DEMONSTRATION ENVIRONMENT — fictitious & illustrative data · not an offer, solicitation or investment advice · pre-registration preview
Senior secured bonds · €20–100 million · DACH first

Debt capital markets,
sized for the Mittelstand.

VanillaBonds brings the proven Nordic bond format to continental Europe’s mid-caps: standardised senior secured bonds — priced, governed and tradeable — arranged in weeks, not quarters, and placed into a standing professional investor circle.

60non-Nordic issuers tracked in our dataset
E+450–975coupon range in today’s mid-cap format
1.0–1.5%target all-in arranging fee (vs 2.5–5% historic)
€20–100mthe issue size nobody serves — the missing middle
The problem

Europe’s funding map has a hole in the middle

Bank syndicate desks don’t clear their cost base below roughly €75–100m. The Schuldschein sweet spot sits around a €205m average ticket — and its 2024–26 trust break (Varta, BayWa, KTM) pushed exactly the unrated, smaller and non-German names out. Syndicated high yield starts near €200m. In between sits the ordinary, healthy European mid-cap — with nowhere to issue.

€10m€25m€50m €100m€250m€500m issue size (log scale) House-bank & club loans THE GAP €20–100m ← VanillaBonds band Bank DCM ≥ €100m uneconomic below this line → Schuldschein · avg €205m Synd. HY ≥€200m ⚡ Schuldschein trust break 2024–26: Varta ≈90% haircut · BayWa €800m+ restructuring · KTM 70% write-down
Our own dataset of 60 verified non-Nordic issuers shows the format effectively does not exist below €25m and averages €100–110m market-wide — the deepest unserved gap lies between bank lending and the institutional formats. Design headroom to €300m; growth via repeat issuers (Katjes grew from ~€110m to €185m outstanding).
Why now

Three doors opened at once

The Schuldschein trust break

Varta (≈90% haircut via StaRUG cram-down), BayWa (€800m+ across ~255 holders) and KTM (70% write-down) broke the implicit-safety promise. The market didn’t shrink — ~€24bn in 2025 — but investors turned selective, pushing unrated, smaller and non-German names towards alternatives.

We sell explicitly priced, governed, tradeable risk — never “safer”.

Banks can’t make small pay

Investment-grade benchmark fees run 0.25–0.45%; mid-cap placements historically cost 2.5–5% all-in. Below ≈€75–100m no syndicate desk clears its cost base — so healthy mid-caps stay trapped in loan formats they have outgrown.

Standardisation compresses the fee to 1.0–1.5% — then the coupon.

The buyers already exist

Frankfurt manages >€700m in dedicated Nordic HY money. Family offices doubled private-debt allocations to 4–5%. Green mandates are starved of real EUR mid-cap paper. And since KFM’s fund liquidation, standing German mid-cap bond demand has no home.

Latent demand becomes tickets when analysis costs drop.
The format

One standard. Six to eight weeks. Tradeable from day one.

  • Senior secured, trustee-governed — Nordic Trustee model: if the platform disappeared tomorrow, a tradeable security with a trustee remains.
  • Floating-rate note, 3m EURIBOR + 450–975 — 3–4 year tenor, standard call schedule.
  • Covenants from a standard menu — incurrence-based net leverage, FCCR, dividend basket, change-of-control put; co-written with the founding investor circle.
  • Standardised disclosure — one data room, quarterly reporting through the platform, covenant certificates on file.
  • Listed & tradeable — Börse Frankfurt Open Market / Euronext Oslo; institutional denominations.
  • 6–8 weeks from mandate to settlement — one process, one document set, a standing professional book.

What arranging actually costs

ChannelArranging / placement feeBasis
Investment-grade benchmark0.25–0.45%FCA market study, 793 deals
Syndicated high yieldavg 1.25% (B ≈1.5%)FCA market study, 306 deals
German Mittelstandsanleihen (2010–16)2.5–5% · all-in ≈4.5%trade sources
Nordic-format mid-market today1.5–3%practitioner estimate
VanillaBonds target1.0–1.5%our target — to be proven

The fee is the certain saving. The strategic one is coupon compression through broader competition in the book — the claim we will only make once our own deal data proves it.

The credit filter

What we decline is the product

Visible refusal

Everything outside the profile is declined — visibly, even when it costs revenue. Declined issuers are, with consent, referred to private-credit partners. One avoidable default in the first ten deals is deadlier than ten missed deals.

Published rejection statistics

Every quarter we publish anonymised filter data. This segment produces real defaults (our 60-name dataset contains one default and one standstill) — we price risk and govern it; we don’t pretend it away.

Q2 2026 (demo): 24 reviewed → 9 met profile → 2 mandates in negotiation
Two sides, one standard

For investors & for issuers

Investors — the Founding Circle

8–12 anchor accounts — entrepreneur money, multi-family offices, green mandates, specialist bondpickers — co-write the standard and get what followers never will:

  • A standards seat: the covenant menu, disclosure set and deal profile are written with you, not for you.
  • Guaranteed allocation: good books in this format get oversubscribed (recent precedent: 3.6×) and scaled back — anchors keep their full ticket.
  • A filtered origination stream: origination is every credit investor’s bottleneck; ours arrives standardised, monitored, trustee-governed.
  • The data: comparable credit information across a segment that has none — plus the quarterly Monitor, free.
Professional and semi-professional investors only. No retail, in any form.

Issuers — grow with your paper

For CFOs of companies with €8m+ EBITDA who have outgrown bilateral loans but are invisible to bank DCM:

  • One process, 6–8 weeks: standard documentation, one data room, a standing book — not a nine-month odyssey.
  • All-in target 1.0–1.5% against 2.5–5% historic mid-cap placement costs; amortised over five years the difference is real money.
  • No bank balance-sheet dependency: diversify funding while keeping your house bank for what it is good at.
  • Repeat issuance grows with you: the format carries €20m experiments to €300m programmes — the second issue is the cheapest capital you will ever raise.
Check your deal against Profile #1 in the New Issues section.
Process

Mandate to listing in six steps

Profile check48-hour screen against the published deal profile — pass or referred.
Credit workData room, audited figures, monitoring set-up. Weeks 1–3.
Standard docsCovenant menu, security package, trustee appointed. Weeks 3–5.
BookbuildAnchors pre-committed; 48-hour early look; open book. Weeks 5–7.
Pricing & settlementPriced on demand, settled T+5 via paying agent.
Listed & monitoredExchange listing, quarterly disclosure, covenant certificates.
The Monitor

DACH Nordic Bond Monitor

The quarterly state of the continental mid-cap bond market: every new issue, coupon, spread, maturity and default — built on our 60-issuer dataset. The systematic coverage this segment lost when the last dedicated barometer stopped in 2023.

tracked issues outstanding
tracked volume outstanding
median indicative spread
2 / 60defaults & standstills in dataset
Secondary market · indicative levels · demo data as of 3 July 2026

The Market

Continental issuers in the Nordic bond format, from our verified dataset. Prices, spreads and order-book depth shown here are illustrative. Click any line for terms, covenants and disclosure history.

outstanding (tracked)
bonds listed
median spread (FRN-equiv.)
average price
distressed
New-issue statistics · trailing 12 months
new issues priced
volume printed
average tenor at issue
median spread at issue (FRN-equiv.)
average order-book cover, where disclosed
Issuer Ctry Sector Size €m Coupon Price Δ par Indic. yield Books Maturity Status
Market map

Spread vs. size — why the gap exists

Each dot is one tracked bond (FRN spread, or fixed coupon converted to a spread over 3m EURIBOR at 2.08%). The gold band marks the €20–100m missing middle: small issues pay wide spreads today precisely because analysis costs and thin books keep competition out — the compression opportunity the platform is built on.
Refinancing calendar

Where the next mandates come from

Nordic FRNs typically refinance ~12 months before maturity via their call schedules — this calendar is nearer than it looks. Every bar below is origination: the deals must be refinanced somewhere, and the incumbent arranger has no structural lock-in.

tracked volume maturing 2026–2028
refi windows already open (maturity ≤ 12 months out)
the 2029–2030 wall behind it
Maturing tracked volume by year (performing and watch names; called, defaulted and standstill lines excluded). Gold bars: maturities whose ~12-months-early refi window opens by mid-2027 — live mandate conversations. Demo data as of July 2026.
Next refi conversations (maturities within 30 months · window = maturity − 12m)
Primary market · demonstration

New Issues

Left: a live bookbuild on a sample transaction — watch the book fill, place a demo order, price the deal. Right: the issuer side — check a company against Deal Profile #1 and get an indicative spread and all-in cost comparison.

Voltaria Grid Components GmbH

Fictional sample issuer · Landshut, DE · transformer components for grid build-out (TSO/DSO supply chain)
BOOKS OPEN
Size€30m
FormatSr. secured FRN
Guidance3mE + 525a
Tenor3.75y (2030)
UseGreen capex
Leverage2.7× net

Order book

1.0× (€30m)1.5×2.0×
Anchors (pre-committed) Open book
TimeAccountTicketLimit
Demo order entry — joins the book as “You”. Tickets €0.5–5.0m.
Pricing unlocks at 1.3× coverage.
Deal timeline
  • Mandated & profile check passed · 26 May 2026
  • Anchor early look (48h) — €19.5m pre-committed (65%) · 30 Jun
  • Books open · 3 Jul, 09:00 CET
  • Pricing — spread set inside guidance by book depth
  • Allocations — anchors full; open book pro-rata; hot money de-prioritised
  • Settlement T+5 — paying agent, trustee in place
  • Listing — Börse Frankfurt Open Market · ongoing disclosure via platform
Sample transaction with fictitious accounts. Allocation policy: anchors take no scale-back; event-driven/hot-money accounts are book-fill only, never the face of the market.
For issuers

Check your deal against Profile #1

The published filter for our first transactions. Answer honestly — everything outside the profile is declined visibly (and, with your consent, referred).

Implied net leverage: 2.8×
We commit to ongoing quarterly disclosure and covenant reporting through the platform.

Why anchors see your deal first

Deal one is built demand-first: 60–80% of the book is pre-committed by a founding circle that co-wrote the covenant standard. You launch into certainty of placement, not into hope — the anchors underwrite your company, not the platform.