Australian Bond Exchange

C2 Market Linked Products Series 2023/1 – Ford Motor Co

You can now invest in an Australian dollar, fixed coupon, credit linked security over Ford Motor Company targeting a 6.00-6.50% per annum return.

Ford Motor Company designs, manufactures, and services cars and trucks. The Company also provides vehicle-related financing, leasing, and insurance through its subsidiary.

Ford Motor Company is a leading automaker established in 1903, known for its production of popular models such as the Model T, Mustang, and F-Series. It is a multinational company with a presence in over 190 markets and offers a wide range of vehicles, including cars, trucks, SUVs, and commercial vehicles. In recent years, Ford has made a strategic shift towards electrification and autonomous driving technology. Despite industry challenges, it remains a major player in the global market with a strong brand reputation.

Ford is a listed global household name (NY Stock Exchange: F) with a market capitalisation of USD 54B.

Key Information

  • Issuer: C2 Specialist Investments Pty Ltd
  • Target Rate: 6.25% per annum paid every 3 months
  • 3.75-year note (Reference asset scheduled maturity date 20 December 2026, subject to any credit events).   
  • Issue Price: $100
  • ABE Code: C2FF062526
  • Minimum Investment: A$10,000
  • Currency: The note is denominated in AUD. All Coupons and any Final Value is delivered in Australian dollars.

 

Reference Entity: Ford Motor Co

Reference Asset:

  • Ford Motor Company USD generic Credit Default Swap (CDS) contract
  • Bloomberg Name: FCO CDS USD SR 4Y D14
  • Standard Reference Obligation: Ford Motor 4.346% bond maturing 8 December 2026, USD/US345370CR99
  • Bloomberg Name: F 4.346 12/08/26
  • Bloomberg ISIN: US345370CR99
  • Debt Type: Senior

 

Risks

The risks listed below are some of the risks associated with the activities of an investment in Yield Enhanced Securities. For a comprehensive description of the risks, please refer to the Key Risks section of the Term Sheet PDS.

Credit Risk: Defaults on the underlying security may result in a loss of principal invested and/or interest due under those bonds and the underlying CDS contracts.

This risk is mitigated by:

  • the size and global reach of the underlying security;
  • the use of Tier One International banking partner

Bond and CDS Market Risk: A material decline in the value of Ford brand in relevant market segments will erode the value of the Notes and the underlying CDS contracts.

This risk is mitigated by:

  • the factors referred to under ‘Credit Risk’ above;

Liquidity risk. You may not be able to realise your investment when you want to. The Issuer Buy-Back facility is at the discretion of the Issuer. Issuer Buy-Back requests are determined at the Issuer’s discretion.

This risk is mitigated by:

  • the Australian Bond Exchange will facilitate the secondary market to enhance liquidity