CREDIT EVENT NOTICE

20.06.17 17:00 | Pörssitiedotteet

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)

Annex 1

ISINNameNumber of Credit Events that have occurredNew redemption amount and the amount on which the interest is calculated (if any)
FI4000040605Luottotodistus USA High Yield Kertyvä Tuotto Euro6146.55 %
FI4000044136Luottotodistus USA High Yield Kertyvä Tuotto USD6152.18 %
SE0004547008Nordea HY Max USA 6100.00 %
SE0004579001Nordea HY Max USA 6100.00 %
SE0004582591Kreditbevis USA High Yield Årlig Kupong, Bevis 3693.94 %
SE0004722676Nordea HY Max USA III6100.00 %
SE0004807725Nordea HY Max USA IV6100.00 %
SE0004868230Kreditbevis USA High Yield, Bevis 6694.00 %
SE0004869295Nordea HY Max USA IV6100.00 %
SE0004899870Nordea HY Max USA V6100.00 %
SE0005033297Kreditbevis USA High Yield Ränta6100.00 %
SE0005095494Kreditbevis USA High Yield Ränta6100.00 %