Annex 1 Selected benchmarks for LCR Bonds

Borrower

Nationality 

Amount millions

Margin and Fees

Life

Purpose/remarks

Signing date

Red Nacional de Ferrocarriles Espanoles (RENFE)

Spain

SPT 

45,000

Margin: 8bp, Participation Fee: 15bp for 1000m, 10bp for 500m

7 years

Proceeds are to refinance the Pta45bn loan arranged by Banco de Negocias Argentaria and CECA signed June 94.

8 Jan 97

Tagus Bridge

Portugal

DM 

333

Margin: 162.5bp

13 years

Proceeds are to finance the design and construction of the new Tagus bridge and to maintain the existing bridge.

21 Feb 97

Kingdom of Spain

Spain

SPT 

45,000

Margin: 7bp

7 years

Renegotiation of previous deal for Astilleros Espanoles SA.

6 Mar 97

Electricidade de Portugal SA (EdP)

Portugal

YEN 

11,250

Margin: 12.50bp from 1 yr to 5 yrs, 15bp from 6 yrs to 7 yrs, Participation Fee: 10bp for 1200m, 7.50bp for 600m

7 years

Proceeds are to refinance a long-term loan signed in 1988. Oversubscribed but not to be increased.

12 Mar 97

Severn River Crossing Ltd

United Kingdom

STG 

165

Margin: 75bp Participation fee: 30bp for 15m, 25bp for 10m

9 years

Refinancing of a £340m loan taken out in 1990. Syndication targeted at existing lenders. Oversubscribed but not increased.

25 Mar 97

ISAB Energy SpA

Italy

LIT 

1,885,000

Margin 135bp Participation fee: 60bp for 100,000m, 50bp for 80,000m, 40bp for 50,000m, 30bp for 30,000m

13 years

Non-recourse project finance facility to construct an integrated power plant in Sicily. Oversubscribed but not increased.

16 May 97

Sarlux Srl

Italy

LIT 

1,940,000

Margin 135bp from 1-5 yrs, 45bp from 6-8 yrs, 165bp from 9-15 yrs. Committment fee: 50bp, Participation fee 50bp for 60,000m, 40bp for 40,000m, 30bp for 20,000m

15 years

Limited-recourse project financing for an integrated power plant in Sardinia. Oversubscribed but not increased.

14 Jun 97

Saltend Cogeneration Co Ltd

United Kingdom

STG 

72

Margin: 450bp

12 years

Project finance facility for the construction of a 1,200MW power plant. Project will sell 90% of its output directly into the English and Welsh electricity pool, taking full market risk.

14 Dec 97

Reseau Ferre de France (RFF)

France

FFR 

4,000

Margin:5bp, Commitment Fee: 2bp Participation Fee: 3bp for 500m, 150bp for 300m

1 year

First-time borrower. Proceeds are for general corporate purposes. Split between a Ffr4bn 1-year revolving credit and a Ffr6bn 5-year revolving credit. The facility is also rated AAA by IBCA. It is 20% risk-weighted by the Commission Bancaire.

29 Dec 97

 

 

FFR 

6,000

Margin: 7bp, Commitment Fee: 3.5bp, Utilisation Fee: 2.50 bp for 50.00 to for 50.00 to 100.00% Fee: 3bp for 500m, 1.5bp for 300m

5 years

Targeted at core relationship banks. Oversubscribed by more than 60% but not increased.

 

Autolink Concessionaires (M6) Ltd

United Kingdom

STG 

230

Margin: 140bp, Participation Fee 45bp for 15m, 35bp for 10m

17 years

Proceeds are to finance the upgrade to motorway status of the M6 on both sides of the England/Scotland border. Project is last of current PFI trunk road upgrades and is under a 30 year contract.

Dec 1997

Ente Publico Radio Television Madrid-TeleMadrid

Spain

SPT 

15,800

Margin: 9bp, Margin: 9bp, Commitment Fee: 10bp, Participation Fee: 4bp for 2000m, 2.50bp for 1000 to 2000m, 1.50bp for 500 to 1000m

5 years

Proceeds are to refinance a Pta 15.8bn arranged by Bank of America and signed 06-09-1994. Oversubscribed but not increased.

5 Feb 98

Aeroports de Paris (ADP)

France

FFR

1,000

Margin: 10bp, Commitment Fee: 4.50bp for 50.00 Fee: 5.50bp , for 125m 2.50bp for 75 to 125m

5 years

The facility carries EPIC status, AAA ratings and a 20% risk-weighting. Replies by 02-12-1998. Fully underwritten by the arranger. Oversubscribed by more than

60% but not increased. Signed in counterpart.

4 Mar 98

 

Charbonnages de France

France

FFR

600

Margin: 13.50bp, Commitment Fee: 6.75bp, Utilisation Fee: 0bp for up to 50%, 2.50bp for 50 to 100%, Participation Fee: 7bp for 150m, 5.50bp for 100m, 3bp for 50m

5 years

Split between a Ffr 600m 5-year tranche and a Ffr 600m 1-year tranche. Oversubscribed but not increased.

28 Apr 98

 

 

FFR

600

Margin: 12.50bp, Commitment Fee: 5bp, Utilisation Fee: 0bp for up to 50%, 2.50bp for 50 to 100%, Participation Fee: 7bp for 150m, 5.50bp for 100m, 3bp for 50m

1 year

 

 

Radiotelevisione Italiana SpA (RAI)

Italy

Euro 

150

Margin: 25bp, Commitment Fee: 12.50bp, Participation Fee: 10bp for 10m

5 years

First loan for an Italian borrower to be denominated in Euros. Proceeds are for general corporate purposes. Oversubscribed and increased from EUR100m to EUR150m.

23 Jul 98

Hellenic Republic

Greece

DM

220

Margin: 37.50bp, Commitment Fee: 20bp, Participation Fee 17.50bp for 30m, 15bp for 20m, 12.50bp for 10m

8 years

Finances multi-purpose military vehicles. Targeted syndication. Oversubscribed but not increased.

31 Jul 98

Her Majesty in Right of Canada

Canada

US$

6,000

Margin: 4bp, Commitment Fee: 1.50bp, Facility Fee: 2.50bpa

5 years

Proceeds are for CP backstop.

8 Sep 98

Posten Norge BA

Norway

NKR 

1,800

Margin: 14bp from 1 yr to 3 yrs, 16.50bp from 4 yrs to 5 yrs, 17.50bp from 6 yrs to 7 yrs, Commitment Fee: 7bp from 1 yr to 3 yrs, 8.25bp from 4 yrs to 5 yrs, 8.75bp from 6 yrs to 7 yrs, UF: 0bp for up

7 years

First-time borrower. Proceeds are for general corporate purposes and to refinance a state budget loan maturing end of 11-1998. There is a mandatory prepayment if state ownership falls below 100%

7 Oct 98