| Constitution date |
03.04.2002 |
| Early Liquidation |
01.20.2009 |
| Securitised assets |
SME Loans |
| Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
| Bond Issue |
|
| Total issue amount |
600,000,000 EUR |
| Issue date |
03.07.2002 |
| Rating agencies |
Moody´s |
|
Fitch |
| Lead Managers National Tranche |
Bancaja |
| Lead Managers International Tranche |
JP Morgan |
| Underwriters National Tranche |
Bancaja |
| Underwriters International Tranche |
Crédit Agricole Indosuez |
| Bond Paying Agent |
Bancaja |
| Series A1(G) |
Amortised |
| Issue amount |
264,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.015% |
| Guarantee |
Spanish State |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A1 |
Amortised |
| Issue amount |
66,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.38% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa2 (sf) |
| Series A2(G) |
Amortised |
| Issue amount |
194,400,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.06% |
| Guarantee |
Spanish State |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A2 |
Amortised |
| Issue amount |
48,600,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.48% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa2 (sf) |
| Series B |
Amortised |
| Issue amount |
27,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+1.80% |
| Rating Fitch |
BBB+sf |
| Rating Moody´s |
Baa2 (sf) |
| Treasury Account |
Bancaja |
| Financial Structuring |
EdT |
| Legal Adviser |
Cuatrecasas |
| Securitised Assets Auditor |
Arthur Andersen |
| Fund Auditor |
Ernst & Young |
