CREDIT EVENT NOTICE

20-06-2017 17:00

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

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 %

Documents

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