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International bonds: Autodis, FRN 1may2022, EUR (XS1517169972)

StatusCountry of riskMaturity (option)
Amount i
This field shows outstanding face value amount for outstanding bonds
Issue ratings (M/S&P/F)
outstandingFrance**/**/****515,000,000 EUR***/***/***
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Yield calculation

 %
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Issue information

BorrowerAutodis
Bond typeCoupon bonds
Placement methodOpen subscription
Placement typePublic
Par amount, integral multiple1,000 EUR
Nominal of international bonds1,000 EUR
Minimum settlement amount100,000 EUR
Outstanding principal amount100,000 EUR
Amount515,000,000 EUR
Outstanding face value amount515,000,000 EUR
Placement date**/**/****
Maturity date**/**/****
Other tranchesAutodis, 4.375% 1may2022, EUR
Floating rateYes
Reference rate3M EURIBOR
Margin4.38
Coupon Rate*M EURIBOR + *.***%
Day count fraction***
Coupon frequency4 time(s) per year
Interest accrual date**/**/****

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/.
10/11/2019*** / *** (*** / ***)*** (***)******Archive
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Bond Quotes by Market Participants

Market participantDate and timeBid/ask or last price
(Yield)
Zurich Cantonal Bank10/11/2019**.** / ***.**
()
Baader Bank10/11/2019**.*** / ***.***
()
Anonymous participant 2010/10/2019***.**
()
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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.
FRANKFURT S.E.10/11/2019 19:39**.*** / ***.*** (* / *)***.**** (*)
BERLIN EXCHANGE
i
Foreign bonds compliment the international security selection at Börse Berlin. In Germany many of these are traded only in Berlin. Naturally Börse Berlin has the full range of fixed interest securities of the German Federation and its constituencies with bonds from companies and other issuers also on offer. Certificates and warrants round off the security offering in Berlin.
10/11/2019 19:51**.** / ***.** (* / *)***.*** (*)
MUNICH SE10/11/2019 20:08**.*** / ***.*** (* / *)***.*** (*)
FRANKFURT S.E.10/11/2019*** / *** (*** / ***)*** (***)******Archive
BERLIN EXCHANGE
i
Foreign bonds compliment the international security selection at Börse Berlin. In Germany many of these are traded only in Berlin. Naturally Börse Berlin has the full range of fixed interest securities of the German Federation and its constituencies with bonds from companies and other issuers also on offer. Certificates and warrants round off the security offering in Berlin.
10/11/2019*** / *** (*** / ***)*** (***)******Archive
STUTTGART EXCHANGE10/11/2019*** / *** (*** / ***)*** (***)******Archive
MUNICH SE10/11/2019*** / *** (*** / ***)*** (***)******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 RegSXS1517169972
ISIN 144AXS1517170129
Common Code / Common Code RegS151716997
Common Code 144A151717012
CFI / CFI RegSDBVNBR
CFI 144ADBVNBR
FIGI / FIGI RegSBBG00F5JFCP9
WKN / WKN RegSA188YZ
WKN 144AA19UV2
FIGI 144ABBG00F5JFD95
TickerAUTODI F 05/01/22 REGS

Primary placement

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

Participants

Bookrunner: BNP Paribas, Credit Suisse, Deutsche Bank, JP Morgan

Tap issues

DatePlaced amount/buyback (par), mWeighted average pricePlacement participants
1**/**/******
Bookrunner: BNP Paribas, JP Morgan
2**/**/*********.*
Bookrunner: BNP Paribas, Citigroup, Goldman Sachs, Morgan Stanley

Payment schedule

*****

Coupon dateCoupon, %Coupon payment amount, EURRedemption of principal, EUR
Show previous
1**/**/****
2**/**/****
3**/**/****
4**/**/****
5**/**/****
6**/**/****
7**/**/****
8**/**/****
9**/**/****
10**/**/****
11**/**/****
12**/**/****
13**/**/****
14**/**/****
15**/**/****
16**/**/****
17**/**/****
18**/**/****
19**/**/****
20**/**/****
21**/**/****
22**/**/*******,***
Show following
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Early redemption terms

*****

DateOption typeOption styleBenchmark spread, b.p.Until datePrice
Show previous
**/**/****callMake-Whole Call****/**/****
**/**/****call***
**/**/****call***
Show following
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Issue ratings

Autodis, FRN 1may2022, EUR

Rating AgencyRating / OutlookScaleDate
Moody's Investors Service ***/***LT- local currency11/22/2018
S&P Global Ratings***/***Local Currency LT11/01/2016
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Issuer ratings

Autodis

Rating AgencyRating / OutlookScaleDate
Moody's Investors Service ***/***LT- local currency11/22/2018
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