CREDIT EVENT NOTICE

14-05-2018 15:00

On 10/04/2018 ISDA’s (International Swaps and Derivatives Association, Inc.) Determination Committee resolved that a Bankruptcy Credit Event has occurred in relation to the Reference Entity Nine West Holding Inc.

Nordea Bank AB (publ) has determined, based on the above, that a Credit Event under the Terms and Conditions of the Notes has occurred in relation to Nine West Holding Inc., which is a Reference Entity in the Notes.

The date of the Credit Event is 06/04/2018.

As the Credit Event related Nine West Holding 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.

14/05/2018

Nordea Bank AB (publ)

Annex 1

ISIN Loan number Name Number of Credit Events that have occurred New redemption amount and the amount on which the interest is calculated (if any)
FI4000069190 A313 Luottotodistus USA High Yield 7 120,90%
FI4000069760 A472 Luottotodistus Maailma 1 100,00%
FI4000090899 A735 Luottotodistus Pohjois-Amerikka High Yield Kiinteä Tuotto 6 100,00%
FI4000148986 A921 Korkotodistus Pohjois-Amerikka High-Yield 7/2020 5 95,00%
FI4000149216 A999 Luottotodistus Pohjois-Amerikka High Yield Ekstra USD 5 211,20%
FI4000149240 B004 Luottotodistus Pohjois-Amerikka High Yield Ekstra 5 187,20%
FI4000149893 B183 Erillislaina CDX NA HY s25 Tranche 0-35 % 4 230,29%
FI4000149901 B195 Luottotodistus Pohjois-Amerikka High Yield Kertyvä Tuotto Ekstra USD 4 180,00%
FI4000149919 B188 Luottotodistus Pohjois-Amerikka High Yield Kiinteä Tuotto 4 100,00%
FI4000149927 B194 Luottotodistus Pohjois-Amerikka High Yield Kertyvä Tuotto Ekstra 4 162,00%
FI4000149943 B201 Luottotodistus Pohjois-Amerikka High Yield Kertyvä Tuotto Ekstra NOK 4 177,00%
FI4000149950 B202 Luottotodistus Pohjois-Amerikka High Yield Kiinteä Tuotto 4 100,00%
FI4000176821 B231 Korkotodistus Pohjois-Amerikka High-Yield 1/2021 4 96,00%
FI4000176847 B233 Luottotodistus Pohjois-Amerikka High Yield Kertyvä Tuotto Ekstra 4 175,00%
FI4000176854 B234 Luottotodistus Pohjois-Amerikka High Yield Kiinteä Tuotto 4 100,00%
FI4000176920 B248 Luottotodistus Pohjois-Amerikka Maltti USD 4 133,00%
FI4000176953 B272 Luottotodistus Pohjois-Amerikka High Yield Kertyvä Tuotto 15-35 % Ekstra 4 170,00%
NO0010722721 A737 RC229 - Nordea Kredittbevis Nord-Amerika High Yield 6 100,00%
NO0010748577 B172 RC253 - Nordea Kredittbevis Nord-Amerika High Yield II 4 100,00%
SE0005730991 A408 Kreditbevis USA High Yield, Bevis 20 7 93,00%
SE0006599627 A923 Kreditbevis USA High Yield, SEK 5 95,00%
SE0006599650 A943 Kreditbevis USA High Yield, SEK 5 95,00%
SE0006992889 B128 Fasträntebevis Index USA High Yield, FRB 4 96,00%
SE0006992921 B137 Kreditbevis USA High Yield Buffert, PB 17 4 100,00%
SE0007665385 B150 Kreditbevis USA HY15-100%, Fixed Coupon 4 100,00%
XS0994478187 A380 NBF CDX High Yield Floater 2019 7 100,00%
XS1029473714 A393 NBF CDX High Yield Floater II 2019 7 100,00%
XS1062679870 A521 Kreditbevis USA High Yield PP 6 131,52%
XS1128638266 A728 U.S. Floater 2020 6 100,00%
XS1136955363 A754 U.S. Floater 2020 II 6 100,00%
XS1170867474 A866 Kreditbevis USA High Yield 4 95,92%
XS1214670629 A925 U.S. High Yield 2020 5 100,00%
XS1257735164 B045 U.S. High Yield II 2020 5 100,00%
XS1279435678 B068 U.S. High Yield III 2020 4 100,00%
XS1323607314 B196 Credit Accumulator 2021 USD 4 259,51%
XS1324532099 B199 Credit Accumulator 2021 SEK 4 229,40%
XS1324532768 B200 Credit Accumulator 2021 DKK 4 225,86%
XS1332635272 B212 Credit Accumulator 2021 NOK 4 236,77%
XS1339026863 B229 Kreditbevis USA Hy15-15%, Accumulator 4 204,00%

Documents

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