These are the details of the selected bond:
- Issuer: Coventry Building Society
- Covered bond rating(s) at launch: Aaa (Moody's) AAA (Fitch)
- Amount: EUR500m
- Maturity date: 1 October 2029
- Re-offer price: 99.820
- Coupon: 2.625%
- Swap spread: 38bp
- Government spread: 71.0bp
- Pricing date: 24 September 2024
- Settlement date: 1 October 2024
- Bookrunners: ABN Amro, BBVA, HSBC, NordLB, Santander
- Country: UK
- ISIN: XS2853557374
- Collateral type: Mortgage
- The CBR bond ID: 2985
- Green, social, sustainability description: unlabelled