Panda Bond Lab

Panda Bond Energy Transition Debt Structuring Workbench

Based on Bloomberg proposal by ex-PBOC official Ma Jun: View Original Post
Issuance Assessment
Favorable: Panda bond issuance yields 145 bps net savings after hedging.
145 bps Advantage
Net CNY Effective Rate
4.30%
3.20% coupon + 1.10% hedge
Annual Interest Savings
$1,450,000
vs $5.75M USD annual service
Total Tenor Savings
$14,500,000
Cumulative over 10 years
Clean Cap. Unlocked
+126 MW
Capex reallocated to solar/wind

Cumulative Debt Service: USD vs Panda Bond

USD Debt Panda Bond (All-in)
Issuer Global Renewable Energy Corp
Issuance Market China Interbank Bond Market (CIBM)
Notional Principal $100,000,000 (approx. ¥723,000,000)
Project Base 500 MW Renewable Portfolio
Base CNY Coupon 3.20% fixed
USD Counterpart Rate 5.75% fixed
Hedging / FX Mechanism Full Cross-Currency Swap (+1.10%)
Net Effective Rate 4.30%
Gross Rate Spread 255 bps (Gross) / 145 bps (Net)
Cumulative Debt Savings $14,500,000