SRO Published List · banca italease s.p.a. sub xs0259400918 0.0055 n2016 -06-28 na c 2015 03 16 na eurobank ergasias s.a. senior xs0922876882 0 n2016 -05-06 na a 2015 05 06 na dnb
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DANSKE BANK A/S SNRLAC XS1799061558 0.875 2023-05-22 N NA European Senior Non Preferred
Financial Corporate
2018-09-19
DEUTSCHE BANK
AKTIENGESELLSCHAFT SNRLAC DE000DL19TX8 0 2020-12-07 N NA European Financial Corporate 2018-09-19
Deutsche Postbank AG SENIOR DE000A0WMBH0 0.03375 2020-03-31 N NA European Financial Corporate 2014-09-22
ESPIRITO SANTO FINANCIAL GROUP
S.A. SUB XS0458566071 0.06875 2019-10-21 N NA European Financial Corporate D 2018-10-21 2014-09-22
CRITERIA CAIXA, S.A., SOCIEDAD
UNIPERSONAL
Fundacion Bancaria Caixa d'Estalvis i
Pensions de Barcelona, "la Caixa" SENIOR ES0314970239 0.02375 2019-05-09 N NA European Financial Corporate D 2018-05-09 2014-09-22
HSBC BANK PLC SUB XS0592005770 0 2021-02-11 N NA European Financial Corporate 2014-09-22
HSBC HOLDINGS plc SUB XS0433028254 0.06 2019-06-10 N NA European Financial Corporate D 2018-06-10 2014-09-22
Heta Asset Resolution AG HYPO ALPE-ADRIA-BANK
INTERNATIONAL AG SENIOR XS0281875483 0.04375 2023-12-31 N NA European Financial Corporate 2014-09-22
Heta Asset Resolution AG
HYPO ALPE-ADRIA-BANK
INTERNATIONAL AG SUB XS0283714896 0 2023-12-31 N NA European Financial Corporate 2014-09-22
KBC Bank SUB XS0238065170 0 2015-12-15 N NA European Financial Corporate 2015-03-16
LLOYDS BANK PLC SUB XS0497187640 0.065 2020-03-24 N NA European Financial Corporate 2014-09-22
MEDIOBANCA BANCA DI CREDITO
FINANZIARIO SOCIETA PER AZIONI SUB IT0004645542 0.05 2020-11-15 N NA European Financial Corporate 2015-03-16
Nationwide Building Society SENIOR XS1052676142 0.01625 2019-04-03 N NA European Financial Corporate D 2018-04-03 2014-09-22
Raiffeisen Bank International AG SUB XS0619437147 0.06625 2021-05-18 N NA European Financial Corporate
2014-09-22
de Volksbank N.V. SNS Bank N.V. SUB XS0552743048 0.0625 2020-10-26 N NA European Financial Corporate 2014-09-22
SOCIETE GENERALE SNRLAC US83368TAF57 0.0325 2022-01-12 N NA European Senior Non Preferred
Financial Corporate
2018-03-16
The Governor and Company of the
Bank of Ireland SUB XS0487711573 0.1 2020-02-12 N NA European Financial Corporate 2014-09-22
UniCredit Bank AG SUB DE0001025856 0.06625 2010-10-12 N NA European Financial Corporate 2015-03-16
Standard Reference Obligations (SRO)
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*Original Reference Entity is the name of the Reference Entity as at the time the SRO which was originally added to the list, if different from the Reference Entity.
**The date on which the SRO was added to public list.
***Effective 16-Mar-15, BANCO POPOLARE SOCIETA COOPERATIVA became the sole successor assuming all rights and obligations of BANCA ITALEASE S.P.A. Markit removed BANCA ITALEASE S.P.A from the SRO list.
**** The reference entity name of Credit Suisse Group Ltd was updated to Credit Suisse Group AG.
*****Effective 18-Mar-17, Raiffeisen Bank International AG became the sole successor assuming all rights and obligations of Raiffeisen Zentralbank Oesterreich Aktiengesellschaft. Markit removed Raiffeisen Zentralbank
Oesterreich Aktiengesellschaft from the SRO list.
****** ISDA has resolved GOVERNMENTAL INTERVENTION & RESTRUCTURING credit event on BANCA MONTE DEI PASCHI DI SIENA S.P.A. effective 29-July-2017. As a part of restructuring, ISIN: XS0236480322 was converted
into shares effective 01-Aug-2017. As this conversion has taken place due to the occurrence of a credit event, thus no substitution event triggered.
Deutsche Hypothekenbank (Actien-Gesellschaft) SENIOR DE000DHY3566 0.0125 2017-06-20 N NA A 2017-06-20 2017-06-20 NA
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA SENIOR ES0214974091 0 2017-06-27 N NA A 2017-06-27 2017-06-27 NA
Dexia Credit Local SUB XS0307581883 0 2017-07-09 N NA A 2017-07-09 2017-07-09 NA
Erste Group Bank AG SUB XS0260783005 0 2017-07-19 N NA A 2017-07-19 2017-07-19 NA
DEUTSCHE BANK AKTIENGESELLSCHAFT SENIOR DE000DB5S5U8 0.05125 2017-08-31 N NA A 2017-08-31 2017-08-31 NA
Skandinaviska Enskilda Banken AB SUB XS0828014133 0.04 2022-09-22 N NA A 2017-09-12 2017-09-12 NA
STANDARD CHARTERED BANK SUB XS0323411016 0.05875 2017-09-26 N NA A 2017-09-26 2017-09-26 NA
BANCO BPI S.A. SENIOR PTBBRHOE0024 0 2017-09-30 N NA A 2017-09-30 2017-09-30 NA
BNP Paribas Fortis SUB BE0933514839 0.05757 2017-10-04 N NA A 2017-10-04 2017-10-04 NA
NOVO BANCO, S.A. SNRFOR XS0772553037 0.05 2019-04-23 N NA A 2017-10-04 2017-10-04 NA
Swedbank AB SUB XS0861583887
0.03 2022-12-05 N NA A 2017-12-05 2017-12-05 NA
BANCO BPI S.A. SUB PTBBRQOM0023
0 2017-12-17 N NA A 2017-12-17 2017-12-17 NA
CAIXA GERAL DE DEPOSITOS S.A. SUB PTCGGTOM0001
0 2017-12-17 N NA A 2017-12-17 2017-12-17 NA
BARCLAYS BANK PLC SUB XS0342289575
0.06 2018-01-23 N NA A 2018-01-23 2018-01-23 NA
Bank of Scotland plc SUB XS0041971275
0.105 2018-02-16 N NA A 2018-02-16 2018-02-16 NA
Nationwide Building Society SUB XS0047364947
0.08625 2018-03-29 N NA A 2018-03-29 2018-03-29 NA
CaixaBank, S.A. SUB ES0240609000
0.04 2022-02-09 N NA A 2018-06-08 2018-06-08 NA
The Royal Bank Of Scotland Group public limited company SUB US780097AM39
0.047 2018-07-03 N NA A 2018-07-03 2018-07-03 NA
SANTANDER UK PLC SUB XS0361244311
0.09625 2023-10-30 N NA A 2018-10-30 2018-10-30 NA
ESPIRITO SANTO FINANCIAL GROUP S.A. SENIOR XS0997539274 0.03125 2018-12-02 N NA A 2018-12-03 2018-12-03 NA
Nordea Bank AB SUB XS0497179035 0.045 2020-03-26 N NA C 2018-10-01 2018-10-01 NA
Svenska Handelsbanken AB SUB XS1014674227 0.02656 2024-01-15 N NA A 2019-01-15 2019-01-15 NA
* Effective 29-Apr-18, The Royal Bank of Scotland public limited company changed its name to NATWEST MARKETS PLC. Also, effective 30-Apr-18, NATWEST MARKETS PLC and NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY became the successors assuming all rights and obligations of The Royal Bank of Scotland public limited company. However, the SRO underlying bond remained with NATWEST MARKETS PLC.
** Effective 4-Feb-19, HSH Nordbank AG changed its name to Hamburg Commercial Bank AG.
Sumitomo Mitsui Financial Group, Inc. SUB USJ7771XAB58 0.04436 2024-04-02 N NA Japan Financial Corporate 2016-03-09
Mizuho Financial Group, Inc SENIOR USJ46196BB66 0.0295 2022-10-17 N NA Japan Financial Corporate 2016-03-09
Mizuho Financial Group, Inc SUB USG6180BAB39 0.046 2024-03-27 N NA Japan Financial Corporate 2016-03-09
MUFG Bank, Ltd. The Bank of Tokyo-Mitsubishi UFJ, Ltd. SENIOR USJ0423YBW33 0.0285 2021-09-08 N NA Japan Financial Corporate 2016-03-09
Sumitomo Mitsui Banking Corporation. SUB XS0748939880 0.0485 2022-03-01 N NA Japan Financial Corporate 2016-03-09
Nomura Holdings, Inc SENIOR US65535HAB50 0.067 2020-03-04 N NA Japan Financial Corporate 2016-03-09
*Original Reference Entity is the name of the Reference Entity as at the time the SRO which was originally added to the list, if different from the Reference Entity.
**The date on which the SRO was added to public list.
Group Limited SUB XS0450880496 0.05125 2019-09-10 N NA Australia Financial Corporate 2016-09-15
Commonwealth Bank of Australia SENIOR XS0490013801 0.04375 2020-02-25 N NA Australia Financial Corporate 2016-09-15
Commonwealth Bank of Australia SUB XS0443708242 0.055 2019-08-06 N NA Australia Financial Corporate 2016-09-15
Macquarie Bank Limited SENIOR XS1033977825 0.035 2020-12-18 N NA Australia Financial Corporate 2016-09-15
Macquarie Bank Limited SUB XS0543111768 0.06 2020-09-21 N NA Australia Financial Corporate 2016-09-15
National Australia Bank Limited SENIOR US6325C1CD99 0.024 2019-12-09 N NA Australia Financial Corporate 2016-09-15
National Australia Bank Limited SUB XS1136227094 0.02 2024-11-12 N NA Australia Financial Corporate 2016-09-15
*Original Reference Entity is the name of the Reference Entity as at the time the SRO which was originally added to the list, if different from the Reference Entity.
**The date on which the SRO was added to public list.
Australia and New Zealand Banking Group Limited SENIOR XS0493543986 0.0375 2017-03-10 N NA A 2017-03-10 2017-03-10 NA
WESTPAC BANKING CORPORATION SENIOR US961214BV49 0.02 2017-08-14 N NA A 2017-08-14 2017-08-14 NA
Standard Reference Obligations (SRO)
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SRO Substitution Event Types Classification
Event Type Description
A The Standard Reference Obligation is redeemed in whole
B The aggregate amounts due under the Standard Reference Obligation have been reduced by redemption or otherwise below the SRO Substitution Threshold
C For any reason, other than due to the existence or occurrence of a Credit Event, the Standard Reference Obligation is no longer an obligation of the Reference Entity (either directly or as provider of a
guarantee)
D If the Reference Entity is an M(M)R Financial Reference Entity, the Standard Reference Obligation has a remaining maturity of less than one year
E If the Reference Entity is not an M(M)R Financial Reference Entity, the Standard Reference Obligation has a remaining maturity of less than six months
F At any time prior to the occurrence of a Credit Event Resolution Request Date, the Relevant Convened DC Resolves by Majority DC Resolution that the Standard Reference Obligation either (a) has ceased to
satisfy the Minimum Liquidity Requirement and an Eligible Market Participant has notified the SRO Administrator thereof; or (b) did not satisfy the Minimum Liquidity Requirement as at the Assessment Date.