2.70% p.a. Reverse Convertible
CHF 30Y Swap
Valor
25141464
SIX Symbol
NPACMW
ISIN
CH0251414642
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Termsheet Report Prospectus KID Notification Announcements

2.70% p.a. Reverse Convertible on CHF 30Y Swap

Identifiers
Valor 25141464
ISIN CH0251414642
SIX Symbol NPACMW
Product Category Yield Enhancement
Product Group Reverse Convertible
Product Type Reverse Convertible
SSPA Product Type 1220
Figures
Max Yield 83.08%
Max Yield PA 59.22%
Performance -15.35%
Parameters
Issuer Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 2.70% p.a.
Settlement Type Cash Settlement
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Tradable Volume Bid CHF 250'000.00
Tradable Volume Ask CHF 250'000.00
Exchange Listed
Quanto No
Life Cycle
Tenor 11.75 Years
End Subscription Period 31 Oct 2014
Initial Fixing Date 31 Oct 2014
Issue Date 12 Nov 2014
First Trading Day 12 Nov 2014
Maturity 11 Sep 2026
Redemption Date 22 Sep 2026
Product Specific Features
Strike Level 90.00%
Performance
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Coupons
Payment Date Amount
15 Dec 2014 0.248%
16 Mar 2015 0.675%
15 Jun 2015 0.69%
15 Sep 2015 0.69%
15 Dec 2015 0.683%
15 Mar 2016 0.683%
15 Jun 2016 0.69%
15 Sep 2016 0.69%
15 Dec 2016 0.683%
15 Mar 2017 0.675%
15 Jun 2017 0.69%
15 Sep 2017 0.69%
15 Dec 2017 0.683%
15 Mar 2018 0.675%
15 Jun 2018 0.69%
17 Sep 2018 0.69%
17 Dec 2018 0.683%
15 Mar 2019 0.675%
17 Jun 2019 0.69%
16 Sep 2019 0.69%
16 Dec 2019 0.683%
16 Mar 2020 0.683%
15 Jun 2020 0.69%
15 Sep 2020 0.69%
15 Dec 2020 0.683%
15 Mar 2021 0.675%
15 Jun 2021 0.69%
15 Sep 2021 0.69%
15 Dec 2021 0.683%
15 Mar 2022 0.675%
15 Jun 2022 0.69%
15 Sep 2022 0.69%
15 Dec 2022 0.683%
15 Mar 2023 0.675%
15 Jun 2023 0.69%
15 Sep 2023 0.69%
15 Dec 2023 0.683%
15 Mar 2024 0.683%
17 Jun 2024 0.69%
16 Sep 2024 0.69%
16 Dec 2024 0.683%
17 Mar 2025 0.675%
16 Jun 2025 0.69%
15 Sep 2025 0.69%
15 Dec 2025 0.683%
16 Mar 2026 0.675%
15 Jun 2026 0.69%
22 Sep 2026 0.743%
CHF 30Y Swap
Name CHF 30Y Swap
Bloomberg Ticker AM CHF rates
Currency CHF
Initial Fixing Level 1.463%