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 118.6 123.1 7.28% CPN=8.963% TO 6/30 S/A (30/360); THEN 3MO$LIBOR +282.5BP QTRLY (ACT/360). CO MAYDEFER CASH PYMT FOR UP TO 10 PAY PERIODS. NON-CUM TRUST PFD SECS. PAYS IN DIVID.
ABERDEEN ASSET MANAGEMEN XS0300154878 2013-05-29 USD 7.900 FIXED 4 2000 100.2 100.5 7.86% PAYS IN CASH.
ABN AMRO BANK NV XS0246487457 2016-03-10 EUR 4.310 VARIABLE 1 1000 94.3 95.5 4.51% CPN=4.31% TO 3/16 (ANNUAL, ACT/ACT); THEN 3MO EURIBOR +166BP (QTLY, ACT/360). TRADES DIRTY EFF 03/07/11, TRADES CLEAN EFF 09/01/11.
ABN AMRO BANK NV XS0244754254 2016-02-17 GBP 5.000 VARIABLE 1 1000 91.7 93.4 5.35% CPN=5% TO 2/17/16 ANNLY (ACT/ACT UNADJ); THEREAFTER 3MO œLIBOR +148BP (ACT/365 ADJ). SERIES 752. PAYS IN CASH
AEGON NV NL0000062438 2013-06-15 USD 4.000 FLOATING 4 25 24.9 24.9 4.02% CPN RATE=3MO US$LIBOR +87.5BP. MIN CPN=4%.
AEGON NV NL0000021541 2015-06-15 USD 6.375 FIXED 4 25 26.9 26.9 5.92% #N/A Field Not Applicable
AEGON NV NL0000062420 2013-06-10 USD 6.500 FIXED 4 25 25.5 25.5 6.37% #N/A Field Not Applicable
AEGON NV NL0000686368 2013-06-10 USD 6.875 FIXED 4 25 25.6 25.7 6.69% #N/A Field Not Applicable
AEGON NV NL0006056814 2013-06-15 USD 7.250 FIXED 4 25 25.8 25.8 7.03% SHORT 1ST CPN. GREENSHOE OPTION= $150M. GREENSHOE 2MM SHRS EXERCISED 10/2/07.
AEGON NV NL0000116168 2014-07-15 USD 2.055 FLOATING 4 100 65.7 66.9 3.07% CAP=8.5%.
AEGON NV NL0000120004 2015-06-08 NLG 4.156 VARIABLE 1 5000 60.3 60.5 6.87% 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 1.780 FLOATING 4 100 57.8 58.7 3.03% 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 73 74.5 6.96% 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 69.3 69.8 6.10% 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 2013-07-21 EUR 6.000 FIXED 1 1000 102 102.3 5.87% #N/A Field Not Applicable
AGEAS HYBRID FINANCING XS0257650019 2016-06-20 EUR 5.125 VARIABLE 1 1000 95.3 96.7 5.30% 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 2013-06-02 EUR 8.000 FIXED 1 1000 100.3 100.4 7.97% 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 102.3 103.3 4.24% 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 103.7 104.9 5.12% #N/A Field Not Applicable
ALLIANZ FRANCE FR0010161067 2015-06-10 EUR 4.625 VARIABLE 1 1000 101.5 102.6 4.51% CPN RATE=4.625% TO 06/15; THEN 3MO EURIBOR + 198BP. SHORT 1ST CPN.
ALLIANZ SE US0188052007 2013-06-17 USD 8.375 FIXED 4 25 25.5 25.5 8.21% LONG 1ST CPN. CALL @ MAKE WHOLE T +50BP.
ALLIANZ SE XS0187162325 2014-01-15 EUR 5.500 VARIABLE 1 1000 101.7 102.2 5.38% 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 27.5 50 10.53% NON-CUMULATIVE PREFERRED SEC. MISSED 02/18/12 CPN.
ALPHA GROUP JERSEY LTD XS0159153823 2013-09-05 EUR 4.181 FLAT TRADING 4 1000 10 30 13.94% 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 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 108.5 108.5 6.27% 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 95.8 97.2 5.02% 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 28 28 6.92% BABY BONDS. GREENSHOE=1.2MM SHRS.
ANTON VENETA CAP TRUST XS0131739236 2013-06-27 EUR 6.514 FLOATING 4 1000 46.9 48.5 13.43% CPN RATE=3MO EURIBOR +310BP TO 9/11; THEREAFTER +630BP. TRUST PFD SEC. PAYS IN DIVIDENDS
ANTONVENETA CAP TRUST I XS0122238115 EUR 6.507 FLOATING 4 1000 42 46.5 13.99% CPN RATE=3MO EURIBOR +375BP UNTIL 03/21/11; THEREAFTER +630BP. SUB. FINAL MTY: 12/31/2100. PAYS IN DIVIDENDS
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 2013-06-30 GBP 2.837 VARIABLE 4 1000 64.8 68.8 4.12% CPN=8.162% TO 10/5/12(ACT/ACT, ANNL);THEN 3MO œLIBOR +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 1 101.5 105.4 1.72% LONG 1ST CPN. EXCHANGED FROM NL0009213537.
ASR NEDERLAND NV NL0009213545 2019-10-26 EUR 10.000 VARIABLE 1 1 118.6 119.5 2.09% FIX CPN =10% UNTIL 10/19 (ACT/ACT), THEREAFTER 3MO EURIBOR +970.5BP (ACT/360). EXCHANGED FROM NL0009213529.
ASSICURAZIONI GENERALI XS0257010206 2026-06-16 GBP 6.269 VARIABLE 1 50000 84.7 86.1 7.28% CPN=6.269% TO 06/26 (ACT/ACT) ANNLY; THEN 3MO œLIBOR +235BP (ACT/365) QTRLY. PAYS IN CASH
ASSICURAZIONI GENERALI XS0283627908 2022-02-08 GBP 6.416 VARIABLE 1 50000 87.8 89.4 7.18% CPN= 6.416% TO 02/22 (ACT/ACT); THEREAFTER 3MO œLIBOR +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 99.6 100.4 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 102.1 103.4 5.92% CPN=6.125% TO 9/22 (ANN); THEREAFTER 5YR UKT +240BP (ANN). TRANCHE 1. PAYS IN CASH.
AVIVA PLC XS0177448288 2015-09-29 EUR 5.700 VARIABLE 1 10000 101.6 102.5 5.56% 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 81.9 82.6 5.28% 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 56.5 57.8 2.71% CPN RATE=6% TO (ANNLY) TO 10/05; THEN 10YR ?CMS +5BP (S/A). MAX CPN=8%. SERIES 18, TRANCHE 1.
AXA SA XS0181369454 2013-06-02 EUR 1.969 FLOATING 4 1000 58 59.3 3.32% 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 1.950 FLOATING 4 1000 68.6 69.9 2.79% CPN RATE=US$ CMT10 +25BP. MAX CPN=8%. SERIES 15. TRANCHE 1.
AXA SA XS0179060974 2013-10-29 EUR 2.320 FLOATING 4 1000 66 67.9 3.42% CPN=EUR TEC10 CNO + 55BP. SERIES 13, TRANCHE 1.
AXA SA XS0207825364 2013-12-20 EUR 5.052 VARIABLE 1 1000 85 86.5 5.84% SERIES 19. TRANCHE 1. PAYS IN CASH
AXA SA XS0210434782 2014-01-25 EUR 4.784 VARIABLE 1 1000 81 83 5.76% SERIES 20. TRANCHE 1.
AXA SA XS0260056717 2026-07-06 GBP 6.686 VARIABLE 1 1000 103.1 104.3 6.41% CPN=6.6862% ANNLY (ACT/ACT) TO 07/26, THEN 3MO œLIBOR +275BP (ACT/365). SERIES 23, TRANCHE 1. PAYS IN CASH
AXA SA XS0260056048 2016-07-06 GBP 6.667 VARIABLE 1 1000 104.1 105.2 6.34% CPN=6.6666% (ANNLY, ACT/ACT) TO 07/16, THEN 3MO œLIBOR +250BP (QTLY, ACT/365). SERIES 22, TRANCHE 1. PAYS IN CASH
AXA SA XS0325823119 2019-10-16 GBP 6.772 VARIABLE 1 1000 104.2 105.5 6.42% CPN=6.772% TO 10/19 (ANNLY, ACT/ACT);THEN 3MO œLIBOR +237BP (QRTLY, ACT/365). PAYS IN CASH.
AXA SA XS0260057285 2016-07-06 EUR 5.777 VARIABLE 1 1000 103.9 105 5.50% 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 103.9 104.9 5.92% CPN=6.211% (ANNLY ACT/ACT) TO 10/17; THEN 3MO EURIBOR + 250BP (QTLY ACT/360). PAYS IN CASH.
AXA SA XS0167957983 USD 7.100 FIXED 4 1000 100 100 7.10% MANDATORY AND REGULATORY INTEREST PAYMENT DEFERRAL .
AXA SA XS0185672291 2013-08-06 USD 2.105 FLOATING 2 1000 64.5 66.5 3.17% CPN=CMS10 +5BP. MAX CPN=8%.
AXA SA AU0000AXJHA9 2016-10-26 AUD 4.390 FLOATING 4 100000 92.2 93 4.72% 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 103.3 103.8 7.23% 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 107.6 108.3 4.85% 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 47.9 49.3 3.73% 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 2013-10-28 EUR 1.614 FLOATING 2 1000 48.3 49.6 3.25% CPN=6% TO 10/05; THEN 10YR ?CMS+10BP. MAX CPN=8%. NON-CUM PREF SEC.
ICCREA BANCAIMPRESA SPA XS0295539984 EUR 5.220 FIXED 1 1000 82.8 83.5 6.25% #N/A Field Not Applicable
BANCA CR FIRENZE XS0181782144 EUR 1.156 FLOATING 4 100000 98.4 99.7 1.16% SERIES 13, TRANCHE 1.
BANCA ITALEASE CAP TRUST XS0255673070 2016-06-06 EUR 1.502 FLAT TRADING 4 1000 28.6 33.9 4.43% 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 2013-06-10 EUR 6.140 FLOATING 4 1000 88.7 90.6 6.78% NON-CUM PFD TRUST SECS.
BANCA POP BERGAMO CAP TR XS0123998394 2013-08-15 EUR 6.166 FLOATING 4 1000 88.7 91 6.78% 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 78.9 81.1 11.10% 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 77.5 78 8.64% 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 CAPITAL SA UNI XS0214965450 2015-03-23 EUR 4.500 VARIABLE 1 1000 8 13 34.62% CPN=4.5% TO 03/15; THEREAFTER CPN=3MO EURIBOR + 0.8%. PAYS IN CASH
BANCAJA EMISIONES SA UNI XS0205497778 2014-11-17 EUR 4.625 FLAT TRADING 1 1000 26 26 17.79% CPN=4.625% TO 11/17/14; THEN 3MO EURIBOR +217BP QTRLY (ACT/360). LONG 1ST CPN. PAYS IN CASH. CPN 11/19/12 DEFERRED.
BANCO BRADESCO (CAYMAN) US05946NAG07 USD 6.750 FIXED 2 1000 115.6 116.6 5.79% ISS'D UNDER 144A.
BANCO BRADESCO (CAYMAN) USG08010BH52 USD 6.750 FIXED 2 1000 116.4 116.4 5.80% 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 112 112 5.58% #N/A Field Not Applicable
BANCO DE CHILE US059520AA47 USD 6.250 FIXED 2 1000 110.9 112.2 5.57% ISS'D UNDER 144A.
BANCO ESPANOL DE CREDITO DE000A0DEJU3 2014-04-29 EUR 1.639 VARIABLE 2 1000 50.1 52.6 3.12% 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 78.3 80.6 6.82% PAYS IN DIVIDENDS
BANCO POPOLARE SCARL XS0304963290 2017-06-21 EUR 6.156 VARIABLE 1 50000 58.8 60 10.26% 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 58.9 61.3 11.02% 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 55.1 57.8 9.06% CPN=5.234% ANNLY (ACT/ACT) TO 09/16; THEREAFTER 3MO EURIBOR +217BP QTRLY (ACT/360). NON-CUMULATIVE PERPETUAL PREF SEC. PAYS IN CASH.
BANK OF AMERICA CORP US0605055591 2013-05-28 USD 8.625 FIXED 4 25 25.5 25.5 8.46% 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 2013-06-10 USD 4.000 FLOATING 4 25 24.1 24.2 4.13% DEP SHR=1/1200 PREF SHR. SHORT 1ST CPN. CPN FLOOR=4%.
BANK OF AMERICA CORP US0605058157 2013-08-15 USD 4.000 FLOATING 4 25 24.3 24.5 4.08% 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 2013-06-10 USD 3.000 FLOATING 4 25 22.3 22.3 3.36% CPN RATE= 3MO US$LIBOR+65BP. MIN CPN=3%. DEPOSITARY SHR. 1/1200TH PFD SER 2. SHORT 1ST CPN. DRD ELIGIBLE, SUBJECT TO REVIEW.
BANK OF BARODA/LONDON XS0301888615 2017-05-25 USD 6.625 VARIABLE 2 1000 104.9 105.7 6.27% #N/A Field Not Applicable
BANK OF IRELAND CAPITAL XS0213178295 EUR VARIABLE 1 1000 0.1 12 0.00% CPN=6.25% TO 03/07; THEREAFTER; 10YR ?CMS +10BPS. MAX CPN=8%. TIER 1. LONG 1ST CPN. NON-CUM PREFERRED SEC'S. 3/3/10 INT PYMT NOT PAID. PAYS IN CASH
BANK OF IRELAND HOLDINGS XS0125611482 2013-09-07 EUR 3.460 VARIABLE 4 1000 1 16 21.63% CPN RATE=7.4% ANNLY TO 3/11; THEREAFTER 3MO EURIBOR +326BP. SUB. CPN DEFERRED. 2/4/10 INTEREST PYMT DEFERRED. RESUMED PAYMEnT 02/01/2011. PAYS IN CASH
BANK OF NOVA SCOTIA CA0641496777 2014-04-26 CAD 6.250 VARIABLE 4 25 26 26 6.01% CPN=6.25% TIL 4/25/14; THEREAFTER RESETS EVERY 5 YRS @ +414BP OVER GOC BOND YLD.CONVERTIBLE INTO SERIES AM ON CALL DATES.
BANK OF NY INSTIT CAP A US05563QAA85 2013-06-10 USD 7.780 FIXED 2 1000 101.8 101.8 7.64% ISS'D UNDER 144A. CAP SECS. CO MAY DEFER CASH DISTRIBUTIONS FOR UP TO 10 PAY PERIODS; NO DEFER PAST MTY. PAYS IN CASH.
BANK ONE CAPITAL III US06423KAA97 USD 8.750 FIXED 2 1000 141.3 141.3 6.19% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. TRUPS (TRUST ORIGI PFD SECS). UNSEC'D. CALL @ > OR MAKE WHOLE +50BP. LONG 1ST CPN. PAYS IN DIVIDENDS
FIRST CHI NBD INST CAP I US31945HAA32 2013-06-10 USD 0.824 FLOATING 4 1000 83.9 83.9 0.98% CPN RATE=3MO US$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 2013-06-10 USD 8.327 FIXED 2 1000 87.3 87.3 9.54% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. CAP SECS. SHORT 1ST CPN. CO REPURCH $6MM IN 5/02. PAYS IN CASH
BANQUE FED CRED MUTUEL XS0207764712 2014-12-15 EUR 1.695 VARIABLE 2 1000 57.6 59 2.87% CPN=6% TO 12/05 (ANNLY); THEN 10YR EIISDA + 10BP (S/A). MAX CPN=8%. SERIES 85. TRANCHE 1.
BANQUE FED CRED MUTUEL XS0212581564 2015-02-25 EUR 1.985 FLOATING 1 1000 57.6 59 3.36% CPN=7% TO 02/06; THEN 10YR ?CMS + 10BP. MAX CPN=8%. SERIES 99. TRANCHE 1.
BANQUE FED CRED MUTUEL XS0218324050 2015-10-28 EUR 4.471 VARIABLE 1 1000 99.1 100.2 4.46% CPN=4.471% TO 10/15 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +185BP (QTRLY, ACT/360). SHORT 1ST CPN. SERIES 105, TRANCHE 1. PAYS IN CASH
BARCLAYS BANK PLC US06739H7769 2013-06-15 USD 7.100 FIXED 4 25 25.8 25.8 6.88% DEP SHARE=PFD SHR. GREENSHOE OF 7MM EXERC'D ON 09/12.
BARCLAYS BANK PLC US06739H3628 2013-06-15 USD 8.125 FIXED 4 25 25.9 25.9 7.84% LONG 1ST CPN. GREENSHOE= 15MM SHARES UNTIL 4/22/08. SERIES 5.
BARCLAYS BANK PLC US06739H5110 2013-06-15 USD 7.750 FIXED 4 25 25.9 25.9 7.48% AMERICAN DEPOSITARY SHARES, SERIES 4 REPRESENTING NON-CUM US$ 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 102.7 104 5.70% CPN=5.926 TO 12/16(S/A,30/360);THEN 3MO US$LIBOR+175BP(QRTLY,ACT/360)ISS'D UNDER144A.SHRT 1ST CPN.ISSR'S OPT TO DEFER PYMTS;SATISFY W/IN 10YRS.PAYS IN CASH
BARCLAYS BANK PLC XS0214398199 2020-03-15 EUR 4.750 VARIABLE 1 10000 76.9 77.9 6.10% CPN=4.75% TO 3/20 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +71BP QTRLY (ACT/360).NON-CUM PREF SHRS. TIER ONE. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0248675364 2036-12-15 GBP 5.330 VARIABLE 1 1000 88.1 90.2 5.91% CPN=5.3304% TO 12/36; THEN 3MO GBP LIBOR + 198.5. SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0205937336 2014-12-15 EUR 4.875 VARIABLE 1 10000 78 78.9 6.18% CPN=4.875% TO 12/14 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +105BP QTRLY (ACT/360). LONG 1ST CPN. NON-CUM PREF SHRS. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0150052388 2032-06-15 GBP 6.000 VARIABLE 2 1000 92.6 94.8 6.33% CPN=6% TO 6/32 (ACT/ACT); THEREAFTER 6MO œLIBOR+89BP (ACT/365). SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0222208539 2017-12-15 GBP 6.000 VARIABLE 1 10000 95.8 97 6.19% CPN=6% TO 12/17(ANNLY); THEN GBPLIBOR + 142BP (QRTLY). SHORT 1ST CPN. PREF SHRS.PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0305103482 2019-12-15 GBP 6.369 VARIABLE 1 1000 93.6 96.4 6.61% CPN= 6.3688% (ANNLY, ACT/ACT)TO 12/19; THEN 3MO GBPLIBOR + 170BP(QRTLY,ACT/365).SHORT 1ST CPN. PAYS IN CASH.
BARCLAYS BANK PLC XS0155141830 2032-06-15 USD 6.860 VARIABLE 2 1000 106.9 108.4 6.33% CPN=6.86 (30/360) TO 6/32; THEREAFTER 6MO US$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 102.8 103.9 5.70% CPN=5.926% TO 12/16; THEN CPN=3MO US$LIBOR +175BP IF NOT CALLED ON 12/15/16. ISSUER'S OPTION TO DEFER PYMTS; MUST SATISFY WITHIN 10YRS. PAYS IN CASH.
BARCLAYS BANK PLC XS0145875513 2027-04-19 GBP 6.125 VARIABLE 1 1000 95 97.4 6.29% CPN=6.125% (ANN) TO 4/27, THRAFTR CPN RESET EVERY 5 YRS @ 5YR UKT +207BP (ANN). ORIG ISS AMT:œ400MM. ADD'L œ150MM ISS'D 6/03 @ 108.617%. PAYS IN CASH
BARCLAYS BANK PLC XS0120327571 2015-11-27 GBP 6.875 VARIABLE 1 1000 103.7 105.6 6.51% CPN=6.875% (ANN)TO11/15; THEN 5 YR GILT +295BP (ANN). CPN WILL RESET EVERY 5YRS.UNSEC'D. ORIGINAL ISS AMT:œ400MM. ADDL œ250MM ISS'D 5/01 @ 100.370%.PAYS IN CASH
BARCLAYS BANK PLC XS0145875190 2017-04-19 GBP 6.375 VARIABLE 1 1000 101.4 104.1 6.12% CPN=6.375% (ANN) TO 04/17; THRAFTR CPN RESET EVERY 5 YRS @ 5YR UKT +202BP (ANN).ORIG ISS AMT:œ400MM. ADD'L 65MM ISS'D 3/03 @109.984%. PAYS IN CASH
BARCLAYS BANK PLC XS0322792010 2017-12-15 USD 7.434 VARIABLE 2 1000 109.7 110.9 6.70% SHORT 1ST CPN. CPN=7.434% TO 12/15/2017; THEREAFTER 3MO US$LIBOR + 317BP. PAYS IN CASH.
BARCLAYS BANK PLC XS0118932366 2020-10-24 GBP 7.125 VARIABLE 1 1000 104 106.3 6.70% CPN=7.125% TO 10/20; THEREAFER 5 YR GILT +315BP. CPN WILL RESET EVERY 5 YRS. ORIGINAL ISS AMT: œ275MM. ADDL œ250MM ISS'D 5/01 @ 104.218%. PAYS IN CASH
BARCLAYS BANK PLC XS0350187430 2018-12-15 GBP 8.250 VARIABLE 1 1000 108.5 110.7 7.45% CPN= 8.25% TO 12/15/2018; T/AFTR CPN = 3M œLIBOR +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 100.3 101.4 6.19% CPN RATE=6.278% TO 12/34; THEREAFTER 3MO US$LIBOR +155BP. LONG 1ST CPN. SERIES 1. ADR REPR NON-CUM PFD SHR. PAYS IN DIVIDENDS
BARCLAYS BANK PLC XS0360950249 2018-04-25 USD 7.700 VARIABLE 2 1000 110.7 111.2 6.92% CPN RT=7.7% TO 4/18; THEREAFTER 3MO US$ LIBOR + 424BP.
BARCLAYS BANK PLC XS0015014615 2013-07-31 GBP 1.500 FLOATING 4 250000 64 65.6 2.29% CPN RATE=3MO œLIBOR +50BP TO 10/99; +70BP TO 10/09; THEREAFTER @ +100BP. RATES ARE ROUNDED TO THE NEAREST 1/16TH. UNSEC'D.
BARCLAYS BANK PLC GB0000779529 2013-07-22 USD 0.688 FLOATING 2 10000 55.8 57.5 1.20% CPN RATE=6MO $LIMEAN +25BP. SUB PRIMARY CAPITAL NOTES. CO BOUGHT BACK $107.540MMEFF 3/25/96.
BARCLAYS BANK PLC US06739GAD16 2017-12-15 USD 7.434 VARIABLE 2 1000 109.7 110.9 6.70% ISS'D UNDER 144A. SHORT 1ST CPN. CPN=7.434% TO 12/15/2017; THEREAFTER 3MO US$LIBOR + 317BP. PAYS IN CASH.
BARCLAYS BANK PLC US06739HAA59 2018-04-25 USD 7.700 VARIABLE 2 1000 110.7 111.2 6.92% 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 139.4 140.6 9.96% SHRT 1ST CPN. œ2.5BLN SOLD TO STRAT.INVESTORS. œ500MM SOLD TO INST.INVESTORS. CPN=14% TO 06/19 (ANNLY, ACT/ACT); THEN 3MO GBP LIBOR +1340BP (QRTLY, ACT/365).
BARCLAYS BANK PLC US06739F3901 2013-06-15 USD 6.625 FIXED 4 25 25.7 25.8 6.42% 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 107.9 111.4 8.08% 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 107 108.5 6.32% CPN=6.86 (30/360) TO 6/32; THEREAFTER 6MO US$LIBOR +173BP (ACT/360). ISS'D UNDER144A. ISS'D TONS (TIER 1 NOTES). SHORT 1ST CPN. PAYS IN CASH
BARCLAYS BANK PLC XS0071252919 2021-11-27 GBP 9.250 VARIABLE 1 1000 109.7 112.6 8.21% CPN RATE=9¬% TO 11/21; THEREAFTER ANNUALLY RESET EVERY 5YRS@5YR UK GOVT+225BP. CO NAME CHG TO:WOOLWICH PLC 7/97. SECURITY HAS NOT BEEN CALLED ON 11/21.
BAWAG CAP FIN JERSEY II DE0008600966 2013-09-27 EUR 7.125 FIXED 4 25 22 22.3 7.99% ALSO AMSTERDAM SE. SUB, UNSEC'D.
BAWAG CAP FIN JERSEY LTD XS0119643897 2013-10-31 EUR 4.907 VARIABLE 4 1000 73 78 6.29% CPN RATE=8.765% ANNLY TO 10/10(ACT/ACT); THEREAFTER 3MO EURIBOR +470BP QTRLY (ACT/360). NON-CUM PREF SECS.
BAYER AG XS0225369403 2015-07-29 EUR 5.000 VARIABLE 1 1000 106.3 106.6 4.69% CPN=5% TO 07/15 (ANNLY); THEN 3MO EURIBOR +280BP (QTRLY). PAYS IN CASH. P
BAYERNLB CAPITAL TRUST I XS0290135358 2017-05-31 USD 6.203 FLAT TRADING 1 1000 66.3 68.3 9.08% TRADING FLAT SINCE 05/31/2011. CPN=6.2032% ANNLY (ACT/ACT) TO 05/17, THEN 3MO US$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 104.6 104.6 5.74% CPN=6.008% TO 5/17; THEREAFTER 3MO US$LIBOR +181BP.
BBVA BANCOMER SA US055295AB54 2017-05-17 USD 6.008 VARIABLE 2 1000 105 105.6 5.69% CPN=6.008% TO 5/17; THEREAFTER 3MO US$LIBOR +181BP. ISS'D UNDER 144A. PAYS IN CASH.
BBVA INTL PREF UNIPERSON XS0266971745 2016-09-20 EUR 4.952 VARIABLE 1 50000 80.7 82.7 5.99% 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 76.2 78.4 4.84% 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 104.3 105.6 8.05% 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 103.4 104.9 8.67% 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 94.7 96 6.17% 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 45.4 48.3 11.48% NO DIVIDEND PAYMENT ON 06/09 PAYS IN DIVIDENDS SERIES C.
BCP FINANCE CO XS0231958520 2015-10-13 EUR 4.239 VARIABLE 1 1000 46.5 48.7 8.70% 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 98.2 99.3 7.93% 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 2013-05-26 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 70.3 72.2 7.73% 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 63 65.5 6.87% SHORT 1ST CPN.
BES FINANCE LTD XS0147275829 2013-08-08 EUR 3.032 VARIABLE 4 1000 73 79 3.84% MOD FOLLOW BUS DAY CNVTN. UNSEC'D. SUB. PAYS IN CASH
BGE CAPITAL TRUST II US05541Q2066 2013-06-10 USD 6.200 FIXED 4 25 25.7 25.7 6.03% CO MAY DEFER DIV PYMT FOR UP TO 20 QTRS.
BMO CAPITAL TRUST CA05560HAD58 2014-12-31 CAD 5.474 FIXED 2 1000 106 106.1 5.16% 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 106.8 107 4.33% 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 2013-06-27 EUR 6.154 VARIABLE 4 1000 88.6 91.1 6.76% CPN=9% TO 6/11 (ANLY, ACT/ACT); THEN 3MO EURIBOR +594BP (QTLY, ACT/360). PAYS IN DIVIDENDS
BNP PARIBAS FR0010239319 2013-10-17 EUR 4.875 FIXED 1 1000 91.4 92.4 5.28% NON-CUMULATIVE SEC. PAYS IN CASH
BNP PARIBAS FR0010306738 2016-04-12 EUR 4.730 VARIABLE 1 50000 98.6 99.7 4.74% 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 98.9 100 5.19% 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 97.8 99.4 5.99% CPN=5.954% ANNLY (ACT/ACT) TO 07/16, THEN 3MO œLIBOR +181BP QTLY (ACT/365). PAYS IN CASH
BNP PARIBAS US05565AAB98 2037-06-25 USD 7.195 VARIABLE 2 100000 108.1 109.1 6.59% CPN=7.195% TO 6/37 S/A (30/360); THEREAFTER 3MO US$LIBOR +129BP (ACT/360). ISS'D UNDER 144A.
BNP PARIBAS FR0010239368 2013-10-17 USD 6.250 FIXED 1 2000 100.4 101.5 6.16% NON-CUMULATIVE.
BNP PARIBAS FR0010661314 2013-09-11 EUR 8.667 VARIABLE 1 50000 101.3 102.1 8.49% CPN=8.667% TO 09/13 (ANNLY; ACT/ACT); THEN 3MO EURIBOR +405BP (QRTLY; ACT/360). PAYS IN CASH.
BNP PARIBAS US05565AAA16 2015-06-29 USD 5.186 VARIABLE 2 1000 98.8 99.9 5.19% CPN RATE=5.186% TO 6/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +168BP QTRLY (ACT/360). ISS'D UNDER 144A. NON-CUM TIER 1. PAYS IN CASH
BNP PARIBAS CAP TRST VI XS0160850227 EUR 5.868 VARIABLE 1 1000 99.5 100.5 5.84% CPN RATE=5.868% TO 01/13 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +248BP QTRLY (ACT/360). NON-CUMULATIVE PFD SECS. PAYS IN DIVIDENDS
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 2013-08-12 EUR 1.753 FLOATING 4 1000 360 360 0.49% SERIES C. CALL IF SECURITY NO LONGER QUALIFIES AS TIER 1. NON-CUMULATIVE PFD SHRS. PAYS IN DIVIDENDS
BPM CAPITAL TRUST I XS0131749623 2013-07-02 EUR 4.912 FLAT TRADING 4 1000 67.6 69.7 7.05% PAYS IN CASH. APRIL 2012, JULY 2012, OCTOBER 2012, JANUARY 2013 PAYMENTS CANCELLED..
BR MALLS INTL FINANCE USG1593PAA69 USD 9.750 FIXED 4 1000 100 100 9.75% POISON PUT @ 101% SUBJECT TO RATINGS TRIGGER.
BRIT INSURANCE HOLDINGS XS0237631097 2020-12-09 GBP 6.625 VARIABLE 1 1000 91.1 93.2 7.11% CPN RATE=6.625% TO 12/20; THEREAFTER STEPS UP 340BP OVER THE THEN PREVAILING 10YR GILT.
CA PREFERRED FUND TR II XS0173838847 2013-07-30 USD 7.000 FIXED 4 1000 99.3 100.2 6.99% SHORT 1ST CPN. TIER I. NON CUMULATIVE TRUST PFD SECS. PAYS IN DIVIDENDS
CA PREFERRED FUND TRUST XS0161441000 2013-07-30 USD 7.000 FIXED 4 1000 99.8 100.3 6.98% NON-CUM. PREFERRED SECURITY. PAYS IN DIVIDENDS
CA PREFERRED FND TST III NL0000113868 2013-07-30 EUR 6.000 FIXED 4 1000 94.5 95.6 6.28% NON-CUM. SHORT 1ST CPN. PREFERRED SECURITY.
CAIXA GALICIA PREFERENTE XS0237727440 2015-12-14 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 0.983 FLOATING 4 1000 35 45 2.18% 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 1.013 FLOATING 4 1000 35 45 2.25% 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 2013-08-10 EUR 1.987 VARIABLE 1 1000 42 53 3.75% 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 102.7 103.7 6.14% #N/A Field Not Applicable
CAPITAL ISSUING GMBH DE0001365880 2014-07-31 EUR 7.133 VARIABLE 1 1000 102.1 104.9 6.80% 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 2013-06-10 USD 1.260 FIXED 12 11 12.6 12.6 2.50% PRX/SHR=$17.7618.ISS'D AS A RESULT OF ACQ OF TYLER CABOT SEC FUND INC EFF 12/92.TRANS AGT: SOC NATL BK. CO MAY PAY DVDS IN CM STK. REIT. ALSO PAC SE. O/S 3/01.
CASINO GUICHARD PERRACH FR0010154385 2013-07-20 EUR 2.551 FLOATING 4 1000 65.8 66.6 3.83% CPN RATE=7.5% TO 1/08 (ANNLY, ACT/ACT); THEREAFTER 10YR ?CMS +100BP (QTRLY, ACT/360). MAX CPN=9%.
CBA CAPITAL TRUST II US12479BAA08 2016-03-15 USD 6.024 VARIABLE 2 1000 105.3 106.5 5.66% CPN RATE-6.024% TO 3/16; THEREAFTER 3MO US$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 III US161478AA01 2013-06-10 USD 0.837 FLOATING 4 1000 83.5 83.5 1.00% CPN RATE=3MO US$LIBOR +55BP. CO MAY DEFER CASH PYMT FOR UP TO 20 PAY PERIODS. CAP SECS. CALL W/CHANGE IN TAX LAW AFTER 3/1/07. PAYS IN CASH
CHASE CAPITAL VI US16162LAA17 2013-06-10 USD 0.899 FLOATING 4 1000 83.5 83.5 1.08% CPN=3MO US$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.
CHINATRUST COMM BANK HK XS0215262402 2015-03-17 USD 5.625 VARIABLE 2 1000 102.5 103.4 5.44% #N/A Field Not Applicable
CIE GEN ETAB MICHELIN FR0010034298 2013-12-03 EUR 6.375 VARIABLE 1 1000 102.5 108.5 5.88% CPN RATE=6.375% TO 12/13 ANNLY (ACT/ACT); THEREAFTER EURIBOR +295BP QTRLY (ACT/360). PAYS IN CASH
CITIGROUP CAP IX US1730662004 2013-06-10 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 2013-06-10 USD 6.450 FIXED 4 25 25.5 25.5 6.32% #N/A Field Not Applicable
CLAUDIUS (CREDIT SUISSE) XS0371612762 2013-12-27 USD 8.250 FIXED 2 2000 104.3 104.5 7.89% RE-PACKAGING DEAL. CREDIT SUISSE ISSUING VIA CLAUDIUS.
CLERICAL MEDICAL FIN PLC XS0222798661 2015-06-24 EUR 4.250 VARIABLE 1 1000 95.5 97.4 4.36% CPN=4.25% TO 06/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +200BP QTRLY (ACT/360). PAYS IN CASH
CNP ASSURANCES FR0000474421 2013-05-16 EUR 5.250 VARIABLE 1 1000 100 100.4 5.23% CPN=5.25% TO 5/13 ANNLY (ACT/ACT); THEREAFER 3MO EURIBOR +200BP QTRLY (ACT/360) MOD FOLLOW BUS DAY CNVTN.
CNP ASSURANCES FR0010167247 2014-03-11 EUR 3.392 FLOATING 1 1000 56 58 5.85% CPN=6.5% 03/08; THEN 3% + 22.5% * 10YR ?CMS.
CNP ASSURANCES FR0010093328 2013-06-21 EUR 2.130 FLOATING 4 1000 57 58.8 3.62% 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 95.7 96.9 4.90% 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 106.5 107.7 5.57% 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 VARIABLE 1 50000 95.1 96.2 5.21% 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 2013-06-18 EUR 1.704 FLAT TRADING 4 1000 53.2 55.1 3.09% 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 99.6 101.9 5.79% CPN=5.905% TO 4/18 ANNLY(ACT/ACT); THEN 3MO œLIBOR+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 73.9 75.3 7.38% CPN=5.5555% TO 12/14/15 (S/A, ACT/ACT); THEN 3MO œLIBOR +205BP (QRTLY, ACT/365).ISSUED IN EXCHANGE OF GB00B0JV1Q67. EX-DIV FROM 11/25/09. PAYS IN CASH.
CO-OPERATIVE BANK PLC GB00B3VH4201 GBP 13.000 FIXED 2 1000 150.8 153.2 8.49% ISSUED IN EXCHANGE FROM GB0001294882. PAYS IN CASH.
COUNTRYWIDE CAPITAL V US2223882091 2013-05-20 USD 7.000 FIXED 4 25 25.4 25.4 6.89% 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 107.1 109.1 9.40% 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 101.5 104.5 6.58% CPN RATE=6.875% TO 6/17;THEREAFTER ANNUALLY CPN RESET EVERY 5 YRS @ UKT +245BP. PAYS IN CASH
CRED SUISSE GRP CAP III XS0112553291 2015-06-15 GBP 8.514 VARIABLE 1 1000 105.3 106.8 7.97% DIV RATE=8.514% TO 6/15/15, THEN DIV PAID ANNLY STEPS UP TO 5-YR UKT +440BP; THEN DIV RESET EVERY 5-YRS. NON-CUM PREF SECS. SUB. PAYS IN DIVIDENDS
CREDIT AGRICOLE SA FR0010161026 2015-02-04 EUR 1.916 VARIABLE 1 1000 62 63.1 3.04% PAYS IN CASH
CREDIT AGRICOLE SA FR0000475790 2018-06-20 GBP 5.000 VARIABLE 1 1000 90.2 92.1 5.43% CPN=5% TO 6/18, THEN AGG OF [197BP + THN 5YR UKT] ADD'L œ300MM 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 97.3 98.5 4.19% 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 94.4 95.7 5.37% CPN=5.136% TO 2/16 (ACT/ACT); THEN 3MO œLIBOR +157.5 BP (ACT/365). PAYS IN CASH
CREDIT AGRICOLE SA US225313AA37 2017-05-31 USD 6.637 VARIABLE 2 1000 96.5 97.3 6.82% 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 FR0010036087 2015-12-24 EUR 5.000 VARIABLE 4 1 85 85.6 1.46% CPN RATE=5% TO 12/24/15; THEREAFTER INTERPOL OAT 12YR YLD +75BP. RESETS EVERY 12 YRS AT THIS RATE. CALL ON CPN RESET DATES EVERY 12YRS FROM 12/24/15.
CREDIT AGRICOLE SA FR0010533554 2013-10-19 USD 7.375 FIXED 2 2000 100.7 101 7.30% NON-CUMULATIVE. PAYS IN CASH.
CREDIT AGRICOLE SA FR0010575654 2020-01-30 GBP 7.589 VARIABLE 1 50000 101.5 103.3 7.35% CPN=7.589% TO 01/20 (ANLY, ACT/ACT, FOLLOW ADJ); THEN 3MO œLIBOR + 355BP (QTLY, ACT/365, MOD FOLLOW ADJ). PAYS IN CASH.
CREDIT AGRICOLE SA FR0010814434 2019-10-26 EUR 7.875 VARIABLE 1 50000 110.7 111.9 7.04% CPN 7.875 TO 10/19 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +642.4BP (QRLTY, ACT/360).ISS'R OPTION TO DEFER CPN PMTS. ALSO LISTED ON STUTTGART. PAYS IN CASH.
CREDIT AGRICOLE SA FR0010814418 2019-10-26 GBP 8.125 VARIABLE 1 50000 106.5 107.9 7.53% CPN=8.125% (ANLY, ACT/ACT) TO 10/19. THEN CPN=3MO GBP LIBOR + 646.79BP (QTLY, ACT/360). PAYS IN CASH.
CREDIT AGRICOLE SA USF22797FK97 2019-10-13 USD 8.375 VARIABLE 2 1000 112.5 113.1 7.40% CPN=8.375% TO 10/19 (S/A,ISMA-30/360);THEN 3MO US$LIBOR +698.2BP(QTLY, ACT/360).
CREDIT AGRICOLE SA FR0010603159 2018-03-31 EUR 8.200 VARIABLE 1 50000 112 113.3 7.24% CPN= 8.20% (ANNLY, ACT/ACT) TO 03/18; THEN 3MO EURIBOR +480 BP (QRTLY, ACT/360).PAYS IN CASH.
CREDIT AGRICOLE SA FR0010670422 2018-09-30 EUR 10.653 VARIABLE 1 50000 126.3 126.9 8.39% CPN=10.653% TO 09/30/18 (ANNLY ACT/ACT); THEREAFTER 3MO EURIBOR +680BP QTRLY (ACT/360). PAYS IN CASH.
CREDIT AGRICOLE SA FR0010772244 2014-12-26 USD 9.750 FIXED 2 2000 107.8 108.2 9.01% PROV CALL. PAYS IN CASH.
CREDIT AGRICOLE SA USF22797FJ25 2017-05-31 USD 6.637 VARIABLE 2 1000 96.5 97.3 6.82% CPN=6.637% TO 5/17 (S/A, 30/360); THEREAFTER 3MO US$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 112.5 113.2 7.40% ISS'D UNDER 144A.CPN=8.375% TO 10/19(S/A,30/360); THEN 3MO US$LIBOR +698.2BP (QTL-ACT/360). PAYS IN CASH.
CREDIT SUISSE GUERNSEY XS0394946809 2013-10-23 USD 11.000 FIXED 1 2000 104 104 10.58% SERIES 18. TRANCHE 1. PAYS IN CASH.
CREDIT SUISSE GUERNSEY US2254482084 USD 7.900 FIXED 4 25 25.1 25.1 7.87% GREENSHOE=5MM ON 4/1/08.
CREDIT SUISSE GUERNSEY US225448AA76 2017-05-15 USD 5.860 VARIABLE 2 2000 104.5 104.5 5.61% CPN RT=5.86% TO 5/17 (S/A 30/360). THEN 3MO US$ LIBOR + 169BP (QTRLY ACT/360). PROV CALL. PAYS IN CASH.
CULLEN/FROST CAP TR II US230000AB75 2013-06-10 USD 1.837 FLOATING 4 1000 85.8 85.8 2.14% ISS'D IN EXCH OF 144A SEC. CPN RATE=3MO US$LIBOR +155BP. ISSUER OPT TO DEFER INT UP TO 20 CONSECUTIVE PAY PERIODS. PAYS IN CASH.
DAH SING BANK LTD XS0287630932 2017-02-17 USD 6.253 VARIABLE 2 100000 103.5 104.8 5.97% CPN=6.253% (S/A, ISMA 30/360, MOD FOLLOW UNADJ) TO 02/17; THEN 3MO US$LIBOR + 190BP (QRTLY, ACT/360, MOD FOLLOW UNADJ). LONG 1ST CPN. UPPER TIER 2 CAPITAL.
DANSKE BANK A/S XS0336634711 EUR 6.000 VARIABLE 1 1000 100 100.6 5.96% CPN=6% TO 3/13 (ANNLY, ACT/ACT); THEN 3MO EURIBOR+ 295BP (ACT/360, QRTLY). LONG 1ST CPN. SERIES 306, TRANCHE 1.
DANSKE BANK A/S XS0170248503 2013-06-20 EUR 4.250 VARIABLE 1 10000 100.1 101 4.21% CPN RATE=4.25% TO 06/13 (ACT/ACT) ; THEREAFTER 3MO EURIBOR +205BP (ACT/360). SERIES 66. TRANCHE 1. NON-CUMULATIVE IN CASE OF CPN DEFERRAL .
DANSKE BANK A/S XS0214318007 2015-03-16 EUR 4.100 VARIABLE 1 1000 103.6 104.7 3.92% CPN RATE=4.10% TO 3/15 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +181BP QTRLY (ACT/360). SERIES 111. TRANCHE 1.
DANSKE BANK A/S XS0176929684 2018-09-29 GBP 5.375 VARIABLE 1 1000 102.9 104.9 5.12% CPN=5.375% TO 9/18 ANNLY (ACT/ACT); THEREAFTER 3MO œLIBOR +194 BP (ACT/365). SERIES 73. TRANCHE 1.
DANSKE BANK A/S XS0287195233 2017-05-15 EUR 4.878 VARIABLE 1 1000 100.5 101.6 4.80% CPN= 4.878% TO 5/15/17 (ANNLY,ACT/ACT); THEN 3MO EURIBOR +162BP (QRTLY, ACT/360)LONG 1ST CPN. SERIES 235. PAYS IN CASH.
DANSKE BANK A/S US236363AA58 2014-06-16 USD 5.914 VARIABLE 2 1000 101.6 102.7 5.76% CPN RATE=5,914% TO 6/14 S/A (30/360); THEREAFTER 3MO US$LIBOR +166BP QTRLY (ACT/360). ISS'D UNDER 144A. LONG 1ST CPN. PAYS IN CASH.
DANSKE BANK A/S XS0279056419 2017-02-15 GBP 5.684 VARIABLE 1 1000 99.1 100.4 5.66% CPN=5.6838% TO 02/17 ACT/ACT (ANNLY), THEN 3MO œLIBOR + 170BP ACT/365 (QTRLY). SHORT 1ST CPN. PAYS IN CASH.
DANSKE BANK A/S XS0214342569 2017-03-16 GBP 5.563 VARIABLE 1 1000 97.6 99.1 5.61% CPN RATE=5.563% TO 3/17 (ANNLY); THEREAFTER 3MO œLIBOR +144BP (QTRLY). SERIES 110. TRANCHE 1. PAYS IN CASH
DB CAPITAL FUNDING VIII US25153U2042 2013-07-18 USD 6.375 FIXED 4 25 25.4 25.4 6.27% #N/A Field Not Applicable
DB CAPITAL FUNDING X US25154D1028 2013-06-15 USD 7.350 FIXED 4 25 26 26.1 7.04% GREENSHOE=4.2MM SHARES. FULLGREENSHOE EXERCISED 11/15/07.
DB CAPITAL FUNDING XI DE000A1ALVC5 2015-03-31 EUR 9.500 FIXED 1 1000 110.5 111.4 8.53% PAYS IN CASH.
DB CONT CAP TRST II US25153X2080 2017-05-23 USD 6.550 FIXED 4 25 27.2 27.3 6.00% #N/A Field Not Applicable
DB CONT CAP TRUST III US25154A1088 2018-02-20 USD 7.600 FIXED 4 25 28.4 28.4 6.69% CUMULATIVE UNLESS & UNTIL DEUTSCHE BANK AG ELECTS TO QUALIFY THE TRUST PFD SECS AS TIER 1 REGULATORY CAPITAL; NONCUMULATIVE THEREAFTER. GREENSHOE=10.5MM SHRS.
DB CONT CAP TRUST IV DE000A0TU305 2018-05-15 EUR 8.000 FIXED 1 1000 114.5 115.6 6.92% SUBORDINATED.
DB CONT CAPITAL TRUST V US25150L1089 2018-06-30 USD 8.050 FIXED 4 25 29.3 29.4 6.85% CUMULATIVE & NON-CUMULATIVE TRUST PFD SECS. GREENSHOE=6,600,000 EFF 5/9/08
DBS CAPITAL FUNDING II SG7R06940349 2018-06-15 SGD 5.750 VARIABLE 2 250000 109.1 109.7 5.24% NON-CUM GTD PREF SHRS. PAYS IN BOTH CASH & DIVIDENDS.
DEPFA FUNDING II LP XS0178243332 2013-10-30 EUR 6.500 FLAT TRADING 1 1000 39.8 40.8 15.93% 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.
DEPFA FUNDING III LP DE000A0E5U85 2014-06-08 EUR 1.815 VARIABLE 1 1000 34.5 35.8 5.07% CPN=7% TO 06/08; THEN 10YR ?CMS +10BP. MAX CPN=8%. NON-CUM PERP PFD SECS. NO CPN PAYMENT ON 6/8/11. PAYS IN CASH. ISSUE CURRENTLY TRADING FLAT.
DEPFA FUNDING IV LP XS0291655727 2017-03-21 EUR 5.029 VARIABLE 1 1000 39.8 41.6 12.09% CPN=5.029%(ANNLY, ACT/ACT, MOD FOLLOW UNADJ) TO 03/17; THEN 3MO EURIBOR + 187BP (QTRLY ACT/360, MOD FOLLOW ADJ).CPN 3/10,3/11,03/12,3/13 NOT MADE. PAYS IN CASH.
DEUTSCHE BK CAP FDG TR I USU2492SAA43 2013-06-30 USD 3.254 VARIABLE 4 1000 87.5 89.8 3.62% CPN=7.872% TO 6/09 S/A (30/360);THEN 3MO US$LIBOR +297BP QTRLY (ACT/360).NON-CUMPFD SECS. SUPPORT UNDERTAKING BY DEUTSCHE BANK AG. SHORT 1ST CPN. PAYS IN CASH
DEUTSCHE BK CAP FNDG TST DE000A0DTY34 2014-01-28 EUR 4.692 VARIABLE 1 1000 83.3 84 5.59% CPN RATE=6% TO 1/10; THEREAFTER 4 * (?CMS 10YR - ?CMS 2YR). MIN CPN=3.5%. MAX CPN=10%. NON-CUM PFD SECS. PAYMENTS IN CASH.
DEUTSCHE BK CAP FNDG TST US25153RAA05 2016-01-19 USD 5.628 VARIABLE 2 1000 98.9 99.8 5.64% CPN=5.628% TO 1/19/16 (S/A) IF NOT CALLED; THEN 3MO US$LIBOR +170BP. ISS'D UNDER 144A. PAYS IN CASH
DEUTSCHE BK CAP FUND IX US25153Y2063 2013-08-20 USD 6.625 FIXED 4 25 25.8 25.8 6.42% GREENSHOE=6MM SHARES EXERCISED 7/19/07.
DB CAP FIN TRUST I DE000A0E5JD4 2015-06-27 EUR 1.920 VARIABLE 1 1000 55.1 56.6 3.39% 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.
DEUTSCHE BOERSE AG XS0369549570 2013-06-13 EUR 7.500 VARIABLE 1 1000 100.6 100.6 7.46% CPN=7.5% (ANNLY, ACT/ACT) TO 06/13;THEN EIISDA05 +285BP(ANNLY,ACT/ACT) TO 06/18.THEN 12MO EURIBOR +385BP (ANNLY,ACT/360). RATINGS TRIGGER. PAYS IN CASH.
DEUTSCHE BK CAP FD TRUST XS0176823424 2013-09-19 EUR 5.330 VARIABLE 1 1000 89.4 90.4 5.90% CPN=5.33% TO 09/13 ANNLY; THEREAFTER 3MO EURIBOR + 199BP QTRLY. ALSO FRANKFURT SE. PAYMENTS IN CASH.
DB CAP FUND TRUST V DE000A0AA0X5 2013-09-02 EUR 6.150 FIXED 4 100 101.2 102.2 6.02% 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 1.709 FLOATING 2 1000 54.8 56.2 3.04% 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 EUR 5.983 VARIABLE 1 50000 96.7 97.9 6.11% 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 84.8 85.5 5.94% NON-CUMULATIVE TRUST PREFERRED SECURITIES. PAYS IN CASH
DEUTSCHE POSTBK FUND III DE000A0D24Z1 2014-06-07 EUR 1.777 FLOATING 1 1000 54.6 56.2 3.16% CPN RATE= 7% TO 6/08, THEN 10YR ?CMS +12.5 BP. MAX CPN=8%. NON-CUMULATIVE TRUST PREFERRED SECURITIES. PAYS IN CASH
DEV BANK PHILIPPINES XS0267389384 2016-09-15 USD 8.375 VARIABLE 2 1000 109.9 111.4 7.52% #N/A Field Not Applicable
BELFIUS BANK & INSURANCE BE0116241358 2013-11-18 FRF 2.226 FLAT TRADING 2 100000 44 48 4.64% CPN RATE=6¬% TO 11/09 ANNLY; THEREAFTER 6MO PIBOR +187BP S/A. 11/09, 05/10, 11/10, 5/11 & 11/11 PAYMENTS HAVE BEEN DEFERRED. PAYS IN CASH.
DEXIA CREDIT LOCAL FR0010251421 2015-11-18 EUR 4.300 VARIABLE 1 50000 11.4 14.4 29.86% CPN=4.3% TO 11/15 (ANNLY);THEN 3MO EURIBOR + 173BP(QTRLY). NON-CUMULATIVE. CPN PMT FOR 11/18/09, 11/18/10, & 11/18/11 CPN WAIVED. PAYS IN CASH
DEXIA FUNDING LUX XS0273230572 2016-11-02 EUR 4.892 VARIABLE 1 1000 10 20 24.46% 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.
DIME COMMUNITY CAPITAL I US25433CAC10 2013-06-10 USD 7.000 FIXED 4 1000 100.1 100.3 6.98% ISS'D IN EXCH OF 144A SEC. CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS.
DIME COMMUNITY CAPITAL I US25433CAA53 2013-06-10 USD 7.000 FIXED 4 1000 100.1 100.3 6.98% CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS. ISS'D UNDER 144A W/REG RIGHTS. SHORT 1ST CPN. FOR REG'D SEC- SEE CUSIP# 25433CAC1. SERIES A. PAYS IN DIVIDENDS
DNB BANK ASA XS0285087358 2017-03-29 GBP 6.012 VARIABLE 1 1000 105.4 106.8 5.63% CPN=6.0116% TO 03/17 ANNLY (ACT/ACT); THEN 3MO œLIBOR + 169.5BP QRTLY (ACT/365).SHORT 1ST CPN. PAYS IN CASH.
DOMINION RESOURCES INC US25746U6047 2014-06-15 USD 8.375 FIXED 4 25 27.3 27.4 7.64% CPN= 8.375%. CALL @ MAKE-WHOLE +50BPS. SHORT 1ST CPN. MATURITY SUBJECT TO EXTN NO LATER THAN 2079. GREENSHOE: 2.5MM SHRS. AMOUNT EXERC'D 2.4MM.
DONG ENERGY A/S XS0223249003 2015-06-29 EUR 5.500 VARIABLE 1 1 106.8 107.5 1.28% CPN=5.5% (ACT/ACT) ANNLY TO 06/15; 3MO EURIBOR +320BP TO 6/2505; THEN + 420BP. CALL@ MAKE WHOLE TILL 2014. NOT CALLED.CALL DATE ENTERED FOR CALC PURPOSE
DUKE REALTY CORP US2644116798 USD 8.375 FIXED 4 25 25.3 25.3 8.28% DEPOSITARY SHARES EACH REPRESENTING 1/10TH OF 8.375% SERIES O CUMULATIVE REDEEMABLE PFD SHARES. GREENSHOE=1,650,000 SHARES. EXCERCISED 1MM SHARES.
DZ BANK CAPITAL FUND II DE000A0DCXA0 2013-08-22 EUR 1.821 FLOATING 4 1000 56 57.7 3.16% REGISTERED NON-CUM TRUST PREFERRED SEC. TIER I PERPETUAL. PAYS IN DIVIDENDS
DZ BANK CAPITAL FUND III DE000A0DZTE1 2013-09-06 EUR 1.702 FLOATING 4 1000 53.5 56.5 3.01% TIER 1 ANLEIHE. NON-CUMULATIVE TRUST PREFERRED SECURITY.
DZ BANK CAPITAL FUNDING DE0009078337 2013-08-11 EUR 2.703 FLOATING 4 1000 71.5 73.5 3.68% CPN=3MO EURIBOR + 250BP. LONG 1ST CPN. REGISTERED NON-CUM TRUST PREFFERED SEC.
ERB HELLAS FUNDING LTD XS0232848399 2015-11-02 EUR 4.565 VARIABLE 1 1000 25 35 13.04% CPN=4.565% TO 11/15 (ACT/ACT, ANNLY); THEN 3MO EURIBOR + 222BP (ACT/360, QTRLY) NON-CUM PREF SEC. SERIES B. PAYS IN DIVIDENDS
ERB HELLAS FUNDING LTD DE000A0DZVJ6 2014-03-18 EUR 1.888 VARIABLE 1 1000 15 45 4.20% 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 XS0234821345 2013-07-09 EUR 6.000 FIXED 4 1000 20 40 15.00% LONG 1ST CPN.PAYS IN DIVIDENDS.
ERB HELLAS FUNDING LTD XS0440371903 2014-10-29 EUR 8.250 FIXED 4 50000 27.9 32.1 25.70% #N/A Field Not Applicable
EFG INTERNATIONAL AG XS0204324890 2013-11-10 EUR 1.815 VARIABLE 2 1000 50 59 3.08% CPN RATE=6.5% TO 11/05 (ANNLY); THEN 10YR CMS +25BP (S/A). MAX CPN=8%. LOANS PARTICIPATION/CLASS B SHRS ISS'D ON A FIDUCIARY BASIS BY BANQUE DE LUXEMBOURG.
EI DU PONT DE NEMOUR & C US2635343070 2013-07-08 USD 4.500 FIXED 4 100 105.8 106.5 4.23% O/S: 12/31/99.
ELM BV (SWISS LIFE) XS0295383524 2017-04-12 EUR 5.849 VARIABLE 1 50000 101.8 102.7 5.70% CPN=5.849% TO 04/12/17 (ACT/ACT); THEREAFTER 3MO EURIBOR +250BP (ACT/360). SEC'D BY SWISS LIFE LOAN NOTES. SERIES 100. PAYS IN CASH.
ELM BV (SWISS REIN CO) XS0253627136 2016-05-25 EUR 5.252 VARIABLE 2 50000 103.9 104.8 5.01% CPN=5.252%TO 5/16;THEN 6MO EURIBOR +209BP. ISDA ACT/ACT.
ELM BV (SWISS REIN CO) XS0293392105 2019-05-25 GBP 6.302 VARIABLE 2 50000 107.2 108.5 5.81% CPN=6.3024% to 05/19 (ACT/ACT); THEN 6MO œLIBOR +212BP (ACT/365). SPLIT ACCRUAL.LONG 1ST CPN. PAYS IN CASH.
ENDURANCE SPECIALTY HLDG US29267H2085 2015-12-15 USD 7.750 FIXED 4 25 28.1 28.1 6.90% QDI ELIGIBLE.
ENTERGY TEXAS INC US29365T2033 2014-06-01 USD 7.875 FIXED 4 25 27.2 27.2 7.24% #N/A Field Not Applicable
EQUITY RESIDENTIAL PROPS US29476L7846 USD 6.480 FIXED 4 25 25.1 25.1 6.45% DEP SHR REPR 1/10 SHR OF PFD SHR. DELISTED OTC AND LISTED NYSE EFF 06/25/03
ERSTE FINANCE (JERSEY) 4 XS0188305741 2013-06-24 EUR 1.797 FLOATING 4 1000 52.6 54.7 3.29% CPN=?CMS10 +10BP. MAX CPN=9%. NON-CUM PREF SHRS. SERIES H.
ERSTE FINANCE (JERSEY) 6 XS0215338152 2013-09-23 EUR 5.250 FIXED 1 1000 81.8 84 6.25% NON CUMULATIVE, NON VOTING PREF SHRS. SHORT 1ST CPN. SERIES J.
ESFG INTERNATIONAL LTD XS0303426661 2017-06-06 EUR 5.753 VARIABLE 1 50000 57.8 59.7 9.64% CPN=5.753% TO 06/17, THEN 3MO EURIBOR +213BP (QTLY, ACT/360). PAYS IN CASH.
ACHMEA BV NL0000117224 2015-06-24 EUR 5.125 VARIABLE 1 10000 100.2 101.2 5.06% CPN=5.125% TO 6/15 ANNLY(ACT/ACT); THEREAFTER 3MO EURIBOR +280BP QRTLY (ACT/360)PAYS IN CASH
ACHMEA BV NL0000168714 2013-11-01 EUR 6.000 FIXED 1 1000 99.4 101.5 5.91% SERIES 1. PAYS IN CASH.
ACHMEA BV XS0362173246 2013-05-23 EUR 8.375 FIXED 1 1000 100.2 100.4 8.34% #N/A Field Not Applicable
EUROCLEAR FINANCE 2 SA XS0219847364 2015-06-15 EUR 4.235 VARIABLE 1 50000 98 99.5 4.26% CPN=4.235% TO 6/15 ANNLY (ACT/ACT);THEN 3MO EURIBOR +183BP QTRLY (ACT/360). LONG 1ST CPN. PAYS IN CASH
EUROHYPO CAP FUND TRUSII DE000A0DZJZ7 2014-03-08 EUR 1.848 VARIABLE 1 1000 48.5 50 3.70% CPN=6.75% TO 3/07; THEN 10YR ?CMS +10BP. MAX CPN=8%. NON-CUM PFD.
EUROHYPO CAP FUND TRUST1 XS0169058012 2013-08-23 EUR 6.445 VARIABLE 1 1000 73 74.8 8.62% 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 OF 5/23/11.
EVEREST RE CAP TRUST II US29980R2022 2013-05-24 USD 6.200 FIXED 4 25 25.2 25.2 6.15% CO MAY DEFER CASH PYMT FOR UP TO 20 QTRS
F VAN LANSCHOT BANKIERS NL0000117745 2015-12-14 EUR 4.855 VARIABLE 1 50000 75 90 5.39% CPN=4.855% TO 12/15(ANNLY, ACT/ACT); THEN 3MO EURIBOR + 232BP(QTRLY, ACT/360).
F VAN LANSCHOT BANKIERS NL0000116374 2014-10-29 EUR 1.861 VARIABLE 2 1000 64 66 2.82% VARIABLE CPN BASED ON LINEAR INTERPOLATED YIELD FOR 2 DUTCH STATE LOANS + 0.15% MAX CPN=8%. TIER 1.
FIFTH THIRD CAP TR VI US31678V2060 USD 7.250 VARIABLE 4 25 25.4 25.4 7.14% CALL @ MAKE-WHOLE +50BP UNTIL 11/12. GRNSH=4.5MM EFF 11/14/07. LONG 1ST CPN. CPN=7.25% TO 11/57; THEN 3MO US$LIBOR + 303BP. ISSR MAY DEFER PYMT UP T0 5 YRS.
FIFTH THIRD CAP TRUST V US31678W2044 USD 7.250 VARIABLE 4 25 25.5 25.5 7.11% DVD RT=7.25% TO 8/15/57; THEREAFTER 3MO US$LIBOR +257 BP. LONG 1ST CPN. CALL @ MW +50BP TIL 8/15/12. OVERALLOTMENT OPTION=3MM EFF 8/16/07.
BNP PARIBAS FORTIS SA BE0119806116 2014-10-27 EUR 4.625 VARIABLE 1 50000 99 99.8 4.63% CPN=4.625% TO 10/14 (ACT/ACT); THEN 3MO EURIBOR +170BP (ACT/360). PAYS IN CASH.
FPL GROUP CAP TRUST I US30257V2079 2013-06-10 USD 5.875 FIXED 4 25 26.3 26.3 5.58% CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS. LIMITED GUARANTEE
FRIENDS LIFE GROUP PLC XS0181161380 2019-11-21 GBP 6.875 VARIABLE 2 1000 99.5 100.8 6.82% CPN RATE=6.875% TO 11/19; THEREAFTER S/A 5YR UKT + 297BP. ISSUER'S OPT TO DEFER CPN PAYMENTS. CUMULATIVE CAP SECS. PAYS IN DIVIDENDS
FRIENDS LIFE GROUP PLC XS0222395468 2015-07-01 GBP 6.292 VARIABLE 1 1000 99.3 101.1 6.22% 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.
FRIESLAND BANK Nl0000116457 2014-12-03 EUR 1.907 VARIABLE 4 100 75.4 77.9 2.45% CPN RATE=10YR DSL +12.5BP. MAX CPN=8%.
FUERSTENBERG CAPITAL XS0456513711 2015-06-30 USD 10.250 VARIABLE 1 1000 102.8 104 9.86% CPN RATE=10.25% (ANN) TO 06/20; THEREAFTER +896BP OVER CT5. PAYS IN CASH.
FUERSTENBG CAP II GMBH DE000A0EUBN9 2013-06-30 EUR 5.625 FIXED 1 1000 73.5 75.4 7.46% CPN & CAP PYMT LINKED TO PERFOR OF NORD/LB SILENT. LONG 1ST CPN.
FULTON CAPITAL TRUST I US360008AA40 USD 6.290 FIXED 2 1000 102.9 102.9 6.11% LONG 1ST CPN. PAYS IN CASH
FURSTENBERG CAPITAL XS0216072230 2015-06-30 EUR 5.344 VARIABLE 1 1000 60 62 8.62% CPN=5.344% TO 06/15 (ACT/ACT);THEREAFTER 12MO EURIBOR +150BP (ACT/360). LONG 1ST CPN.CPN&CAP PMT LINKED TO PERFOR OF NORD/LB SILENT
GENERAL ELEC CAP CORP US3696224449 2013-08-15 USD 6.500 FIXED 4 25 26.5 26.6 6.11% INTERNOTES. BABY BONDS. LONG 1ST CPN.
GENERAL ELEC CAP CORP XS0319639232 2017-09-15 EUR 5.500 VARIABLE 1 1000 105.9 106.6 5.16% CPN=5.5% TO 09/17 (ACT/ACT ANNLY); THEN 3MO EURIBOR + 200BP (ACT/360 QTLY). LONG 1ST CPN.
GENERALI FINANCE BV XS0256975888 2016-06-16 GBP 6.214 VARIABLE 1 50000 94.2 95.1 6.53% CPN=6.214% ANNLY (ACT/ACT) TO 06/16, THEN 3MO œLIBOR +208BP QTLY (ACT/360). PAYS IN CASH
GENERALI FINANCE BV XS0283629946 2017-02-08 EUR 5.479 VARIABLE 1 50000 95.3 96.3 5.69% CPN=5.479% TO 02/17 (ANNLY, ACT/ACT); THEN 3MO EURIBOR + 214BP (QRTLY, ACT/360).PAYS IN CASH.
GENERALI FINANCE BV XS0256975458 2016-06-16 EUR 5.317 VARIABLE 1 50000 95.5 96.3 5.52% CPN=5.317% TO 06/16; THEREAFTER 3MO EURIBOR +210BP. PAYS IN CASH
GENL ELEC CAPITAL CORP US3696225198 USD 6.100 FIXED 4 25 24.8 24.8 6.15% PINES (PUBLIC INCOME NOTES). SR. UNSEC'D. DELISTED OTC AND LISTED NYSE EFF 12/11/02
GFW CAPITAL GMBH XS0237509293 2016-06-30 EUR 6.000 FIXED 1 1000 84 87.8 6.83% SHORT 1ST CPN. CPN & CAP PMT LINKED TO PERFORMANCE OF MUENCHNER HYPOTHEKENBANK SILENT. TIER I. PAYS IN CASH
GOL FINANCE USG3980PAA33 2013-07-05 USD 8.750 FIXED 4 1000 74 74 11.82% GTD BY GOL LINHAS AEREOS INTELIGENTES SA & GOL TRANSPORTES AEREOS SA. IF CALLED IN PART $150MM MUST REMAIN OUTSTANDING.
GOLDMAN SACHS GROUP INC US38144X5005 2013-06-10 USD 6.200 FIXED 4 25 25.6 25.6 6.05% #N/A Field Not Applicable
GOLDMAN SACHS GROUP INC US38144G8042 2013-06-10 USD 4.000 FLOATING 4 25 23.8 23.8 4.20% CPN RATE= 3MO US$LIBOR+67BP. 1ST RATE=5.8775%. MIN CPN=4%. SERIES D. DEP SHR REPR 1/1000 SHR PFD.
GOLDMAN SACHS GROUP INC US38143Y6656 2013-06-10 USD 3.750 FLOATING 4 25 23.4 23.4 4.01% CPN RATE= 3MO US$LIBOR+75BP. MIN CPN=3.75%.
GROUPAMA SA FR0010815464 2019-10-27 EUR 7.875 VARIABLE 1 50000 97.8 98.9 7.96% CPN=7.875% TO 10/19 (ANN, ACT/ACT); THEREAFTER 3MO EURIBOR +536BP (QTR,ACT/ACT).
GROUPAMA SA FR0010208751 2015-07-06 EUR 4.375 VARIABLE 1 50000 80.3 81.7 5.35% CPN RATE=4.375% TO 07/15 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +225BP QTRLY (ACT/360). PAYS IN CASH
GROUPAMA SA FR0010533414 2017-10-22 EUR 6.298 VARIABLE 1 50000 75.5 76.7 8.21% CPN=6.298% TO 10/17 (ANNLY ACT/ACT); THEN CPN=3MO EURIBOR +260BP (QTLY ACT/360).CPN DUE 10/22/12 NOT PAID. INTEREST ACCRUED RESUMED SINCE 10/22/2012.
BPCE SA FR0010814558 2015-04-22 EUR 9.250 FIXED 1 1000 106.7 107.6 8.60% NON-CUMULATIVE PERPETUAL PREFERRED SEC. SHORT 1ST CPN. PAYS IN CASH.
BPCE SA FR0010117366 2015-07-30 EUR 4.625 VARIABLE 1 1000 95.9 97.3 4.75% CPN RT=4.625% TO 7/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +153BP QTRLY (ACT/360). SHORT 1ST CPN. SERIES 246, TRANCHE 1. PAYS IN CASH.
BPCE SA FR0010279273 2016-02-01 EUR 4.750 VARIABLE 1 50000 89.4 90.8 5.23% CPN=4.75% TO 2/16 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +135BP QTRLY (ACT/360)PAYS IN CASH
BPCE SA FR0010031138 2014-07-30 EUR 5.250 VARIABLE 1 1000 98.4 99.5 5.28% CPN=5.25% TO 7/14 ANNLY [ACT/ACT]; THEN 3MO EURIBOR +184BP [ACT/360]. SHORT 1ST CPN. TIER 1. BOOK ENTRY. PAYS IN CASH
BPCE SA FR0010535971 2017-10-30 EUR 6.117 VARIABLE 1 50000 96.7 98.1 6.24% CPN=6.117% TO 10/2017 (ANNLY ACT/ACT); THEN 3MO EURIBOR+237BP (QTLY ACT/360). PAYS IN CASH.
BPCE SA FR0010279208 2013-07-27 USD 6.750 FIXED 4 2000 99.5 100.1 6.74% PAYS IN CASH
GRUMA SAB DE CV USP4948KAC91 2013-06-10 USD 7.750 FIXED 4 1000 102 102 7.60% #N/A Field Not Applicable
HANNOVER FINANCE SA XS0221011454 2015-06-01 EUR 5.000 VARIABLE 1 1000 103.1 104.1 4.80% CPN=5% TO 06/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +268BP QTRLY (ACT/360). PAYS IN CASH
HANNOVER FINANCE SA XS0541620901 2020-09-14 EUR 5.750 VARIABLE 1 50000 117.5 118.5 4.85% CPN=5.75% TO 09/20. THEN CPN=3MO EURIBOR + 423.5BP (ACT/360).
HBOS CAPITAL FUNDING LP XS0353590366 2018-03-19 GBP 9.540 VARIABLE 2 1000 105.1 107.5 8.87% CPN= 9.54% (S/A, ACT/ACT) TO 03/18; THEN 3MO GBœLIBOR +675 BP (QRTLY, ACT/ACT) AFFECTED BY DIVIDEND AND COUPON RESTRICTIONS. SEE SEC SPEC NEWS. PAYS IN DVDS.
HBOS CAPITAL FUNDING LP XS0139175821 2018-11-30 GBP 6.461 VARIABLE 2 1000 98.3 99.8 6.47% CPN RATE=6.461% TO 11/18; THEREAFTER S/A RESET ON EACH CALL DATE TO 285 BPS OVERPREVAILING 5YR GILT. LONG 1ST CPN. ACT/ACT. PAYS IN DIVIDENDS
HBOS CAPITAL FUNDING LP XS0255242769 2016-05-23 EUR 4.939 VARIABLE 1 1000 73.9 76.5 6.46% CPN=4.939% TO 5/16 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +173BP (QRTLY, ACT/360) AFFECTED BY DIVIDEND AND COUPON RESTRICTIONS. SEE SEC SPEC NEWS.PAYS IN CASH
HBOS PLC XS0188201619 2014-03-13 EUR 0.801 FLOATING 4 1000 69.9 73.9 1.08% CPN=3MO EURIBOR +60BP TO 3/14; T/AFTER 3MO EURIBOR +160BP IF NOT CALLED. UPPER TIER II.AFFECTED BY DIVID AND CPN RESTRICTIONS. SEE SEC SPEC NEWS. PAYS IN CASH
HDI-GERLING IND VERS AG XS0198106238 2014-08-12 EUR 7.000 VARIABLE 1 1000 105.8 106.7 6.56% CPN RATE=7% TO 8/14 ACT/ACT (ANNLY); THEREAFTER 3MO EURIBOR +375B ACT/360 (QRTLY).
HDI-GERLING LEBENSVERSIC XS0223589440 2015-06-30 EUR 6.750 VARIABLE 1 1000 106 107.4 6.28% CPN=6.75% TO 6/15 ACT/ACT (ANNLY); THEREAFTER 3MO EURIBOR +455BP (ACT/360) QRTLYISSUER'S OPT TO DEFER INT PAYMENT. PAYS IN CASH
HENKEL AG & CO KGAA XS0234434222 2015-11-25 EUR 5.375 VARIABLE 1 1000 108.8 109.2 4.92% CPN=5.375% TO 11/15;THEN 3MO EURIBOR + 285BP. PAYS IN CASH
HOSPITALITY PROP TRUST US44106M5085 2013-06-10 USD 7.000 FIXED 4 25 25.4 25.5 6.86% GREENSHOE EFF 2/26/07.
HSBC BANK FUNDING STER XS0189704140 2020-04-07 GBP 5.862 VARIABLE 1 1000 102.8 104.5 5.61% CPN=5.862% TO 4/20; THEN 6MO œLIBOR +185BP IF NOT CALLED. TIER 1 CAPITAL. SUB. PAYS IN DIVIDENDS
HSBC BANK FUNDING STER XS0179407910 2031-11-05 GBP 5.844 VARIABLE 1 1000 101.8 103.2 5.66% CPN RATE =5.844% TO 11/31; THEN 6MO œLIBOR +176BP. PAYS IN DIVIDENDS
HSBC BANK PLC GB0005902332 2013-06-28 USD 0.750 FLOATING 2 10000 58.3 59.8 1.25% CPN RATE=6MO $LIBOR +25BP. MIN CPN=5% TO 6/95.
HSBC CAPITAL FUNDING LP US40429Q2003 2013-06-27 USD 4.610 VARIABLE 2 1000 99.6 100.4 4.59% DIV RATE=4.61% TO 6/13 (30/360) S/A; THEREAFTER 3MO US$ LIBOR +199.5BP (ACT/360)ISS'D UNDER 144A. NON-CUM PREF SECS. NON-VOTING. PAYS IN CASH
HSBC CAPITAL FUNDING LP USG463802037 2013-06-27 USD 4.610 VARIABLE 2 1000 99.8 100.7 4.58% DIV RATE=4.61% TO 6/13 (30/360) S/A; THEREAFTER 3MO US$ LIBOR +199.5BP (ACT/360)NON-CUM PREF SECS. PAYS IN CASH
HSBC CAPITAL FUNDING LP XS0178404793 2014-03-24 EUR 5.369 VARIABLE 1 1000 101.3 101.9 5.27% CPN RATE=5.3687% TO 03/14 ANNLY; THEN 3MO EURIBOR +200BP QRTLY. SHORT 1ST CPN. SPLIT ACCRUED CSHF IN 10)ADDITIONAL NOTE PG. PAYS IN DIVIDENDS
HSBC CAPITAL FUNDING LP XS0188853526 2016-03-29 EUR 5.130 VARIABLE 1 1000 102.6 103.5 4.96% CPN=5.13% TO 3/16 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +190BP QRTLY (ACT/360)PAYS IN DIVIDENDS
HSBC CAPITAL FUNDING LP USG4637HAB45 2030-06-30 USD 10.176 VARIABLE 2 1000 144.6 145.9 6.97% DIV RATE=10.176% TO 6/30 S/A (ISMA30/360); THEREAFTER 3MO US$LIBOR +498BP QTRLY (ACT/360). NON-CUM PFD SECS. LONG 1ST CPN. SERIES 2. PAYS IN DIVIDENDS
HSBC CAPITAL FUNDING LP US40427LAB09 2030-06-30 USD 10.176 VARIABLE 2 1000 144.7 146.6 6.94% DIV RT=10.176% TO 6/30 S/A (30/360); THEN 3MO US$LIBOR +498BP QTRLY (ACT/360). ISS'D UNDER 144A. NON-CUM PFD SECS. LONG 1ST CPN. SERIES 2. PAYS IN DIVIDENDS
HSBC CAPITAL FUNDING LP XS0110560165 2015-06-30 GBP 8.208 VARIABLE 1 1000 111.8 113.1 7.26% CPN=8.208% TO 6/15; THEN 465 BP ANNLY OVER 5-YR UKT THEREAFTER RESET 5-YEARLY. NON-CUM PFD STK. PAYS IN DIVIDENDS
HSBC FIN CAP TRUST IX US40430LAA70 2015-11-30 USD 5.911 VARIABLE 2 100000 104.8 104.8 5.64% CPN RATE 5.911% TO 11/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +192.6BP (ACT/360QTRLY. LONG 1ST CPN. GTD BY HSBC FINANCE CORP. PAYS IN CASH
HSBC FINANCE CORPORATION US40429C6075 2013-06-10 USD 6.360 FIXED 4 25 25.7 25.8 6.16% OVER-ALLOTMENT EXERCISED 6/20/05. DEP SHR=1/40 PFD SHR SERIES B.
HSBC HOLDINGS PLC US4042806046 2013-06-10 USD 6.200 FIXED 4 25 25.7 25.7 6.03% GREENSHOE FOR 5.8MM SHRS EXERCISED 10/3/05. AMERICAN DEPOSITARY SHARES.
HSBC HOLDINGS PLC US4042807036 2013-06-10 USD 8.125 FIXED 4 25 26.1 26.1 7.78% SUBORDINATED CAPITAL SECURITIES.GREENSHOE=8MM SHRS EFF 4/8/08.
HSBC USA CAPITAL TRST II USU44279AA29 2013-06-10 USD 8.380 FIXED 2 1000 102 102 8.22% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. CAP SECS. CALL PRX ROUNDED.
HSBC USA CAPITAL TRST II US40427QAA13 2013-06-10 USD 8.380 FIXED 2 1000 102 102 8.22% CO MAY DEFER CASH PYMT FOR UP TO 10 PAY PERIODS. ISS'D UNDER 144A. CAP SECS.
HSBC USA CAPITAL TRUST I USU44274AA32 2013-06-10 USD 7.808 FIXED 2 1000 102.3 103.3 7.56% CAP SECS. ISSUE SET UP FOR REGULATION S TRADING. GTD BY HSBC AMERICAS INC. CO MAY DEFER CASH PYMTS FOR UP TO 10 PAY PERIODS. CALL PRX ROUNDED. LONG 1ST CPN.
HSBC USA CAPITAL TRUST I US40427PAA30 2013-06-10 USD 7.808 FIXED 2 1000 102.3 103.3 7.56% ISS'D UNDER 144A. CAP SECS. CO MAT DEFER CASH PYMTS FOR UP TO 10 PAY PERIODS. CALL PRX ROUNDED.
HSBC USA INC US40428H8887 2013-06-10 USD 4.000 FLOATING 4 25 24.8 24.8 4.03% CPN RATE=3MO US$LIBOR +75. MIN=4%.
HSBC USA INC US40428H8622 2013-06-10 USD 6.500 FIXED 4 25 25.9 26.2 6.20% DEP SHR REPR 1/40 SHR PFD. LONG 1ST DIV. SERIES H.
HSBC USA INC US40428H8051 2013-06-10 USD 3.500 FLOATING 4 25 22.6 22.6 3.87% CPN RATE=3MO US$LIBOR +75BP. MIN CPN=3.5%.
HSBC USA INC US40428H7061 2013-06-10 USD 4.500 FLOATING 4 25 25.3 25.3 4.45% 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.
HSBC USA INC US40428H2013 2013-06-10 USD 2.858 FIXED 4 50 50.6 51.7 5.53% #N/A Field Not Applicable
HSH NORDBANK AG XS0221141400 2013-06-30 USD 7.250 FLAT TRADING 4 1000 21.5 22.5 32.22% NON-CUMULATIVE. LAST CPN PAID 03/30/09. CPN PYMT CANCELLED FOR 2010/ 2011/ 2012 & 03/30/13.
HSH NORDBANK LUXEMBOURG XS0142391894 2014-06-30 EUR 7.408 FLAT TRADING 1 1000 21.6 22.7 32.63% CPN RATE= 7.4075% (ACT/ACT) TO 6/14; THEREAFTER 12MO EURIBOR +215BPS. (ACT/360).LONG 1ST CPN. CPN PYMT CANCELLED FOR 2010 AND 2011. PAYS IN DIVIDENDS
HT1 FUNDING GMBH DE000A0KAAA7 2017-06-30 EUR 6.352 VARIABLE 1 1000 91.4 92.7 6.85% CPN=6.352% TO 06/17, THEN 12MTH EUR +200BP. CPN & CAP PMT LINKED TO SILENT PART ESTABLISHED BY DRESDNER. PAYS IN CASH.
HYBRID CAP FDG II LP DE000A0D2FH1 2013-06-30 EUR 6.000 FLAT TRADING 2 1000 4 5.3 113.21% INT PYMTS CONTINGNT ON PARTICIP. AGRMT WITH WESTLB AG. SHRT 1ST CPN. P.IN CASH.CPN PYMNTS DEFERRED PER 12/30/10; 6/30/11; 12/30/11; 06/30/12
HYBRID CAP FUNDING I LP XS0216711340 2013-06-30 USD 8.000 FLAT TRADING 4 1000 3.8 5 160.00% CPN&CAP PMT LINKED TO PERFORMANCE OF WESTLB SILENT AGRMNT. SHORT 1ST CPN.
HYPO ALPE-ADRIA JERSEY DE0006949555 2013-07-13 EUR 7.375 FLAT TRADING 4 100 14.5 14.5 50.86% #N/A Field Not Applicable
HYPO ALPE-ADRIA JERSEY I XS0202259122 2013-10-07 EUR 1.790 VARIABLE 2 1000 19.5 25 7.16% CPN RATE=6.5% (ANN) TO 10/05; THEN ?CMS10 +15BP (S/A). MAX CPN=8%. COUPON DEFFERED EFF. 04/07/09.
HYPO REAL INTL TRUST I XS0303478118 2017-06-14 EUR 5.864 FLAT TRADING 1 50000 43 44.7 13.12% CPN= 5.864 TO 06/17 (ANNLY; ACT/ACT); THEREAFTER 3MO EURIBOR +213 BP (QRTLY;ACT/360). PAYS IN CASH. CPN DEFERRED UNTIL 2015
ICICI BANK LIMITED US45104GAE44 2017-04-30 USD 6.375 VARIABLE 2 1000 104 104.8 6.08% ISS'D UNDER 144A. PAYS IN CASH.
ICICI BANK LIMITED USY38575DE68 2017-04-30 USD 6.375 VARIABLE 2 1000 104.8 104.8 6.08% #N/A Field Not Applicable
IF SKADEFORSAKRING AB XS0221854119 2015-06-16 EUR 4.943 VARIABLE 1 1000 98.7 100 4.94% CPN RATE=4.943% TO 06/15 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +265BP QTRLY (ACT/360).
IKB DEUTSCHE INDUSTRIEBK XS0171797219 EUR 4.500 FIXED 1 1000 99.5 99.9 4.50% ORIG ISS AMT: ?300MM. ADD'L ?10MM ISS'D 12/04 @ 103.828%.
IKB FUNDING TRUST I DE0008592759 2013-06-30 EUR 1.712 FLOATING 4 100 21 23 7.44% SHORT 1ST CPN. ?174,932M TENDERED EFF 6/7/04. PREFERRED SECURITY.
IKB FUNDING TRUST II XS0194701487 2013-07-29 EUR 1.828 FLAT TRADING 2 1000 20.7 23.4 7.81% CPN RTE=6% TO 7/05 (ANNLY ACT/365); THEN LINKED TO 10YR ?CMS + 5BP (S/A)(30/360)MAX CPN=9%. LONG 1ST CPN. NON-CUM PFD SECS. CPN HAS BEEN DEFERRED. PAYS IN DIVID
ING GROEP NV NL0000116127 2014-06-30 EUR 1.800 VARIABLE 4 100 61.1 62.4 2.88% CPN=INTERPL 10YR DUTCH GOVT BOND +10BP. LONG 1ST CPN. TIER 1. ALSO LISTED BRUSSELS SE. MAX CPN=9%.
ING GROEP NV NL0000113587 2013-06-30 EUR 2.200 VARIABLE 4 100 63 64.3 3.42% CPN=INTERPL 10YR DUTCH GOVT BOND +50BP. LONG 1ST CPN. TIER 1. ALSO LISTED BRUSSELS SE.
ING GROEP NV XS0246487705 2016-03-17 GBP 5.140 VARIABLE 2 1000 89.7 92.7 5.54% CPN=5.14% (S/A ACT/ACT) TO 03/16, THEN 3MO œLIBOR +162BP (QTLY ACT/365) PAYS IN CASH
ING GROEP NV XS0221619033 2015-06-08 EUR 4.176 VARIABLE 1 1000 96.2 98.5 4.24% CPN RATE=4.176 TO 06/15, THEREAFTER 3MO EURIBOR +180BP. PAYS IN CASH
ING GROEP NV US456837AC74 2015-12-08 USD 5.775 VARIABLE 2 1000 97.6 99.1 5.83% CPN RATE=5.775% TO 12/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +168BP QTRLY (ACT/360). CALL @ MAKE WHOLE + 40 BP. PAYS IN CASH
ING GROEP NV XS0356687219 2014-04-18 EUR 8.000 FIXED 1 1000 103.8 104.7 7.64% #N/A Field Not Applicable
ING VERZEKERINGEN NV XS0147306301 2017-05-07 EUR 6.375 VARIABLE 1 10000 103.1 104.5 6.10% CPN RATE= 6.375% TO 5/17 ANNLY (ACT/ACT); THEREAFTER CPN RATE=3MO EURIBOR +190BPQRTLY (ACT/360). ALSO LUX SE.
INTERSTATE P&L CO US4610708723 USD 8.375 FIXED 4 25 25 25 8.38% ISS'D IN EXCH OF 144A SEC. LISTED NYSE EFF 05/22/03
INTESA SANPAOLO SPA XS0360809577 EUR 6.625 FIXED 1 50000 107.1 107.9 6.14% #N/A Field Not Applicable
INTESA SANPAOLO SPA XS0364645852 EUR 6.160 FIXED 1 50000 103.5 104.6 5.89% PAYS IN CASH.
INTESA SANPAOLO SPA XS0371711663 2018-06-20 EUR 8.047 VARIABLE 1 50000 102.3 103.5 7.77% CPN=8.047% TO 6/18 (ANNLY, ACT/ACT); THE 3MO EURIBOR +410BP (QRTLY, ACT/360). PAYS IN CASH.
INTESA SANPAOLO SPA XS0456541506 2019-10-14 EUR 8.375 VARIABLE 1 50000 105.6 106.8 7.84% CPN=8.375% TO 10/19 (ANNUAL, ACT/ACT), THEN CPN=3MO EURIBOR +687.1BP (QTLY, ACT/360). PAYS IN CASH.
INVESTEC FINANCE PLC XS0283613437 2017-01-23 GBP 6.250 VARIABLE 2 1000 86.8 87 7.18% CPN=6.25% (S/A, ACT/ACT) TO 01/17. THEN CPN=3MO GBPLIBOR +211BP (QTLY, ACT/365).PAYS IN CASH.
INVESTEC TIER I UK LP XS0222692328 2015-06-24 EUR 7.075 VARIABLE 1 1000 95.5 96.8 7.31% NON-CUM PREF SHRS. CPN=7.075% TO 6/15; THEN 3MO EURIBOR +562.5BP.
IRISH LIFE ASSURANCE PLC XS0285885009 2017-02-08 EUR 5.250 VARIABLE 1 1000 95.9 97.1 5.41% CPN=5.25% TO 02/17 (ANNLY, ACT/ACT), THEN 3MO EURIBOR + 203BP (QTLY, ACT/360). PAYS IN CASH.
IVG IMMOBILIEN AG DE000A0JQMH5 2013-11-05 EUR 6.063 FLAT TRADING 2 100000 13.1 14.4 42.10% FRN CPN DECREASE BY 75BP FROM 1ST DAY WHICH ISSR REC INVSTMT GRADE RATING. PAYS IN CASH. CPN SUSPENDED EFF. 04/19/12 (PAYMENTS WILL BE DEFERRED).
JP MORGAN CHASE CAP X US46623D2009 USD 7.000 FIXED 4 25 25.4 25.4 6.89% CO MAY DEFER CASH PYMT FOR UP TO 20 QTRS. SERIES J. LISTING NYSE 2/28/02.
JP MORGAN CHASE CAP XI US46626V2079 USD 5.875 FIXED 4 25 25.2 25.2 5.83% CO MAY DEFER DIV PYMT FOR UP TO 20 PAY PERIODS. LISTED NYSE EFF 06/13/03 CUM PFD SEC. GREEN SHOE EXERCISED FOR 3MM SHRS EFF 7/2/03.
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
JP MORGAN CHASE CAP XIV US48122F2074 USD 6.200 FIXED 4 25 25.1 25.1 6.18% CO MAY DEFER CASH PYMTS FOR UP TO 20 QTRS.
JPM CHASE CAPITAL XIX US48123A2078 USD 6.625 FIXED 4 25 25.2 25.2 6.57% #N/A Field Not Applicable
JPM CHASE CAPITAL XXI US48123KAA43 2013-06-10 USD 1.223 FLOATING 4 1000 80.4 82.1 1.49% CPN=3MO US$LIBOR +95BP TIL 2/2/2037; THEREAFTER 1MO US$LIBOR + 199BP. FINAL LEGAL MTY 01/15/2087. PAYS IN CASH.
JPM CHASE CAPITAL XXIII US48123UAA25 2013-06-10 USD 1.290 FLOATING 4 1000 78.7 80.4 1.60% CPN RT=3MO US$LIBOR +100BP TO 5/15/47. THEREAFTER +203BP. ISS'R OPT TO EXTEND MTY. LEGAL FINAL MTY 5/15/77. SHORT 1ST CPN. PAYS IN CASH.
JPM CHASE CAPITAL XXIV US48123W2098 USD 6.875 FIXED 4 25 25 25 6.88% EXTENDED MATURITY DATE 8/1/77. ISSR MAY DEFER CASH PYMT FOR UP TO 20 PAY PDS.
JPM CHASE CAPITAL XXVIII US48124Y2046 USD 7.200 VARIABLE 4 25 25.1 25.1 7.17% CPN=7.2% TO 12/14 (30/360); THEN 3MO US$LIBOR +446BP (ACT/360).
JPMCHASE CAPITAL XVI US4812282030 USD 6.350 FIXED 4 25 25.3 25.3 6.27% CO MAY DEFER CASH PYMT FOR UP TO 20 PAY PERIODS.
JPMORGAN CHASE & CO US46625HHA14 2018-04-30 USD 7.900 VARIABLE 2 1000 117.1 117.9 6.70% CPN=7.9% TO 4/30/2018(S/A, 30/360) ; THEN 3MO US$LIBOR +347BP (QTLY, ACT/360)DEPSHRS REPR 1/10TH INT IN A SHR OF NON-CUM PFD STOCK. LONG 1ST. PAYS IN DIVIDENDS
JPMORGAN CHASE & CO US46625H6210 2013-09-01 USD 8.625 FIXED 4 25 25.5 25.5 8.46% DEPOSITARY SHARES EACH REPRESENTING 1/400th INTEREST IN A SHARE OF JPM CHASE & CO 8.625% NON-CUM PFD STK, SERIES J. GREENSHOE EX ON 8/20/08 FOR 8000000 SHRS.
JPMORGAN CHASE CAP XIII US46626YAA01 2014-09-30 USD 1.234 FLOATING 4 1000 83.8 83.8 1.47% LONG 1ST CPN. PAYS IN CASH.
JYSKE BANK A/S XS0212590557 2015-09-16 EUR 1.870 VARIABLE 2 1000 53.2 55.3 3.38% CPN=6% TO 03/06 (ANNLY); THEREAFTER ?CMS10 +15BP (S/A). MAX CPN=8%. PAYS IN CASH
JYSKE BANK A/S XS0194983366 2014-07-05 EUR 1.821 FLOATING 2 1000 52.8 54.9 3.32% CPN=6% TO 7/05 (30/360, ANNLY); THEREAFTER ?CMS10 +15BP (30/360, PAID S/A). MAX CPN=9%. UNSEC'D. PAYS IN CASH
KBC BANK FUND TRUST III US48239AAA79 2013-08-02 USD 4.323 VARIABLE 4 1000 84 88.5 4.88% CPN RATE=9.86% TO 11/2/09; THEREAFTER 3MO US$LIBOR +405BP QTRLY. ISS'D UNDER 144A. NON-CUM TRUST PFD SECS. PAYS IN DIVIDENDS
KBC BANK FUNDING TRST II XS0099124793 2013-06-30 EUR 3.213 VARIABLE 4 1000 80.1 82.5 3.89% CPN RATE=6?% TO 6/09 ANNLY; THEREAFTER 3MO EURIBOR +300BP QTRLY. NON-CUM TRUST PFD SECS. GTD BY KBC BANK NV, KBC BK, & KBC HOLDING CO. PAYS IN DIVIDENDS
KBC BANK FUNDING TRST IV USU2445TAA08 2013-08-10 EUR 4.103 VARIABLE 4 1000 82.5 85.6 4.79% 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
KBC BANK NV BE0119284710 2019-12-19 GBP 6.202 VARIABLE 1 1000 83.3 86.1 7.20% CPN=6.202% TO 12/19; THEN 3MO œLIBOR +193BP. ORG ISS AMT:œ200MM. ADD'L œ 175MM ISSU 10/20/04 @103.971 SPR 104BP MORE THAN UKT 8% 21 EFF 11/03/04. PAYS IN CASH.
KBC BANK NV BE0934378747 2014-05-14 EUR 8.000 FIXED 1 1000 103.1 104.2 7.68% #N/A Field Not Applicable
KBC BANK NV XS0368735154 2013-06-27 EUR 8.000 FIXED 1 1000 100 105 7.62% #N/A Field Not Applicable
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.
LA MONDIALE FR0010397885 2016-11-15 EUR 5.110 VARIABLE 1 50000 89.9 91.7 5.57% CPN=5.11% TO 11/2016 (ACT/ACT); THEREAFTER 3MO EURIBOR +213BP (ACT/360).
LAMBAY CAPTL SECURITIES XS0220428154 2015-06-16 GBP 6.250 DEFAULTED 1 1000 0.5 2.4 260.42% CPN=6.25% TO 6/15(ANNLY);THEN 3MO œLIBOR +166BP(QTLY)ACT/365.FLAT TRADED 2/20/09LONG 1ST CPN.SEC'D BY SERIES A NON-CUM PREF SHRS OF ANGLO IRISH BANK.PAYS IN DVD
LBG CAPITAL NO.1 PLC XS0459088877 GBP 11.040 FIXED 2 1000 119.3 120.5 9.16% ISS'D IN EXCH OF XS0353590366. CONTINGENT CONV BY ISSR IF TIER 1 RATIO < 5%. PRX/SHR=GBp 59.2093. LT2 ENHANCED CAPITAL NOTES. TRANCHE 1.
LEGAL & GENERAL GROUP XS0296889073 2017-05-02 GBP 6.385 VARIABLE 2 50000 107.1 108.4 5.89% CPN=6.385% (S/A, ACT/ACT) TO 05/17; THEN 3MO œLIBOR +193 BP (QTLY, ACT/ACT). NON CUMUL. PAYS IN CASH.
LEGAL & GENERAL GROUP XS0189013823 2019-04-01 GBP 5.875 VARIABLE 2 1000 108 109.5 5.37% 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 2013-09-21 EUR 5.125 DEFAULTED 1 1000 0.1 0.9 569.44% NON-CUM PFD SECS.
LEHMAN BROS UK CAP FUND XS0282978666 2014-04-25 EUR 5.750 DEFAULTED 1 1000 0.1 1.3 442.31% ENHANCED CAPITAL ADVANTAGED PREFERRED SECURITIES (ECAPS). LONG 1ST CPN ISSUE IS CURRENTLY NOT MAKING PAYMENTS.
LEHMAN BROS UK CAP FUND XS0215349357 2014-03-30 EUR DEFAULTED 1 1000 0.1 3.1 0.00% CPN=6.625% TO 3/07; THEREAFTER 10YR ?CMS +10BP. MAX CPN=8%.
LINCOLN NATIONAL CORP US5341878024 USD 6.750 FIXED 4 25 25.3 25.3 6.67% #N/A Field Not Applicable
LINDE FINANCE BV XS0259604329 2016-07-14 EUR 7.375 VARIABLE 1 1000 116.8 117.5 6.28% CPN=7.375% ANNLY (ACT/ACT) TO 07/16, THEN 3MO EURIBOR + 412.5BP QTLY (ACT/360). PROV CALL. PAYS IN CASH
LINDE FINANCE BV XS0259607777 2016-07-14 GBP 8.125 VARIABLE 2 1000 117.2 118 6.89% CPN=8.125% TO 7/16 S/A (ACT/365); THEREAFTER 3MO œLIBOR+412.5 BP QTRLY (ACT/360). PROV CALL.
LINDE FINANCE BV XS0171231060 2013-07-03 EUR 6.000 VARIABLE 1 1000 100.7 100.8 5.95% CPN=6% TO 7/13 ANNLY (ACT/ACT);THEREAFTER 3MO EURIBOR+337.5 BP QTRLY (ACT/360). PAYS IN CASH
LLOYDS TSB BANK PLC XS0156923913 2013-08-25 EUR 2.720 VARIABLE 4 1000 76.8 78.4 3.47% CPN=6.35% TO 02/25/13 ANNLY; THEREAFTER 3MO EURIBOR +250BP QTRLY. SHORT 1ST CPN.UNSEC'D. PAYS IN CASH.
LOTTOMATICA SPA XS0254095663 2016-03-31 EUR 8.250 VARIABLE 1 1000 109.6 110.3 7.48% CPN=8.25% TO 03/16 (ANNLY) ; THEREAFTER 6MO EURIBOR +505BP (S/A). PAYS IN CASH
M&T CAPITAL TRUST IV US55292C2035 2013-05-20 USD 8.500 FIXED 4 25 26.1 26.3 8.08% SHORT 1ST AND LONG LAST CPN. ISSUER'S OPT TO DEFER INT PAYMENT UP TO 10 YRS. LIMITED GTEE
MAIN CAPITAL FUND II LP DE000A0G18M4 2013-06-30 EUR 5.750 FIXED 1 1000 86.2 88.1 6.53% SHORT 1ST CPN.
MAIN CAPITAL FUNDING SEC DE000A0E4657 2013-06-30 EUR 5.500 FIXED 1 1000 84.2 86 6.40% 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.
MELLON CAPITAL III XS0266758555 2016-09-19 GBP 6.369 VARIABLE 2 50000 98.3 100.3 6.35% CPN=6.369% TO 09/16(S/A ACT/ACT);THEN 6MO œLIBOR +134BP(S/A ACT/365) TO 09/36. THEN 6MO œLIBOR +234BP (S/A ACT/365). JR SUB PFD SECURITIES. PAYS IN CASH.
MELLON CAPITAL IV US58551TAA51 2013-06-10 USD 4.000 VARIABLE 4 1000 97.2 99.2 4.03% CPN=6.244% TO 6/20/12 (S/A, 30/360);THEN 3MO US$LIBOR + 56.5BP (QTRLY, ACT/360).JUNIOR SUB PFD SECURITIES. MIN CPN=4%. LONG 1ST CPN. PAYS IN DIVIDENDS.
METLIFE INC US59156RAP38 2031-12-15 USD 6.400 FIXED 2 1000 112.2 113.5 5.64% CPN=6.4% TO S/A (30/360) 12/36, THEN 3MO US$LIBOR +220.5BP QTRLY (ACT/360). CALL @ MAKE WHOLE +35 BP. LEGAL FINAL MTY 12/15/66. PAYS IN CASH.
METLIFE INC US59156R6036 2013-06-10 USD 6.500 FIXED 4 25 25.8 25.8 6.30% DEFERRABLE.
METLIFE INC US59156R5046 2013-06-10 USD 4.000 FLOATING 4 25 25.5 25.6 3.91% CPN RATE=3MO US$LIBOR +100BP. MIN CPN=4%.
MONTE DEI PASCHI SIENA XS0255820804 EUR 4.875 FIXED 1 50000 93.3 95.8 5.09% SERIES 2006/12. PAYS IN CASH
MONTE DEI PASCHI SIENA XS0255817685 GBP 5.750 FIXED 1 50000 75.1 77.7 7.40% SHORT 1ST CPN. SERIES 2006/13. TRANCHE 1. PAYS IN CASH
MORGAN STANLEY US61747S5047 2013-06-10 USD 4.000 FLOATING 4 25 23.3 23.4 4.27% DEP SHR REPR 1/1000 NON-CUM PFD SHR. CPN RATE=3MO US$LIBOR +70BP. MIN=4%. GREENSHOE=6MM SHRS.
MORGAN STANLEY CAP TR VI US6174612076 2013-06-10 USD 6.600 FIXED 4 25 25.4 25.4 6.50% LONG 1ST DIV.
MORGAN STANLEY CAP TRUST US61750K2087 2013-05-24 USD 6.600 FIXED 4 25 25.5 25.5 6.47% GREENSHOE=6MM SHARES. SCHEDULED MTY DATE=1/15/46.
MORGAN STANLEY CP TR III US6174602093 2013-06-10 USD 6.250 FIXED 4 25 25.5 25.5 6.13% CO MAY DEFER CASH FOR PYMT FOR UP TO 20 PAY PERIODS. LISTED NYSE EFF 03/26/03
MORGAN STANLEY CP TR IV US6174622059 2013-06-10 USD 6.250 FIXED 4 25 25.4 25.4 6.15% CO MAY DEFER CASH FOR PYMT FOR UP TO 20 PAY PERIODS. DELISTED OTC AND LISTED NYSE EFF 05/07/03
MPS CAPITAL TRUST I XS0121342827 2013-08-07 EUR 6.501 FLOATING 4 1000 44.1 46.2 14.07% DVD RATE=7.99% ANNLY (ACT/ACT) TO 2/11; THEREAFTER 3MO EURIBOR + 630BP QTRLY (ACT/360). NON CUM TRUST PFD SECS. PAYS IN CASH. CPN DUE 02/07/13 NOT PAYABLE.
MUFG CAPITAL FIN 1 LTD USG63255AA42 2016-07-25 USD 6.346 VARIABLE 2 1000 110.9 112.1 5.66% SHORT 1ST CPN.CALL @ MAKE WHOLE +25BP. PAYS IN DIVIDENDS
MUFG CAPITAL FIN 4 LTD XS0282528974 2017-01-25 EUR 5.271 VARIABLE 2 1000 109 109.9 4.80% CPN= 5.271% S/A (ACT/ACT) TO 01/17; THEREAFTER 6MO EURIBOR +207BP S/A (ACT/360).NON-CUMULATIVE PREFERED SECURITIES. LONG 1ST CPN. PAYS IN DIVIDENDS.
MUFG CAPITAL FIN 5 LTD XS0282533115 2017-01-25 GBP 6.299 VARIABLE 2 1000 111.4 113 5.57% CPN= 6.299% S/A (ACT/ACT) TO 01/17; THEREAFTER 6MO GBPLIBOR +206BP S/A (ACT/ACT)NON-CUMULATIVE PREFERRED SECURITIES. LONG 1ST CPN. PAYS IN DIVIDENDS.
MUFG CAPITAL FINANCE 2 XS0247684490 2016-07-25 EUR 4.850 VARIABLE 2 1000 106.8 108.4 4.47% SHORT 1ST CPN. PAYS IN DIVIDENDS
MUNICH RE XS0166965797 2013-06-21 EUR 6.750 VARIABLE 1 1000 100.5 100.7 6.70% CPN RATE=6.75% TO 6/13 ANNLY(ACT/ACT);THEREAFTER 3MO EURIBOR +345BP QRTLY (ACT/ 360). SUB. UNSEC'D. CALL@MAKE WHOLE +80BP. FFT.
MUNICH RE XS0167260529 2018-06-21 GBP 7.625 VARIABLE 1 1000 122.8 123.8 6.16% CPN=7.625% TO 6/18; THEREAFTER UKT 5YR GILT + 395BP(ANNLY). RATE RESETS EVERY 5 YRS. CALL @MAKE WHOLE +80BP. LONG 1ST CPN. PAYS IN CASH
MUNICH RE XS0304987042 2017-06-12 EUR 5.767 VARIABLE 1 50000 106.4 107.4 5.37% 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.
NAT CITY CAP TRUST IV US63540U2078 USD 8.000 FIXED 4 25 25.3 25.3 7.91% LONG 1ST CPN. CPN=8% TO 9/15/47; THEREAFTER 1MO US$LIBOR +348.7BP. INITY MTY SHOWN; FINAL MTY 8/30/67. GREENSHOE OF 2.7 MLN SHARES EXERCISED 8/27/07.
NATIONAL AUSTRALIA BK LT XS0347918723 2016-09-24 USD 8.000 VARIABLE 2 1000 112.8 114 7.02% CPN RATE = 8% TO 09/16; THEREAFTER 7YR UST + 494 BP TO 09/23. CPN WILL RESET EVERY 7 YRS. THEN STEP UP TO 7YR UST + 740BP. PAYS IN CASH.
NATIONAL BANK GREECE SA US6336435077 2014-06-06 USD 9.000 FIXED 4 25 9.6 9.6 23.44% SERIES A. LONG 1ST CPN. LISTED ON PINK SHEETS. AMERICAN DEPOSITORY SHARES
NATIONAL BANK OF CANADA CA6330675175 2013-06-10 CAD 4.850 FIXED 4 25 25.5 25.6 4.74% #N/A Field Not Applicable
NATIONAL BANK OF CANADA CA6330673501 2014-02-15 CAD 6.600 VARIABLE 4 25 25.9 25.9 6.37% CPN=6.6% TIL 2/15/14; THEREAFTER RESETS EVERY 5 YRS @ +479BP OVER GOC BOND YLD. CONVERTIBLE INTO SERIES 27 ON CALL DATES.
NATIONAL BANK OF CANADA CA6330673683 2014-02-15 CAD 6.600 VARIABLE 4 25 25.7 25.9 6.37% CPN=6.6% TIL 2/15/14; THEREAFTER RESETS EVERY 5 YRS @ +463BP OVER GOC BOND YLD. CONVERTIBLE INTO SERIES 25 ON CALL DATES. GREENSHOE=1.8MM EXERCISED 1/14/09.
NATIONAL BANK OF CANADA CA6330674186 2013-06-10 CAD 6.000 FIXED 4 25 26.6 26.6 5.64% GREENSHOE=900,000 SHARES.
NATIONAL CAPITAL TRST II US635192AA58 2015-03-23 USD 5.486 VARIABLE 2 1000 102.6 103.9 5.28% CPN RATE=5.486% TO 3/15; THEREAFTER 3MO US$LIBOR +153.75BP. SHORT 1ST CPN. PAYS IN CASH
NATIONAL CAPITAL TRUST XS0177395901 2018-12-17 GBP 5.620 VARIABLE 2 1000 102.3 103.5 5.43% 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
NATIONAL CAPITL TRST III AU3FN0000121 2016-09-30 AUD 4.000 FLOATING 4 50000 93.2 93.7 4.27% LONG FIRST CPN. CPN RATE=3MO BBSW+95BP TO 9/30/16; THEN 3MO BBSW+195BP. CONVERT TO NATL PREFERENCE SHARES ON 9/30/55 UNLESS REDEEMED PRIOR.
NATIONWIDE BLDG SOCIETY GB0033627968 2024-10-22 GBP 6.250 VARIABLE 2 1000 94.4 96.1 6.50% CPN=6.25% (S/A) TO 10/24; THEREAFTER 5YR UKT +258BP (S/A) ACT/ACT. UNSEC'D. PAYS IN CASH. SECURITY TRADES 18 DAYS EX-DIVIDEND.
NATIONWIDE BLDG SOCIETY XS0284776274 2013-08-06 GBP 1.006 VARIABLE 4 1000 60 100 1.01% CPN=6.024% TO 02/13(ACT/ACT), 3MO œLIBOR +50BP QTLY(ACT/365) TO 02/18,THEN 3MO œLIBOR +150BP QTLY(ACT/365). CALCS DO NOT CONSIDER STEP TO 3MO œLIBOR+150BP.
NATIONWIDE BLDG SOCIETY GB0033882084 2019-01-10 GBP 6.875 VARIABLE 2 1000 102 106 6.49% CPN RATE=6.875% TO 01/19; THEREAFTER 5YR UKT +300BP. LONG 1ST CPN. TRADES EX-DIVPAYS IN DIVIDENDS
NATIXIS FR0010154278 2014-01-25 EUR 3.750 VARIABLE 1 1000 67 68 5.51% CPN = 10YR ?CMS+100BPS, CAP = (6*(10YR ?CMS-2YR ?CMS)), FLR = 3.75%.
NATL CAPITAL INSTRUMENTS XS0269714464 2016-09-29 EUR 1.163 FLOATING 4 50000 87.9 89.2 1.30% CPN=3MO EURIBOR +95BP TO 9/16; THEN 3MO EURIBOR +195BP.
NATL RURAL UTILITY CFC US6374328739 2013-05-24 USD 5.950 FIXED 4 25 25.4 25.4 5.86% SUB DEF INT NOTES.
NBC ASSET TRUST CA62874WAA05 2018-06-30 CAD 7.235 VARIABLE 2 1000 121.1 121.9 5.94% CPN=7.235% TO 6/18; THEN CDOR +379BP. CALL @ HIGHER OF CANADIAN YIELD +85BP OR CALLABLE ON 6/30/13 & ANY PAY DATE AT EARLY RDPTN PRX UNTIL 6/30/18. PAYS DVDS.
NBOG FUNDING LIMITED XS0172122904 2013-07-11 EUR 1.961 FLOATING 4 1000 20 40 4.90% CPN=3MO EURIBOR +175BP TO 7/13; THEREAFTER +275BP. NON-CUMULATIVE PREFERRED SECURITIES - TIER 1.
NBOG FUNDING LIMITED XS0211489207 2015-02-16 EUR 5.264 VARIABLE 1 1000 32.5 50 10.53% PREFERRED SECURITIES.
NBOG FUNDING LIMITED XS0203171755 2014-11-03 EUR 1.592 VARIABLE 2 1000 30 40 3.98% CPN=6.25% TO 11/05 (ANNL); THEREAFTER 10YR ?CMS +12.5BP (S/A). NON-CUMULATIVE PREFERRED SECURITIES - TIER 1. MAX CPN=8%. MAY 2013 CPN NOT PAID
NBOG FUNDING LIMITED XS0272106351 2016-11-08 GBP 6.289 VARIABLE 1 1000 24.5 24.6 25.57% CPN=6.2889% ANNLY (ACT/ACT) TO 11/16, THEN 3MO œLIBOR +208BP QTLY (ACT/365). SERIES E. PREFERRED SECURITIES - TIER 1. PAYS IN CASH.
NBOG FUNDING LIMITED XS0203173298 2014-11-03 USD 1.946 VARIABLE 2 1000 18 18 10.81% CPN=6.75% TO 11/05 ANNLY; THEREAFTER 10YR $CMS +12.5BP S/A. NON-CUMULATIVE PREFERRED SECURITIES - TIER 1. MAX CPN=8.5%. PAYS IN DIVIDENDS. MAY 2013 CPN NOT PAID
NELNET INC US64031NAB47 2013-06-10 USD 3.659 VARIABLE 4 1000 74.8 74.8 4.89% CPN=7.4% TO 9/11(30/360 S/A); THEN 3MO US$LIBOR +337.5BP (ACT/360 QTRY) CALL@MW T +50BPS.CAPITAL EFFICIENT NOTES (CENts). FINAL MTY: 9/15/2061. PAYS IN CASH.
NIBC BANK NV XS0210781828 2035-02-21 EUR 5.264 VARIABLE 1 1000 74.9 75 7.02% SERIES 1360. TRANCHE 1.
NORDEA BANK AB USW5816FCM42 2015-04-20 USD 5.424 VARIABLE 2 1000 103 104.4 5.20% CPN RATE=5.424% TO 4/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +158.75BP QTRLY (ACT/360). PAYS IN CASH
NORDEA BANK AB XS0453319039 2015-03-25 USD 8.375 VARIABLE 2 1000 110 110.6 7.57% CPN=8.375% TILL 03/15; CT5+598.5 BP TILL 03/20; CT5+897.75 BP THEREAFTER RESET EVERY 5 YRS. PAYS IN CASH.
NORDEA BANK AB US65557AAB35 2015-04-20 USD 5.424 VARIABLE 2 1000 103 104.4 5.20% CPN RATE=5.424% TO 4/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +158.75BP QTRLY (ACT/360). ISS'D UNDER 144A. PAYS IN CASH
NORDEA BANK AB (PUBL) XS0200688256 2013-09-17 EUR 1.813 FLOATING 2 1000 65.2 66.7 2.72% CPN RATE=10YR ?CMS +5BP. MAX CPN=8%. PAYS IN CASH.
NORDEA BANK FINLAND PLC XS0151270310 2014-07-18 GBP 6.250 VARIABLE 1 1000 104.3 105.9 5.90% CPN RATE=6.25% TO 7/14 (ACT/ACT) ANNLY; THEREAFTER 3MO œLIBOR + 235BP (ACT/365) QTRLY. UNSEC'D. PAYS IN CASH
NORTHERN ROCK ASSET MANA XS0152710439 2027-09-21 GBP 7.053 VARIABLE 1 1000 60 63.1 11.18% CPN RATE=7.053% TO 9/01/2027; THEREAFTER 6MO œLIBOR +183.5BP. SHRT 1ST CPN. TIER I. COMPANY DEFERED SEPT 2009 INTEREST PAYMENT. PAYS IN CASH.
NORTHGROUP PFD CAP CORP US66644PAA57 2017-10-15 USD 6.378 VARIABLE 2 1000 101.2 103.3 6.17% ISS'D UNDER 144A. CALL @MAKE WHOLE +25BP FROM 10/15/12 TO 10//15/17. SHORT 1ST CPN. CPN=6.378% UNTIL 10/15/17; THEN 3MO US$LIBOR +117.25BP. PAYS IN DIVIDENDS.
OESTERREICH VOLKSBANKEN XS0359924643 2018-06-18 EUR 10.000 FLAT TRADING 1 1000 11.4 12.2 81.97% NON-CUMULATIVE PARTICIPATION CAPITAL CERT. CPN=10% TO 6/18 (ACT/ACT); THEN 6M0 EURIBOR +632BP (ACT/360). CPN PAY.SUSPENDED EFF 6/18/10. POOL FACT 0.3
OEVAG FINANCE JERSEY LTD XS0201306288 2013-09-23 EUR 0.000 FLAT TRADING 2 1000 20.8 25.3 0.00% NON-CUMULATIVE PFD.NON-VOTING. CPN=6% TO 9/05 ANNLY;THEN 10YR ?CMS + 10BP. MAX CPN=9%. TRADES EX-DIV - NOT ACCOUNTED FOR IN CALCS. PAYS IN CASH.
OLD MUTUAL CAP FUNDING XS0168687100 USD 8.000 FIXED 4 1000 100.3 100.3 7.98% LONG 1ST CPN. CUM PREF SECURITY. PAYS IN DIVIDENDS
OLD MUTUAL PLC XS0234284668 2015-11-04 EUR 5.000 VARIABLE 1 1000 99.1 100.3 4.99% CPN=5% TO 11/15 ANNLY (ACT/ACT); THEN 6MO EURIBOR +263BP S/A (ACT/360). CALL @ MK WL +87.5BP TO 11/15. SERIES 15, TRANCHE 1. PERP PREF SECURITIES. PAYS IN CASH
OLD MUTUAL PLC XS0215556142 2020-03-24 GBP 6.376 VARIABLE 1 1000 97.1 98.4 6.48% CPN=6.376% TO 3/20; THEREAFTER 6MO œLIBOR +223 BP. PAYS IN CASH
OMNICARE CAP TRUST II US68214Q2003 2013-06-10 USD 4.000 FIXED 4 50 56.4 56.7 7.05% ISS'D IN EXCH OF CUSIP# 68214L201. PRX/SHR=US$40.82.
OVERSEA-CHINESE BANKING SG1W95940530 2013-07-29 SGD 5.100 FIXED 2 100 100.2 100.8 5.06% CLASS B NON-CUM PREF SHRS. CPN RATE=5.10% (ACT/365). SHORT 1ST CPN. PAYS IN DIVIDENDS.
PACIFIC GAS&ELEC US6943082064 USD 6.000 FIXED 4 25 30.3 30.7 4.89% CO EMERGE CH 11 EFF 4/12/04. ALSO LISTED ARCHIPELAGO SE.
PARTNERRE LTD BMG6852T2044 USD 6.750 FIXED 4 25 25.1 25.1 6.72% DELISTED OTC AND LISTED NYSE EFF 05/14/03
PASTOR PART PREFERENTES XS0225590362 2015-07-27 EUR 4.564 VARIABLE 1 1000 45.5 55.5 8.22% CPN=4.564% TO 7/15(ANNLY, ACT/ACT); THEN 3MO EURIBOR +217BP (QTRLY, ACT/360). NON-CUM PERP PFD SECS. PAYS IN CASH.
PFLEIDERER FINANCE BV XS0297230368 2014-08-14 EUR 7.125 DEFAULTED 1 50000 3.8 7.8 91.35% CPN=7.125% TO 08/14 (ANNL); THEN 3MO EURIBOR + 423BP (QTLY). PAYS IN CASH. CPN STEPS UP 5% & PROV CALL SUBJ TO COC.
PIRAEUS GROUP CAP LTD XS0204397425 2014-10-27 EUR 0.000 FLOATING 4 1000 25 30 0.00% CPN=3MO EURIBOR + 125BP TO 10/14; IF NOT CALLED STEPS UP TO 3MO EURIBOR +225BP. PAYS IN DIVIDENDS. NO PREFERRED DIVIDEND AFTER 4/27/2012.
PNC CAPITAL TRUST D US69350H2022 USD 6.125 FIXED 4 25 25.2 25.2 6.08% ALSO NYSE.
PNC CAPITAL TRUST E US69350S2086 USD 7.750 FIXED 4 25 25.3 25.3 7.66% LONG 1ST CPN.
PNC FINANCIAL SERVICES US693475AJ49 2013-06-10 USD 8.250 VARIABLE 2 1000 100.5 100.5 8.21% CPN=8.25% TO 5/13 (S/A; 30/360); THEREAFTER 3M US$LIBOR +422BP (QTLY; ACT/360). DEP SHRS REP 1/10TH INTEREST IN NON-CUM PERP PREF STOCK, SERIES K. PAYS IN DVDS.
POPULAR CAPITAL SA DE000A0BDW10 2013-06-30 EUR 1.736 FLOATING 4 1000 48.3 53 3.28% CPN ROLLS INTO FOLLOWING MONTH.
POPULAR CAPITAL SA XS0288613119 2017-03-06 EUR 4.907 VARIABLE 1 50000 51.1 54.5 9.00% NON-CUMULATIVE PREFERRED SHARES. CPN=4.907% ANNLY (ACT/ACT) TO 03/17, THEN 3MO EURIBOR +165BP QTLY (ACT/360). SERIES C. PAYS IN CASH.
POPULAR CAPITAL SA DE0009190702 2013-07-20 EUR 6.000 FIXED 4 1000 62 69 8.70% SERIES A. PAYS IN DIVIDENDS
POPULAR CAPITAL TRUST I US73317W2035 USD 6.700 FIXED 12 25 24.3 24.4 6.86% CO MAY DEFER CASH PYMTS FOR UP TO 60 MONTHS.
POPULAR CAPITAL TRUST II US73317H2067 2013-06-10 USD 6.125 FIXED 12 25 23.3 23.4 6.54% CO MAY DEFER CASH PYMTS FOR UP TO 60 MONTHS.
POPULAR N.A. CAP TRUST I US733186AA83 USD 6.564 FIXED 2 1000 67.1 68 9.65% CALL @ MAKE WHOLE +30BP. SHORT 1ST CPN. CO MAY DEFER PAYMENT FOR UP TO 10 CONSEC INT PERIODS. PAYS IN DIVIDENDS
PROSECURE FUNDING XS0249466730 EUR 4.668 FIXED 1 1000 101.1 102.4 4.56% LONG 1ST CPN. EEA SALES RESTRICTIONS. PAYS IN CASH REPRESENTING A GENUSSSCHEIN (UT2) INTEREST IN DEUTSCHE POSTBANK AG.
PRUDENTIAL PLC XS0170488992 2013-06-23 USD 6.500 FIXED 4 1000 100.3 101.3 6.42% CUMULATIVE PRFD CAPITAL SECS. PAYS IN DIVIDENDS
PRUDENTIAL PLC GB00B0G40271 2013-06-23 USD 6.500 FIXED 4 25 26.3 26.4 6.16% ISSUER OPT TO EXCH INTO NON-CUM PERP PREF SHRS FROM MARCH 2011.
PS BUSINESS PARKS INC US69360J8751 USD 7.000 FIXED 4 25 25 25 7.00% DEP SHR REPR 1/1000 SHR PFD.
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 101.8 102.8 5.11% 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 101.6 103 5.39% CPN=5.556% TO 12/19 ANNLY (ACT/ACT); THEN STEPS UP TO 6MO œLIBOR +146BP IF NOT CALLED S/A (ACT/365). NON CUM PREFERRED SECURITY. SHORT 1ST CPN. PAYS IN CASH.
RABOBANK CAP FDG TR V XS0204236417 2014-12-31 AUD 3.774 FLOATING 4 1000 96 96.5 3.91% CPN=2MO BBSW + 67BP TO 12/04; 3MO BBSW + 67BP TO 12/14; THEN 3MO BBSW +167BP GTD TRUST PFD SECS MIN PIECE FOR AU AND US INVESTOR A $500,000; PAYS IN CASH
RABOBANK CAP FD TRUST VI XS0204237654 2014-12-31 AUD 6.415 VARIABLE 2 1000 101.2 101.6 6.31% CPN=6.415% TO 12/14, THEREAFTER BBSW3M + 167BP. SHORT FIRST CPN. GUARANTEED TRUST PREFERRED SECURITIES MIN PIECE FOR AU AND US INVESTOR A$500,000
RABOBANK CAP FD TRST III XS0203891840 2016-10-21 USD 5.254 VARIABLE 2 1000 101.7 102.9 5.11% CPN=5.254% TO 12/31/16; THEN STEPS UP TO 3MO USLIBOR +159BP IF NOT CALLED. NON CUM PREFERRED SECURITY. SHORT 1ST CPN. PAYS IN CASH.
RABOBANK CAP FD TR IV XS0203783286 2019-12-31 GBP 5.556 VARIABLE 1 1000 101.7 102.8 5.40% CPN=5.556% TO 12/19 ANNLY (ACT/ACT); THEN STEPS UP TO 6MO USLIBOR +146BP IF NOT CALLED S/A (ACT/365). NON CUM PREFERRED SECURITY. SHORT 1ST CPN.ISS'D UNDER 144A
RABOBANK CAPITAL FUND II XS0180995945 2013-12-31 USD 5.260 VARIABLE 2 1000 101.5 102.5 5.13% CPN RATE=5.26% TO 12/13 S/A (30/360); THEREAFTER 3MO US$LIBOR +162.75BP QTRLY (ACT/360). SHORT 1ST CPN. PAYS IN DIVIDENDS
RABOBANK CAPITAL FUND II US749768AA51 2013-12-31 USD 5.260 VARIABLE 2 1000 101.2 102.5 5.13% CPN RATE=5.26% TO 12/13 S/A (30/360); THEREAFTER 3MO US$LIBOR +162.75BP QTRLY (ACT/360). ISS'D UNDER 144A. SHORT 1ST CPN. PAYS IN DIVIDENDS
RABOBANK NEDERLAND XS0214155458 2015-03-23 EUR 4.828 VARIABLE 1 1000 102.8 103.1 4.68% SERIES 1288A, TRANCHE 1.
RABOBANK NEDERLAND CH0102806061 2014-11-12 CHF 6.875 VARIABLE 1 5000 106 106.4 6.46% CPN=6.875% TO 11/14 ANNLY (30/360), THEN 6M CHF LIBOR + 496.5 BPS S/A (ACT/360).PAYS IN CASH.
RABOBANK NEDERLAND XS0368541032 2038-06-10 GBP 6.910 VARIABLE 2 1000 107 108.5 6.37% CPN=6.567% TO 12/09; THEN COUPON=6.91 TO 06/38; THEREAFTER 6MO UK LIBOR+282.5BP.PAYS IN CASH.
RABOBANK NEDERLAND CH0043174397 2018-06-27 CHF 5.500 VARIABLE 1 5000 106.9 107.7 5.11% CPN=5.5% (ANNL, 30/360 TO 06/18; THEN 6M CHF LIBOR +280 (SEMI-ANNUALLY, ACT/360)PAYS IN CASH.
RABOBANK NEDERLAND US749770AQ67 2019-06-30 USD 11.000 VARIABLE 2 1000 134.5 135.6 8.11% 144A. LONG 1ST CPN. CPN= 11% TO 6/19, THERE AFTER 3MO US$LIBOR +1086.75BPS. PAYS IN CASH.
RABOBANK NEDERLAND XS0431744282 2019-06-30 USD 11.000 VARIABLE 2 1000 134.4 135.5 8.12% REGS. LONG 1ST CPN. CPN= 11% TO 6/19, THERE AFTER 3MO US$LIBOR +1086.75BPS. PAYS IN CASH.
RABOBANK NEDERLAND XS0387971152 2014-03-24 USD 7.375 FIXED 2 2000 104.7 105.9 6.96% NON-CUMULATIVE. PAYS IN CASH.
RBC CAPITAL TRUST CA74925YAC62 2015-12-31 CAD 4.870 FIXED 2 1000 107.4 107.6 4.53% NON-CUM TRUCS. 78BP OVER INTERPOL CAN 4.5% 6/1/15 & CAN 8% 6/1/23. SHORT 1ST CPNCALL @ MKWL + 19.5BP. HLDR OPT TO EXCH PFD SHRS. SUBJ TO MAND EXCH. PAYS IN CASH
RBC CAPITAL TRUST II CA74926HAA64 2013-12-31 CAD 5.812 FIXED 2 1000 102.6 102.7 5.66% NON-CUM TRUCS. HLDR OPT TO EXCH IN 1ST PFD SERIES U ON EVERY INT PYMT DATE FROM 12/31/13. CALL @ HIGHER OF CAN YLD +23BP OR 100% 12/31/08-12/31/13. SHORT 1ST.
RBS CAPITAL FND TRST VII US74928P2074 2013-06-10 USD 6.080 FIXED 4 25 23.3 23.3 6.52% ALSO LISTED EURONEXT. PAYMENTS HAVE BEEN SUSPENDED UNDER EU AGREEMENT FOR 24 MONTHS BEGINNING 1 APRIL 2011. PAYMENTS RESUMED JUNE 2013.
RBS CAPITAL FUND TRUST V US74928K2087 2013-06-10 USD 5.900 FIXED 4 25 23 23 6.41% DELISTED OTC 7/10/03. LISTED NYSE 7/11/03. PAYMENTS HAVE BEEN SUSPENDED UNDER EUAGREEMENT FOR 24 MONTHS BEGINNING 1 APRIL 2011. PAYMENTS RESUMED JUNE 2013.
RBS CAPITAL TRUST B XS0159056208 2013-09-30 USD 6.800 FIXED 4 1000 97.5 98.1 6.93% NON-CUMULATIVE PFD SECS. LONG 1ST CPN. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
RBS CAPITAL TRUST C XS0237530497 2016-01-12 EUR 4.243 VARIABLE 1 1000 73.9 75.9 5.59% CPN=4.243 TO 01/16; THEN 3MO EURIBOR +169BP. LONG 1ST CPN.PAYS IN CASH. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 04/01/12
RBS CAPITAL TRUST D XS0277453774 2017-06-08 GBP 5.646 VARIABLE 1 1000 78.9 82.1 6.88% CPN=5.6457% TO 06/17;THEN 3MO œLIBOR +169BP.FLOATING CPN PAYS ON END OF MAR,JUN,SEP,DEC.PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 6/8/11
RBS CAPITAL TRUST I US749274AA41 2013-07-01 USD 4.709 VARIABLE 2 1000 81.4 83.8 5.62% CPN RTE=4.709% TO 7/13 S/A (30/360); THEN 3MO US$LIBOR +186.5BP. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 12/31/11
RBS CAPITAL TRUST III US74927QAA58 2014-09-30 USD 5.512 VARIABLE 2 1000 83.4 86.2 6.39% 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
RBS CAPITAL TRUST IV US74927FAA93 2014-09-30 USD 1.084 FLOATING 4 1000 71.8 76.1 1.42% NON-CUM TRUST PFD SECS. PAYS IN CASH. PAYMENTS WERE SUSPENDED UNDER EU AGREEMENTFOR 24 MONTHS BEGINNING 4/30/10. PYMTS RESUMED 3/30/12.
REALTY INCOME CORP US7561097087 2013-06-10 USD 6.750 FIXED 12 25 25.8 25.8 6.54% DEPOSITARY SHARES EACH REPRESENTING 1/1000TH OF A SHARE OF CUMULATIVE PFD STK. CLASS E.
REGIONS FINANCING TR III US7591EM1073 USD 8.875 FIXED 4 25 25.5 25.5 8.70% CALL@MAKE-WHOLE 50 BP. INITIAL MTY 6/15/48.
RENAISSANCERE HOLDINGS L BMG7498P4083 2013-06-10 USD 6.600 FIXED 4 25 25.6 25.7 6.42% SHORT 1ST CPN.
HSBC USA CAP TR III US760715AB85 2013-06-10 USD 7.750 FIXED 2 1000 101.7 101.7 7.62% ISS'D IN EXCH OF LIKE 144A SEC. TRUPS (CAP TRUST PASS-THRU SEC). GTD BY REPUBLICNY CORP. CO MAY DEFER CASH PYMTS FOR UP TO 10 PAY PERIODS. PAYS IN CASH
RESPARCS FUNDING II LTD DE0009842542 2013-06-30 EUR 7.500 FLAT TRADING 1 1000 21.5 23 32.61% LONG 1ST CPN. CPN PYMT NOT PAID FOR YEARS 2010, 2011 AND 2012.
RESPARCS FUNDING LP I XS0159207850 2013-06-30 USD 8.000 FLAT TRADING 4 1000 21.1 22.5 35.56% LONG 1ST CPN. NON-CUMULATIVE. CPN PYMT CANCELLED FOR 2010. 6/30/11 CPN PAYMENT CANCELLED. PAYS IN CASH.
REXAM PLC XS0307868744 2017-06-29 EUR 6.750 VARIABLE 1 1000 108.1 108.7 6.21% CPN=6.75% TO 6/17;THEN 3MO EURIBOR +290BP (QRTLY, ACT/360). PAYS IN CASH. COC @100%/CPN INC +500BP SUBJ TO RATINGS TRIGGER. MAKE-WHOLE FROM 6/17
RL FINANCE BONDS PLC XS0236968946 2015-12-15 GBP 6.125 VARIABLE 1 1000 96.1 97.4 6.29% CPN=6.125% TO 12/15 ANNLY(ACT/ACT); THEREAFTER 3MO œLIBOR +245BP QTRLY (ACT/365)LONG 1ST CPN. CALL @ MAKE-WHOLE +75BP.
ROYAL BK OF SCOTLAND PLC XS0195231526 2014-07-03 EUR 0.811 FLOATING 4 1000 67.1 68.8 1.18% CPN =3MO & 4MO INTERPL EURIBOR + 60BP TO 10/04; THEN 3MO EURIBOR + 60BP. IF NOT CALLED ON 07/14 3MO EURIBOR + 160BP T/AFTER. SERIES 1589. TRANCHE1. PAYS IN CASH
ROYAL BK SCOTLND GRP PLC US7800977628 2013-06-10 USD 6.250 FIXED 4 25 23.8 23.8 6.57% ADS REPR NON-CUM SER P PREF SHR. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
ROYAL BK SCOTLND GRP PLC US7800977396 2013-06-10 USD 6.600 FIXED 4 25 24.4 24.4 6.76% LONG 1ST CPN. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
ROYAL BK SCOTLND GRP PLC US7800977545 2013-06-10 USD 6.750 FIXED 4 25 24.6 24.6 6.86% NON-CUM PREF SHRS. LONG 1ST CPN. PAYMENTS WERE SUSPENDED UNDER EU AGREEMENT FOR 24 MONTHS BEGINNING 4/30/10. PYMTS RESUMED 3/31/12.
ROYAL BK SCOTLND GRP PLC US7800977479 2013-06-10 USD 6.125 FIXED 4 25 23.6 23.7 6.46% SERIES R. CATEGORY II NON-CUMULATIVE DOLLAR PREF SHRS. PAYMENTS WERE SUSPENDED UNDER EU AGREEMENT FOR 24 MONTHS BEGINNING 4/30/10. PYMTS RESUMED 3/31/12.
ROYAL BK SCOTLND GRP PLC US7800977131 2013-06-10 USD 7.250 FIXED 4 25 25.4 25.4 7.14% NON-CUM PREF SHRS. LONG 1ST CPN. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/31/12
ROYAL BK SCOTLND GRP PLC DE000A0E6C37 2013-06-30 EUR 5.250 FIXED 1 1000 78.2 79.4 6.61% NON-CUM PREF SHARES. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 6/30/12
ROYAL BK SCOTLND GRP PLC XS0205935470 2013-06-30 EUR 5.500 FIXED 1 1000 80 81.1 6.78% LONG 1ST CPN. NON-CUM PREF SHRS. PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 12/31/11
ROYAL BK SCOTLND GRP PLC XS0323734961 2017-09-29 EUR 7.092 VARIABLE 1 50000 94.2 95.6 7.42% CPN=7.0916% TO 9/29/17 (ACT/ACT, ANNL);THEN 3MO EURIBOR +233BP (ACT/360, QTLY). PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 9/30/11
ROYAL BK SCOTLND GRP PLC US780097AU54 2017-09-29 USD 7.640 VARIABLE 2 100000 97.4 98.3 7.77% SHORT 1ST CPN. CPN=7.64% TO 9/17; THEN 3MO3US$LIBOR + 232BP.NON-CUM. PAYS IN DIVNON-CUM.PYMTS SUSPND UNDER EU AGRMNT FOR 24 MNT STRTNG 4/30/10, RESUMED 3/30/12
ROYAL BK SCOTLND GRP PLC XS0323865047 2017-10-05 USD 6.990 VARIABLE 2 1000 99.8 101.9 6.86% CPN=6.99% TO 10/17; THEN 3MO US$LIBOR +267BP. LONG 1ST CPN. PAYS IN CASH. PYMT WERE SUSPNDED UNDER EU AGRMT FOR 24 MO BEGINNING 4/30/10. RESUMED 4/5/12.
RSA INSURANCE GROUP PLC XS0254219735 2017-07-12 GBP 6.701 VARIABLE 1 1000 105.5 106.9 6.27% CPN RATE=6.701% TO 07/12/17 ANNLY (ACT/ACT); THEREAFTER 3MO œLIBOR + 251BP QRTLY(ACT/365). CALL @ MAKE-WHOLE +75BP. PAYS IN CASH
RZB FINANCE (JERSEY) LTD XS0193631040 2013-12-15 EUR 1.695 VARIABLE 2 1000 52.2 53.8 3.15% CPN RATE=6% TO 6/05 ANNLY; THEREAFTER ? CMS10 RATE +10BP S/A. MAX CPN=9%. PAYS IN CASH.
RZB FINANCE (JERSEY) LTD XS0173287862 2013-07-31 EUR 5.895 VARIABLE 1 100 72 75 7.86% CPN RATE=5.895% TO 7/13 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR + 270BP QTRLY (ACT/360).
RZB FINANCE JERSEY IV XS0253262025 2016-05-16 EUR 5.169 VARIABLE 1 50000 79.8 81.6 6.33% CPN=5.169% TO 05/16 ANNLY (ISMA 30/360); THEN 3MO EURIBOR +195BP QTLY (ACT/360).PAYS IN CASH
SANTANDER FIN PFD SA UNI US80281R3003 2013-06-10 USD 6.410 FIXED 4 25 25.3 25.5 6.28% ISS'D IN EXCH OF CUSIP 80281R201.
SANTANDER FIN PFD SA UNI XS0202197694 2013-09-30 EUR 1.703 FLOATING 2 1000 54.1 56 3.04% CPN=10YR ?CMS +5BP. MAX CPN=8%. NON-CUMULATIVE PERPETUAL GTD PREFERRED SEC. SERIES 2. PAYS IN CASH.
SANTANDER FIN PFD SA UNI XS0202774245 2013-07-08 EUR 5.750 FIXED 4 1000 89.8 90.2 6.37% NON-CUMULATIVE PERPETUAL GTD PREFERRED SEC. SERIES 3. PAYS IN CASH.
SANTANDER FIN PFD SA UNI US80281RAC60 2014-09-29 USD 10.500 VARIABLE 2 1000 106.8 109.3 9.61% CPN=10.5% TO 9/14(S/A,30/360); THEN 3MO US$LIBOR + 767.3BP (QTLY, ACT/360). EFF 6/13/12, TICKER SYMBOL CHANGE FROM STDpF TO SANpF. LISTED NYSE.
SANTANDER FIN PFD SA UNI XS0441528600 2014-07-27 EUR 10.500 VARIABLE 1 50000 106.7 108 9.72% CPN=10.5% TO 07/14 (ANNUAL, ACT/ACT); THEN 3MO EURIBOR +764BP (QTLY, ACT/360).
SANTANDER FIN PFD SA UNI XS0441528949 2014-07-27 GBP 11.300 VARIABLE 1 50000 106.3 107.9 10.47% CPN=11.3% TO 07/14 (ANNUAL, ACT/ACT); THEN 3MO GBP LIBOR +766BP (QTLY, ACT/365).SERIES 8.
SANTANDER FIN PFD SA UNI USE8683R1448 2014-09-29 USD 10.500 FIXED 4 25 27.7 27.8 9.44% SERIES 10, NON-CUMULATIVE.
SANTANDER FIN PFD SA UNI US80281R8051 2017-01-31 USD 6.500 FIXED 4 25 26.1 26.1 6.23% ISS'D IN EXCH OF 144A SEC; SEE CUSIP# 80281R508
SANTANDER FIN PFD SA UNI US80281R7061 2013-08-21 USD 6.800 FIXED 4 25 25.6 25.8 6.59% ISS'D IN EXCH OF 144A: 80281R409. SEE ADD'L NOTE FOR TAX-WITHHOLDING DETAILS. CPN INC DUE TO FAILURE TO REGISTER
SANTANDER FIN PFD SA UNI US80281R8887 2017-03-05 USD 4.000 FLOATING 4 25 22.2 22.3 4.48% ISS'D IN EXCHANGE OF 80281R607. QDI ELIGIBLE. MIN CPN=4%.
SANTANDER FINANCE CAP XS0418134663 2019-03-18 EUR 2.000 FIXED 1 1000 27 29 6.90% NON-CUMULATIVE. SERIES VIII. PAYS IN DIVIDENDS.
SANTANDER FINANCE CAP XS0418135041 2019-03-18 EUR 2.000 FIXED 1 50000 27 32 6.25% NON-CUMULATIVE. SERIES IX. PAYS IN DIVIDENDS.
SANTANDER PERPETUAL XS0206920141 2014-12-10 EUR 4.375 VARIABLE 1 1000 75.5 77.6 5.64% CPN=4.375% T0 12/14 ANNLY (ACT/ACT); THEN 3MO EURIBOR +160BP QRTLY (ACT/360). PAYS IN CASH
SANTANDER PERPETUAL USE86920AA84 2017-10-24 USD 6.671 VARIABLE 2 100000 103.6 104 6.41% CPN=6.671% TO 10/17 (S/A, 30/360); THEN 3MO US$LIBOR +302.5BP (QTLY, ACT/360). PAYS IN CASH.
SANTANDER PERPETUAL US80281YAA55 2017-10-24 USD 6.671 VARIABLE 2 100000 103.6 104 6.41% ISS'D UNDER 144A. CPN=6.671% TO 10/17 (S/A, 30/360); THEN 3MO US$LIBOR +302.5BP (QTLY, ACT/360). PAYS IN CASH.
SANTANDER UK PLC XS0188550114 2016-03-22 GBP 5.827 VARIABLE 1 1000 83.6 83.6 6.97% CPN=5.827% TO 03/16; THEREAFTER 5-YR UKT + 213BP(ANNLY).
SANTANDER UK PLC XS0117974740 2013-06-28 EUR 2.513 VARIABLE 4 1000 65.8 68.4 3.67% CPN RATE=7.125% TO 9/10 (ANNLY,ACT/ACT); THEN 3MO EURIBOR +230BP (QTRLY,ACT/360)TRANCHE 5. SEASONED EFF 11/07/00. PAYS IN CASH
SANTANDER UK PLC XS0152838586 2018-02-09 GBP 6.984 VARIABLE 2 1000 83.1 83.1 8.40% CPN RATE=6.984% TO 2/18; THEREAFTER 6MO œLIBOR + 186BP. TIER I. PAYS IN CASH.
SANTANDER UK PLC XS0117973429 2030-09-30 GBP 7.125 VARIABLE 1 1000 92.7 97.5 7.31% CPN=7.125% TO 9/30;THEN 5YR GILT +350BP(ANN). CPN WILL RESET EVERY 5YRS.LONG 1STCPN. TRANCHE 4. ORG ISS AMT: œ175MM. ADDL œ100MM 8/01 @109.744. PAYS IN CASH
SANTANDER UK PLC XS0060837068 GBP 10.063 FIXED 2 1000 108 116 8.68% EACH œ1M 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.
SANTANDER UK PLC XS0124569566 2026-02-14 GBP 7.037 VARIABLE 1 1000 99 101 6.97% CPN RATE= 7.037% (ANN) TO 2/26; THEREAFTER +375BP OVER 5YR UKT (ANN). PAYS IN CASH
SANTANDER UK PLC XS0117972967 2015-09-28 GBP 7.500 VARIABLE 1 1000 80 80 9.38% CPN RTE=7.5% TO 9/15; THEN 5YR GILT +340BP(ANN). CPN WILL RESET EVERY 5YRS. TRANCH 2. ORIGI ISS AMT: œ325MM. ADDL œ100MM ISS'D 8/01 @ 107.872%. PAYS IN CASH
SANTANDER UK PLC GB0000272145 GBP 10.063 FIXED 2 1000 105 115 8.75% EACH œ1M 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.
SC BANK KOREA LTD USY48764AH01 2014-03-03 USD 7.267 VARIABLE 2 1000 103.7 104.3 6.97% CPN=7.267% TO 3/14 S/A (ISMA 30/360); THEREAFTER US$LIBOR + 429BP QTRLY PAY (ACT/360). EXTENDABLE FOR 30 YRS IF NOT REDEEMED. PAYS IN CASH.
SCANA CORPORATION US80589M2017 2015-01-30 USD 7.700 FIXED 4 25 27.3 27.4 7.03% CALL @ MAKE WHOLE T +50 UNTIL 1/30/15.
SCOTIABANK CAP TR CA80928BAC06 2036-12-31 CAD 5.650 VARIABLE 2 1000 122.4 123.4 4.58% CALL @HIGHER OF CANADIAN YLD +36BP OR 100% ON 12/31/11 & ON CPN PAY DATES UNTIL 12/31/36. SHORT 1ST CPN. CPN=5.65% UNTIL 12/2036, THEN 6MO CDOR+190B. AI=ACT/365
SCOTIABANK CAP TRUST II CA80928BAB23 2013-07-08 CAD 6.282 FIXED 2 1000 100.7 100.7 6.24% BATS II(SCOTIABANK TRUST SECS). HDLR OPT TO EXCH ON INT PYMT DATES FROM 6/30/13.SHORT 1ST CPN. CALL @ HIGHER OF CANADIAN YLD + 28BP OR 100%. SERIES 2003-1.
SG CAPITAL TRUST III XS0179207583 2013-11-10 EUR 5.419 VARIABLE 1 1000 99.6 100.4 5.40% CPN RATE=5.419% TO 11/13; THEREAFTER 3MO EURIBOR +195BP. NON-CUM PFD SECS. PAYS IN DIVIDENDS
SIEMENS FINANCIERINGSMAT XS0266838746 2016-09-14 EUR 5.250 VARIABLE 1 1000 110.6 111.1 4.73% CPN=5.25% ANNLY (ACT/ACT) TO 09/16, THEN 3MO EURIBOR +225BP QTLY (ACT/360). CALL @ MAKEWHOLE + 75BP UNTIL 9/14/16. PAYS IN CASH.
SIEMENS FINANCIERINGSMAT XS0266840486 2016-09-14 GBP 6.125 VARIABLE 1 1000 111.1 111.8 5.48% CPN=6.125% ANNLY (ACT/ACT) TO 09/16, THEN 3MO œLIBOR +225BP QTLY (ACT/360). CALL @ MAKEWHOLE + 75BP UNTIL 9/14/16. PAYS IN CASH.
SKANDINAVISKA ENSKILDA US830505AL70 2014-03-25 USD 4.958 VARIABLE 2 1000 101.5 103.3 4.80% CPN RATE=4.958% TO 3/14 S/A (30/360);THEREAFTER 3MO US$LIBOR +182.75BP QRTLY (ACT/360). ISS'D UNDER 144A. PAYS IN CASH.
SKANDINAVISKA ENSKILDA US830505AM53 2015-03-23 USD 5.471 VARIABLE 2 1000 99.8 102.8 5.32% CPN RATE=5.471% TO 3/15 S/A (30/360); THEREAFTER 3MO US$LIBOR +154BP S/A (ACT/ 360). ISS'D UNDER 144A. CALL @ MAKE WHOLE +20BP. PAYS IN CASH
SKANDINAVISKA ENSKILDA XS0337453202 2017-12-21 EUR 7.092 VARIABLE 1 1000 111.4 112.5 6.30% CPN= 7.0922% TO 2017 (ACT/ACT, ANNUL); THEREAFTER 3MO EURIBOR +340BP (ACT/360, QRTLY). SHORT 1ST CPN. PAYS IN CASH.
SKANDINAVISKA ENSKILDA XS0454821462 2015-03-31 EUR 9.250 VARIABLE 1 1000 109.8 110.6 8.36% CPN RATE = 9.25% TO 3/15;THEREAFTER 5YR EUR SWAP+640BP. RATE RESETS EVERY 5 YRS.PAYS IN CASH.
SKANDINAVISKA ENSKILDA USW25381DL07 2014-03-25 USD 4.958 VARIABLE 2 1000 101.5 103.3 4.80% CPN RATE=4.958% TO 3/14 S/A (30/360);THEREAFTER 3MO US$LIBOR +182.75BP QTRLY (ACT/360).
SLM CORP US78442P3047 2013-06-12 USD 6.000 FIXED 4 25 25 25.1 5.98% DELISTED OTC AND LISTED NYSE EFF 12/30/03.
SNS BANK NEDERLAND XS0172565482 2013-07-22 EUR 5.750 VARIABLE 1 50000 3.3 10 57.50% 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
SNS BANK NV XS0468954523 2019-11-27 EUR 11.250 VARIABLE 1 1000 2 2 562.50% CPN=11.25% TO 11/19. ALSO LUX SE.
SNS REAAL GROEP NV XS0310904155 2017-07-17 EUR 6.258 VARIABLE 1 1000 2 2 312.90% CPN=6.258% TO 07/17 (ANNLY, ACT/ACT), THEN 3MO EURIBOR +229 BP (QTLY, ACT/360). PAYS IN CASH.
SOCIETE GENERALE FR0010136382 2015-01-26 EUR 4.196 VARIABLE 1 1000 96.8 98 4.28% CPN=4.196 TO 01/15; THEAFTER 3MO EURIBOR +153BP (ACT/360 QTRLY). PAYS IN CASH
SOCIETE GENERALE XS0336598064 2017-12-19 EUR 6.999 VARIABLE 1 50000 103.9 105 6.67% CPN=6.999% TO 12/17(ANN, ACT/ACT), THEN CPN=3MO EURIBOR +335BP (QTLY, ACT/360). PAYS IN CASH.
SOCIETE GENERALE XS0369350813 2018-06-16 GBP 8.875 VARIABLE 1 1000 107.3 108.7 8.16% CPN 8.875% TO 06/18; THEREAFTER 3MO LIBOR + 340 BPS IF CALL OPTION NOT EXERCISEDACT/ACT TO 6/16/18 AND THEN ACT/ACT. PAYS IN CASH.
SOCIETE GENERALE XS0449487619 2019-09-04 EUR 9.375 VARIABLE 1 50000 116.8 117.7 7.97% CPN= 9.375% TO 09/19 ANNUAL (ACT/ACT); THEREAFTER 3MO EURIBOR+890.1BP QTL(ACT/360) PAYS IN CASH.
SOCIETE GENERALE USF8586CAA02 2017-04-05 USD 5.922 VARIABLE 2 1000 99.3 100 5.92% CPN=5.922% ANNLY (30/360) TO 04/05/17 THEREAFTER 3MO US$ LIBOR + 175 QTLY (ACT/360).
SOCIETE GENERALE US83367TAA79 2017-04-05 USD 5.922 VARIABLE 2 1000 99 100 5.92% ISS'D UNDER 144A. CPN=5.922% TO 4/5/17; THEN 3MO US$LIBOR +175BP.
SOLVAY FINANCE XS0254808214 2016-06-02 EUR 6.375 VARIABLE 1 1000 110.1 110.8 5.75% CPN=6.375% ANNLY (ACT/ACT) TO 06/16, THEREAFTER 3MO EURIBOR +335 BP QTLY (ACT/360). PAYS IN CASH
SOVEREIGN CAPITAL TR VI US84604BAA70 2016-06-13 USD 7.908 FIXED 2 1000 106.9 107.3 7.37% CALL @MAKE WHOLE +50BP. PAYS IN CASH
SPAREBANK 1 SR BANK XS0167275121 2013-08-01 USD 6.443 VARIABLE 2 1000 99.5 99.6 6.47% CPN RATE=6.443% TO 5/13 S/A (30/360); THEN 3MO US$LIBOR +307.5BP QTRLY (ACT/360)NON-CUM PERP CAP CONTRIBUTION SECS. LONG 1ST CPN. PAYS IN DIVIDENDS
STANDARD BANK PLC XS0262708554 2016-07-27 USD 8.012 VARIABLE 1 1000 101.3 102.8 7.79% CPN=8.012% TO 07/16 (30/360), THEREAFTER 3MO US$LIBOR +325BP (ACT/360). PAYS IN CASH
STANDARD CHARTERED BANK XS0129229141 2016-05-11 GBP 8.103 VARIABLE 1 1000 113.2 114.5 7.08% CPN=8.103% TO 05/16; THEREAFTER 5YR GILT + 427.50 BP(ANNLY). CPN WILL RESET EVERY 5 YRS. PAYS IN CASH
STANDARD CHARTERED BANK XS0119816402 2022-01-31 GBP 7.750 VARIABLE 1 10000 115.6 117.5 6.60% CPN=7.75% TO 1/22; THEREAFTER 5 YR GILT +380BP(ANN). CPN WILL RESET EVERY 5 YRS.LONG 1ST CPN. SERIES 6, TRANCHE 1. PAYS IN CASH
STANDARD CHARTERED BANK XS0222434200 2020-07-14 GBP 5.375 VARIABLE 1 1000 103.2 104.9 5.12% CPN RATE=5.375% TO 7/20 (ACT/ACT), THEREAFTER 3MO œLIBOR +189BP (ACT/365). LONG 1ST CPN. PAYS IN CASH
STANDARD CHARTERED BANK XS0347919457 2014-12-24 USD 9.500 VARIABLE 2 1000 110.5 111.1 8.55% CPN=9.5% TILL 12/24/14; CT5+678BPS TILL 12/24/19; CT5+1017BPS THEREAFTER RESET EVERY 5 YRS. PAYS IN CASH.
STANDARD CHARTERED PLC USG84228AT58 2017-01-30 USD 6.409 VARIABLE 2 100000 103.3 104.5 6.13% LONG 1ST CPN. CPN=6.409% TO 1/2017 S/A (30/360); THEREAFTER 3MO US$LIBOR +151BPQTRLY (ACT/360). CALLABLE EVERY 10 YRS. NON-CUMALATIVE REDEEMABLE PREF SHARES.
STANDARD CHARTERED PLC US853254AA86 2017-01-30 USD 6.409 VARIABLE 2 100000 103.4 104.5 6.13% LONG 1ST CPN. CPN=6.409% TO 1/2017 S/A (30/360); THEREAFTER 3MO US$LIBOR +151BPQTRLY (ACT/360). ISS'D UNDER 144A. CALLABLE EVERY 10 YRS.
STANDARD CHARTERED PLC US853254AB69 2037-07-30 USD 7.014 VARIABLE 2 100000 110.2 111.2 6.31% LONG 1ST CPN. ISS'D UNDER 144A. ADS REPRESENTING NON-CUM REDEEMABLE PFD SHARES.CPN=7.014% TO 7/2037 (30/360); THEN 3MO US$LIBOR +146BP (ACT/360) PAYS IN DVD'S
STANDARD CHARTERED PLC XS0365481935 2013-11-27 USD 8.125 FIXED 2 2000 103 103.5 7.85% NONE-CUMULATIVE. PAYS IN DIVIDENDS.
STANDARD CHARTERED PLC US853254AC43 2037-07-30 USD 7.014 VARIABLE 2 100000 110.2 111.3 6.30% CPN=7.014% TO 7/2037 (30/360); THEREAFTER 3MO US$LIBOR +146BP (ACT/360) LONG 1STCPN. ADS REPRESENTING NON-CUM REDEEMABLE PFD SHARES. PAYS IN DIVIDENDS.
STATE BANK OF INDIA XS0287244627 2017-05-15 USD 6.439 VARIABLE 2 1000 100.9 102.2 6.30% NON-CUMULATIVE. PAYS IN CASH.
STOREBRAND LIVSFORSIKRIN XS0349201847 2013-06-26 EUR 9.404 VARIABLE 1 50000 100.9 101.9 9.23% CPN=9.404% TO 6/26/13; THEREAFTER 3MO EURIBOR+600BP. LONG 1ST CPN. PAYS IN CASH.
SUEDZUCKER INT FINANCE XS0222524372 2015-06-30 EUR 5.250 VARIABLE 1 1000 104.1 104.6 5.02% CPN RATE=5.25% TO 6/15 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +310BP (QTLY, ACT/360)PAYS IN CASH
SUNTRUST CAPITAL IX US8678851051 USD 7.875 FIXED 4 25 25.1 25.1 7.84% GREENSHOE=3.4MM SHARES. CALL @ MAKE WHOLE + 50BPS UNTIL 3/15/13.
SVENSKA HANDELSBANKEN AB XS0238196942 2015-12-16 EUR 4.194 VARIABLE 1 1000 102 102.9 4.08% CPN=4.194% TO 12/15 (ANNLY, ACT/ACT), THEN 3MO EURIBOR +168BP (QTRLY ACT/360). EEA SALES RESTRICTIONS. SERIES 185. PAYS IN CASH
SVENSKA HANDELSBANKEN AB XS0292434684 EUR FLOATING 4 1000 95.3 99.8 0.00% CPN=3MO EURIBOR +30BP TO 03/12; THEREAFTER 3MO EURIBOR +180BP. UPPER TIER II. SERIES 209, TRANCHE 1. PAYS IN CASH.
SVENSKA HANDELSBANKEN AB XS0266243806 2013-09-04 GBP 5.375 VARIABLE 1 1000 100.8 101.2 5.31% CPN=5.375% TO 09/13 ANNLY (ACT/ACT); THEREAFTER 3MO œLIBOR +189BP QTRLY (ACT/365). UPPER TIER II. SERIES 198, TRANCHE 1. PAYS IN CASH.
SWEDBANK AB XS0188779028 2016-03-17 GBP 5.750 VARIABLE 2 1000 105.6 107.1 5.37% CPN=5.75 TO 3/16 (ACT/ACT); THEREAFTER 6MO œLIBOR + 192BP (ACT/365). SHORT 1ST CPN. SERIES 5. TRANCHE 1. PAYS IN CASH.
SWISS LIFE (JPM BANK) XS0235535035 2015-11-16 EUR 5.000 VARIABLE 1 50000 101.7 102.6 4.87% CPN=5% TO 11/15 ANNLY (ACT/ACT); THEN 3MO EURIBOR +243BP QTRLY (ACT/360). ISS'D BY JPM BANK. BORROWER: SWISS LIFE RENT.PAYS IN CASH
SYDBANK A/S XS0205055675 2014-11-24 EUR 1.941 FLOATING 2 1000 53.1 55.8 3.48% CPN=6.5% TO 11/05 (ANNLY); THEN 10YR ?CMS +20BP (S/A). MAX CPN=8%. NON-CUMULATIVE PERP.
SYDBANK A/S XS0235246948 2017-04-25 EUR 1.307 FLOATING 4 50000 70.5 75 1.74% CPN=3MO EURIBOR +110BP TO 04/17: THEN 3MO EURIBOR +210BP.
TALANX FINANZ AG XS0212420987 2015-06-30 EUR 4.500 VARIABLE 1 1000 100.7 102 4.41% CPN=4.5% TO 6/15 (ANNLY, ACT/ACT); THEN 3MO EURIBOR+192BP (QTRLY, ACT/360). SHORT 1ST CPN.
TECHNICOLOR FR0010237016 2015-09-25 EUR 5.750 DEFAULTED 1 1000 0.1 0.6 958.33% CPN=5.75% TO 09/15 (ACT/ACT); THEN 3MO EURIBOR +362.5BP (ACT/360). RESTRUCTURED, DIRTY PRICED. PAYS IN CASH
TELEPHONE & DATA SYSTEMS US8794338520 2013-06-10 USD 6.625 FIXED 4 25 25.5 25.7 6.44% SR NOTES.
TENNET HOLDING BV XS0484213268 2017-06-01 EUR 6.655 VARIABLE 1 1000 107.7 108.4 6.14% CPN=6.655 (ACT/ACT ANNL) TILL 06/01/2017;THEN CPN=5YR EURO SWP RATE + 360 BASIS POINTS. (ACT/ACT ANNL). PAYS IN CASH.
TORONTO-DOMINION BANK CA8911457734 2014-07-31 CAD 6.250 VARIABLE 4 25 26.3 26.4 5.92% CPN=6.25 UNTIL 7/31/14; THEREAFTER RESETS EVERY 5 YEARS @415BPS OVER GOC BOND YIELD.CONVERTIBLE INTO SERIES AJ ON CALL DTS.
TORONTO-DOMINION BANK CA8911457999 2014-04-30 CAD 6.250 VARIABLE 4 25 26 26 6.01% 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 CA8911457080 2013-10-31 CAD 5.100 VARIABLE 4 25 25 25.1 5.08% DVD=5.1% TIL 10/31/13; THEREAFTER RESETS EVERY 5YRS @+168BP OVER GOC BOND YIELD.CONVERTIBLE INTO SERIES Z ON CALL DATES.
TORONTO-DOMINION BANK CA8911606819 2013-06-10 CAD 4.850 FIXED 4 25 25.9 26 4.66% #N/A Field Not Applicable
TORONTO-DOMINION BANK CA8911458070 2014-01-31 CAD 5.000 VARIABLE 4 25 25.6 25.6 4.88% 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 2013-06-10 CAD 5.600 FIXED 4 25 26.7 26.8 5.22% CLASS A, SERIES Q.
TORONTO-DOMINION BANK CA8911456090 2013-07-31 CAD 5.000 VARIABLE 4 25 25 25 5.00% 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 2013-06-10 CAD 5.600 FIXED 4 25 26.9 26.9 5.20% #N/A Field Not Applicable
TUI AG DE000TUAG059 2013-07-30 EUR 7.507 VARIABLE 4 1000 100.8 101.9 7.37% CPN=8.625% TO 1/13 ANNLY (ACT/ACT); THEREAFTER 3MO EURIBOR +730BP QTRLY (ACT/360). LONG 1ST CPN. PAYS IN BOTH CASH & DIVIDENDS
UBS AG JERSEY BRANCH DE000A0D1KX0 2015-04-15 EUR 4.280 VARIABLE 1 1000 101.9 102.7 4.17% CPN=4.28% TO 4/15 (ACT/ACT); THEN 3MO EURIBOR +158BP (ACT/360). PAYS IN CASH
UBS AG JERSEY BRANCH XS0336744650 2017-12-21 EUR 7.152 VARIABLE 1 50000 112.6 113.5 6.30% CPN=7.152% TO 12/17 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +345BP (ACT/360, QRTLY). SHORT 1ST CPN. PAYS IN CASH.
UBS CAPITAL SECURITIES L XS0357283257 EUR 8.836 VARIABLE 1 50000 99.5 100.8 8.77% CPN= 8.836% (ANNL, ACT/ACT) TO 04/13; THEN 3MO EURIBOR +465BP (QRTLY, ACT/360). SHORT LAST CPN FOR FIXED PRD. PAYS IN CASH.
UBS PREF FNDNG TRUST IV US90263W2017 2013-06-10 USD 0.899 FLOATING 12 25 16 16 1.40% CPN RATE=1MO US$LIBOR +70BP. SHORT 1ST CPN. LISTED NYSE EFF 05/30/03.
UNICREDIT INTL BANK XS0470937243 2019-12-10 EUR 8.125 VARIABLE 1 1000 105 106.7 7.61% NON-CUMULATIVE.CPN=8.125% TO 12/19 ANN (ACT/ACT),THEN 3MO EURIBOR +665BP QTRLY(ACT/ACT).
UNICREDIT INTL BANK XS0372556299 2018-06-27 GBP 8.593 VARIABLE 2 1000 98.6 100.8 8.52% CPN=8.5925% (S/A ACT/ACT) TO 06/18; THEN CPN=GBPLIBOR+3.95% (QRTLY, ACT/365). PAYS IN CASH.
UNICREDITO ITAL CAP TRST XS0231436667 2015-10-27 GBP 5.396 VARIABLE 1 1000 80.6 82 6.58% CPN=5.396% TO 10/15 (ANNLY, ACT/ACT); THEN 3MO œLIBOR + 176BP (QTRLY, ACT/360) NON-CUMM PREF SEC. PAYS IN DIVIDENDS
UNION FENOSA PREFERENTES XS0221627135 2015-06-30 EUR 0.863 FLOATING 4 50000 39.5 58.5 1.48% CPN=3MO EURIBOR +65BP TO 6/15; THEREAFTER 3MO EURIBOR +165BP. NON-CUM PREFERRED SECS. PAYS IN DIVIDENDS
UNITED OVERSEAS BANK LTD US911271AA24 USD 4.500 FIXED 2 1000 100.4 100.5 4.48% ISS'D UNDER 144A. LONG 1ST CPN. PAYS IN CASH
UNITED OVERSEAS BANK LTD USY9244WAF69 USD 4.500 FIXED 2 1000 100.4 100.5 4.48% LONG 1ST CPN. PAYS IN CASH.
UNITED OVERSEAS BANK LTD US911271AB07 2014-09-03 USD 5.375 VARIABLE 2 1000 104.8 104.9 5.12% ISS'D UNDER 144A. LONG 1ST CPN. PAYS IN CASH.
UNITED OVERSEAS BANK LTD USY9244WAW92 2014-09-03 USD 5.375 VARIABLE 2 1000 104.8 104.9 5.12% LONG 1ST CPN. PAYS IN CASH.
UOB CAYMAN LTD KYG9289K2003 2016-03-15 USD 5.796 VARIABLE 2 100000 106.3 107.5 5.39% CALL @ MAKE WHOLE +37.5BP NON-CUM NON-CVR PFD SHRS. SHORT 1ST CPN. PAYS IN DIVIDENDS
US BANCORP US9029731554 2013-06-10 USD 3.500 FLOATING 4 25 24 24 3.65% DIV RATE=3MO US$LIBOR +60BP OR 3.50%. DEP SHR=1/1,000 PFD SHR.
US BANCORP US9029738823 2013-06-03 USD 7.875 FIXED 4 25 25.3 25.3 7.78% NON-CUMULATIVE PFD STOCK. SERIES D.
USB CAPITAL IX US91731KAA88 2013-06-10 USD 3.500 VARIABLE 4 1000 93 93 3.76% CPN RATE=6.189% TO 4/15/11 S/A (30/360); THEREAFTER 3MO US$LIBOR +102BP QTRLY ACT/360). LONG 1ST CPN. MIN CPN=3.5%. PAYS IN DIVIDENDS
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 VIII US9033072052 USD 6.350 FIXED 4 25 25.2 25.2 6.30% 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.
UT2 FUNDING PLC DE000A0GVS76 EUR 5.321 FLAT TRADING 1 1000 121.7 122.8 4.33% 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
VATTENFALL AB XS0223129445 2015-06-29 EUR 5.250 VARIABLE 1 1000 106.8 107.3 4.89% CPN=5.25% TO 06/15 (ANNLY, ACT/ACT); THEN 3MO EURIBOR +295BP (QTRLY, ACT/360). PAYS IN CASH
VIACOM INC US92553P3001 USD 6.850 FIXED 4 25 25.1 25.1 6.82% LONG 1ST CPN.
VINCI SA FR0010289496 2015-11-13 EUR 6.250 VARIABLE 1 50000 108.8 109.5 5.71% CPN=6.25% TO 11/15 ANNLY; THEREAFTER 3MO EURIBOR +375BP QTRLY. SHORT 1ST CPN. PAYS IN CASH
VOESTALPINE AG AT0000A069T7 2014-10-31 EUR 7.125 VARIABLE 1 1000 106.1 106.8 6.67% CPN=7.125% TO 10/2014 (ANNLY ACT/ACT);THEN 3MO EURIBOR+505BP (QTLY ACT/360). PAYS IN CASH.
VORNADO REALTY LP US9290436024 2014-10-01 USD 7.875 FIXED 4 25 27.7 27.9 7.06% SR NOTES. GREENSHOE=2.4MM SHRS. EXERCISED=9/29/09. 30-YEAR FINAL MTY.
VORNADO REALTY TRUST US9290428773 2013-06-10 USD 6.625 FIXED 4 25 25.4 25.4 6.52% GREENSHOE EXERCISED 8/29/05, 400,000SHARES. ADD'L 3.4 MLN SHRS ISS'D 9/13/05.
WACHOVIA CAP TRUST IV US92978U2078 USD 6.375 FIXED 4 25 25.1 25.1 6.35% LONG 1ST CPN. SCHEDULE MTY 3/15/37. GREENSHOE 3MLN SHARES EXERCISED 2/14/07.
WACHOVIA PFD FUNDING US92977V2060 2022-12-31 USD 7.250 FIXED 4 25 28.4 28.4 6.38% SUBJ TO CONDITIONAL EXCHANGE. DELISTED OTC AND LISTED NYSE EFF 01/10/03
WELLS FARGO & COMPANY US9497468796 2017-12-15 USD 8.000 FIXED 4 25 30.8 30.9 6.47% SHORT 1ST CPN. GREENSHOE=12MM SHRS EFF 12/20/07. DEPOSITARY SHARES EACH REPRESENTIN1/40TH OF SERIES J NON-CUM PFD STOCK.
WIENERBERGER AG DE000A0G4X39 2017-02-09 EUR 6.500 VARIABLE 1 1000 96 97.3 6.68% 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.
WING HANG BANK LTD XS0296645012 2017-04-20 USD 6.000 VARIABLE 2 1000 104.3 105.4 5.69% CPN=6% TO 4/20/17 (30/360-ISMA; S/A); THEN 3MO US$LIBOR +185BP (ACT/360; QRTL). LONG 1ST CPN. CUMULATIVE. PAYS IN CASH.
WING HANG BANK LTD XS0387048266 2013-09-11 USD 9.375 FIXED 2 1000 102.1 103 9.10% #N/A Field Not Applicable
WOLTERS KLUWER NV NL0000119105 2013-05-14 EUR 6.875 FIXED 1 100 99.7 100.7 6.83% UNSEC'D. CUM CPN. PAYS IN CASH.
XCEL ENERGY INC US98389B8862 2013-05-31 USD 7.600 FIXED 4 25 25.3 25.3 7.51% CALL @ MAKE-WHOLE + 50BP UNTIL 1/16/13. SHORT 1ST CPN. SUBJ TO RATINGS TRIGGER.
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.