Novus Capital plc: Series 2025-76 Adjustment Notice - Reference Registry Amendment
Dublin 4 (pta022/26.03.2026/13:02 UTC+1)
To: Novus Capital plc ("Issuer")
With a copy to: Noteholders
Date: 24 March 2026
Novus Capital plc Series 2025-76 EUR 5,000,000 Fixed Rate Secured Basket Notes linked to CDS Index Basis Transaction(s) due 2053 (ISIN: XS3231196356) (the "Notes")
Adjustment Notice - Reference Registry Amendment
Dear Sirs,
We refer to the Notes. Terms defined (or defined by reference) in the Definitions and Common Provisions as amended by the Issue Deed relating to the Notes will have the same meanings when used herein unless the context otherwise requires.
This is a Reference Registry Amendment in respect of the Notes.
The amendments to the Reference Registry in respect of this Adjustment Notice are a Reference Registry Addition and a Reference Registry Removal (each, for the purposes of this Adjustment Notice, a "Reference Registry Amendment").
The details of each Reference Registry Amendment, and the Credit Index Basis Swap Transactions to which it relates, are set out at Exhibit 1 of this Adjustment Notice. The current Reference Registry following previous Reference Registry Amendments described in this Adjustment Notice is set out in Exhibit 2 of this Adjustment Notice. The Amendment Effective Date of the Reference Registry Amendment was 23 March 2026 (the "Amendment Effective Date") and these Reference Registry Amendments will be deemed effective on the Amendment Effective Date.
Yours faithfully
NOMURA INTERNATIONAL PLC
(in its capacity as Calculation Agent under the Notes)
Exhibit 1 to the Adjustment Notice
Reference Registry Amendments
Below are the Reference Registry Amendments in respect of the Adjustment Notice dated 24 March 2026
- Reference Registry Additions
| Transaction | Index / Reference Entities | Transaction Type | Seniority (SEN = Senior / SNP = Senior Non-Preferred / SUB = Subordinated) | Long Position (Seller) | Short Position (Buyer) | Trade Date | Effective Date | Scheduled Termination Date | Original Notional Amount of Credit Derivatives Index Swap Transaction(s) or Floating Rate Payer Calculation Amount of each Component Single Name Transaction(s) | Notional Amount Currency | Fixed Rate | Business Days: (LON = London) |
| Credit Derivatives Index Swap Transaction | iTraxx® Europe Senior Financials Series 45 (Version 1). Annex Date: 17 March 2026 | Issuer | Counterparty | 23 March 2026 | 23 March 2026 | 20 June 2031 | 146,125,000 | EUR | 1.00% | LON and T2 | ||
| Component Single Name Transaction | Allianz SE | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Assicurazioni Generali - Societa Per Azioni | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Aviva Plc | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Axa | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Bilbao Vizcaya Argentaria, Sociedad Anonima | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Santander, S.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Barclays Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | BNP Paribas | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Commerzbank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Credit Agricole Sa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Danske Bank A/S | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Deutsche Bank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Hannover Rueck Se | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | HSBC Holdings Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Ing Groep N.V. | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Intesa Sanpaolo Spa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Lloyds Banking Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Mediobanca Banca Di Credito Finanziario Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft In Muenchen | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Natwest Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Prudential Public Limited Company | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Societe Generale | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Standard Chartered Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Svenska Handelsbanken Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swedbank Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swiss Reinsurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | UBS Group Ag | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Unicredit, Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Zurich Insurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
1. Reference Registry Removals
| Transaction | Index / Reference Entities | Transaction Type | Seniority (SEN = Senior / SNP = Senior Non-Preferred / SUB = Subordinated) | Long Position (Seller) | Short Position (Buyer) | Trade Date | Effective Date | Scheduled Termination Date | Original Notional Amount of Credit Derivatives Index Swap Transaction(s) or Floating Rate Payer Calculation Amount of each Component Single Name Transaction(s) | Notional Amount Currency | Fixed Rate | Business Days: (LON = London) |
| Credit Derivatives Index Swap Transaction | iTraxx® Europe Senior Financials Series 44 (Version 1). Annex Date: 17 September 2025 | Issuer | Counterparty | 14 January 2026 | 14 January 2026 | 20 December 2030 | 146,125,000 | EUR | 1.00% | LON and T2 | ||
| Component Single Name Transaction | Allianz SE | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Assicurazioni Generali - Societa Per Azioni | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Aviva Plc | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Axa | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Bilbao Vizcaya Argentaria, Sociedad Anonima | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Santander, S.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Barclays Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | BNP Paribas | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Commerzbank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Credit Agricole Sa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Danske Bank A/S | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Deutsche Bank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Hannover Rueck Se | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | HSBC Holdings Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Ing Groep N.V. | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Intesa Sanpaolo Spa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Lloyds Banking Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Mediobanca Banca Di Credito Finanziario Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft In Muenchen | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Natwest Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Prudential Public Limited Company | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Societe Generale | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Standard Chartered Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Svenska Handelsbanken Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swedbank Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swiss Reinsurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | UBS Group Ag | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Unicredit, Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Zurich Insurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
Exhibit 2 to the Adjustment Notice
| Transaction | Index / Reference Entities | Transaction Type | Seniority (SEN = Senior / SNP = Senior Non-Preferred / SUB = Subordinated) | Long Position (Seller) | Short Position (Buyer) | Trade Date | Effective Date | Scheduled Termination Date | Original Notional Amount of Credit Derivatives Index Swap Transaction(s) or Floating Rate Payer Calculation Amount of each Component Single Name Transaction(s) | Notional Amount Currency | Fixed Rate | Business Days: (LON = London) |
| Credit Derivatives Index Swap Transaction | iTraxx® Europe Senior Financials Series 44 (Version 1). Annex Date: 17 September 2025 | Issuer | Counterparty | 14 January 2026 | 14 January 2026 | 20 December 2030 | 146,125,000 | EUR | 1.00% | LON and T2 | ||
| Component Single Name Transaction | Allianz SE | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Assicurazioni Generali - Societa Per Azioni | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Aviva Plc | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Axa | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Bilbao Vizcaya Argentaria, Sociedad Anonima | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Santander, S.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Barclays Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | BNP Paribas | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Commerzbank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Credit Agricole Sa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Danske Bank A/S | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Deutsche Bank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Hannover Rueck Se | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | HSBC Holdings Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Ing Groep N.V. | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Intesa Sanpaolo Spa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Lloyds Banking Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Mediobanca Banca Di Credito Finanziario Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft In Muenchen | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Natwest Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Prudential Public Limited Company | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Societe Generale | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Standard Chartered Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Svenska Handelsbanken Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swedbank Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swiss Reinsurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | UBS Group Ag | Standard European Financial Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Unicredit, Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Zurich Insurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 14 January 2026 | 14 January 2026 | 20 December 2030 | 4,870,345.00 | EUR | 1.00% | LON and T2 |
Part H – Reference Registry
| Transaction | Index / Reference Entities | Transaction Type | Seniority (SEN = Senior / SNP = Senior Non-Preferred / SUB = Subordinated) | Long Position (Seller) | Short Position (Buyer) | Trade Date | Effective Date | Scheduled Termination Date | Original Notional Amount of Credit Derivatives Index Swap Transaction(s) or Floating Rate Payer Calculation Amount of each Component Single Name Transaction(s) | Notional Amount Currency | Fixed Rate | Business Days: (LON = London) |
| Credit Derivatives Index Swap Transaction | iTraxx® Europe Senior Financials Series 45 (Version 1). Annex Date: 17 March 2026 | Issuer | Counterparty | 23 March 2026 | 23 March 2026 | 20 June 2031 | 146,125,000 | EUR | 1.00% | LON and T2 | ||
| Component Single Name Transaction | Allianz SE | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Assicurazioni Generali - Societa Per Azioni | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Aviva Plc | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Axa | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Bilbao Vizcaya Argentaria, Sociedad Anonima | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Banco Santander, S.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Barclays Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | BNP Paribas | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Commerzbank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,871,807.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Credit Agricole Sa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Danske Bank A/S | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Deutsche Bank Aktiengesellschaft | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Hannover Rueck Se | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | HSBC Holdings Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Ing Groep N.V. | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Intesa Sanpaolo Spa | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Lloyds Banking Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Mediobanca Banca Di Credito Finanziario Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft In Muenchen | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Natwest Group Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Prudential Public Limited Company | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Societe Generale | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Standard Chartered Plc | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Svenska Handelsbanken Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swedbank Ab | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Swiss Reinsurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | UBS Group Ag | Standard European Financial Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Unicredit, Societa Per Azioni | Standard European Senior Non Preferred Financial Corporate | SNP | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
| Component Single Name Transaction | Zurich Insurance Company Ltd | Standard European Corporate | SEN | Counterparty | Issuer | 23 March 2026 | 23 March 2026 | 20 June 2031 | 4,870,346.00 | EUR | 1.00% | LON and T2 |
(end)
| Emitter: |
Novus Capital plc 1-2 Victoria Buildings, Haddington Road D04 XN32 Dublin 4 Ireland |
|
|---|---|---|
| Contact Person: | The Directors | |
| Phone: | +353 1 668 6152 | |
| E-Mail: | Novus@intertrustgroup.com | |
| ISIN(s): | XS3231196356 (Bond) | |
| Stock Exchange(s): | Vienna Stock Exchange (Vienna MTF) |
