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BANCAJA 10 FONDO DE TITULIZACION DE ACTIVOS
Constitution 01.26.2007
Securitised assets Residential mortgage loans (MCs)
Originator Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja.
Bond Issue 2,631,000,000 EUR 01.31.2007 Moody´s S&P
Series A1 (Amortised) 420,000,000 EUR 3−M Euribor + 0.05% Aaa AAA
Series A2 1,537,000,000 EUR 3−M Euribor + 0.12% A1 (sf) AAA (sf)
Series A3 500,000,000 EUR 3−M Euribor + 0.19% A1 (sf) AA (sf)
Series B 65,000,000 EUR 3−M Euribor + 0.27% B2 (sf) CC (sf)
Series C 52,000,000 EUR 3−M Euribor + 0.50% Ca (sf) D (sf)
Series D 26,000,000 EUR 3−M Euribor + 1.90% C D (sf)
Series E 31,000,000 EUR 3−M Euribor + 4.00% C D (sf)
Lead Managers Bancaja
Barclays Bank
Calyon
JPMorgan
Underwriters & Bancaja
Placement Agents Barclays Bank
Calyon
JPMorgan
Paying Agent BNP Paribas
Treasury Account Citibank
Interest Swap JP Morgan Chase Bank NA
Amortisation Account Bancaja
Financial Structuring Bancaja
EdT
Legal Adviser Garrigues
Securitised Assets Auditor Ernst & Young
Fund Auditor KPMG