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NATIONWIDE BUILDING SOCIETY

Capital/Financing Update Aug 10, 2023

4690_rns_2023-08-10_33968e0d-f238-4676-b861-a7af9a8aac58.pdf

Capital/Financing Update

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FINAL TERMS

9 August 2023

Nationwide Building Society

Issuer Legal Entity Identifier (LEI): 549300XFX12G42QIKN82

Issue of NOK 650,000,000 4.69 per cent. Series 2023-06 Regulated Covered Bonds due 10 August 2032 irrevocably and unconditionally guaranteed as to payment of principal and interest by Nationwide Covered Bonds LLP under the €45 billion Global Covered Bond Programme

PART A – CONTRACTUAL TERMS

MIFID II PRODUCT GOVERNANCE/TARGET MARKET – Solely for the purposes of the manufacturer's product approval process, the target market assessment in respect of the Covered Bonds has led to the conclusion that: (i) the target market for the Covered Bonds is eligible counterparties and professional clients only, each as defined in Directive 2014/65/EU (as amended, MiFID II); and (ii) all channels for distribution of the Covered Bonds to eligible counterparties and professional clients are appropriate. Any person subsequently offering, selling or recommending the Covered Bonds (a distributor) should take into consideration the manufacturer's target market assessment; however, a distributor subject to MiFID II is responsible for undertaking its own target market assessment in respect of the Covered Bonds (by either adopting or refining the manufacturers target market assessment) and determining appropriate distribution channels.

UK MIFIR PRODUCT GOVERNANCE / TARGET MARKET – Solely for the purposes of the manufacturer's product approval process, the target market assessment in respect of the Covered Bonds has led to the conclusion that: (i) the target market for the Covered Bonds is eligible counterparties, as defined in the FCA Handbook Conduct of Business Sourcebook (COBS), and professional clients, as defined in Regulation (EU) No 600/2014 as it forms part of domestic law by virtue of the EUWA (UK MiFIR); and (ii) all channels for distribution of the Covered Bonds to eligible counterparties and professional clients are appropriate. Any person subsequently offering, selling or recommending the Covered Bonds (a distributor) should take into consideration the manufacturer's target market assessment; however, a distributor subject to the FCA Handbook Product Intervention and Product Governance Sourcebook (the UK MiFIR Product Governance Rules) is responsible for undertaking its own target market assessment in respect of the Covered Bonds (by either adopting or refining the manufacturers target market assessment) and determining appropriate distribution channels.

PROHIBITION OF SALES TO EEA RETAIL INVESTORS – The Covered Bonds are not intended to be offered, sold or otherwise made available to and should not be offered, sold or otherwise made available to any retail investor in the European Economic Area (EEA). For these purposes, a retail investor means a person who is one (or more) of: (i) a retail client as defined in point (11) of Article 4(1) of MiFID II; or (ii) a customer within the meaning of Directive (EU) 2016/97 (the Insurance Distribution Directive) as amended or superseded, where that customer would not qualify as a professional client as defined in point (10) of Article 4(1) of MiFID II. Consequently, no key information document required by Regulation (EU) No. 1286/2014 (the PRIIPs Regulation) for offering or selling the Covered Bonds or otherwise making them available to retail investors in the EEA has been prepared and therefore offering or selling the Covered Bonds or otherwise making them available to any retail investor in the EEA may be unlawful under the PRIIPs Regulation.

PROHIBITION OF SALES TO UK RETAIL INVESTORS – The Covered Bonds are not intended to be offered, sold or otherwise made available to and should not be offered, sold or otherwise made available to any retail investor in the UK. For these purposes, a retail investor means a person who is one (or more) of: (i) a retail client, as defined in point (8) of Article 2 of Regulation (EU) No 2017/565 as it forms part of domestic law by virtue of the European Union (Withdrawal) Act 2018 (as amended by the European Union (Withdrawal Agreement) Act 2020) as amended, varied, superseded or substituted from time to time (EUWA); (ii) a customer within the meaning of the provisions of the FSMA and any rules or regulations made under the FSMA to implement Directive (EU) 2016/97, where that customer would not qualify as a professional client, as defined in point (8) of Article 2(1) of Regulation (EU) No 600/2014 as it forms part of domestic law by virtue of the EUWA; or (iii) not a qualified investor as defined in Article 2 of Regulation (EU) 2017/1129 as it forms part of domestic law by virtue of the EUWA. Consequently, no key information document required by Regulation (EU) No 1286/2014 as it forms part of domestic law by virtue of the EUWA (the UK PRIIPs Regulation) for offering or selling the Covered Bonds or otherwise making them available to retail investors in the UK has been prepared and therefore offering or selling the Covered Bonds or otherwise making them available to any retail investor in the UK may be unlawful under the UK PRIIPs Regulation.

Terms used herein shall be deemed to be defined as such for the purposes of the Conditions set forth in the Base Prospectus dated 2 September 2022 (the Base Prospectus), as supplemented by the supplemental prospectuses dated 18 November 2022, 14 December 2022 and 19 May 2023 (the Supplemental Prospectuses), which constitutes a base prospectus for the purposes of Regulation (EU) 2017/1129 as it forms part of domestic law by virtue of the EUWA (the UK Prospectus Regulation). This document constitutes the Final Terms of the Covered Bonds described herein for the purposes of the UK Prospectus Regulation and must be read in conjunction with such Base Prospectus and the Supplemental Prospectuses in order to obtain all the relevant information. The Base Prospectus and the Supplemental Prospectuses are available for viewing during normal business hours at the registered office of the Issuer and copies may be obtained from the specified office of each of the Paying Agents and have been published on the Regulatory News Service operated by the London Stock Exchange at http://www.londonstockexchange.com/exchange/news/market-news/market-news-home.html.

The LLP is not now, and immediately following the issuance of the Covered Bonds pursuant to the Trust Deed will not be, a "covered fund" for purposes of regulations adopted under Section 13 of the Bank Holding Company Act of 1956, as amended, commonly known as the "Volcker Rule". In reaching this conclusion, although other statutory or regulatory exemptions under the Investment Company Act of 1940, as amended, and under the Volcker Rule and its related regulations may be available, the LLP has relied on the exemption from registration set forth in Section 3(c)(5)(C) of the Investment Company Act of 1940, as amended. See "Certain Volcker Rule Considerations" in the Base Prospectus.

  1. (a) Issuer: Nationwide Building Society (b) Guarantor: Nationwide Covered Bonds LLP 2. (a) Series Number: 2023-06 (b) Tranche Number: 1 (c) Series which Covered Bonds will be consolidated and form a single Series with: Not Applicable (d) Date on which the Covered Bonds will be consolidated and form a single Series with the Series specified Not Applicable

above:

3. Specified Currency or Currencies: Norwegian Krone
(NOK)
4. issued: Nominal Amount of Covered Bonds to be NOK650,000,000
5. Aggregate
Bonds:
Nominal
Amount
of
Covered
(a) Series: NOK650,000,000
(b) Tranche: NOK650,000,000
6. Issue Price: 100
per cent.
of the Aggregate Nominal Amount
7. (a) Specified Denominations: NOK2,000,000
(b) Calculation Amount: NOK2,000,000
8. (a) Issue Date: 10 August 2023
(b) Interest Commencement Date: Issue Date
9. (a) Final Maturity Date: 10 August 2032
(b) Extended Due for Payment Date of
Guaranteed Amounts corresponding
to the Final Redemption Amount
under the Covered Bond Guarantee:
10
August 2033
10. Interest Basis: 4.69
per cent. per annum Fixed Rate
payable
annually in arrear from and including the Interest
Commencement Date to, and including, the Final
Maturity
Date
(see
paragraph
15
below)
4.69
per cent. per annum Fixed Rate payable
monthly in arrear from and including the Final
Maturity Date to, and including, the Extended Due
for
Payment
Date
(see
paragraph
15
below)
(further particulars specified below)
11. Redemption/Payment Basis: 100 per cent. of the nominal value
12. Change of Interest Basis: Not Applicable
13. Call Options: Not Applicable
14. Date Board approval for issuance of Covered
Bonds obtained:
17 March 2021
and 8
August 2023
for the Issuer
and the LLP, respectively

PROVISIONS RELATING TO INTEREST (IF ANY) PAYABLE

15. Fixed Rate Covered Bond Provisions: Applicable
from
and
including
the
Interest
Commencement Date to but excluding the Final
Maturity Date
Applicable from and including the Final Maturity
Date to but excluding the Extended Due for
Payment Date
(a) Fixed Rate(s) of Interest: 4.69
per cent. per annum payable annually in arrear
on each Interest Payment Date
from and including
the Interest Commencement Date to but excluding
the Final Maturity Date
4.69 per cent. per annum payable monthly in arrear
on each Interest Payment Date from and including
the Final Maturity Date to but excluding the
Extended Due for Payment Date
(b) Interest Payment Date(s): 10th
August
in each year from and including 10
August 2024
up to and including the Final Maturity
Date
10 September 2032 and the 10th of every month
thereafter up to and including the Extended Maturity
Date
(c) Business Day Convention: Following Business Day
Convention
(d) Business Day(s): London, Oslo
Additional Business Centre(s): Not Applicable
(e) Fixed Coupon Amount(s): NOK93,800
per Calculation Amount
up to and
including the Final Maturity Date
NOK7,816.67 per Calculation Amount
up to and
including the Extended Maturity Date
(assuming no
repayments are made in respect of the Calculation
Amount) otherwise Not Applicable
(f) Initial Broken Amount: Not Applicable
(g) Final Broken Amount: Not Applicable
(h) Day Count Fraction: 30/360
(i) Determination Date(s): 10 August
in each year
up to and including the Final
Maturity Date
10 September 2032 and the 10th of every month
thereafter up to and including the Extended Maturity
Date
16. Floating Rate Covered Bond Provisions: Not Applicable
17. Zero Coupon Covered Bond Provisions: Not Applicable

PROVISIONS RELATING TO REDEMPTION BY THE ISSUER

18. Call Option: Not Applicable
19. Final Redemption Amount of each Covered
Bond:
100.00 per cent.
20. Early Redemption Amount(s) per Calculation
Amount payable on redemption for taxation
Not Applicable

reasons, on acceleration following an Issuer Event of Default or an LLP Event of Default:

GENERAL PROVISIONS APPLICABLE TO THE COVERED BONDS

21. Form of Covered Bonds: Bearer Covered Bonds:
Temporary Global Covered Bond exchangeable for
a
Permanent
Global
Covered
Bond
which
is
exchangeable for Bearer Definitive Covered Bonds
in definitive form only after an Exchange Event
22. New Global Covered Bond: Yes
23. Financial Centre(s) relating to payment dates: London and Oslo
24. Talons for future Coupons to be attached to
Bearer Definitive Covered Bonds (and dates
on which such Talons mature):
No
25. Redenomination,
renominalisation
and
reconventioning provisions:
Not Applicable

PART B – OTHER INFORMATION

1. LISTING

(a) Admission to trading: Application has been made by the Issuer (or on its behalf) for the Covered Bonds to be admitted to trading on the London Stock Exchange's main market and to be listed on the Official List of the FCA with effect from the Issue Date.

(b) Estimate of total expenses related to admission to trading: £4,300

2. RATINGS

The Covered Bonds to be issued are expected to be rated:

S&P: AAA (endorsed by S&P Global Ratings Europe Limited)

Fitch: AAA (endorsed by Fitch Ratings Ireland Limited)

Fitch Ratings Limited and S&P Global Ratings UK Ltd. are established in the UK and are registered in accordance with Regulation (EC) No. 1060/2009 as it forms part of domestic law by virtue of the EUWA (the UK CRA Regulation).

Fitch Ratings Limited endorsed by Fitch Ratings Ireland Limited) has, in its 11 June 2020 publication "Ratings Definitions", described a credit rating of 'AAA in the following terms: "AAA' ratings denote the lowest expectation of default risk. They are assigned only in cases of exceptionally strong capacity for payment of financial commitments. This capacity is highly unlikely to be adversely affected by foreseeable events".

S&P Global Ratings UK Ltd. (endorsed by S&P Global Ratings Europe Limited) has, in its January 2021 publication "Ratings Definitions", described a credit rating of 'AAA in the following terms: "An obligation rated 'AAA' has the highest rating assigned by S&P Global Ratings. The obligor's capacity to meet its financial commitments on the obligation is extremely strong."

3. PROVISIONS RELATING TO THE JUMBO INTEREST RATE SWAPS

BMR Spread: 1.8 per cent.
per annum
Fixed Rate Spread: 1.5 per cent.
per annum
SMR Spread: 3.2 per cent.
per annum

Tracker Rate Spread: 1.7 per cent. per annum

4. REASONS FOR THE OFFER AND ESTIMATED NET PROCEEDS

(i) Reasons for the offer See "Use of Proceeds" in the Base Prospectus
(ii) Estimated net proceeds: NOK650,000,000

5. INTERESTS OF NATURAL AND LEGAL PERSONS INVOLVED IN THE ISSUE

Save as discussed in Subscription and Sale and Transfer and Selling Restrictions, so far as the Issuer and the LLP are aware, no person involved in the issue of the Covered Bonds has an interest material to the offer. The Manager and its affiliates have engaged and may in the future engage in investment banking and/or commercial banking transactions with and may perform other services for the Issuer and/or the LLP and its or their affiliates in the ordinary course of business.

6. OPERATIONAL INFORMATION:

(a) ISIN Code: XS2665721408
(b) Common Code: 266572140
(c) CFI Code: DAFNFB,
as updated, as
set out on the website of
the Association of National Numbering Agencies
(ANNA)
or
alternatively
sourced
from
the
responsible
National
Numbering
Agency
that
assigned the ISIN
(d) FISN: NATIONWIDE
BUIL/4.69EMTN
20320810,
as
updated, as
set out on the website of the Association
of
National
Numbering
Agencies
(ANNA)
or
alternatively sourced from the responsible National
Numbering Agency that assigned the ISIN
(e) Insert here any other relevant codes such as
CUSIP AND CINS codes:
Not Applicable
(f) Names and addresses of additional Paying
Agent(s) (if any):
Not Applicable

(g) Intended to be held in a manner which would allow Eurosystem eligibility:

No. Whilst the designation is specified as "no" at the date of these Final Terms, should the Eurosystem eligibility criteria be amended in the future such that the Covered Bonds are capable of meeting them the Covered Bonds may then be deposited with one of the ICSDs as common safekeeper (and registered in the name of a nominee of one of the ICSDs acting as common safekeeper). Note that this does not necessarily mean that the Covered Bonds will then be recognised as eligible collateral for Eurosystem monetary policy and intra-day credit operations by the Eurosystem at any time during their life. Such recognition will depend upon the ECB being satisfied that Eurosystem eligibility criteria have been

met. (h) Relevant Benchmark(s): Not Applicable 7. DISTRIBUTION US Selling Restrictions: Reg. S Compliance Category 2; TEFRA D 8. YIELD (Fixed Rate Covered Bonds only) Indication of yield: 4.69 per cent. per annum The yield is calculated at the Issue Date on the basis of the Issue Price. It is not an indication of future yield. 9. US FEDERAL INCOME TAX CONSIDERATIONS Not Applicable

Signed on behalf of the Issuer:

By: ___________________________________

By its attorney

Signed on behalf of the LLP:

09 August 2023 | 12:30:25 BST Krishan Hirani

By: ___________________________________ By its attorney Tara Parmar

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