2013020401

Credit Event

SNS Bank NV

Auction Timeline:

Common Event Determination DateFebruary 4 2013
Auction Date: April 4 2013
Auction Settlement Date: April 11 2013

List of Participating Bidders:

List of Participating Bidders

Deliverable Obligations:

Final List of Deliverable Obligations

The Exercise Cut-off Date for a Seller wishing to deliver a Credit Event Notice is Wednesday 13th March 2013.  The Exercise Cut-off Date for a Buyer wishing to deliver a Credit Event Notice is Monday 18th March.

The Movement Option Exercise Cut-Off Date is Friday 22nd March 2013.

The Auction Date is Thursday 4th April 2013.

Maturity Buckets:

Auction/Movement Option Information

Auction Settlement Terms:

SNS Bank N.V. Auction Settlement Terms / blackline SNS Auction Settlement Terms (20/03/2013) against Northern Rock Auction Settlement Terms (25/01/2012)

Deriv/SERV SNS Bank N.V. triggered transactions data:

SNS Bank N.V. Triggered Transaction Data

Related Press Release:

Determinations Committee: SNS Bank N.V. Restructuring Credit Event