| Constitution date |
11.07.2005 |
| Early Liquidation |
04.26.2011 |
| Securitised assets |
SME Loans |
| Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
| Bond Issue |
|
| Total issue amount |
1,524,000,000 EUR |
| Issue date |
11.10.2005 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Managers |
Bancaja |
|
JP Morgan |
|
Merrill Lynch International |
|
Société Générale |
| Underwriters |
Bancaja |
|
JP Morgan |
|
Merrill Lynch International |
|
Société Générale |
|
Banco Pastor |
| Bond Paying Agent |
Banco Cooperativo Español |
| Series A1 |
Amortised |
| Issue amount |
842,300,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.06% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A2 |
Amortised |
| Issue amount |
300,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.10% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A3(G) |
Amortised |
| Issue amount |
237,600,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.01% |
| Guarantee |
Spanish State |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series B |
Amortised |
| Issue amount |
71,300,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.31% |
| Rating Fitch |
Asf |
| Rating Moody´s |
A2 (sf) |
| Series C |
Amortised |
| Issue amount |
23,300,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.58% |
| Rating Fitch |
BBB+sf |
| Rating Moody´s |
Ba2 (sf) |
| Series D |
Amortised |
| Issue amount |
25,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+2.35% |
| Rating Fitch |
Bsf |
| Rating Moody´s |
Caa1 (sf) |
| Series E |
Amortised |
| Issue amount |
24,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4% |
| Rating Fitch |
CC/DR4sf |
| Rating Moody´s |
C (sf) |
| Treasury Account |
Banco Santander |
| Financial Structuring |
Bancaja |
| Legal Adviser |
J&A Garrigues |
| Securitised Assets Auditor |
Ernst & Young |
| Fund Auditors |
Deloitte |
|
Ernst & Young |
