Fixed Income List - Vontobel

CHF Foreign BondsHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Size Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0115237015 2'000'000 1.750 SWISS RE TREASURY (US) 21.07.2014 21.07.2010 Aa3 AA- 100.870 0.885 101.755 -0.009 -5.4CH0105004078 8'000'000 2.250 NATIONAL AUSTRALIA BANK 02.12.2014 02.12.2009 Aa2 AA- 101.880 0.319 102.199 0.058 -7.4 26.2 0.86CH0042527652 2'000'000 3.750 GROUPE AUCHAN SA 23.06.2015 23.06.2008 A 105.030 2.188 107.218 0.191 8.6 33.5 1.38CH0042799913 1'000'000 3.375 NORGES STATSBANER AS 03.08.2015 30.06.2008 Aa2 AA- 105.100 1.594 106.694 0.035 -7.2 17.6 1.50CH0123326081 2'000'000 3.375 UNION BANK OF INDIA 07.08.2015 07.02.2011 Baa3 BBB- 102.650 1.556 104.206 1.613 154.4 175.4 1.48CH0115822642 1'000'000 1.875 WESTPAC SECURITIES NZ LT 25.08.2015 25.08.2010 Aa3 AA- 102.750 0.771 103.521 0.141 4.0 27.9 1.57CH0187216012 2'000'000 3.250 BANQUE PSA FINANCE 25.09.2015 25.06.2012 Ba1 BB+ 102.700 1.065 103.765 1.597 153.3 173.3 1.62CH0044359070 1'000'000 3.375 ASSIST PUBL HOPIT PARIS 25.09.2015 25.08.2008 AA 105.650 1.106 106.756 -0.004 -11.1 13.2CH0022976853 2'000'000 2.375 ROYAL BK OF SCOTLAND PLC 02.11.2015 02.11.2005 Ba1 BBB- 101.500 0.534 102.034 1.510 142.1 164.2 1.73CH0198380237 2'000'000 2.750 GIC FUNDING LIMITED 16.11.2015 16.11.2012 Baa2 102.600 0.512 103.112 1.289 120.4 142.0 1.76CH0141533403 2'000'000 5.000 VTB BANK (VTB CAPITAL SA 17.11.2015 17.11.2011 Baa2 BBB 105.850 0.917 106.767 1.699 166.4 182.9 1.74CH0120169799 2'000'000 3.000 CBQ FINANCE LTD 07.12.2015 07.12.2010 A1 A- 104.050 0.383 104.433 0.811 71.7 93.9 1.83CH0124757904 2'000'000 3.000 ADCB FINANCE CAYMAN LTD 08.12.2015 08.03.2011 A1u A 104.100 0.375 104.475 0.788 69.3 91.6 1.83CH0108870020 2'000'000 2.625 GENERAL ELEC CAP CORP 20.01.2016 20.01.2010 A1 104.650 0.022 104.672 0.280 15.9 40.5 1.96CH0123133297 2'000'000 3.000 FIRST GULF BANK 16.02.2016 16.02.2011 104.650 2.808 107.458 0.722 60.7 84.3 1.97CH0126639381 2'000'000 2.500 BARCLAYS BANK PLC 29.03.2016 29.03.2011 A2 A 104.850 2.042 106.892 0.269 12.7 38.4 2.11CH0117367430 1'000'000 3.625 GLENCORE FINANCE EUROPE 06.04.2016 06.10.2010 Baa2 BBB 105.850 2.890 108.740 0.928 81.4 104.1 2.08CH0112134751 2'000'000 2.250 NORDEA BANK AB 06.05.2016 06.05.2010 Aa3 104.600 1.606 106.206 0.230 7.5 33.5 2.22CH0049495598 2'000'000 2.750 BK NEDERLANDSE GEMEENTEN 11.05.2016 11.02.2009 Aaa AA+ 105.950 1.925 107.875 0.156 -0.3 26.0 2.22CH0101589361 2'000'000 3.000 RABOBANK NEDERLAND 10.06.2016 10.06.2009 Aa2 AA- 106.500 1.858 108.358 0.257 9.4 35.3 2.29CH0185349351 2'000'000 2.250 LEASEPLAN CORPORATION NV 18.07.2016 18.07.2012 Baa2 BBB+ 103.450 1.156 104.606 0.841 67.6 92.7 2.40CH0115149418 2'000'000 2.500 SPI AUSTRALIA ASSETS PTY 09.08.2016 09.08.2010 Baa1 BBB+ 104.250 1.139 105.389 0.805 63.5 88.5 2.45CH0026734449 2'000'000 2.875 TOYOTA MOTOR CREDIT CORP 20.09.2016 20.09.2006 Aa3 AA- 106.900 0.982 107.882 0.266 6.8 33.6 2.57CH0194215650 2'000'000 2.500 BLACK SEA TRADE AND DEVE 04.10.2016 04.10.2012 A3 /*+ A- 103.150 0.757 103.907 1.303 111.9 136.9 2.59CH0102162952 1'500'000 2.875 EKSPORTFINANS ASA 16.11.2016 16.06.2009 Ba3 BB+ 102.150 0.535 102.685 2.079 188.2 212.9 2.68CH0197841544 2'000'000 5.250 FIAT FINANCE & TRADE 23.11.2016 23.11.2012 B1 /*- BB- 105.850 0.875 106.725 3.059 294.9 310.7 2.61CH0187696114 2'000'000 2.000 LG ELECTRONICS INC 02.12.2016 02.07.2012 Baa2 BBB- 103.000 0.283 103.283 0.931 71.4 97.5 2.78CH0136594360 2'000'000 1.000 PHILIP MORRIS INTL INC 06.12.2016 06.12.2011 A2 A 102.000 0.131 102.131 0.299 6.7 34.2 2.83CH0143421169 2'000'000 2.125 KOREA LAND & HOUSING COR 12.12.2016 12.12.2011 A1 103.650 0.242 103.892 0.839 61.9 88.0 2.80CH0028944681 2'000'000 2.875 GENERAL ELEC CAP CORP 27.02.2017 27.02.2007 A1 AA+ 107.600 2.603 110.203 0.399 14.1 41.0 2.93CH0149710771 2'000'000 1.875 KOREA NATIONAL OIL CORP 08.03.2017 08.03.2012 A1 A+ 103.150 1.641 104.791 0.849 59.1 85.6 2.99CH0186130446 2'000'000 1.750 SK TELECOM CO LTD 12.06.2017 12.06.2012 A3 A- 102.850 1.074 103.924 0.891 58.7 86.2 3.26CH0190369048 2'000'000 3.000 MACQUARIE BANK LTD 09.08.2017 09.08.2012 A2 A 107.150 1.367 108.517 0.939 62.7 89.3 3.35CH0111174576 2'000'000 2.250 ELECTRICITE DE FRANCE 29.09.2017 29.03.2010 A+ 106.600 0.713 107.313 0.439 7.8 37.9 3.54CH0118596888 2'000'000 1.500 BK NEDERLANDSE GEMEENTEN 03.11.2017 03.11.2010 Aaa AA+ 104.400 0.333 104.733 0.326 -5.9 25.5 3.68CH0181379774 2'000'000 2.125 SLOVAK REPUBLIC 25.04.2018 25.04.2012 A2 A 105.700 1.582 107.282 0.758 29.3 62.5 4.03CH0226747746 2'000'000 2.900 VTB BANK (VTB CAPITAL SA 25.05.2018 25.11.2013 Baa2 BBB 101.300 0.467 101.767 2.577 209.7 243.2 3.97CH0101768064 3'500'000 2.750 SOC NATL CHEMINS FER FRA 11.06.2018 11.06.2009 Aa2 AA- 109.900 1.696 111.596 0.463 -3.5 31.1 4.12CH0025739316 1'000'000 3.125 TOTAL CAPITAL SA 28.06.2018 28.06.2006 Aa1 AA- 111.200 1.780 112.980 0.558 5.7 40.0 4.13CH0223523298 2'000'000 1.375 KOREA FINANCE CORP 02.07.2018 02.10.2013 Aa3 A+ 101.450 0.424 101.874 1.039 52.5 87.9 4.26CH0207960649 2'000'000 0.875 NORDEA BANK AB 25.09.2018 25.03.2013 Aa3 AA- 101.150 0.287 101.437 0.624 5.9 43.0 4.56CH0222418268 2'000'000 2.500 BRE FINANCE FRANCE SA 08.10.2018 08.10.2013 BBB+ 101.800 0.729 102.529 2.093 153.6 189.4 4.38CH0112086951 2'000'000 2.125 BK NEDERLANDSE GEMEENTEN 06.11.2018 06.05.2010 Aaa AA+ 107.250 0.455 107.705 0.584 0.2 37.3 4.56CH0200404173 1'000'000 1.500 GOLDMAN SACHS GROUP INC 29.11.2018 29.11.2012 Baa1 A- 101.750 0.225 101.975 1.127 52.9 90.7 4.65CH0185843023 2'000'000 2.625 GLENCORE FINANCE EUROPE 03.12.2018 03.07.2012 Baa2 BBB 105.350 0.365 105.715 1.476 90.2 125.4 4.55CH0215076313 2'000'000 1.625 KOREA WESTERN POWER CO 26.03.2019 26.09.2013 A1 A+ 101.550 0.528 102.078 1.313 64.5 104.6 4.88CH0103078231 5'000'000 3.000 RESEAU FERRE DE FRANCE 24.04.2019 24.07.2009 Aa1 AA 111.400 2.242 113.642 0.776 10.7 49.7 4.82CH0030644030 2'000'000 3.250 REPUBLIC OF POLAND 15.05.2019 15.05.2007 A2 A- 110.800 2.239 113.039 1.142 48.2 85.4 4.83CH0027333241 5'000'000 2.625 REGIE AUTONOME DES TRANS 06.11.2019 06.11.2006 Aa1 109.450 0.561 110.011 0.939 15.5 55.7 5.38CH0225173290 2'000'000 1.500 KOREA RAILROAD CORP 02.12.2019 02.12.2013 A1 A 100.450 0.213 100.663 1.419 59.6 102.3 5.56CH0222359421 2'000'000 1.250 SVENSKA HANDELSBANKEN AB 20.12.2019 25.09.2013 Aa3 AA- 102.150 0.115 102.265 0.875 4.4 46.9 5.68CH0123575091 2'000'000 2.125 NORGES STATSBANER AS 14.02.2020 14.02.2011 Aa2 AA- 108.300 2.001 110.301 0.720 -13.8 28.4 5.62CH0204477241 2'000'000 2.250 BORAL LIMITED 20.02.2020 20.02.2013 Baa3 BBB 100.650 2.081 102.731 2.134 126.6 169.5 5.51CH0107134717 5'000'000 2.250 KFW 12.08.2020 12.02.2010 Aaa AAA 109.650 1.006 110.656 0.736 -22.6 20.3 6.0920.01.2014