BANCA MONTE DEI PASCHI DI SIENA S.P.A.
Euro 20.000.000.000,00 Covered Bond Programme
Thirteenth Series Issue Date: 20 February 2014 | Eighteenth Series Issue Date: 26 November 2015 |
Euro 500.000.000 | Euro 1.000.000.000 |
First Series RCB Issue Date: 13 May 2011 | Twenty-Seventh Series Issue Date: 08 October 2019 |
Euro 75.000.000 | Euro 1.000.000.000 |
Second Series RCB Issue Date: 13 May 2011 | Twenty-Nineth Series Issue Date: 04/02/2022 |
Euro 75.000.000 | Euro 750.000.000 |
Third Series RCB Issue Date: 13 May 2011 | Thirtieth Series Issue Date: 05/07/2022 |
Euro 50.000.000 | Euro 750.000.000 |
Sixteenth Series Issue Date: 17 July 2014 | Thirty-First Series Issue Date: 23/04/2024 |
Euro 1.500.000.000 | Euro 750.000.000 |
Twenty-Eighth Series Issue Date: 10/06/2021 | |
Euro 1.000.000.000 | |
Unconditionally and irrevocably guaranteed as to payments of interest and principal by
MPS Covered Bond S.r.l.
Principal Seller, Principal Servicer and Issuer
Banca Monte dei Paschi di Siena S.p.A.
Payments Report
Collection Period | from: |
Guarantor Payment Date
01/03/2024
01/07/2024
to:
31/05/2024
In the context of a group reorganisation, with effective date from 28th October 2020, Securitisation Services S.p.A. has been merged by way of incorporation into Banca Finanziaria Internazionale S.p.A. (namely Banca Finint S.p.A)
This Payments Report is prepared by Banca Finint S.p.A. as Computation Agent in accordance with definitions and criteria described in the Transaction Documents. Certain information included in this report has been provided by the Parties. Please be advised that Banca Finint S.p.A. will have no liability for the completeness or accuracy of such information. Furthermore, be aware that some formula which lead to the relevant outcome could be the result of any assumptions and an appropriate understanding of the whole transaction and the Computation Agent shall not be liable for any liability suffered or incurred by any other Party or by any Other Issuer Creditors as a result of such, being understood that any specific request with regard to clarification or material error shall be served not later than 30 days after the delivery of this Report.
MPS Covered Bond
Terms and expressions used in this Payments Report have the respective meanings given to them in the Transaction Documents.
This Payment Report is based on the following information:
- Servicer's Report provided by the Servicer;
- Cash Manager Report provided by the Cash Manager;
- Italian Account Bank Report provided by the Italian Account Bank;
- English Account Bank Report provided by the English Account Bank;
- Expenses, fees and costs provided by the Guarantor Corporate Servicer;
- Any other information according to the Transaction Documents.
Banca Finint S.p.A. shall be entitled to, and may, rely upon the information and reports received by it and will not be required to verify the accuracy of such notice, reports or information received by it. Neither Banca Finint S.p.A. or their respective directors, managers, officers or employees shall have any responsibility or liability as to their fairness, accuracy, completeness or reliability or for any loss or damage howsoever arising from or otherwise in connection with the use of this document.
Calculations contained in this Payments Report are made in accordance with the criteria described in the Cash Management and Agency Agreement.
This document is provided for information purposes only and does not constitute or form part of, nor may it be construed so as to constitute or form part of, an offer, or the solicitation of any offer, to buy, sell or subscribe for any securities mentioned herein, nor it is intended to provide an evaluation of the risk related to an investment in such securities or for use by any person in making investment decisions. By accepting this document, you agree to be bound by the foregoing restrictions.
If this document has been sent to you in electronic form, you are reminded that documents transmitted via this medium may be altered or changed during the process of electronic transmission and consequently none of Banca Finint S.p.A., its subsidiaries or affiliates, directors, officers or employees thereof, accepts any liability or responsibility whatsoever in respect of any difference between the documents distributed to you in electronic format and the hard copy version available to you on request from Banca Finint S.p.A..
Page 2
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 |
1. Guarantor Available Funds
4.1 Principal Available Funds | Sum [(i):(viii)] |
- Principal amounts collected by the Servicer in respect of the Cover Pool and credited to the Main Programme Account*
- Other principal recoveries received by the Principal Servicer (and any Additional Seller, if any) and credited to the Main Programme Account
- Principal amounts received by the Guarantor from the Seller
- Proceeds of any disposal of Eligible Assets and any disinvestment of Eligible Investments
- Amounts granted by the Seller under the Subordinated Loan Agreement and not used to fund the payment of the Purchase Price for any Eligible Assets
(vi) Principal (if any) received under any Swap Agreements other than any Swap Collateral Excluded Amounts
- Amounts paid out of item (ix) of the Pre-Issuer Default Interest Priority of Payments (viii) Principal amounts standing to the credit of the Programme Accounts*
*net of the amounts related to principal not due to the Guarantor and repaid to the Servicer
4.2 Interest Available Funds | Sum [(i):(xii)] |
- Interest amounts collected by the Servicer in respect of the Cover Pool and credited into the Main Programme Account*
(ii) Other interest recoveries received by the Servicer and credited to the Main Programme Account
- Interest accrued and paid on the Programme Accounts
- amounts standing to the credit of the Reserve Account in excess of the Required Reserve Amount and following the service of an Issuer Default Notice, on the Guarantor, any amounts standing to the credit of the Reserve Account
(v) Interest amounts standing to the credit of the Programme Accounts
(vi) Interest amounts received from the Eligible Investments
- Subject to item (ix) below, any amounts received under the Asset Swap Agreement and the Covered Bond Swap Agreement
- subject to item (ix) below, any amounts received under the Covered Bond Swap Agreements other than any Swap Collateral Excluded Amounts
(ix) Swap termination payments received from a Swap Provider under any Swap Agreement
- Interest amounts received from the Principal Seller (or any Additional Seller, if any) by the Guarantor pursuant to the Master Assets Purchase Agreement
(xi) Amounts paid as Interest Shortfall Amount out of item (i) of the Pre-Issuer Default Principal Priority of Payments
(xii) Any other amounts received by the Guarantor from any party to the Programme Documents
*net of the amounts related to interest not due to the Guarantor and repaid to the Servicer
Guarantor Available Funds ** | (4.1) + (4.2) |
** Net of any Interest Shortfall Amount out of item (i) of the Pre-Issuer Default Principal Priority of Payments
443.809.190,22
337.994.379,20
-
-
-
-
-
105.814.811,02
110.822.006,98
105.287.638,62
-
5.534.368,36
-
-
-
-
-
-
-
-
554.631.197,20
Page 3
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 |
2.1 Interest Priority of Payments
- Prior to the delivery of a Guarantee Enforcement Notice -
Interest Available Funds
- (a) Expenses
- Retention Amount
(ii) Any amount due and payable to the Representative of the Bondholders
- Fees, costs and expenses (pro rata and pari passu ) to the Servicers and the Agents
- pro rata and pari passu :
- any interest amounts due to the Asset Swap Provider
- any interest amounts due to the Covered Bond Swap Provider(s)
(v) Required Reserve Amount
(vi) Loan Interest due and payable on each Term Loan to the Subordinated Lender(s)
- Upon the occurrence of a Servicer Termination Event, to credit all remaining Interest Available Funds to the Main Programme Account
110.822.006,98
-
19.579,81
-
3.155.845,38
-
13.675.000,00
10.735.627,31
83.235.954,48
-
(viii) Any Excluded Swap Termination Amounts
(ix) Interest Shortfall Amount (if any) to be transferred to the Principal Available Funds
- Any other amount due and payable to pay to the Principal Seller and to the Additional Seller(s) (if any) under the Programme Documents,
- pro r pro rata and pari passu :
- any Premium on the Programme Term Loans
- Excess Term Loan Amount, provided that no Segregation Event has occurred
-
-
-
-
-
Final balance
-
Page 4
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 |
2.2 Principal Priority of Payments
- Prior to the delivery of a Guarantee Enforcement Notice -
Principal Available Funds
(i) Interest Shortfall Amount
- New Portfolios and/or Top-Up Assets and/or other Eligible Assets (other than those funded through the proceeds of a Term Loan
- pro rata and pari passu :
- principal amounts due and payable to the relevant Swap Providers
- on each Guarantor Payment Date that falls on an Interest Payment Date, the principal amounts due and payable under the Term Loan, provided in any case no Segregation Event has occurred and is continuing and/or, where applicable, provided that no amounts shall be applied to make a payment in respect of a Term Loan if the principal amounts outstanding under the relevant Series or Tranche of Covered Bonds which have fallen Due for Payment on such relevant Guarantor Payment Date have not been repaid in full by the Issuer.
443.809.190,22
-
-
-
Final balance
443.809.190,22
Page 5
MPS Covered Bond
3. Priority of Payments
- Following the delivery of a Guarantee Enforcement Notice -
Guarantor Available Funds
- (a) Expenses
- Retention Amount
(ii) Any amount due and payable to the Representative of the Bondholders
-
Fees, costs and expenses (pro rata and pari passu ) to: Principal Servicer
Additional Servicer(s) (if any) Back-Up Servicer (if any) Italian Account Bank Guarantor Calculation Agent Guarantor Corporate Servicer Asset Monitor
Principal Paying Agent Paying Agent(s) (if any) Portfolio Manager (if any)
Pre-Issuer Default Test Calculation Agent Post-Issuer Default Test Calculation Agent Italian Back-Up Account Bank
Cash Manager Payments Account Bank - pro rata and pari passu :
- any amounts due to the Asset Swap Provider
- any interest amounts due to the Covered Bond Swap Provider(s)
- interest due and payable in respect of each Series or Tranche of Covered Bonds (or that will become due and payable on the immediately succeeding Guarantor Payment Date) under the Guarantee in respect of each Pass Through Series, Series or Tranche of Covered Bonds pari passu and pro rata in respect of each such Pass Through Series, Series or Tranche of Covered Bonds
- pro rata and pari passu :
- the amounts in respect of principal due or to become due and payable to the relevant Swap Provider pro rata and pari passu in respect of each relevant Swap Agreement
-
among any Pass Through Series, Series or Tranche of Covered Bonds, in or towards payment or to make a provision for payment of principal amounts (that are payable on any Pass Through Series and due and payable in respect of any other Series or Tranche of Covered Bonds or that will become payable on any Pass Through Series and due and payable in respect of any other Series or Tranche of Covered Bonds up to the immediately succeeding Guarantor Payment Date under the Guarantee in respect of such Pass Through
Series, Series or Tranche of Covered Bonds
- Until each Series or Tranche of Covered Bonds has been fully repaid, to credit any remaining amounts to the Main Programme Account
(vii) Any Excluded Swap Termination Amounts
- Any other amount due and payable to pay to the Principal Seller and to the Additional Seller(s) (if any) under the Programme Documents,
- pro r pro rata and pari passu :
- Any interest and principal amount outstanding on each Term Loan under the Subordinated Loan Agreement(s)
- Any Premium (if any), on each Term Loan under the Subordinated Loan Agreement(s)
Final balance
Page 6
MPS Covered Bond
4. Priority of Payments
- Following a Guarantor Event of Default -
Guarantor Available Funds
(i) Expenses
(ii) Any amount due and payable to the Representative of the Bondholders
-
(a) Fees, costs and expenses (pro rata and pari passu ) to: Principal Servicer
Additional Servicer(s) (if any) Back-Up Servicer (if any) Italian Account Bank Guarantor Calculation Agent Guarantor Corporate Servicer Asset Monitor
Principal Paying Agent Paying Agent(s) (if any) Portfolio Manager (if any) Italian Back-Up Account Bank Cash Manager
Payments Account Bank
- Amounts (pro rata and pari passu ) to:
amounts due to the Covered Bond Swap Provider(s) (other than any Excluded Swap Termination Amount) amounts due to the Asset Swap Provider (other than any Excluded Swap Termination Amount)
(c ) Amounts (pro rata and pari passu ) due under the Guarantee in respect of each Pass Through Series, Series or Tranche of Covered Bonds
(iv) Any Excluded Swap Termination Amounts
- Any other amount due and payable to pay to the Principal Seller and to the Additional Seller(s) (if any) under the Programme Documents,
- Any amounts outstanding under the Subordinated Loan Agreement(s) Final balance
Page 7
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 | ||||||
5.1 Covered Bonds | |||||||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 13 - 2014 | 20/02/2014 | 31/12/2025 | 500.000.000,00 | IT0004999204 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
20/02/2014 | 31/03/2014 | 31/03/2014 | 39 | 2,2340% | 1.210.083,33 | ||
31/03/2014 | 01/07/2014 | 01/07/2014 | 92 | 2,3130% | 2.955.500,00 | ||
01/07/2014 | 29/09/2014 | 29/09/2014 | 90 | 2,2070% | 2.758.750,00 | ||
29/09/2014 | 31/12/2014 | 31/12/2014 | 93 | 2,0820% | 2.689.250,00 | ||
31/12/2014 | 30/03/2015 | 30/03/2015 | 89 | 2,0790% | 2.569.875,00 | ||
30/03/2015 | 30/06/2015 | 30/06/2015 | 92 | 2,0210% | 2.582.388,89 | ||
30/06/2015 | 29/09/2015 | 29/09/2015 | 91 | 1,9850% | 2.508.819,44 | ||
29/09/2015 | 31/12/2015 | 31/12/2015 | 93 | 1,9590% | 2.530.375,00 | ||
31/12/2015 | 31/03/2016 | 31/03/2016 | 91 | 1,8680% | 2.360.944,44 | ||
31/03/2016 | 30/06/2016 | 30/06/2016 | 91 | 1,7580% | 2.221.916,67 | ||
30/06/2016 | 29/09/2016 | 29/09/2016 | 91 | 1,7190% | 2.172.625,00 | ||
29/09/2016 | 03/01/2017 | 03/01/2017 | 96 | 1,6990% | 2.265.333,33 | ||
03/01/2017 | 29/03/2017 | 29/03/2017 | 85 | 1,6810% | 1.984.513,89 | ||
29/03/2017 | 30/06/2017 | 30/06/2017 | 93 | 1,6700% | 2.157.083,33 | ||
30/06/2017 | 29/09/2017 | 29/09/2017 | 91 | 1,6690% | 2.109.430,56 | ||
29/09/2017 | 03/01/2018 | 03/01/2018 | 96 | 1,6710% | 2.228.000,00 | ||
03/01/2018 | 29/03/2018 | 29/03/2018 | 85 | 1,6710% | 1.972.708,33 | ||
29/03/2018 | 29/06/2018 | 29/06/2018 | 92 | 1,6710% | 2.135.166,67 | ||
29/06/2018 | 01/10/2018 | 01/10/2018 | 94 | 1,6760% | 2.188.111,11 | ||
01/10/2018 | 03/01/2019 | 03/01/2019 | 94 | 1,6820% | 2.195.944,44 | ||
03/01/2019 | 29/03/2019 | 29/03/2019 | 85 | 1,6910% | 1.996.319,44 | ||
29/03/2019 | 01/07/2019 | 01/07/2019 | 94 | 1,6910% | 2.207.694,44 | ||
01/07/2019 | 30/09/2019 | 30/09/2019 | 91 | 1,6560% | 2.093.000,00 | ||
30/09/2019 | 02/01/2020 | 02/01/2020 | 94 | 1,5870% | 2.071.916,67 | ||
02/01/2020 | 30/03/2020 | 30/03/2020 | 88 | 1,6120% | 1.970.222,22 | ||
30/03/2020 | 30/06/2020 | 30/06/2020 | 92 | 1,6510% | 2.109.611,11 | ||
30/06/2020 | 29/09/2020 | 29/09/2020 | 91 | 1,5970% | 2.018.430,56 | ||
29/09/2020 | 31/12/2020 | 31/12/2020 | 93 | 1,5020% | 1.940.083,33 | ||
31/12/2020 | 29/03/2021 | 29/03/2021 | 88 | 1,4620% | 1.786.888,89 | ||
29/03/2021 | 30/06/2021 | 30/06/2021 | 93 | 1,4620% | 1.888.416,67 | ||
30/06/2021 | 29/09/2021 | 29/09/2021 | 91 | 1,4570% | 1.841.486,11 | ||
29/09/2021 | 31/12/2021 | 31/12/2021 | 93 | 1,4580% | 1.883.250,00 | ||
31/12/2021 | 29/03/2022 | 29/03/2022 | 88 | 1,4290% | 1.746.555,56 | ||
29/03/2022 | 30/06/2022 | 30/06/2022 | 93 | 1,5230% | 1.967.208,33 | ||
30/06/2022 | 29/09/2022 | 29/09/2022 | 91 | 1,7890% | 2.261.097,22 | ||
29/09/2022 | 03/01/2023 | 03/01/2023 | 96 | 3,2280% | 4.304.000,00 | ||
03/01/2023 | 29/03/2023 | 29/03/2023 | 85 | 4,1320% | 4.878.055,56 | ||
29/03/2023 | 30/06/2023 | 30/06/2023 | 93 | 5,0120% | 6.473.833,33 | ||
30/06/2023 | 29/09/2023 | 29/09/2023 | 91 | 5,5980% | 7.075.250,00 | ||
29/09/2023 | 03/01/2024 | 03/01/2024 | 96 | 5,9720% | 7.962.666,67 | ||
03/01/2024 | 02/04/2024 | 02/04/2024 | 90 | 5,9090% | 7.386.250,00 | ||
02/04/2024 | 01/07/2024 | 01/07/2024 | 90 | 5,9080% | 7.385.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 16 - 2014 | 16/07/2014 | 16/07/2024 | 1.500.000.000,00 | IT0005038283 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
16/07/2014 | 16/07/2015 | 16/07/2015 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2015 | 16/07/2016 | 16/07/2016 | 366 | 2,8750% | 43.125.000,00 | ||
16/07/2016 | 16/07/2017 | 17/07/2017 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2017 | 16/07/2018 | 16/07/2018 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2018 | 16/07/2019 | 16/07/2019 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2019 | 16/07/2020 | 16/07/2020 | 366 | 2,8750% | 43.125.000,00 | ||
16/07/2020 | 16/07/2021 | 16/07/2021 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2021 | 16/07/2022 | 16/07/2022 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2022 | 16/07/2023 | 16/07/2023 | 365 | 2,8750% | 43.125.000,00 | ||
16/07/2023 | 16/07/2024 | 16/07/2024 | 366 | 2,8750% | 43.125.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 18 - 2015 | 26/11/2015 | 26/11/2025 | 1.000.000.000,00 | IT0005151854 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
26/11/2015 | 26/11/2016 | 26/11/2016 | 366 | 2,1250% | 21.250.000,00 | ||
26/11/2016 | 26/11/2017 | 26/11/2017 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2017 | 26/11/2018 | 26/11/2018 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2018 | 26/11/2019 | 26/11/2019 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2019 | 26/11/2020 | 26/11/2020 | 366 | 2,1250% | 21.250.000,00 | ||
26/11/2020 | 26/11/2021 | 26/11/2021 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2021 | 26/11/2022 | 26/11/2022 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2022 | 26/11/2023 | 26/11/2023 | 365 | 2,1250% | 21.250.000,00 | ||
26/11/2023 | 26/11/2024 | 26/11/2024 | 366 | 2,1250% | 21.250.000,00 |
Page 8
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 | ||||||
5.1 Covered Bonds | |||||||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 27 - 2019 | 08/10/2019 | 08/10/2026 | 1.000.000.000,00 | IT0005386922 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
08/10/2019 | 08/10/2020 | 08/10/2020 | 366 | 0,8750% | 8.750.000,00 | ||
08/10/2020 | 08/10/2021 | 08/10/2021 | 365 | 0,8750% | 8.750.000,00 | ||
08/10/2021 | 08/10/2022 | 08/10/2022 | 365 | 0,8750% | 8.750.000,00 | ||
08/10/2022 | 08/10/2023 | 08/10/2023 | 365 | 0,8750% | 8.750.000,00 | ||
08/10/2023 | 08/10/2024 | 08/10/2024 | 366 | 0,8750% | 8.750.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 28 - 2021 | 10/06/2021 | 01/07/2025 | 1.000.000.000,00 | IT0005447252 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
10/06/2021 | 30/06/2021 | 30/06/2021 | 20 | 0,0000% | - | ||
30/06/2021 | 29/09/2021 | 29/09/2021 | 91 | 0,0000% | - | ||
29/09/2021 | 31/12/2021 | 31/12/2021 | 93 | 0,0000% | - | ||
31/12/2021 | 29/03/2022 | 29/03/2022 | 88 | 0,0000% | - | ||
29/03/2022 | 30/06/2022 | 30/06/2022 | 93 | 0,0000% | - | ||
30/06/2022 | 29/09/2022 | 29/09/2022 | 91 | 0,0690% | 174.416,67 | ||
29/09/2022 | 03/01/2023 | 03/01/2023 | 96 | 1,5080% | 4.021.333,33 | ||
03/01/2023 | 29/03/2023 | 29/03/2023 | 85 | 2,4640% | 5.817.777,78 | ||
29/03/2023 | 30/06/2023 | 30/06/2023 | 93 | 3,2920% | 8.504.333,33 | ||
30/06/2023 | 29/09/2023 | 29/09/2023 | 91 | 3,8780% | 9.802.722,22 | ||
29/09/2023 | 03/01/2024 | 03/01/2024 | 96 | 4,2520% | 11.338.666,67 | ||
03/01/2024 | 02/04/2024 | 02/04/2024 | 90 | 4,1890% | 10.472.500,00 | ||
02/04/2024 | 01/07/2024 | 01/07/2024 | 90 | 4,1880% | 10.470.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 29 - 2022 | 04/02/2022 | 31/03/2025 | 750.000.000,00 | IT0005482606 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
04/02/2022 | 29/03/2022 | 29/03/2022 | 53 | 0,0000% | - | ||
29/03/2022 | 30/06/2022 | 30/06/2022 | 93 | 0,0000% | - | ||
30/06/2022 | 29/09/2022 | 29/09/2022 | 91 | 0,0190% | 36.020,83 | ||
29/09/2022 | 03/01/2023 | 03/01/2023 | 96 | 1,4580% | 2.916.000,00 | ||
03/01/2023 | 29/03/2023 | 29/03/2023 | 85 | 2,4140% | 4.274.791,67 | ||
29/03/2023 | 30/06/2023 | 30/06/2023 | 93 | 3,2420% | 6.281.375,00 | ||
30/06/2023 | 29/09/2023 | 29/09/2023 | 91 | 3,8280% | 7.257.250,00 | ||
29/09/2023 | 03/01/2024 | 03/01/2024 | 96 | 4,2020% | 8.404.000,00 | ||
03/01/2024 | 02/04/2024 | 02/04/2024 | 90 | 4,1390% | 7.760.625,00 | ||
02/04/2024 | 01/07/2024 | 01/07/2024 | 90 | 4,1380% | 7.758.750,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 30 - 2022 | 05/07/2022 | 30/12/2026 | 750.000.000,00 | IT0005499899 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
05/07/2022 | 29/09/2022 | 29/09/2022 | 86 | 0,3240% | 580.500,00 | ||
29/09/2022 | 03/01/2023 | 03/01/2023 | 96 | 1,7280% | 3.456.000,00 | ||
03/01/2023 | 29/03/2023 | 29/03/2023 | 85 | 2,6840% | 4.752.916,67 | ||
29/03/2023 | 30/06/2023 | 30/06/2023 | 93 | 3,5120% | 6.804.500,00 | ||
30/06/2023 | 29/09/2023 | 29/09/2023 | 91 | 4,0980% | 7.769.125,00 | ||
29/09/2023 | 03/01/2024 | 03/01/2024 | 96 | 4,4720% | 8.944.000,00 | ||
03/01/2024 | 02/04/2024 | 02/04/2024 | 90 | 4,4090% | 8.266.875,00 | ||
02/04/2024 | 01/07/2024 | 01/07/2024 | 90 | 4,4080% | 8.265.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 31 - 2024 | 23/04/2024 | 23/04/2029 | 750.000.000,00 | IT0005593212 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
23/04/2024 | 23/04/2025 | 23/04/2025 | 365 | 3,5000% | 26.250.000,00 | ||
Page 8
MPS Covered Bond
Collection Period from 01/03/2024 to 31/05/2024 | Guarantor Payment Date 01/07/2024 | ||||||
5.1 Covered Bonds | |||||||
REGISTERED COVERED BOND - GEDECKTE NAMENSSCHULDVERSCHREIBUNG | |||||||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 1 - 2011 | 13/05/2011 | 13/05/2026 | 75.000.000,00 | IT0004721541 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
13/05/2011 | 12/05/2012 | 11/05/2012 | 365 | 5,3750% | 4.087.500,00 | ||
12/05/2012 | 13/05/2013 | 13/05/2013 | 366 | 5,3750% | 4.031.250,00 | ||
13/05/2013 | 13/05/2014 | 13/05/2014 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2014 | 13/05/2015 | 13/05/2015 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2015 | 13/05/2016 | 13/05/2016 | 366 | 5,3750% | 4.042.500,00 | ||
13/05/2016 | 13/05/2017 | 13/05/2017 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2017 | 13/05/2018 | 13/05/2018 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2018 | 13/05/2019 | 13/05/2019 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2019 | 13/05/2020 | 13/05/2020 | 366 | 5,3750% | 4.031.250,00 | ||
13/05/2020 | 13/05/2021 | 13/05/2021 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2021 | 13/05/2022 | 13/05/2022 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2022 | 13/05/2023 | 13/05/2023 | 365 | 5,3750% | 4.031.250,00 | ||
13/05/2023 | 13/05/2024 | 13/05/2024 | 366 | 5,3750% | 4.031.250,00 | ||
13/05/2024 | 13/05/2025 | 13/05/2025 | 365 | 5,3750% | 4.031.250,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 2 - 2011 | 13/05/2011 | 13/05/2030 | 75.000.000,00 | IT0004721558 | |||
Interest Period | Payment Date | Days | Interet Rate | Amount payable | |||
13/05/2011 | 12/05/2012 | 12/05/2012 | 365 | 5,5000% | 4.182.000,00 | ||
12/05/2012 | 13/05/2013 | 13/05/2013 | 366 | 5,5000% | 4.125.000,00 | ||
13/05/2013 | 13/05/2014 | 13/05/2014 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2014 | 13/05/2015 | 13/05/2015 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2015 | 13/05/2016 | 13/05/2016 | 366 | 5,5000% | 4.136.250,00 | ||
13/05/2016 | 13/05/2017 | 13/05/2017 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2017 | 13/05/2018 | 13/05/2018 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2018 | 13/05/2019 | 13/05/2019 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2019 | 13/05/2020 | 13/05/2020 | 366 | 5,5000% | 4.125.000,00 | ||
13/05/2020 | 13/05/2021 | 13/05/2021 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2021 | 13/05/2022 | 13/05/2022 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2022 | 13/05/2023 | 13/05/2023 | 365 | 5,5000% | 4.125.000,00 | ||
13/05/2023 | 13/05/2024 | 13/05/2024 | 366 | 5,5000% | 4.125.000,00 | ||
13/05/2024 | 13/05/2025 | 13/05/2025 | 365 | 5,5000% | 4.125.000,00 | ||
Series | Issue Date | Maturity Date | Nominal Amount | Isin Code | |||
Series 3 - 2011 | 13/05/2011 | 13/05/2031 | 50.000.000,00 | IT0004721566 | |||
Period Start Date | Maturity Date | Payment Date | Interet Rate* | Amount payable** | |||
13/05/2011 | 13/05/2031 | 13/05/2031 | 5,7000% | 101.519.926,32 |
* "Accrual Yield" means 5.70% per annum
- If the Bond is redeemed on the Maturity Date, one single payment of interest in the amount of EUR 101,519,926.32 shall be made for the period from and including the Issue Date to but excluding the Maturity Date. The interest amount reflects the Accrual Yield applied on the Initial Principal Amount
Period Start Date | Period End Date | Accrued interest at Period End | Relevant Determination Amount |
Date | |||
13 May 2011 | 13 May 2012 | 2,850,000.00 | 50,000,000.00 |
13 May 2012 | 13 May 2013 | 5,862,450.00 | 52,850,000.00 |
13 May 2013 | 13 May 2014 | 9,046,609.65 | 55,862,450.00 |
13 May 2014 | 13 May 2015 | 12,412,266.40 | 59,046,609.65 |
13 May 2015 | 13 May 2016 | 15,969,765.58 | 62,412,266.40 |
13 May 2016 | 13 May 2017 | 19,730,042.22 | 65,969,765.58 |
13 May 2017 | 13 May 2018 | 23,704,654.63 | 69,730,042.22 |
13 May 2018 | 13 May 2019 | 27,905,819.94 | 73,704,654.63 |
13 May 2019 | 13 May 2020 | 32,346,451.68 | 77,905,819.94 |
13 May 2020 | 13 May 2021 | 37,040,199.43 | 82,346,451.68 |
13 May 2021 | 13 May 2022 | 42,001,490.79 | 87,040,199.43 |
13 May 2022 | 13 May 2023 | 47,245,575.77 | 92,001,490.79 |
13 May 2023 | 13 May 2024 | 52,788,573.59 | 97,245,575.77 |
13 May 2024 | 13 May 2025 | 58,647,522.28 | 102,788,573.59 |
13 May 2025 | 13 May 2026 | 64,840,431.05 | 108,647,522.28 |
13 May 2026 | 13 May 2027 | 71,386,335.62 | 114,840,431.05 |
13 May 2027 | 13 May 2028 | 78,305,356.75 | 121,386,335.62 |
13 May 2028 | 13 May 2029 | 85,618,762.09 | 128,305,356.75 |
13 May 2029 | 13 May 2030 | 93,349,031.53 | 135,618,762.09 |
13 May 2030 | 13 May 2031 | 101,519,926.32 | 143,349,031.53 |
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Banca Monte dei Paschi di Siena S.p.A. published this content on 21 June 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 24 June 2024 07:42:08 UTC.