On 14 June 2017 ISDA’s (International Swaps and Derivatives Association, Inc.) Determination Committee resolved that a Bankruptcy Credit Event has occurred in relation to the Reference Entity GenOn Energy, Inc.
The Issuer has determined, based on the above, that a Credit Event under the Terms and Conditions of the Notes has occurred in relation to GenOn Energy, Inc., which is a Reference Entity in the Notes.
The date of the Credit Event is 14 June 2017.
As the Credit Event related to GenOn Energy, Inc. may reduce the redemption amount and the amount on which the interest amount is calculated (if any), holdings, trading lots and pool factors at Clearing System(s) and/or listing venue(s) are updated where applicable, see Annex 1.
Capitalized terms used in this notice have the same meaning as in the Final Terms and the Base Prospectus for the Notes.
For further information regarding the determination of the redemption amount and the amount on which the interest is calculated (if any), reference is made to the Final Terms for the respective Notes.
Dated 20 June 2017
Nordea Bank AB (publ)
|ISIN||Name||Number of Credit Events that have occurred||New redemption amount and the amount on which the interest is calculated (if any)|
|FI4000040605||Luottotodistus USA High Yield Kertyvä Tuotto Euro||6||146.55 %|
|FI4000044136||Luottotodistus USA High Yield Kertyvä Tuotto USD||6||152.18 %|
|SE0004547008||Nordea HY Max USA||6||100.00 %|
|SE0004579001||Nordea HY Max USA||6||100.00 %|
|SE0004582591||Kreditbevis USA High Yield Årlig Kupong, Bevis 3||6||93.94 %|
|SE0004722676||Nordea HY Max USA III||6||100.00 %|
|SE0004807725||Nordea HY Max USA IV||6||100.00 %|
|SE0004868230||Kreditbevis USA High Yield, Bevis 6||6||94.00 %|
|SE0004869295||Nordea HY Max USA IV||6||100.00 %|
|SE0004899870||Nordea HY Max USA V||6||100.00 %|
|SE0005033297||Kreditbevis USA High Yield Ränta||6||100.00 %|
|SE0005095494||Kreditbevis USA High Yield Ränta||6||100.00 %|