ABN Amro to release second iBoxx-linked note

The iBoxx 40 composition is derived from the iBoxx European corporates non-financials overall index, an index of around 300 corporate credits whose constituent bonds are priced by seven investment banks, including ABN Amro.

The notes will be issued in fixed-rate format and will pay an annual coupon with a five-year maturity. The credit exposure of the notes will be derived synthetically using credit default swaps.

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