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Investor Presentaiton

Region of Madrid Inaugural Green Bond Final Terms and Conditions Issue Ratings Baa1/A-/BBBu/AL (Sta/Pos/Sta/Pos) Moody's/S&P/Fitch/DBRS Regs, Bearer Dematerialised (No sales into Canada) Senior, Unsecured Format Ranking Size EUR 700MM Maturity 30th July 2027 Settlement Coupon Reoffer Price Reoffer Spread 8 May 2020 (T+7) 0.827% Fixed, Annual, Act/Act - Short first 100.001% (Yield 0.827%) SPGB (mid yield 0.637%) +19bps area Ref SPGB 0.8 07/30/27 HR 98% Benchmark Listing AIAF Min Denoms Bookrunners ISIN CB 5% INS & PF 18% €1k+ €1k BBVA (B&D), CACIB, ING, Santander ES0000101966 Investor Type BENELUX 3% REST 1% GBR 5% ITA FUND 40% SWI 3% 7% FRA 7% NOR 7% Geography Transaction Highlights . On Tuesday April 28th 2020, the Autonomous Community of Madrid successfully launched their first Green bond (EUR 700MM due 30th July 2027), following 5 days of OoO calls with over 20 European ESG investors • One day before, on April 27th mid-day the mandate was announced together with IPTS of SPGB +28 bps. By the EoD, lols were over 1.8bn from 119 accounts. Given this extraordinary reception from investors, books opened the next day at 9:00 am with a guidance of SPGB +25 bps area. Just 1 hour from book opening (10:00 am) an update was released, indicating books over €3 Bn (excl. JLMs) and revising Guidance to SPGB +22 bps area. At 11.10 CET a second update was released, setting the spread at SPGB +19 bps, with Books exceeding € 3.5 Bn (excl JLMs) and going subject at 11.35 CET • At 12.15 pm Final Terms were announced, setting the size at €700 Mill. The landing Pricing level of SPG +19 bps shows a tightening of 6 bps vs. Guidance (-11 bps vs IPTS) and is Flat vs the Issuer Secondary curve (No NIP) • DEU 41% • The total demand for the deal exceeded 3.5bn from 172 investors. Comunidad de Madrid managed to print a very successful deal (4.1x oversubscription) in a very challenging environment due to the COVID 19 crisis at Zero New Issue Premium, thanks to the high oversubscription facilitated by the Green Bond category The excellent quality of the book was reflected in the strong demand from dedicated ESG investors (64%), international accounts (61%), and real money investors (58% from Investment & Pension Funds and Insurance Companies). BANKS 37% ESP 26% 63 65
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