ABN Amro to release second iBoxx-linked note
ABN Amro is to issue a second credit-linked note early next week, called iBoxx 40, following the release of its iBoxx 50 credit-linked note in July. iBoxx 40 will be the first index-derived credit product issued in Swiss francs, with an initial issue value of Sfr500 million and will be listed on the Swiss Stock Exchange.
The notes will be issued in fixed-rate format and will pay an annual coupon with a five-year maturity. The credit exposure of the notes will be derived synthetically using credit default swaps.
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