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Bond Issues: Eurobonds Sputnik CDO 1, 2012-E (CDO, FRN) (XS0293014840) |
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Issue information:
| • Issuer, issue number: |
Sputnik CDO 1, 2012-E (CDO, FRN) |
| • SPV: |
Coriolanus Limited |
| • Income calculation: |
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| • Type of debt instrument:
| Eurobonds |
| • Kind of bond:
| CDO |
| • Type of bonds: |
Coupon bonds |
| • Form of issue: | Documentary bearer bonds |
| • Securitisation: |
Yes |
| • Issue status: |
redeemed |
| • Par, minimum denomination: |
100000
USD, 100 000.0 |
| • Par, integral multiple: |
USD, 100 000.0
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| • Amount: |
40 000 000 |
| • ISIN RegS: |
XS0293014840 |
| • Common Code RegS: |
029301484 |
| • CFI RegS: |
DTVXFB |
| • Bloomberg code (BBGID): |
BBG00003S591 |
| • Day Count Fraction: |
Actual/360 |
| • End of placement: |
Mar 13 2007 |
| • Coupon: |
6M LIBOR USD + 700 bps |
| • Coupon frequency: |
2 time(s) per year |
| • Floating rate: |
Yes |
| • Reference rate: |
6m LIBOR |
| • Margin: |
7% |
| • Settlement Date: |
Apr 04 2007 |
| • Maturity date: |
Apr 20 2012 |
| • Issue price: |
100 |
| • Issue Managers: |
CDS Counterparty: Deutsche Bank AG London Branch
Portfolio Manager: VTB Bank (Austria) AG
Co-Arrangers: VTB Bank AG Austria and VTB Bank Moscow
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| • Listing: |
Irish Stock Exchange |
| • Additional information: |
Sputnik CDO 1 is hedging the 25% of losses on the portfolio and 30% on top of that will be hedged with an unfunded super senior credit default swap. This
portfolio is composed of credit default swap referring to corporate entities, banks and supranationals. VTB Bank AG Austria, acting as portfolio manager,
will have the possibility to add and/or remove reference entities from the portfolio, subject to a number of portfolio constraints.
The CDO is linked to a portfolio of USD 400 million of eligible foreign currency loans and bonds referenced by Deutsche Bank.
DEBT TYPE: COLL NOTES
Structure Type: Synthetic, fully funded capital structure
XS0293016621 - Series 48 Tranche A USD 36000000 Mezzanine Floating Rate Portfolio Credit Linked Secured Notes- 2012
XS0293015904 - Series 48 Tranche B USD 36000000 Mezzanine Floating Rate Portfolio Credit Linked Secured Notes- 2012
XS0293015656 - Series 48 Tranche C Mezzanine Floating Rate Portfolio Credit Linked Secured Notes due 2012
XS0293015227 - Series 48 Tranche D (40 mln) Mezzanine Floating Rate Portfolio Credit Linked Secured Notes due 2012
XS0293014840 - Series 48 Tranche E USD 40000000 Equity Floating Rate Portfolio Credit Linked Secured Noted Due 2012
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| • Files: |
Series 48 FRN CLN 2012
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| • Investment banks:
| Bookrunner(s):
Deutsche Bank
VTB
Co-lead manager:
VTB Bank Austria
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Borrower:
SPV:
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Payment schedule:
| # |
Date |
Par redemption, USD |
| 1 |
20.10.2007 |
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| 2 |
20.04.2008 |
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| 3 |
20.10.2008 |
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| 4 |
20.04.2009 |
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| 5 |
20.10.2009 |
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| 6 |
20.04.2010 |
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| 7 |
20.10.2010 |
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| 8 |
20.04.2011 |
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| 9 |
20.10.2011 |
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| 10 |
20.04.2012 |
100 000.0 |
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