Structured Notes: New deals update

Steep slope 9 Nov 2020
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Recent structured note activity in USD.

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USD:

 

  • JP Morgan is working on a self-led CMS steepener maturing Aug 2026 NC1 that pays 9% to Aug 2024 and then pays 8*(CMS2y/CMS10y). EMTN.

     

  • Morgan Stanley is working on a self-led fixed callable maturing Aug 2033 NC1 that pays 5.5%. Domestic MTN.  

     

  • Morgan Stanley is working on a self-led fixed callable maturing Aug 2028 NC2 that pays 5.25%. Domestic MTN.

     

  • Goldman Sachs is working on a self-led $20m floating callable maturing Aug 2033 NC5 that pays O/N SOFR +2.02%. EMTN.

     

  • Citigroup is working on a self-led fixed callable maturing Aug 2024 NC6m that pays 5%. Domestic MTN. 

     

  • BNP Paribas is working on a self-led fixed callable Sukuk maturing Feb 2024 NC1m that pays 4.81%. EMTN.

     

  • Royal Bank of Canada is working on a self-led fixed callable maturing Aug 2030 NC5 that pays 5.5%. Domestic MTN. 

     

  • Bank of Montreal is working on a self-led fixed callable maturing Aug 2028 NC6m that pays 5.5%. CD format. Domestic.

     

  • Societe Generale is working on a self-led fixed callable maturing Aug 2028 NC1 that pays 5.5%. EMTN.

     

  • Standard Chartered is working on a self-led fixed callable maturing Feb 2024 NC1m that pays 7.9%. EMTN. Credit linked.

     

  • Standard Chartered is working on a self-led fixed callable maturing Nov 2023 NC1m that pays 6.73%. EMTN. Credit linked.

     

  • Standard Chartered is working on a self-led fixed callable maturing Feb 2024 NC1m that pays 7.32%. EMTN. Credit linked.

     

  • Macquarie Bank is working on a self-led $50m fixed callable maturing Aug 2033 nC3 that pays 5.3%. EMTN.