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Standard Reference Obligations (SRO)
Confidential I Copyright © 2018 IHS Markit Ltd
SRO Published List Friday, February 8, 2019
EMEA SRO
Reference Entity Original Reference Entity* SRO
Seniority Underlying ISIN Coupon Maturity INCRO
Deliverability
Flaws SRO Transaction Type
SRO Substitution Event Type
SRO Substitution Event Date
Date Added**
ABN AMRO Bank N.V. SUB XS0114072423 0 2020-07-21 N NA European Financial Corporate 2014-09-22
ALPHA BANK A.E. SUB XS0163283830 0 2013-02-19 N NA European Financial Corporate
2015-03-16
BANCA MONTE DEI PASCHI DI SIENA
S.P.A. ****** SUB XS0236480322 0 2017-11-30 N NA European Financial Corporate 2016-08-18
BANCA NAZIONALE DEL LAVORO S.P.A. SUB XS0196740376 0 2016-07-22 N NA European Financial Corporate 2015-03-16
BANCO BILBAO VIZCAYA ARGENTARIA,
SOCIEDAD ANONIMA SNRLAC XS1678372472 0.75 2022-09-11 N NA European Senior Non Preferred
Financial Corporate
2018-09-19
BANCO POPULAR ESPANOL, S.A. SUB ES0213790001 0 2019-12-22 N NA European Financial Corporate B 2015-09-04 2014-09-22
BANCO SANTANDER, S.A. SNRLAC XS1557268221 1.375 2022-02-09 N NA European Senior Non Preferred
Financial Corporate
2018-09-19
BANKIA, S.A. SUB ES0213307004 0.04 2024-05-22 N NA European Financial Corporate
2014-09-22
BANKINTER S.A. SUB ES0213679196 0.06375 2019-09-11 N NA European Financial Corporate D 2018-09-11 2014-09-22
BNP PARIBAS SNRLAC US09659X2A94 0.0295 2022-05-23 N NA
European Senior Non Preferred
Financial Corporate
2018-03-16
Cooeperatieve Rabobank U.A. Cooperatieve Centrale Raiffeisen-
Boerenleenbank B.A. SUB XS0429484891 0.05875 2019-05-20 N NA European Financial Corporate D 2018-05-20
2014-09-22
CREDIT AGRICOLE SA SNRLAC US22536PAA93 0.0375 2022-01-10 N NA European Senior Non Preferred
Financial Corporate
2018-03-16
CREDIT LYONNAIS SENIOR FR0011062603 0.0413 2019-07-13 N NA European Financial Corporate D 2018-07-13 2014-09-22
Credit Suisse Group AG***** SENIOR XS0099472994 0.05 2019-07-29 N NA European Financial Corporate D 2018-07-29 2014-09-22
Credit Suisse Group AG***** SUB XS0118514446 0.07 2020-10-05 N NA European Coco Financial Corporate 2014-09-22
Standard Reference Obligations (SRO)
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Reference Entity Original Reference Entity* SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Transaction Type
SRO Substitution Event Type
SRO Substitution Event Date
Date Added**
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.
Standard Reference Obligations (SRO)
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Prior Reference Obligation (EMEA SRO)
Entity Name SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability Flaws
SRO Substitution Event Type
SRO Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
NOVO BANCO, S.A. SUB XS0129239454 0.0625 2011-05-17 N NA C 2014-08-03 2014-08-03 NA
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA SUB ES0213211099 0.04375 2019-10-20 N NA A 2014-10-20 2014-10-20 NA
ING Bank N.V. SUB XS0255306671 0 2016-05-23 N NA A 2014-11-24 2014-11-24 NA
UniCredit Bank AG SENIOR DE000HV2AHU4 0 2017-03-06 N NA A 2014-12-23 2014-12-23 NA
BANCA ITALEASE S.P.A. SUB XS0259400918 0.0055 2016-06-28 N NA C 2015-03-16 2015-03-16 NA
EUROBANK ERGASIAS S.A. SENIOR XS0922876882 0 2016-05-06 N NA A 2015-05-06 2015-05-06 NA
DNB BANK ASA SUB XS0371048330 0.0725 2020-06-23 N NA A 2015-06-23 2015-06-23 NA
DEPFA BANK PUBLIC LIMITED COMPANY SUB XS0229524128 0 2015-12-15 N NA A 2015-09-15 2015-09-15 NA
Raiffeisen Bank International AG SENIOR XS0996668975 0.0092 2015-09-30 N NA A 2015-09-30 2015-09-30 NA
BAWAG P.S.K. Bank fuer Arbeit und Wirtschaft und
Oesterreichische Postsparkasse Aktiengesellschaft SUB CH0011261168 0.045 2015-10-16 N NA A 2015-10-16 2015-10-16 NA
PIRAEUS GROUP FINANCE PLC SENIOR XS1048577529 0.05 2017-03-27 N NA C 2015-11-09 2015-11-09 NA
PIRAEUS GROUP FINANCE PLC SUB XS0261785504 0 2016-07-20 N NA C 2015-11-09 2015-11-09 NA
ALPHA BANK A.E. SENIOR XS1078807390 0.03375 2017-06-17 N NA C 2015-11-11 2015-11-11 NA
Norddeutsche Landesbank - Girozentrale - SUB XS0147457260 0.0575 2015-12-01 N NA A 2015-12-01 2015-12-01 NA
CAIXA GERAL DE DEPOSITOS S.A. SENIOR PTCG25OM0029 0.05625 2015-12-04 N NA A 2015-12-04 2015-12-04 NA
Landesbank Hessen-Thueringen Girozentrale SUB XS0278214563 0.04125 2016-12-08 N NA A 2015-12-08 2015-12-08 NA
Portigon AG SUB DE0008079575 0.05 2015-12-15 N NA A 2015-12-15 2015-12-15 NA
DEUTSCHE BANK AKTIENGESELLSCHAFT SUB DE0003933685 0 2016-09-20 N NA A 2015-12-21 2015-12-21 NA
HSH Nordbank AG** SENIOR XS0195383467 0 2015-12-28 N NA A 2015-12-28 2015-12-28 NA
Landesbank Baden-Wuerttemberg SENIOR XS0191546539 0 2015-12-29 N NA A 2015-12-29 2015-12-29 NA
Landesbank Baden-Wuerttemberg SUB XS0178232640 0.0475 2015-12-30 N NA A 2015-12-30 2015-12-30 NA
Bayerische Landesbank SUB XS0132853812 0.06 2015-12-30 N NA A 2015-12-30 2015-12-30 NA
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. SENIOR XS0878091882 0.04 2016-01-22 N NA A 2016-01-22 2016-01-22 NA
INTESA SANPAOLO SPA SUB IT0004457807 0 2016-02-24 N NA A 2016-02-24 2016-02-24 NA
Standard Reference Obligations (SRO)
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Entity Name SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability Flaws
SRO Substitution Event Type
SRO Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
HSBC HOLDINGS plc SENIOR XS0605521185 0.03875 2016-03-16 N NA A 2016-03-16 2016-03-16 NA
NATIONAL BANK OF GREECE S.A. SENIOR XS0920832846 0 2016-05-02 N NA A 2016-05-02 2016-05-02 NA
NRAM PLC SENIOR XS0101368818 0.06375 2019-12-02 N NA C 2016-05-03 2016-05-03 NA
The Royal Bank of Scotland public limited company * SENIOR XS0254035768 0.0425 2016-05-11 N NA A 2016-05-11 2016-05-11 NA
BANCO DE SABADELL, S.A. SUB ES0213860036 0 2016-05-25 N NA A 2016-05-25 2016-05-25 NA
EKSPORTFINANS ASA SENIOR US28264QV275 0.02375 2016-05-25 N NA A 2016-05-25 2016-05-25 NA
The Governor and Company of the Bank of Ireland SENIOR XS0940658361 0.0275 2016-06-05 N NA A 2016-06-05 2016-06-05 NA
SANTANDER UK PLC SENIOR US002799AP93 0 2017-03-13 N NA C 2016-06-01 2016-06-01 NA
BANKINTER S.A. SENIOR ES0213679154 0 2016-06-16 N NA A 2016-06-16 2016-06-16 NA
BNP PARIBAS SUB FR0010092189 0.05 2016-06-28 N NA A 2016-06-28 2016-06-28 NA
UniCredit Bank Austria AG SENIOR XS0374434339 0 2016-07-04 N NA A 2016-07-04 2016-07-04 NA
UBS AG SUB US90261XBY76 0.05875 2016-07-15 N NA A 2016-07-15 2016-07-15 NA
Bank of Scotland plc SENIOR XS0267635331 0 2016-09-13 N NA A 2016-09-13 2016-09-13 NA
COMMERZBANK Aktiengesellschaft SUB DE000CB07899 0.04125 2016-09-13 N NA A 2016-09-13 2016-09-13 NA
Natixis SENIOR FR0010369355 0 2016-09-21 N NA A 2016-09-21 2016-09-21 NA
BANCO SANTANDER, S.A. SUB XS0291652203 0 2017-03-23 N NA A 2016-09-23 2016-09-23 NA
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY SENIOR XS0997144505 0.02875 2016-11-28 N NA A 2016-11-28 2016-11-28 NA
The Royal Bank Of Scotland Group public limited company SENIOR XS0997797054 0.015 2016-11-28 N NA A 2016-11-28 2016-11-28 NA
HSBC BANK PLC SENIOR XS0470370932 0.0375 2016-11-30 N NA A 2016-11-30 2016-11-30 NA
BANQUE FEDERATIVE DU CREDIT MUTUEL SUB FR0010690024 0.061 2016-12-16 N NA A 2016-12-16 2016-12-16 NA
NIBC Bank N.V. SENIOR CH0205170555 0.03 2016-12-19 N NA A 2016-12-19 2016-12-19 NA
SOCIETE GENERALE SUB FR0000487886 0.05875 2016-12-21 N NA A 2016-12-21 2016-12-21 NA
CREDIT AGRICOLE SA SUB FR0010138487 0.04 2016-12-22 N NA A 2016-12-22 2016-12-22 NA
Natixis SUB FR0010410068 0.04125 2017-01-20 N NA A 2017-01-20 2017-01-20 NA
IKB Deutsche Industriebank Aktiengesellschaft SUB XS0282589505 0 2017-01-23 N NA A 2017-01-23 2017-01-23 NA
Standard Reference Obligations (SRO)
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Entity Name SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability Flaws
SRO Substitution Event Type
SRO Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
The Royal Bank of Scotland public limited company * SUB XS0271858606 0.0435 2017-01-23 N NA A 2017-01-23 2017-01-23 NA
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL SUB ES0214970081 0.075 2017-01-31 N NA A 2017-01-31 2017-01-31 NA
BNP Paribas Fortis SENIOR BE0932372080 0.04375 2017-02-01 N NA A 2017-02-01 2017-02-01 NA
ABN AMRO Bank N.V. SENIOR XS0741962681 0.0425 2017-02-02 N NA A 2017-02-02 2017-02-02 NA
Belfius Bank SUB XS0286515621 0.05875 2017-02-09 N NA A 2017-02-09 2017-02-09 NA
Swedbank AB SENIOR XS0740788699 0.03375 2017-02-09 N NA A 2017-02-09 2017-02-09 NA
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. SUB XS0597182665 0.07125 2021-03-01 N NA C 2017-01-01 2017-01-01 NA
BANCO POPOLARE SOCIETA COOPERATIVA SUB XS0504893701 0.0475 2017-04-28 N NA C 2017-01-01 2017-01-01 NA
de Volksbank N.V. SENIOR XS0286746432 0 2017-02-13 N NA A 2017-02-13 2017-02-13 NA
BANKIA, S.A. SENIOR ES0214977144 0.04375 2017-02-14 N NA A 2017-02-14 2017-02-14 NA
HSH Nordbank AG** SUB DE000HSH2H15 0.04375 2017-02-14 N NA A 2017-02-14 2017-02-14 NA
UniCredit Bank Austria AG SUB US060587AB85 0.0725 2017-02-15 N NA A 2017-02-15 2017-02-15 NA
BPCE SUB FR0010160440 0.04 2017-02-18 N NA A 2017-02-18 2017-02-18 NA
Unione di Banche Italiane Societa per azioni
SUB IT0004572878 0.031 2017-02-23 N NA A 2017-02-23 2017-02-23 NA
ING Bank N.V. SENIOR USN4578BQC10 0.0375 2017-03-07 N NA A 2017-09-07 2017-09-07 NA
Belfius Bank SENIOR XS0800591678 0.0325 2017-03-07 N NA A 2017-09-07 2017-09-07 NA
Banco Comercial Portugues, S.A. SENIOR PTBITIOM0057 0.03375 2017-02-27 N NA A 2017-02-27 2017-02-27 NA
SOCIETE GENERALE SENIOR XS0751525311 0.0375 2017-03-01 N NA A 2017-03-01 2017-03-01 NA
INTESA SANPAOLO SPA SENIOR XS0213927667 0 2017-03-03 N NA A 2017-03-03 2017-03-03 NA
BANCO DE SABADELL, S.A. SENIOR ES0313212021 0.0475 2017-03-09 N NA A 2017-03-09 2017-03-09 NA
BANCA MONTE DEI PASCHI DI SIENA S.P.A. SENIOR IT0004804362 0.035 2017-03-20 N NA A 2017-03-20 2017-03-20 NA
BANCO POPULAR ESPANOL, S.A. SENIOR ES0313770150 0.045 2017-03-20 N NA A 2017-03-20 2017-03-20 NA
HBOS PLC SUB XS0292269544 0 2017-03-21 N NA A 2017-03-21 2017-03-21 NA
COMMERZBANK Aktiengesellschaft SENIOR DE000CZ226Y9 0.03875 2017-03-22 N NA A 2017-03-22 2017-03-22 NA
BANCO SANTANDER, S.A. SENIOR XS0759014375 0.04 2017-03-27 N NA A 2017-03-27 2017-03-27 NA
Dexia Credit Local SENIOR XS1048900838 0 2017-03-27 N NA A 2017-03-27 2017-03-27 NA
Standard Reference Obligations (SRO)
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Entity Name SRO
Seniority Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Substitution
Event Type SRO
Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
KBC IFIMA S.A. SENIOR XS0764303490 0.045 2017-03-27 N NA A 2017-03-27 2017-03-27 NA
KBC Bank SENIOR XS0764303490 0.045 2017-03-27 N NA A 2017-03-27 2017-03-27 NA
Erste Group Bank AG SENIOR XS0765299655 0.03375 2017-03-28 N NA A 2017-03-28 2017-03-28 NA
DNB BANK ASA SENIOR XS0765615678 0.032 2017-04-03 N NA A 2017-04-03 2017-04-03 NA
Nordea Bank AB SENIOR US65557DAH44 0 2017-04-04 N NA A 2017-04-04 2017-04-04 NA
BARCLAYS BANK PLC SENIOR XS0768454844 0.015 2017-04-04 N NA A 2017-04-04 2017-04-04 NA
UNICREDIT, SOCIETA PER AZIONI SENIOR XS1055725730 0 2017-04-10 N NA A 2017-04-10 2017-04-10 NA
Skandinaviska Enskilda Banken AB SENIOR XS0730498143 0.03875 2017-04-12 N NA A 2017-04-12 2017-04-12 NA
BNP PARIBAS SENIOR XS0772265756 0 2017-04-13 N NA A 2017-04-13 2017-04-13 NA
CaixaBank, S.A. SENIOR ES0340609215 0.025 2017-04-18 N NA A 2017-04-18 2017-04-18 NA
CREDIT AGRICOLE SA SENIOR FR0010743088 0 2017-04-21 N NA A 2017-04-21 2017-04-21 NA
Cooeperatieve Rabobank U.A. SENIOR XS0503734872 0.03375 2017-04-21 N NA A 2017-04-21 2017-04-21 NA
BANQUE FEDERATIVE DU CREDIT MUTUEL SENIOR XS0297541285 0.04625 2017-04-27 N NA A 2017-04-27 2017-04-27 NA
Unione di Banche Italiane Societa per azioni SENIOR XS0986090164 0.0275 2017-04-28 N NA A 2017-04-28 2017-04-28 NA
LLOYDS BANK PLC SENIOR XS0778434000 0.015 2017-05-02 N NA A 2017-05-02 2017-05-02 NA
Raiffeisen Zentralbank Oesterreich Aktiengesellschaft SENIOR XS0300807939 0 2017-05-16 N NA C 2017-03-18 2017-03-18 NA
Raiffeisen Zentralbank Oesterreich Aktiengesellschaft SUB XS0289338609 0.045 2019-03-05 N NA C 2017-03-18 2017-03-18 NA
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI
SENIOR IT0004713787 0 2017-05-31 N NA A 2017-05-31 2017-05-31 NA
DANSKE BANK A/S SENIOR XS1072384685 0 2017-06-02 N NA A 2017-06-02 2017-06-02 NA
UBS AG SENIOR XS0304031775 0.0475 2017-06-07 N NA A 2017-06-07 2017-06-07 NA
EUROBANK ERGASIAS S.A. SUB XS0302804744 0 2017-06-08 N NA A 2017-06-08 2017-06-08 NA
UNICREDIT, SOCIETA PER AZIONI SUB IT0004615305 0.03 2017-06-14 N NA A 2017-06-14 2017-06-14 NA
Norddeutsche Landesbank - Girozentrale - SENIOR DE000NLB1DT9 0.0275 2017-06-15 N NA A 2017-06-15 2017-06-15 NA
Bayerische Landesbank SENIOR DE000BLB1AT9
0.035 2017-06-16 N NA A 2017-06-16 2017-06-16 NA
JYSKE BANK A/S SENIOR XS1078186001 0 XS1078186001 N NA A 2017-06-19 2017-06-19 NA
Standard Reference Obligations (SRO)
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Entity Name SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability Flaws
SRO Substitution Event Type
SRO Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
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.
Standard Reference Obligations (SRO)
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Archive of Replaced EMEA SROs
Entity Name SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Substitution
Event Type
SRO
Substitution Event Date
Date of Removal
from SRO List
SRO
Substitution Date
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA SENIOR ES0382134015 0.055 2017-02-21 N NA A 2014-09-17 2014-09-17 2015-03-16
DEUTSCHE BANK AKTIENGESELLSCHAFT SUB XS0189609745 0.0525 2015-12-15 N NA A 2014-09-15 2014-09-15 2015-03-16
NOVO BANCO, S.A. SENIOR PTBEQKOM0019 0.0625 2017-05-08 N NA C 2015-12-29 2015-12-29 2016-04-18
BANCA MONTE DEI PASCHI DI SIENA S.P.A. SUB XS0374000171 0 2016-12-30 N NA D 2015-12-30 2016-08-18 2016-08-18
Standard Reference Obligations (SRO)
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JAPAN SRO
Reference Entity Original Reference Entity* SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Transaction Type
SRO Substitution Event Type
SRO Substitution Event Date
Date Added**
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.
Prior Reference Obligation (JAPAN SRO)
Entity Name SRO
Seniority Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Substitution
Event Type SRO
Substitution Event Date
Date of Removal from SRO List
SRO Substitution
Date
Shinsei Bank, Limited SUB XS0540981460 0 2020-09-14 N NA A 2015-09-14 2015-09-14 NA
Mizuho Bank, Ltd. SENIOR USJ46196AY78 0.0255 2017-03-17 N NA A 2017-03-17 2017-03-17 NA
Sumitomo Mitsui Banking Corporation SENIOR US865622AY04 0.015 2018-01-18 N NA
A 2018-01-18 2018-01-18 NA
Sumitomo Mitsui Trust Bank, Limited SENIOR USJ7772GAM71 0.0295 2018-09-14
N NA A 2018-09-14 2018-09-14 NA
Standard Reference Obligations (SRO)
/ 11
ANZ SRO
Reference Entity Original Reference Entity* SRO Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws SRO Transaction Type
SRO Substitution Event Type
SRO Substitution Event Date
Date Added**
Australia and New Zealand Banking
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.
Prior Reference Obligation (ANZ SRO)
Entity Name SRO
Seniority
Underlying ISIN Coupon Maturity INCRO Deliverability
Flaws
SRO Substitution
Event Type
SRO
Substitution Event Date
Date of Removal
from SRO List
SRO
Substitution Date
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)
/ 12
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.
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