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Euroobligacje: Bristol Myers Squibb, 2.55% 14may2021, USD (USU11009AX28, U11009AX2)

StatusCountry of riskMaturity (option)
Amount i
This field shows outstanding face value amount for outstanding bonds
Issue ratings (M/S&P/F)
W obrocieUSA****-**-**1.000.000.000 USD***/***/***
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Obliczenie rentowności

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Issue information

BorrowerBristol Myers Squibb
Bond typeObligacje kuponowe
Placement methodOferta publiczna
Placement typePubliczna
Issue purposeShow
Issue purpose
Bristol-Myers Squibb expects to use the net proceeds from the Offering to fund a portion of the aggregate cash portion of the merger consideration to be paid to Celgene shareholders in connection with the Merger and to pay related fees and expenses, with any remaining proceeds being used for general corporate purposes.
Par amount, integral multiple1.000 USD
Nominal of international bonds1.000 USD
Minimum settlement amount2.000 USD
Outstanding principal amount2.000 USD
Amount1.000.000.000 USD
Outstanding face value amount1.000.000.000 USD
Placement date****-**-**
Maturity date****-**-**
Other tranchesBristol Myers Squibb, 3.2% 15jun2026, USD, Bristol Myers Squibb, 2.9% 26jul2024, USD, Bristol Myers Squibb, 4.25% 26oct2049, USD, Bristol Myers Squibb, 3.4% 26jul2029, USD, Bristol Myers Squibb, FRN 16nov2020, USD, Bristol Myers Squibb, 4.125% 15jun2039, USD, Bristol Myers Squibb, FRN 16may2022, USD, Bristol Myers Squibb, 2.6% 16may2022, USD
Floating rateNo
Coupon Rate*.**%
Current coupon rate2,55%
Day count fraction***
ACI*** (2019-09-16)
Coupon frequency2 raz(y) na rok
Interest accrual date****-**-**

Inne emisje emitenta

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Cbonds Valuation
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology. The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
:

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
CBONDS ESTIMATION
i
Indicative bond and international bond quotes by Cbonds are calculated based on the methodology described here http://ru.cbonds.com/organizations/docdownload/8715.
The end result of the methodology is a single end-of-day Cbonds quote, which is based on bid and ask data of various trading floors and contributors working with this asset.
Quotes are published both anonymously and publicly in the section Bond Quotes by Market Participants: http://cbonds.com/quotes/market/. These quotes are indicative only. Organizations posting the quotes have no obligations to conduct transactions at these prices. To learn the actual current prices, you need to contact the respective organization. Trading floor quotes are available at http://cbonds.com/quotes/.
09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
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Bond Quotes by Market Participants

Market participantDate and timeBid/ask or last price
(Yield)
Anonymous participant 202019-09-13***,**
(*,**)
Zurich Cantonal Bank2019-09-13***,** / ***,**
(*,** / *,**)
Baader Bank2019-09-13***,** / ***,***
(*,* / *,**)
Anonymous participant 242019-09-12***,****
(*,**)
Anonymous participant 122019-09-12***,**
(*,**)
Anonymous participant 192019-09-11***,***
(*,**)
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Price chart

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Stock exchange and OTC quotes

Trading floorDate and timeBid/ ask price (Yield)
Indicative price (Yield) i
Indicative price is used to calculate the effective yield, duration, modified duration and is calculated according to the following priority of prices: weighted average price (Average), market price (Market), closing price (Close), admitted price (Admitted), middle price (Mid), last price (Last). Indicative yield is calculated according to the following priority of yields: yield to maturity (effective), yield to put/call (effective), current yield.
G-spread
T-spread, bp i
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP.
FRANKFURT S.E.09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
BERLIN EXCHANGE
i
Foreign bonds compliment the international security selection at Börse Berlin. In Germany many of these are traded only in Berlin. Naturally Börse Berlin has the full range of fixed interest securities of the German Federation and its constituencies with bonds from companies and other issuers also on offer. Certificates and warrants round off the security offering in Berlin.
09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
STUTTGART EXCHANGE09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
QUOTRIX
i
QUOTRIX is the electronic trading system of the Dusseldorf stock exchange for private investors.
09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
MUNICH SE09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
FINRA TRACE09/13/2019*** / *** (*** / ***)*** (***)******Archiwum
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Bond classification

Subordinated
Sinkable bond
Perpetual
Convertible
Structured product
Restructuring
Securitization
Mortgage bonds
Trace-eligible
Covered
Foreign bonds
CDO
Sukuk
Retail bonds
Supranational bond issues
Green bonds
Non-market issues

Identifiers

ISIN / ISIN RegSUSU11009AX28
ISIN 144AUS110122BX59
CUSIP / CUSIP RegSU11009AX2
CUSIP 144A110122BX5
CFI / CFI RegSDBFNGR
CFI 144ADBFNGR
FIGI / FIGI RegSBBG00P341BK4
WKN / WKN RegSA2R17Z
FIGI 144ABBG00P341B97
TickerBMY 2.55 05/14/21 REGS

Primary placement

Rating emitenta w dniu rozmieszczenia***/***/***
Placement****-**-**
Cena emisyjna**,***% (*,**%)
Spread over US Treasuries, bp**,*
Settlement Duration*,**

Participants

Oferujący: Barclays, Credit Suisse, Deutsche Bank, HSBC, Morgan Stanley, Mitsubishi UFJ Financial Group, Wells Fargo
Depository: Clearstream Banking S.A., Euroclear Bank

Payment schedule

*****

Coupon dateCoupon, %Coupon size, USDRedemption of principal, USD
Show previous
1****-**-***,****,**
2****-**-***,****,*
3****-**-***,****,*
4****-**-***,****,**.***
Show following
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Early redemption terms

*****

DateOption typeOption styleBenchmark spread, b.p.Until datePrice
Show previous
****-**-**callMake-Whole Call******-**-**
Show following
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Issue ratings

Bristol Myers Squibb, 2.55% 14may2021, USD

Rating AgencyRating / OutlookScaleDate
Fitch Ratings***/***LT Int. Scale (local curr.)2019-05-17
Moody's Investors Service ***/***LT- local currency2019-05-02
S&P Global Ratings***/***Local Currency LT2019-05-02
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Issuer ratings

Bristol Myers Squibb

Rating AgencyRating / OutlookScaleDate
Fitch Ratings***/***LT Int. Scale (foreign curr.)2019-01-07
Moody's Investors Service ***/***LT- local currency2019-01-03
Moody's Investors Service ***/***LT- foreign currency2019-01-03
S&P Global Ratings***/***Foreign Currency LT2019-01-03
S&P Global Ratings***/***Local Currency LT2019-01-03
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