Structured Notes: New deals update

Hiking hill 18 Oct 2021
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Recent structured note activity in USD. and EUR.

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USD:

 

  • Asian Development Bank sold a $15m 15y NC5 zero coupon callable (non-Formosa). The EMTN matures Dec 2037 and is callable annually starting Dec 2027. Lead JPM. Estimated IRR 4.69%. Announced Dec 5.

     

  • Deutsche Bank is working on a self-led $20m step-up callable maturing Jan 2026 NC1 that pays 4.5% to Jan 2024, 5% to Jan 2025 and 5.5% thereafter. Eurodollar.  

     

  • Goldman Sachs is working on a self-led $10m CMS linked note maturing Dec 2027 NC1 that pays 7.65% to Dec 2023, and then pays 7.65% as long as CMS10y/30y is greater than zero. EMTN.

     

  • Merrill Lynch is working on a self-led fixed callable maturing Jan 2036 NC5 that pays 4.6%. EMTN.

     

  • Merrill Lynch is working on a self-led fixed callable maturing Jan 2028 NC2 that pays 4.2%. EMTN.

     

  • Bank of America is working on a self-led step-up callable maturing Dec 2037 NC3 that pays 5.45% to Dec 2025, 5.75% to Dec 2029, 6% to Dec 2033 and 6.5% thereafter. Domestic MTN.

     

  • Bank of America is working on a self-led step-up callable maturing Dec 2029 NC1 that pays 5.4% to Dec 2024, 5.75% to Dec 2026, 6.5% to Dec 2028 and 7% thereafter. Domestic MTN.

     

  • Barclays is working on a self-led $250m floating callable maturing Jun 2023 NC1m that pays O/N SOFR +25bps. GMTN.

     

  • Bank of Nova Scotia is working on a self-led fixed to floating putable note maturing Dec 2029 putable May 2023 that pays 7% to Dec 2024 and then pays SOFR +1%, capped at 7% and floored at zero. GMTN.

 

 EUR:

 

  • Land Sachsen-Anhalt sold a €100m EMTN due Dec 2052 which pays 0.35% to 2024 and then pays EUR 2y CMS – 15bps. Lead is LBBW.

     

  • Morgan Stanley sold a €30m CMS-linked EMTN due Dec 2037 which pays EUR 20y CMS + 152bps capped at 6.5% and floored at 2%. Self-led.

     

  • IBRD sold a €50m 12y NC5 Green callable EMTN 2.915% due Dec 2034. Callable once in Dec 2027. Lead is JPM.

For more, recent structured deals please see EUR MTNs