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International bonds: Digital Realty Trust LP, 4.75% 1oct2025, USD (US25389JAQ94, 25389JAQ9)

StatusCountry of riskMaturity (option)
Amount i
This field shows outstanding face value amount for outstanding bonds
Issue ratings (M/S&P/F)
outstandingUSA**/**/**** (**/**/****)450,000,000 USD***/***/***
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Yield calculation

 %
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Issue information

BorrowerDigital Realty Trust LP
Bond typeCoupon bonds
Placement methodOpen subscription
Placement typePublic
Par amount, integral multiple1,000 USD
Nominal of international bonds1,000 USD
Minimum settlement amount1,000 USD
Outstanding principal amount1,000 USD
Amount450,000,000 USD
Outstanding face value amount450,000,000 USD
Placement date**/**/****
Maturity date**/**/****
Floating rateNo
Coupon Rate*.**%
Current coupon rate4.75%
Day count fraction***
ACI*** (10/16/2019)
Coupon frequency2 time(s) per year
Interest accrual date**/**/****
ListingNYSE

Related issues

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Cbonds Valuation
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology. The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
:

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
CBONDS ESTIMATION
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology described here http://ru.cbonds.com/organizations/docdownload/8715.
The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
Quotes are published both anonymously and publicly in the section Bond Quotes by Market Participants: http://cbonds.com/quotes/market/. These quotes are indicative only. Organizations posting the quotes have no obligations to conduct transactions at these prices. To learn the actual current prices, you need to contact the respective organization. Trading floor quotes are available at http://cbonds.com/quotes/.
10/15/2019*** / *** (*** / ***)*** (***)******Archive
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Bond Quotes by Market Participants

Market participantDate and timeBid/ask or last price
(Yield)
Anonymous participant 2010/14/2019***.**
(*.*)
Anonymous participant 1210/11/2019***.*
(*.**)
Anonymous participant 2410/09/2019***.****
(*.**)
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Price chart

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Stock exchange and OTC quotes

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
US OTC MARKET10/15/2019*** / *** (*** / ***)*** (***)******Archive
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Bond classification

Subordinated
Sinkable bond
Perpetual
Convertible
Structured product
Restructuring
Securitization
Mortgage bonds
Trace-eligible
Covered
Foreign bonds
CDO
Sukuk
Retail bonds
Supranational bond issues
Green bonds
Non-Marketable Securities

Identifiers

ISIN / ISIN RegSUS25389JAQ94
CUSIP / CUSIP RegS25389JAQ9
CFI / CFI RegSDBFUGR
FIGI / FIGI RegSBBG00C63S1G0
WKN / WKN RegSA18Y86
SEDOLBD9NRY3
TickerDLR 4.75 10/01/25

Primary placement

Issuer rating on issue date (M/S&P/F)***/***/***
Placement**/**/****
Initial issue price (yield) ( - )

Participants

Bookrunner: Bank of America Merrill Lynch, Citigroup, Credit Suisse, Deutsche Bank, Goldman Sachs, JP Morgan, Morgan Stanley
Depository: DTCC

Payment schedule

*****

Coupon dateCoupon, %Coupon payment amount, USDRedemption of principal, USD
Show previous
1**/**/*****.****.**
2**/**/*****.****.**
3**/**/*****.****.**
4**/**/*****.****.**
5**/**/*****.****.**
6**/**/*****.****.**
7**/**/*****.****.**
8**/**/*****.****.**
9**/**/*****.****.**
10**/**/*****.****.**
11**/**/*****.****.**
12**/**/*****.****.**
13**/**/*****.****.**
14**/**/*****.****.**
15**/**/*****.****.**
16**/**/*****.****.**
17**/**/*****.****.**
18**/**/*****.****.**
19**/**/*****.****.**
20**/**/*****.****.***,***
Show following
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Early redemption terms

*****

DateOption typePrice
Show previous
**/**/****call***
Show following
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Issue ratings

Digital Realty Trust LP, 4.75% 1oct2025, USD

Rating AgencyRating / OutlookScaleDate
Fitch Ratings***/***LT Int. Scale (local curr.)03/21/2019
Moody's Investors Service ***/***LT- local currency06/13/2017
S&P Global Ratings***/***Local Currency LT09/23/2015
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Issuer ratings

Digital Realty Trust LP

Rating AgencyRating / OutlookScaleDate
Fitch Ratings***/***LT Int. Scale (foreign curr.)03/21/2019
Moody's Investors Service ***/***LT- local currency07/17/2019
S&P Global Ratings***/***Foreign Currency LT09/18/2019
S&P Global Ratings***/***Local Currency LT09/18/2019
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