Constitution date |
04.14.2003 |
Early Liquidation |
07.18.2018 |
Securitised assets |
Residential mortgage loans (PTCs/MCs) |
Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
Bond Issue |
|
Total issue amount |
1,000,000,000 EUR |
Issue date |
04.17.2003 |
Rating agencies |
Moody´s |
|
Fitch |
|
S&P |
Lead Managers & Underwriters |
JP Morgan |
|
Bancaja |
Underwriters |
Crédit Foncier |
|
JP Morgan |
Bond Paying Agent |
BNP Paribas |
Series A |
Amortised |
Issue amount |
960,500,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.27% |
Rating Fitch |
AA+sf |
Rating Moody´s |
Aa1 (sf) |
Rating S&P |
AAA (sf) |
Series B |
Amortised |
Issue amount |
24,500,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+0.65% |
Rating Fitch |
AAsf |
Rating Moody´s |
Aa2 (sf) |
Rating S&P |
BB+ (sf) |
Series C |
Amortised |
Issue amount |
15,000,000 EUR |
Interest Rate Index |
3-M Euribor |
Margin |
+1.25% |
Rating Fitch |
Asf |
Rating Moody´s |
Baa3 (sf) |
Rating S&P |
B- (sf) |
Treasury Account |
Citibank |
Financial Swap |
Credit Suisse International |
Financial Structuring |
EdT |
Legal Adviser |
Cuatrecasas |
Securitised Assets Auditor |
Delloite & Touche |
Fund Auditor |
KPMG Auditores |