Can you explain a Programme / Series Notes and Tranches?

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Rachel Amos
Truva
31 Aug 2023

A: SenseCheck

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  • 31 Aug 2023
  • Yes

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    The answers to questions like these are often in the Listing Particulars for a particular "issue" of debt securities in the form of bonds or notes ("Notes") and which may be divided into different "classes" of debt securities.

    Notes are "issued" under a "Programme" and are issued in series (that means they come one after the other and are called (in this context) a "Series"). A Series may be further subdivided into "tranches" of Notes (each section or tranche is called a "Tranche"). In relation to a structured note issuance (which is what we do), a Tranche is each "class" of notes comprising the same issue. A tranche will be assigned characteristics which may vary from the other tranches (such as different rates of interest, repayment terms, credit rating and priority ranking); essentially affording each class a different risk profile to match the varying risk appetites of investors.

    A Series may have one or more Tranches.  

    Each Tranche of Notes will be issued on the terms set out in BOTH the Listing Particulars and a document specific to every Tranche which is called the "Pricing Supplement" AND / OR which might be in a separate document specific to that Tranche called the "Drawdown Particulars". These must all be read together to understand the rules that apply to each Tranche.

    RA

    Rachel Amos

    31 Aug 2023