING 1 50000 103.6 105.6 4.75% CPN=5.012% TO 4/16 ANNLY(ACT/ACT);THEN 3MO EURIBOR +215BP QTRLY(ACT/360).NON-CUMTRUST PFD SECS.SPPT AGRMT W/ COMMERZBANK AG. CPNs RESUMED 4/13. PAYS IN CASH
COMMERZBANK CAP FUND TRU DE000CK45783 2013-12-18 EUR 1.723 FLAT TRADING 4 1000 0 0 0.00% CPN=5.25% TO 12/08 ANNLY (ACT/ACT); THEN 3MO EURIBOR +150BP QTRLY (ACT/360). NON-CUM TRUST PFD SECS. SPPT AGREEMENT W/ COMMERZBANK AG. PAYS IN CASH&DVDS.
COMMERZBANK CAP FUND TRU XS0248611047 2018-04-12 GBP 5.905 FLAT TRADING 1 50000 0 0 0.00% CPN=5.905% TO 4/18 ANNLY(ACT/ACT); THEN 3MO śLIBOR+216BP QTRLY (ACT/365).NON-CUMTRST PFD SECS. LONG 1ST CPN. EEA SALES RESTRICT. SPPT AGRMNT. NO PMT 4/12/11
CO-OPERATIVE BANK PLC GB00B3VMBW45 2015-12-14 GBP 5.556 VARIABLE 2 1000 0 0 0.00% CPN=5.5555% TO 12/14/15 (S/A, ACT/ACT); THEN 3MO śLIBOR +205BP (QRTLY, ACT/365).ISS'D IN EXCHANGE OF GB00B0JV1Q67.EX-DIV FROM 11/25/09.PAYS IN CASH.TRADES FLAT
CO-OPERATIVE BANK PLC GB00B3VH4201 GBP 13.000 FLAT TRADING 2 1000 0 0 0.00% ISSUED IN EXCHANGE FROM GB0001294882. PAYS IN CASH. TRADES FLAT.
COUNTRYWIDE CAPITAL V US2223882091 2013-10-11 USD 7.000 FIXED 4 25 25 25 7.00% INITIAL MTY DATE SHOWN. FINAL MTY: 11/1/66. ISSR MAY DEFER CASH PYMT FOR UP TO 40 PAY PERIODS.
CRED SUISSE FIRST BOST I XS0059124742 2015-08-17 GBP 10.250 VARIABLE 1 10000 105.8 106.2 9.65% CPN RATE=10¬% TO 8/15; THEN CPN PAID ANNLY RESET EVERY 5 YRS @ 5-YR UKT +280BP. CPN PAID ONLY IF DVD PAID TO SHAREHOLDERS. SEASONED 12/31/99.
CRED SUISSE GP FIN (GRN) XS0148995888 2017-06-07 GBP 6.875 VARIABLE 1 1000 106.4 109.1 6.30% CPN RATE=6.875% TO 6/17;THEREAFTER ANNUALLY CPN RESET EVERY 5 YRS @ UKT +245BP. PAYS IN CASH
CREDIT AGRICOLE SA FR0010161026 2015-02-04 EUR 1.916 VARIABLE 1 1000 75.1 76.5 2.50% PAYS IN CASH
CREDIT AGRICOLE SA FR0000475790 2018-06-20 GBP 5.000 VARIABLE 1 1000 100.5 102.3 4.89% CPN=5% TO 6/18, THEN AGG OF [197BP + THN 5YR UKT] ADD'L ś300MM ISS'D 9/03 @ 93.648%. SERIES 25, TR 1&2. . YIELDS TO 6/20/18. PAYS IN CASH.
CREDIT AGRICOLE SA FR0010248641 2015-11-09 EUR 4.130 VARIABLE 1 50000 101.2 102 4.05% CPN=4.13% TO 11/15 (ANNLY, ACT/ACT), THEN 3MO EURIBOR + 165BP (QTLY, ACT/360). PAYS IN CASH
CREDIT AGRICOLE SA FR0010291997 2016-02-24 GBP 5.136 VARIABLE 1 50000 101.6 102.5 5.01% CPN=5.136% TO 2/16 (ACT/ACT); THEN 3MO śLIBOR +157.5 BP (ACT/365). PAYS IN CASH
CREDIT AGRICOLE SA US225313AA37 2017-05-31 USD VARIABLE 2 1000 105.8 106.6 0.00% ISS'D UNDER 144A. CPN=6.637% TO 5/17 (S/A, 30/360); THEREAFTER 3MO US$LIBOR +123.25BP(QRTRLY, ACT/360). CALL @MAKE WHOLE+ 50BP. PAYS IN CASH.
CREDIT AGRICOLE SA FR0010814418 2019-10-26 GBP 8.125 VARIABLE 1 113.2 114.3 1.78% CPN=8.125% (ANLY, ACT/ACT) TO 10/19. THEN CPN=3MO GBP LIBOR + 646.79BP (QTLY, ACT/360). PAYS IN CASH.
#N/A Requesting Data... USF22797FK97 2019-10-13 USD 8.375 VARIABLE 2 115.4 116.3 1.80% CPN=8.375% TO 10/19 (S/A,ISMA-30/360);THEN 3MO US$LIBOR +698.2BP(QTLY, ACT/360).
CREDIT AGRICOLE SA USF22797FJ25 2017-05-31 USD 6.637 2 1000 105.9 106.6 6.23% CPN=6.637% TO 5/17 (S/A, 30/360); THEREAFTER 3MO US$LIBOR +123.25BP (QRTRLY, ACT/360). CALL @MAKE WHOLE+ 50BP. PAYS IN CASH.
CREDIT AGRICOLE SA US225313AB10 2019-10-13 USD 8.375 VARIABLE 2 1000 115.5 116.4 7.20% ISS'D UNDER 144A.CPN=8.375% TO 10/19(S/A,30/360); THEN 3MO US$LIBOR +698.2BP (QTL-ACT/360). PAYS IN CASH.
CREDIT SUISSE GUERNSEY US225448AB59 USD 0.954 FLOATING 4 2000 97.5 97.5 0.98% CPN RT=3MO US$ LIBOR +69BP TO 5/17. THEREAFTER +169BP. PAYS IN CASH.
CREDIT SUISSE GUERNSEY US225448AA76 2017-05-15 NA 5.860 VARIABLE 2 2000 106.5 106.5 5.50% CPN RT=5.86% TO 5/17 (S/A 30/360). THEN 3MO US$ LIBOR + 169BP (QTRLY ACT/360). PROV CALL. PAYS IN CASH.
DANSKE BANK A/S XS0214342569 2017-03-16 GBP VARIABLE 1 1000 103 104 0.00% CPN RATE=5.563% TO 3/17 (ANNLY); THEREAFTER 3MO śLIBOR +144BP (QTRLY). SERIES 110. TRANCHE 1. PAYS IN CASH
DEPFA FUNDING II LP XS0178243332 2014-10-30 EUR 6.500 FIXED 1 1000 59.5 61.5 10.57% ORIG ISS AMT:?300MM. ADD'L ?100MM ISS'D 2/04 @103.25%. NON-CUM PERP PFD SECS. CPN DUE 10/30/2009 10/30/10 ,10/30/11, 10/30/12 NOT PAID.
DEUTSCHE BK CAP FNDG TST US25153RAA05 2016-01-19 USD 5.628 VARIABLE 2 1000 102.2 103.4 5.44% CPN=5.628% TO 1/19/16 (S/A) IF NOT CALLED; THEN 3MO US$LIBOR +170BP. ISS'D UNDER 144A. PAYS IN CASH
#N/A Requesting Data... DE000A0E5JD4 2015-06-27 EUR 2.052 VARIABLE 1 1000 75.1 76.4 2.69% CPN=7% TO 6/10; THEN 10 * (10YR ?CMS - 2YR ?CMS). MIN CPN=1.75%. MAX CPN=10YR ?CMS. PERP PFD SECS. PAYMENTS IN CASH.
DB CAP FUND TRUST V DE000A0AA0X5 2013-12-02 EUR 6.150 FIXED 4 100 101.6 102.5 6.00% ALSO AMSTERDAM SE. PERPETUAL NON-CUMULATIVE NON-VOTING TRUST PREFERRED SECURITIES. TIER I. PAYS IN CASH
DEUTSCHE POSTBANK FUND I DE000A0DEN75 2013-12-02 EUR 1.767 FLOATING 2 1000 77.4 78.5 2.25% CPN=6% TO 12/05 (ANNLY), THEN 10YR ?CMS +2.5BP (S/A). MAX CPN=8%. PREFERRED SECURITIES. PAYS IN CASH
DEUTSCHE POSTBANK IV XS0307741917 2017-06-29 NA 5.983 VARIABLE 1 50000 105.4 106.2 5.63% CPN= 5.983% (ANNLY, ACT/ACT)TO 06/17; THEN 3MO EURIBOR +207BP (QRTLY, ACT/360). PAYS IN CASH.
DEUTSCHE POSTBK FUND II DE000A0DHUM0 2013-12-23 EUR 5.076 VARIABLE 1 1000 99.8 100.6 5.05% NON-CUMULATIVE TRUST PREFERRED SECURITIES. PAYS IN CASH
DEXIA FUNDING LUX XS0273230572 2016-11-02 EUR 4.892 VARIABLE 1 1000 4 9 54.36% CPN=4.892% TO 11/16 (ANNL ACT/ACT); THEN CPN=3MO EURIBOR +178 BP (QTLY ACT/360).MAKE WHOLE CALL + 50 BPS. PAYS IN CASH. CPNS ON 11/02/09 AND 11/2/12 DEFERRED.
DZ BANK CAPITAL FUND II DE000A0DCXA0 2013-11-22 EUR 1.825 FLOATING 4 1000 87.7 88.9 2.05% REGISTERED NON-CUM TRUST PREFERRED SEC. TIER I PERPETUAL. PAYS IN DIVIDENDS
DZ BANK CAPITAL FUND III DE000A0DZTE1 2013-12-06 EUR 1.725 4 1000 86.5 88 1.96% TIER 1 ANLEIHE. NON-CUMULATIVE TRUST PREFERRED SECURITY.
DZ BANK PERPETUAL FI JER DE000A0GWWW7 EUR 1.025 FLOATING 1000 73.6 73.7 1.39% SERIES VIII. TRANCHE 1.
DZ BANK PERPETUAL FI JER DE000A0NTTT1 2014-01-16 EUR FLOATING 4 69.5 69.5 0.00% SERIES IX. TRANCHE 1.
ERB HELLAS FUNDING LTD DE000A0DZVJ6 2014-03-18 EUR 1.888 VARIABLE 1 1000 15 75 2.52% CPN=6.75% TO 03/07; THEREAFTER 10YR ?CMS +12.5BP. MAX CPN=8%. SERIES A. NON-CUM PREF SHRS. PROV CALL. PAYS IN DIVIDENDS
ERB HELLAS FUNDING LTD XS0440371903 2014-10-29 EUR 8.250 FIXED 4 50000 45.3 48.3 17.08% #N/A Field Not Applicable
EFG INTERNATIONAL AG XS0204324890 2013-11-10 EUR 1.815 VARIABLE 2 1000 69.5 73.8 2.46% #N/A Requesting Data...
#N/A Requesting Data... US29365T2033 2014-06-01 USD 7.875 FIXED 4 25 25.1 25.1 7.84% #N/A Field Not Applicable
EUROHYPO CAP FUND TRUST1 XS0169058012 2013-11-23 NA 3.894 4 0 0 0.00% CPN=6.445% TO 05/13 (ACT/ACT) ANNLY; THEREAFTER 3MO EURIBOR +367BP (ACT/360) QTRLY. NON-CUM PFD. PAYS IN DIVIDENDS. CPN AMENDED TO 0% AS FOR 5/23/11.
FRIENDS LIFE GROUP PLC XS0181161380 2019-11-21 GBP 6.875 VARIABLE 2 1000 104.2 105.1 6.54% #N/A Field Not Applicable
FRIENDS LIFE GROUP PLC XS0222395468 2015-07-01 GBP 6.292 VARIABLE 1 1000 100 100.8 6.24% CPN RATE=6.292% TO 6/30/15; THEN PAYS ANNUALLY ON JULY 1ST, 5YR UKT +278BP. LONG LST CPN. ISSUR'S OPT TO DEFER CPN PMTS. CUMULATIVE CAP SECS. PAYS IN CASH.
GENERALI FINANCE BV XS0256975458 2016-06-16 EUR 5.317 VARIABLE 1 102.6 103.4 1.29% CPN=5.317% TO 06/16; THEREAFTER 3MO EURIBOR +210BP. PAYS IN CASH
GLITNIR BANKI HF XS0221640070 2015-06-16 EUR 8.000 DEFAULTED 1 1000 0 0 0.00% CPN=8% TO 06/10; THEN 10YR ?CMS +20BP. MAX CPN=10%. NON-CUM PERP PFD SECS. PROV CALL FROM 6/10 TO 6/15.
GOL FINANCE USG3980PAA33 2014-01-05 USD 8.750 FIXED 4 1000 91 91 9.62% GTD BY GOL LINHAS AEREOS INTELIGENTES SA & GOL TRANSPORTES AEREOS SA. IF CALLED IN PART $150MM MUST REMAIN OUTSTANDING.
GOLDMAN SACHS GROUP INC US38144X5005 2013-10-31 USD 6.200 FIXED 4 25 24.4 27.5 5.64% #N/A Field Not Applicable
BPCE SA FR0010535971 2017-10-30 NA 6.117 VARIABLE 1 50000 109.6 110.5 5.54% CPN=6.117% TO 10/2017 (ANNLY ACT/ACT); THEN 3MO EURIBOR+237BP (QTLY ACT/360). PAYS IN CASH.
HANNOVER FINANCE SA XS0221011454 2015-06-01 EUR 5.000 1 1000 101.7 102.2 4.89% CPN=5% TO 06/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +268BP QTRLY (ACT/360). PAYS IN CASH
HSBC BNK CAO FND STERLNG XS0189704140 2020-04-07 GBP 5.862 VARIABLE 1000 105.1 106.1 5.52% CPN=5.862% TO 4/20; THEN 6MO śLIBOR +185BP IF NOT CALLED. TIER 1 CAPITAL. SUB. PAYS IN DIVIDENDS
HSBC HOLDINGS PLC US4042806046 2013-10-31 USD 6.200 FIXED 4 25 23.9 25.3 6.13% GREENSHOE FOR 5.8MM SHRS EXERCISED 10/3/05. AMERICAN DEPOSITARY SHARES.
HSBC HOLDINGS PLC US4042807036 2013-10-31 USD 8.125 FIXED 4 25 25 26.5 7.67% SUBORDINATED CAPITAL SECURITIES.GREENSHOE=8MM SHRS EFF 4/8/08.
HSBC USA CAPITAL TRST II USU44279AA29 2013-10-31 USD 8.380 FIXED 2 1000 101.6 101.6 8.25% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. CAP SECS. CALL PRX ROUNDED.
HSBC USA CAPITAL TRST II US40427QAA13 2013-11-01 USD 8.380 FIXED 2 1000 101.7 101.7 8.24% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. ISS'D UNDER 144A. CAP SECS.
HSBC USA INC US40428H8622 2013-10-31 USD 6.500 FIXED 4 25 24.2 24.2 6.71% DEP SHR REPR 1/40 SHR PFD. LONG 1ST DIV. SERIES H.
HSBC USA INC US40428H7061 USD 4.500 FLOATING 4 25 25.1 4.48% RESET QTRLY.COLLAR:4.5%-10.5%. DEP SHS REP 1/4 SH SER D PFD STK. INIT DIV: $.16/EFF RATE: 81% OF THE HIGHEST OF TREASURY BILL RATE, 10YR CMT & 30YR CMT.
HT1 FUNDING GMBH DE000A0KAAA7 2017-06-30 EUR 6.352 FLAT TRADING 1 1000 101 102 6.23% CPN=6.352% TO 06/17, THEN 12MTH EUR +200BP. CPN & CAP PMT LINKED TO SILENT PART ESTABLISHED BY DRESDNER. PAYS IN CASH.
IKB FUNDING TRUST I DE0008592759 2013-12-31 EUR 1.721 FLOATING 43.5 44.9 0.96% SHORT 1ST CPN. ?174,932M TENDERED EFF 6/7/04. PREFERRED SECURITY.
INTESA SANPAOLO SPA XS0364645852 EUR 6.160 FIXED 1 50000 113.8 114.5 5.38% PAYS IN CASH.
JP MORGAN CHASE CAP XII US46626X2036 USD 6.250 FIXED 4 25 25.1 25.1 6.23% DELISTED FROM OTC-SYMBOL JMGNPAND LISTED ON NYSE-SYMBOL JPMpX EFF.10/30/03
JPMORGAN CHASE CAP XIII US46626YAA01 2014-09-30 USD 1.198 FLOATING 4 1000 87 87 1.38% LONG 1ST CPN. PAYS IN CASH.
KBC BANK FUNDING TRST IV USU2445TAA08 2013-11-10 NA 4.127 VARIABLE 4 1000 100 101 4.09% CPN RATE=8.22% TO 11/09 ANNLY; THEREAFTER 3MO EURIBOR +390BP QRTLY. NON-CUM PREFSHRS. GTD BY KBC BANK & KBC BANK & INSURANCE HLDG CO, NV. PAYS IN DIVIDENDS
KEYCORP CAPITAL IX US49327Q2049 USD 6.750 FIXED 4 25 25 25 6.75% #N/A Field Not Applicable
KEYCORP CAPITAL X US49327R1032 USD 8.000 FIXED 4 25 25.1 25.1 7.97% GREENSHOE=4.2MM SHRS. EXERCISED=2/28/08. LONG 1ST CPN. ISS'R OPT TO DEFER INT PYMTS.
KEYCORP CAPITAL VIII US49327C2052 USD 7.000 FIXED 4 25 25.3 25.3 6.92% #N/A Field Not Applicable
KIMCO REALTY CORP US49446R8447 USD 7.750 FIXED 4 25 25.3 25.3 7.66% DEPOSITARY SHARES EACH REPRESENTING 1/100TH OF A SHARE OF 7.75% CLASS G CUM PFD STOCK. OTC to NYSE TBD.
LEGAL & GENERAL GROUP XS0189013823 2019-04-01 GBP 5.875 VARIABLE 2 1000 105 106 5.54% CPN=5.875% TO 4/19; THEREAFTER 5-YR UKT + 233BP(S/ANNLY). LONG 1ST CPN. PAYS IN CASH.
LEHMAN BROS CAP FUND II XS0229269856 2014-09-21 EUR 5.125 DEFAULTED 1 1000 0 1 512.50% NON-CUM PFD SECS.
LEHMAN BROS UK CAP FUND XS0282978666 2014-04-25 EUR 5.750 DEFAULTED 1 1000 0 1 575.00% ENHANCED CAPITAL ADVANTAGED PREFERRED SECURITIES (ECAPS). LONG 1ST CPN ISSUE IS CURRENTLY NOT MAKING PAYMENTS.
MAIN CAPITAL FUNDING SEC DE000A0E4657 2014-06-30 EUR 5.500 FIXED 1 1000 100.2 101.5 5.42% CPN & CAP PYMT LINKED TO PERFOR OF HELABA. SILENT. LONG 1ST CPN.
MARKEL CORP US5705352038 USD 7.500 FIXED 4 25 25.4 25.4 7.38% SR DEB.
METLIFE INC US59156R6036 2013-10-31 USD 6.500 FIXED 4 25 24.2 26.8 6.06% DEFERRABLE.
BANCA MONTE DEI PASCHI S XS0255820804 EUR 4.875 FIXED 1 50000 100.9 101.9 4.78% SERIES 2006/12. PAYS IN CASH
BANCA MONTE DEI PASCHI S XS0255817685 GBP 5.750 FIXED 1 50000 100.5 102 5.64% SHORT 1ST CPN. SERIES 2006/13. TRANCHE 1. PAYS IN CASH
MORGAN STANLEY CP TR III US6174602093 2013-10-31 USD 6.250 FIXED 4 25 25.2 25.3 6.18% CO MAY DEFER CASH FOR PYMT FOR UP TO 20 PAY PERIODS. LISTED NYSE EFF 03/26/03
MUFG CAPITAL FIN 1 LTD USG63255AA42 2016-07-25 USD 6.346 VARIABLE 2 1000 106.4 107 5.93% SHORT 1ST CPN.CALL @ MAKE WHOLE +25BP. PAYS IN DIVIDENDS
MUNICH RE XS0304987042 2017-06-12 EUR 5.767 VARIABLE 1 50000 108.7 109.4 5.27% CPN=5.767% (ANNLY, ACT/ACT) TO 06/17; THEN 3MO EURIBOR + 204BP (QRTLY, ACT/360).CALL@MAKE WHOLE +67BP UNTIL 06/17. PAYS IN CASH.
NATIONAL BANK GREECE SA US6336435077 2014-06-06 USD 9.000 FIXED 4 25 18.4 20 11.25% SERIES A. LONG 1ST CPN. LISTED ON PINK SHEETS. AMERICAN DEPOSITORY SHARES
NATIONAL BANK OF CANADA CA6330675175 2013-10-29 CAD 4.850 FIXED 4 25 25.3 25.3 4.79% #N/A Field Not Applicable
NATIONAL BANK OF CANADA CA6330673501 2014-02-15 CAD 6.600 VARIABLE 4 25 0 0 0.00% CPN=6.6% TIL 2/15/14; THEREAFTER RESETS EVERY 5 YRS @ +479BP OVER GOC BOND YLD. CONVERTIBLE INTO SERIES 27 ON CALL DATES.
NATIONAL BANK OF CANADA CA6330673683 2014-02-15 CAD 6.600 VARIABLE 4 25 25 25 6.60% CPN=6.6% TIL 2/15/14; THEREAFTER RESETS EVERY 5 YRS @ +463BP OVER GOC BOND YLD. CONVERTIBLE INTO SERIES 25 ON CALL DATES. GREENSHOE=1.8MM EXERCISED 1/14/09.
NATIONAL CAPITAL TRUST XS0177395901 2018-12-17 GBP 5.620 VARIABLE 2 1000 104.6 105.6 5.32% CPN=5.62% TO 12/18; THEN 5YR UKT +193BP (ANN). ACT/ACT .JR, UNSEC'D. GLOB NOTE FOR DTC SEE ED1594701. CALL @MAKE-WHOLE +25BP OVER THE UKT. PAYS IN DIVIDENDS
NATIONWIDE BLDG SOCIETY XS0284776274 2013-11-06 GBP 1.011 VARIABLE 4 1000 70 100 1.01% CPN=6.024% TO 02/13(ACT/ACT), 3MO śLIBOR +50BP QTLY(ACT/365) TO 02/18,THEN 3MO śLIBOR +150BP QTLY(ACT/365).
NATL RURAL UTILITY CFC US6374328739 USD 5.950 FIXED 4 25 25 25 5.95% SUB DEF INT NOTES.
NORDEA BANK AB USW5816FCM42 2015-04-20 USD 5.424 VARIABLE 2 1000 101.1 102 5.32% CPN RATE=5.424% TO 4/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +158.75BP QTRLY (ACT/360). PAYS IN CASH
NORDEA BANK AB US65557AAB35 2015-04-20 USD 5.424 VARIABLE 2 1000 101.3 101.3 5.35% CPN RATE=5.424% TO 4/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +158.75BP QTRLY (ACT/360). ISS'D UNDER 144A. PAYS IN CASH
NORDEA BANK FINLAND PLC XS0151270310 2014-07-18 GBP 6.250 VARIABLE 1 1000 100.4 100.4 6.23% CPN RATE=6.25% TO 7/14 (ACT/ACT) ANNLY; THEREAFTER 3MO śLIBOR + 235BP (ACT/365) QTRLY. UNSEC'D. PAYS IN CASH
OMNICARE CAP TRUST II US68214Q2003 2013-10-31 USD 4.000 FIXED 4 50 76.3 76.6 5.22% ISS'D IN EXCH OF CUSIP# 68214L201. PRX/SHR=US$40.82.
PACIFIC GAS&ELEC US6943082064 USD 6.000 FIXED 4 25 27.6 28.5 5.26% CO EMERGE CH 11 EFF 4/12/04. ALSO LISTED ARCHIPELAGO SE.
PARTNERRE LTD BMG6852T2044 USD 6.750 FIXED 4 25 25.1 25.1 6.72% DELISTED OTC AND LISTED NYSE EFF 05/14/03
POPULAR CAPITAL TRUST I US73317W2035 USD 6.700 FIXED 12 25 22.8 22.8 7.35% CO MAY DEFER CASH PYMTS FOR UP TO 60 MONTHS.
PRUDENTIAL PLC GB00B0G40271 2013-12-23 USD 6.500 FIXED 4 25 25.4 25.4 6.40% ISSUER OPT TO EXCH INTO NON-CUM PERP PREF SHRS FROM MARCH 2011.
PUBLIC STORAGE US74460D2320 USD 6.625 FIXED 4 25 25 25 6.63% DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.625% CUMULATIVE PFD STOCK.
RABOBANK CAP FD TRST III US749769AA35 2016-10-21 USD 5.254 VARIABLE 2 1000 104.5 104.5 5.03% CPN=5.254% TO 12/31/16; THEN STEPS UP TO 3MO USLIBOR +159BP IF NOT CALLED. NON CUM PREFERRED SECURITY. SHORT 1ST CPN.
RABOBANK CAP FD TR IV XS0203782551 2019-12-31 GBP 5.556 VARIABLE 1 1000 105.1 106.2 5.23% CPN=5.556% TO 12/19 ANNLY (ACT/ACT); THEN STEPS UP TO 6MO śLIBOR +146BP IF NOT CALLED S/A (ACT/365). NON CUM PREFERRED SECURITY. SHORT 1ST CPN. PAYS IN CASH.
RABOBANK CAP FD TRUST VI XS0204237654 2014-12-31 AUD 6.415 VARIABLE 2 1000 100.4 100.6 6.38% CPN=6.415% TO 12/14, THEREAFTER BBSW3M + 167BP. SHORT FIRST CPN. GUARANTEED TRUST PREFERRED SECURITIES MIN PIECE FOR AU AND US INVESTOR A$500,000
RABOBANK CAP FD TRST III XS0203891840 2016-10-21 USD 5.254 VARIABLE 2 1000 104.6 105.6 4.98% CPN=5.254% TO 12/31/16; THEN STEPS UP TO 3MO USLIBOR +159BP IF NOT CALLED. NON CUM PREFERRED SECURITY. SHORT 1ST CPN. PAYS IN CASH.
RBS CAPITAL TRUST B XS0159056208 2013-12-31 USD 6.800 FIXED 4 1000 100.5 101.4 6.71% NON-CUMULATIVE PFD SECS. LONG 1ST CPN. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
RBS CAPITAL TRUST III US74927QAA58 2014-09-30 USD 5.512 VARIABLE 2 1000 98.1 99.1 5.56% CPN RATE=5.512% TO 9/14 S/A (30/360); THEN 3MO US$LIBOR+184BP QTRLY. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
REALTY INCOME CORP US7561097087 2013-10-31 USD 6.750 FIXED 12 25 25 25 6.75% DEPOSITARY SHARES EACH REPRESENTING 1/1000TH OF A SHARE OF CUMULATIVE PFD STK. CLASS E.
RENAISSANCERE HOLDINGS L BMG7498P4083 USD 6.600 FIXED 4 25 25.1 25.1 6.57% SHORT 1ST CPN.
RESPARCS FUNDING LP I XS0159207850 2014-06-30 USD 8.000 FLAT TRADING 4 1000 41.3 43.5 18.39% LONG 1ST CPN. NON-CUMULATIVE. CPN PYMT CANCELLED FOR 2010. 6/30/11 CPN PAYMENT CANCELLED. PAYS IN CASH. CPN PYMT CANCELLED FOR 2013/2014.
ROYAL BK SCOTLND GRP PLC US7800977131 2013-10-31 USD 7.250 FIXED 4 25 24 24 7.55% NON-CUM PREF SHRS. LONG 1ST CPN. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 6/29/12
SANTANDER FINANCE CAP XS0418134663 2019-03-18 EUR 2.000 FIXED 1 1000 34 39 5.13% NON-CUMULATIVE. SERIES VIII. PAYS IN DIVIDENDS.
SANTANDER FINANCE CAP XS0418135041 2019-03-18 EUR 2.000 FIXED 1 50000 34 39 5.13% NON-CUMULATIVE. SERIES IX. PAYS IN DIVIDENDS.
SANTANDER INTL PFD SAU XS0418031778 2019-03-18 USD 2.000 FIXED 1 1500 41 41 4.88% NON-CUMULATIVE PERP GTD PREF SEC. SERIES 1. PAYS IN DIVIDENDS.
SANTANDER UK PLC XS0124569566 2026-02-14 GBP 7.037 VARIABLE 1 1000 111.1 113.4 6.21% CPN RATE= 7.037% (ANN) TO 2/26; THEREAFTER +375BP OVER 5YR UKT (ANN). PAYS IN CASH
SANTANDER UK PLC GB0000272145 GBP 10.063 FIXED 2 1000 115 127 7.92% EACH ś1M BOND IS EXCH IN WHOLE OR IN PART @ ISSUER'S OPT FOR 1 ABBEY NATL 10?% PREF SHR ON ANY CPN DATE. SHORT 1ST CPN. REGISTERED.
SIEMENS FINANCIERINGSMAT XS0266840486 2016-09-14 GBP 6.125 VARIABLE 1 1000 106.2 106.6 5.75% CPN=6.125% ANNLY (ACT/ACT) TO 09/16, THEN 3MO śLIBOR +225BP QTLY (ACT/360). CALL @ MAKEWHOLE + 75BP UNTIL 9/14/16. PAYS IN CASH.
SKANDINAVISKA ENSKILDA XS0454821462 2015-03-31 EUR 9.250 VARIABLE 1 1000 103.1 103.6 8.93% #N/A Field Not Applicable
SKANDINAVISKA ENSKILDA USW25381DL07 2014-03-25 USD 4.958 VARIABLE 2 1000 0 0 0.00% CPN RATE=4.958% TO 3/14 S/A (30/360);THEREAFTER 3MO US$LIBOR +182.75BP QTRLY (ACT/360).
SLM CORP US78442P3047 2013-11-04 USD 6.000 FIXED 4 25 19.4 22 6.82% DELISTED OTC AND LISTED NYSE EFF 12/30/03.
SNS BANK NEDERLAND XS0172565482 2013-10-22 EUR 2.970 FLAT TRADING 4 50000 1.6 4.6 64.57% CPN RATE=5.75% TO 7/22/13 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR + 275BP QTRLY (ACT/360). SERIES 370, TRANCHE 1. PAYS IN CASH
SOVEREIGN CAPITAL TR VI US84604BAA70 2016-06-13 USD 7.908 FIXED 2 1000 103.8 103.9 7.61% CALL @MAKE WHOLE +50BP. PAYS IN CASH
TORONTO-DOMINION BANK CA8911457999 2014-04-30 CAD 6.250 VARIABLE 4 25 25 25 6.25% CPN=6.25 UNTIL 4/30/14; THEREAFTER RESETS EVERY 5 YEARS @438BPS OVER GOC BOND YIELD.CONVERTIBLE INTO SERIES AH ON CALL DTS.
TORONTO-DOMINION BANK CA8911458070 2014-01-31 CAD 5.000 VARIABLE 4 25 0 0 0.00% DVD=5% TIL 1/31/14; THEREAFTER RESETS EVERY 5YRS @+196BP OVER GOC BOND YIELD. CONVERTIBLE INTO SERIES AB ON CALL DATES.
TORONTO-DOMINION BANK CA8911453022 2013-10-31 CAD 5.600 FIXED 4 25 26.3 26.5 5.28% CLASS A, SERIES Q.
TORONTO-DOMINION BANK CA8911456090 2018-07-31 CAD 3.371 VARIABLE 4 25 25.5 25.5 3.30% CPN=5% UNTIL 7/31/13; THEREAFTER RESETS EVERY 5 YRS @+160BP OVER GOC BOND YIELD.CONVERTIBLE INTO SERIES T ON CALL DATES. GREENSHOE OF 2MM SHRS EXER--6/2/08.
TORONTO-DOMINION BANK CA8911454012 2013-10-31 CAD 5.600 FIXED 4 25 26.4 26.5 5.28% #N/A Field Not Applicable
USB CAPITAL VI US9033042022 USD 5.750 FIXED 4 25 25.3 25.3 5.68% CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS.
USB CAPITAL VII US9033012082 USD 5.875 FIXED 4 25 25.1 25.1 5.85% CO MAY DEFER CASH PYMT FOR UP TO 20 QTRS.
USB CAPITAL X US91731L2079 USD 6.500 FIXED 4 25 25.2 25.2 6.45% ISSR MAY DEFER CASH PYMT FOR UP TO 20 PAY PERIODS.
USB CAPITAL XII US9033052096 USD 6.300 FIXED 4 25 25 25 6.30% GREENSHOE=3MM SHARES. CUMULATIVE.
USB REALTY CORP US903312AA48 2017-01-15 USD 1.415 VARIABLE 4 100000 92.4 92.4 1.53% CPN RATE=6.091% TO 1/15/12 QTRLY(30/360); THEN 3MO US$LIBOR +114.7BPS QTLY(ACT/ 360). CALL@MW+25BPS TO 1/12. LONG 1ST. ISS'D UNDER 144A/3C7. GRLS. PAYS IN DVDS.
UT2 FUNDING PLC DE000A0GVS76 EUR 5.321 FLAT TRADING 1 1000 101.6 102.6 5.19% ALSO SPREAD=100BP OVER MID-RATE SWAPS. CPN & CAP PMT CONTINGENT ON CUM PROFIT PART SECS(GENUSSCHEINE) ISS'D BY DRESDNER BANK.SHORT 1ST. FLAT.PAYS IN CASH
VINCI SA FR0010289496 2015-11-13 EUR 6.250 VARIABLE 1 50000 105 105.3 5.94% CPN=6.25% TO 11/15 ANNLY; THEREAFTER 3MO EURIBOR +375BP QTRLY. SHORT 1ST CPN. PAYS IN CASH
VORNADO REALTY LP US9290436024 2014-10-01 USD 7.875 FIXED 4 25 25.3 25.3 7.78% SR NOTES. GREENSHOE=2.4MM SHRS. EXERCISED=9/29/09. 30-YEAR FINAL MTY.
VORNADO REALTY TRUST US9290428773 2013-10-31 USD 6.625 FIXED 4 25 25.4 25.5 6.50% GREENSHOE EXERCISED 8/29/05, 400,000SHARES. ADD'L 3.4 MLN SHRS ISS'D 9/13/05.
WACHOVIA PFD FUNDING US92977V2060 2022-12-31 USD 7.250 FIXED 4 25 25 25 7.25% SUBJ TO CONDITIONAL EXCHANGE. DELISTED OTC AND LISTED NYSE EFF 01/10/03
WIENERBERGER AG DE000A0G4X39 2017-02-09 EUR 6.500 VARIABLE 1 1000 101.9 102.4 6.35% CPN=6.5% ANNLY (ACT/ACT) TO 02/17; THEN 3MO EURIBOR +325BP QRTRLY (ACT/360).ALSOCPN STEPS UP 500BP IF CHANGE OF CONTROL RATING DOWNGRADE. PAYS IN CASH.
ZIONS CAPITAL TRUST B US9897032028 USD 8.000 FIXED 4 25 25.4 25.4 7.87% CO MAY DEFER CASH PYMT FOR UP TO 20 QTRS. DELISTED OTC AND LISTED NYSE EFF 09/20/02
ERSTE CAPITAL FINANCE JE XS0268694808 2016-09-28 EUR 5.294 VARIABLE 1 1000 39.8 42.2 12.55% CPN=5.294% TO 09/16 (ANNL, ACT/ACT); THEN 3MO EURIBOR + 227 BP (QTLY, ACT/360). SERIES 1
BNP PARIBAS FR0010456764 2017-04-13 EUR 5.019 VARIABLE 1 50000 72 74.1 6.77% CPN=5.019% TO 04/17; THEN 3MO EURIBOR+ 172 BP. PAYS IN CASH.
NATIXIS FR0010600163 2018-03-28 EUR 8.650 VARIABLE 1 50000 56.6 57.3 15.10% CPN=8.65% TO 03/18 (ANNLY ACT/ACT), THEN 3M EURIBOR+532 BP (QTRLY, ACT/360). PRVT PLCMNT.
BNP PARIBAS FR0010477125 2012-06-06 USD 6.500 FIXED 4 2000 85.8 88.1 7.38% PAYS IN CASH.
BPCE SA FR0010871269 2015-03-17 EUR 9.000 VARIABLE 1 50000 72 74 12.16% CPN=9% TO 03/15 (ACT/ACT). THEN CPN=12MO EURIBOR + 6.533% TO 03/20 (ACT/360). THEREAFTER CPN=12MO EURIBOR + 8.533%. CALCS DO NOT CONSIDER STEP TO 12MEUR+8.533
CAISSE FEDERALE DU CRDT FR0010128835 2014-11-18 EUR 2.690 VARIABLE 2 1000 37.6 42.5 6.33% CPN=6% TO 11/05; THEN 10YR =CMS + 17.5BP. MAX CPN=8%.
PEABODY ENERGY CORP US704549AG98 2036-12-20 USD 4.750 FIXED 2 1000 101.1 101.1 4.70% PRX/SHR=$58.3114. INIT CVR PREM=40%. GREENSHOE=$75MM. POISON PUT @101%. FINAL LEGAL MAT DATE: 12/15/66.
BANCO COMERC PORTUGUES PTBCPMOM0002 2014-06-29 EUR 5.000 VARIABLE 2 1000 13.9 14.1 35.46% CPN=7% TO 06/11 (30/360). THEN 6MO EURIBOR +250BP (ACT/360), MIN CPN=5%. SERIES 1. TRANCHE 1. PAYS IN CASH.
ISAR CAPITAL FUNDING DE000A1APTA4 2015-06-30 EUR 10.000 FIXED 1 1000 95 97 10.31% ISAR CAPITAL FUNDING-SILENT PARTNER IN MUENCHENER HYPOTHEKENBNK.
UBS PREF FNDNG TRUST II US90262WAA18 USD 7.247 VARIABLE 2 1000 100.5 100.5 7.21% CPN RATE=7.247% TO 6/26/11 S/A (30/360); THEREAFTER 3MO US$LIBOR +230BP QTRLY ACT/360). NON CUM CAP TRUST SECS.
UNICREDIT SPA XS0527624059 2020-07-21 EUR 9.375 VARIABLE 1 1000 48 50 18.75% TRIGGER EVENT IF TOTAL CAPITAL FALLS BELOW THE HIGHER OF 6% OR THE BANK OF ITALY'S THEN MINIMUM REQUIREMENT
CREDIT LOGEMENT SA FR0010301713 2012-03-16 EUR 2.679 VARIABLE 4 50000 49.9 52.3 5.12% CPN=4.604% (ANNLY, ACT/ACT) TO 03/11, THEN 3MO EURIBOR +115BP (QTLY, ACT/360).
AAREAL BANK CAP FND TRST XS0138973010 2011-12-31 EUR 7.125 FIXED 4 25 14.3 14.6 12.20% SHORT 1ST CPN. SUPPORT AGRMT ISS'D BY AAREAL BANK AG.
ZURICH INSURANCE CO CH0117606514 2016-05-26 CHF 4.250 VARIABLE 1 5000 96.2 97.4 4.36% CPN=4.25% to 05/16 ANNLY (30/360). THEREAFTER 3MO CHF LIBOR +304.6. PAYS IN CASH
HELVETIA SCHWEIZERISCHE CH0119799424 2015-11-30 CHF 4.750 VARIABLE 1 5000 99.7 100.3 4.74% CPN=4.75% TO 11/15 ANNLY(30/360) THEREAFTER 3MO CH LIBOR + 359.6 (ACT/360). PAYS IN CASH.
SWISS LIFE AG CH0122488445 2016-10-04 CHF 5.250 VARIABLE 1 5000 93.3 94.1 5.58% CPN 5.25% UNTIL 10/16, THEN RESETS EVERY 5 YRS @ CHF 5YR MID SWAPS 355.1.
SCOR SE CH0123693969 2016-08-02 CHF 5.375 VARIABLE 1 5000 89.1 90.1 5.97% CPN=5.375% TO 08/16 (ANNLY); THEN 3MO CHF LIBOR + BP373.59 (QTLY).
AGENCE FRANCAISE DEVELOP FR0010074328 2014-04-22 EUR 4.605 VARIABLE 1 1000 77 79 5.83% CPN RATE=4.605% TO 4/14 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +132BP QRTLY (ACT/360). PAYS IN CASH.
NATIXIS FR0010531012 2017-10-18 EUR 6.307 VARIABLE 1 50000 52.5 54 11.68% CPN=6.307% TO 10/17 (ANNLY ACT/ACT); THEN CPN=3MO EURIBOR +268BP (QTLY ACT/360).
NATIXIS FR0010607747 2013-04-16 USD 9.000 FIXED 2 2000 80 85 10.59% #N/A Field Not Applicable
BNP PARIBAS FR0010638338 2018-07-02 EUR 7.781 VARIABLE 1 50000 79.1 80.7 9.64% #N/A Field Not Applicable
BPCE SA FR0010777516 2015-09-30 EUR 13.000 FIXED 1 1000 96 101 12.87% LONG 1ST CPN.
BPCE SA FR0010777524 2019-09-30 EUR 12.500 VARIABLE 1 1000 88.4 89.5 13.97% CPN=12.5 %TO 09/19 (ACT/ACT);THEREAFTER CPN=3MO EURIBOR + 1,313 BASIS POINTS (ACT/360). PAYS IN CASH.
BPCE SA FR0010777532 2015-09-30 USD 13.000 FIXED 1 1500 92.3 92.3 14.08% PAYS IN CASH.
SUEZ ENVIRONNEMENT FR0010945188 2015-09-21 EUR 4.820 VARIABLE 1 50000 91.6 93 5.18% CPN=4.82% UNTIL 21/09/2015; PREVAILING=5Y MS + 290 BPS UNTIL 21/09/2020; THEREAFTER 3MO EURIBOR + 390 BP. PAYS IN CASH.
HSBC BANK PLC GB0005903413 2011-12-23 USD 0.538 FLOATING 2 10000 45.3 47.9 1.12% CPN RATE=6MO $LIBOR +10BP. SUBORDINATED. COUPON IS BASED ON REFERENCE BANKS.
STANDARD CHARTERED PLC GB0008399700 GBP 8.250 FIXED 2 1 111 114.5 1.80% JOINT LD MGRS: CAZENOVE & CO AND SBC WARBURG (UK).
STANDARD CHARTERED PLC GB0008401324 GBP 7.375 FIXED 2 1 103 107 1.72% NON-CUM IRRED PREF SH'S. PY DT:
HBOS EURO FINANCE LP GB0058322420 2012-03-09 EUR 7.627 VARIABLE 1 1000 63.1 65.8 11.59% DIV RATE=7.627% ANNLY TO 12/11 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +287.5BP QTRLY (ACT/360). N/C FROM HALIFAX GRP EURO FINANCE JERSEY EFF 7/1/02.
HBOS STERLING FIN JERSEY GB0058327924 2031-12-09 GBP 7.881 VARIABLE 1 1000 64.6 67.3 11.71% DIV RATE=7.881% ANNLY TO 12/31 ANNLY (30/360); THEREAFTER 5-YR UKT +440BP(ANN). NON-CUM SECS. NAME CHG FROM HALIFAX GROUP STERLING FINANCE (JERSEY) EFF 7/1/02.
BANCO ESPIR SANTO DE INV PTESSMOM0016 2015-10-20 EUR 8.500 FIXED 2 1000 17.8 17.9 47.49% #N/A Field Not Applicable
ALLY FINANCIAL INC US02005N3089 2016-05-15 USD 8.500 VARIABLE 4 25 17.5 17.6 12.07% NON-CUMULATIVE PREFERRED STOCK SERIES A. DVD=8.5% TO 5/16, THEN 3MO US$ LIBOR +624.3BP.
ASSURED GUARANTY US HLDG US04622DAA90 2016-12-15 USD 6.400 VARIABLE 2 1000 76.5 76.5 8.37% CPN=6.4% UNTIL 12/16 S/A (30/360); THEREAFTER 3MO LIBOR +238BP QTRLY (ACT/360). CALL @MAKE WHOLE +30BP. SHORT 1ST CPN. PAYS IN CASH.
ING GROEP NV US4568372027 2012-03-15 USD 7.050 FIXED 4 25 18 18 9.79% PERPETUAL DEBT SECS. LISTED NYSE EFF 07/19/02
ING GROEP NV US4568373017 2012-03-15 USD 7.200 FIXED 4 25 18.8 18.8 9.57% PERPETUAL DEBT SECS. SUBJ TO INTEREST DEFERRAL. DELISTED OTC EFF 12/16/02 AND REINSTATED NYSE EFF 12/17/02. $100MM GREENSHOE EXER.
ING GROEP NV US4568374007 2012-01-15 USD 6.200 FIXED 4 25 16.1 16.1 9.63% PERPETUAL DEBT SECS. DELISTED FROM OTC-SYMBOL IGOEF AND LISTED ON NYSE-SYMBOL ISP EFF.11/6/03. CUMULATIVE.
BPCE SA USF11494AA36 2019-09-30 USD 12.500 VARIABLE 2 1000 90.7 94.7 13.20% CPN = 12.5% TO 9/19; THEREAFTER 3 MONTH US LIBOR + 1298BP. (ACT/360). PAYS IN CASH.
NATIXIS USF6483LHM57 2018-04-30 USD 10.000 VARIABLE 2 1000 82 82 12.20% CPN=10% TO 4/30/18 (S/A, 30/360); THEREAFTER 3 MO US$ LIBOR +651BP (QTLY, ACT/360).
GENERAL SHOPPING FINANCE USG3812BAB65 2015-11-09 USD 10.000 FIXED 4 1000 105.5 105.5 9.48% POISON PUT @ 101%.
LUPATECH FINANCE LTD USG57058AA01 2012-07-10 USD 9.875 FIXED 4 1000 51.5 51.5 19.17% #N/A Field Not Applicable
ODEBRECHT FINANCE LTD USG6710EAF72 2015-09-14 USD 7.500 FIXED 4 1000 98.9 98.9 7.58% #N/A Field Not Applicable
SWISS RE CAPITAL I LP USG86303AA52 2016-05-25 USD 6.854 VARIABLE 2 1000 89 89 7.70% CPN=6.854% TO 05/25/16 (30/360); THEREAFTER 6MO US$LIBOR +217.8BP (ACT/360). LONG 1ST CPN. CALL @ MAKE WHOLE + 37.5 BP. PAYS IN CASH
BR PROPERTIES SA USP1909VAA28 2015-10-07 USD 9.000 FIXED 4 1000 101.5 101.5 8.87% #N/A Field Not Applicable
COSAN SA INDUSTRIA E COM USP31573AB77 USD 8.250 FIXED 4 1000 100.3 100.3 8.23% LONG 1ST CPN.
ENERGISA SA USP3769SAD82 2016-01-28 USD 9.500 FIXED 4 1000 104.5 104.5 9.09% POISON PUT @ 101%. BOND HAS A DEFERRAL OPTION.
GLOBO COMMUNICACOES PART USP47773AK54 2015-07-20 USD 6.250 STEP CPN 4 1000 105.5 105.5 5.92% ISS'D IN MAND EXCH FOR PONTIS LTD 6.25% DUE 2010: US732650AA41/USG7170KAA54
REDE ENERGIA SA USP8001VAD84 2012-04-02 USD 11.125 FIXED 4 1000 66.5 66.5 16.73% CHANGE OF CONTROL REPURCHASE @ 101% 3 QTRLY PYMTS HELD BY TRUSTEE IN INT RESERVE ACCOUNT.
HSBC BANK PLC XS0015190423 2012-03-30 USD 0.875 FLOATING 2 10000 45.4 46.8 1.87% CPN RATE=6MO $LIBOR +25BP. MIN=5% TO 9/95.
ROTHSCHILD CONTIN FIN XS0048662232 2024-02-15 GBP 9.000 FIXED 1 1000 99.9 101.6 8.86% CALLABLE FROM 2/15/04-2/15/24 @HIGHER OF 100% OR UK GILT YIELDS. CALLABLE FROM 2/15/24 & EVERY 15YRS THEREAFTER @100%. GTD BY ROTHSCHILD CONTIN ON SUB BASIS.
LLOYDS TSB BANK PLC XS0156372343 2012-02-22 USD 6.900 FIXED 4 1000 73.1 75.5 9.14% NON CUM CAPITAL SEC. LONG 1ST CPN. TIER I. ORIGINAL ISSUE AMT: $850MM. ADD'L $150MM ISS'D 11/02 @100.6%. PAYS IN CASH
CAIXA GERAL DE DEPOSITOS XS0160043328 2012-12-18 EUR 2.831 EXCHANGED 4 1000 75 80 3.54% CPN RATE=3MO EURIBOR +130BP TO 12/12; THEREAFTER +280BP. SERIES 237.
HBOS CAPITAL FUNDING LP XS0165483164 2011-12-23 USD 6.850 FIXED 4 1000 64.8 64.8 10.57% NON-CUM PFD SECS. LONG 1ST CPN. TIER I. PAYS IN DIVIDENDS
NBP CAPITAL TRUST III XS0176710068 2012-01-27 USD 7.375 FIXED 4 1000 63 68.6 10.75% PAYS IN DIVIDENDS
ZURICH FINANCE (UK) PLC XS0177600920 2022-10-02 GBP 6.625 VARIABLE 1 1000 83.4 85.5 7.75% CPN=6.625% (ANN) TO 10/22; THERAFTR +285BP OVER 5YR UKT (ANN). SERIES 7. INITIALCOVERED DEBT UNDER A REPLACEMENT CAPITAL COVENANT. SEE SEC SPECIFIC NEWS.
AVIVA PLC XS0206511486 2020-07-27 GBP 5.902 VARIABLE 1 1000 65.2 67.3 8.77% CPN RATE=5.9021% TO 7/20 (ANNLY ACT/ACT); THEN 6MO GBPLIBOR +188BP (S/A ACT/365) IF NOT CALLED. TIER I BOND. PAYS IN CASH
NIBC BANK NV XS0249580357 2012-03-30 EUR 3.693 VARIABLE 1 1000 43.5 49.4 7.48% CPN=8% TO 3/11; THEN 10YR CMS +10BP. MAX CPN=8%. TIER I. PAYS IN CASH
NIBC BANK NV XS0269908074 2012-10-18 USD 7.625 FIXED 1 5000 60.3 63.1 12.08% PAYS IN CASH.
GENERAL ELEC CAP CORP XS0319640834 2017-09-15 GBP 6.500 VARIABLE 2 1000 87.5 89.9 7.23% CPN=6.5% TO 09/17 (ACT/ACT S/A); THEN 3MO GBP LIBOR + 200BP (ACT/365 QTLY). LONG 1ST CPN. CALL@MW+24BP TO 9/15/2017. PAYS IN CASH.
AGEAS HYBRID FINANCING XS0346793713 2013-08-27 USD 8.250 FIXED 2 2000 70.5 70.5 11.70% CUMULATIVE CPN.
NYKREDIT XS0347918640 2015-04-01 EUR 9.000 VARIABLE 1 1000 104 104.8 8.59% PASSPORTED IN DK, FI, DE, NO, IR, SP, SE, NL, UK. CPN = 9% TILL 04/15, T/AFTER VAR CPN = 5YR MIDSWAP + 615BP; MIDSWAP IS RESET EVERY 5YRS. PAYS IN CASH
SOCIETE GENERALE XS0365303329 2013-05-22 EUR 7.756 VARIABLE 1 50000 60 62 12.51% CPN=7.756% TO 05/13 (ANN, ACT/ACT), THEN CPN=3MO EURIBOR+335BP (QTLY, ACT/360). PAYS IN CASH.
AMERICAN INTL GROUP XS0365323608 2018-05-22 EUR 8.000 VARIABLE 1 50000 84.2 86.8 9.22% CPN=8% TO 5/18 (ANNL;ACT/ACT) ;THEN 3MO EURIBOR+445BP(QTLY;ACT/360). MAKE WHOLE CALL@OBL+50BP.PROV CALL. FINAL MTY: 05/22/2068.
LLOYDS BANKING GROUP PLC XS0406095041 2013-11-29 USD 7.875 FLAT TRADING 2 1000 65.1 68.5 11.50% NON-CUM PFD SEC. 1-1 EXCHANGE WITH XS0364497999. MAY 2010 CPN NOT PAID. AFFECTED BY DIVIDEND AND COUPON RESTRICTIONS.
LLOYDS BANKING GROUP PLC XS0406095637 2013-11-29 EUR 7.875 FLAT TRADING 1 1000 65 65 12.12% NON-CUM IRREDEEMABLE PFD SEC. 1-1 EXCHANGE WITH XS0364497643. AFFECTED BY DIVIDEND AND COUPON RESTRICTIONS. SEE SEC SPEC NEWS
LLOYDS TSB BANK PLC XS0408620721 2029-01-22 GBP 13.000 FLAT TRADING 2 1000 106.7 109.3 11.89% CPN=13% (S/A) TO 01/29; THEN IF NOT CALLED, STEPS UP TO 5Y TSY+1340BP (S/A). CPNDEFERRED EFF 07/10. AFFECTED BY DIV AND CPN RESTRICTIONS. SEE SEC SPEC NEWS.
LLOYDS TSB BANK PLC XS0408623311 2019-01-22 EUR 13.000 FLAT TRADING 2 1000 102.5 102.5 12.68% CPN=13%. IF NOT CALLED ON 01/22/2019 CPN=3M EURIBOR+14%.CPN DEFERRED EFF 07/10. AFFECTED BY DIVIDEND AND CPN RESTRICTIONS. SEE SEC SPEC NEWS. PAYS IN CASH.
GE CAPITAL TRUST II XS0491211644 2017-09-15 EUR 5.500 VARIABLE 1 1000 80.7 82.3 6.68% CPN=5.5% TO 09/17 (ACT/ACT ANNLY); THEN 3MO EURIBOR + 200BP (ACT/360 QTLY). ISS'D IN EXCH OF XS0319639745/XS0319639232
GE CAPITAL TRUST III XS0491211990 2017-09-15 GBP 6.500 VARIABLE 2 1000 87.8 88.8 7.32% CPN=6.5% TO 09/17 (ACT/ACT S/A); THEN 3MO GBP LIBOR + 200BP (ACT/365 QTLY). ISS'D IN EXCH OF XS0319641725/XS0319640834. CALL@MW+24BP TO 9/15/2017
GE CAPITAL TRUST IV XS0491212451 2016-09-15 EUR 4.625 VARIABLE 1 1000 80.6 82.3 5.62% CPN=4.625% TO 09/16 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +160BP (QRTLY, ACT/360). ISS'D IN EXCH XS0267167053/XS0267166246
GE CAPITAL TRUST V XS0491212535 2016-09-15 GBP 5.500 VARIABLE 2 1000 84 84 6.55% CPN=5.5% TO 09/16 (S/A, ACT/ACT); THEN 3MO GBPLIBOR +100BP (QRTLY, ACT/365). ISS'D IN EXCH OF XS0267168291/XS0267167566
CLAUDIUS (CREDIT SUISSE) XS0531067659 2015-12-12 USD 7.875 FIXED 2 2000 95.4 96.8 8.14% CREDIT SUISSE ISSUING VIA CLAUDIUS.
CHARLOTTENBURG CAPITAL I XS0540295275 2016-06-30 EUR 10.750 FIXED 1 1000 83.8 87.8 12.24% PASSPORTED TO GERMANY, BELGIUM, AUSTRIA, NETHERLANDS AND IRELAND.
RWE AG XS0542298012 2015-09-28 EUR 4.625 VARIABLE 1 1000 91.5 92.5 5.00% FIX CPN = 4.625 UNTIL 09/15, THEN RESET OF 5 YR MID-SWAPS +265 UNTIL 09/20. FLOATING PERIOD FROM 09/20 12MO EURIBOR + INITIAL SPREAD + 100 BPS. PAYS IN CASH
PHBS LTD XS0543477821 2015-09-29 USD 6.625 FIXED 2 1000 88.5 90.1 7.35% CUMULATIVE CPN DEFERRAL. PAYS IN CASH.
INTESA SANPAOLO SPA XS0545782020 2016-06-01 EUR 9.500 VARIABLE 1 50000 62.1 63.1 15.06% CPN=9.5 TO 06/16, THEN CPN RESET EVERY 5 YRS @ PREVAILING 5YR EUR MID SWAP+757BPTRIGGER EVNT IF TOTAL CAPTL FALLS BLW THE HIGHER OF 6% OR THE BOI THEN MIN REQ
COSAN OVERSEAS LTD XS0556373347 2015-11-05 USD 8.250 FIXED 4 1000 101 101 8.17% #N/A Field Not Applicable
ALLIANDER NV XS0558238043 2015-11-11 EUR 4.875 VARIABLE 1 1000 97.6 98.6 4.94% PERPETUAL MTY. ANALYTICS TO FIRST CALL DATE. SECURITY HAS NOT BEEN CALLED. PAYS IN CASH.
DONG ENERGY A/S XS0560190901 2021-06-01 EUR 7.750 VARIABLE 1 1000 103.5 105.1 7.37% SEC NOT CALLED. CALL DATE ENTERED FOR CALCULATION PURPOSES ONLY. PAYS IN CASH. CPN=7.75% (ACT/ACT) UNTIL 2021; THEREAFTER CPN=12MO EUR + 550BP (ACT/360).
RABOBANK NEDERLAND XS0583302996 2016-07-26 USD 8.375 VARIABLE 2 1000 99 100.3 8.35% CPN=8.375% UNTIL 07/2016; THEREAFTER COUPON RESET AT PREVAILING 5Y UST +642.5BP.WRITE-DOWN IF EQUITY CAP RATIO < 8%.
CITIC PACIFIC LIMITED XS0612337500 2016-04-15 USD 7.875 VARIABLE 2 1000 94 94 8.38% YR1-5: 7.875% S/A;YR 5-10: S/A FIXED 5YR UST + 554.5 BP; YR 10+ FIXED RATE RESET5YR UST + 654.5 BP
BHIRA INVESTMENTS LTD XS0620623636 2016-04-27 USD 8.500 VARIABLE 2 1000 98.3 100 8.50% CPN=8.50% TILL 4/2016 (S/A); YR 5-10 RESET AT 5YR UST + 641.4 BPS (S/A); YR 10+ 3MO US LIBOR + 722.6 BPS (QTRLY).
OMV AG XS0629626663 2018-04-26 EUR 6.750 VARIABLE 1 1000 98.2 99.4 6.79% CPN = 6.75% TO 04/18. THERAFTER FIXED AT 375BP + PREVAILING 5Y MID SWAPS RATE TO04/23. THEREAFTER 12MO EURIBOR +475BP (INCLUDING 100 BP STEP-UP) PAYS IN CASH.