| Constitution date |
11.15.2006 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Banco de Valencia |
| Bond Issue |
|
| Total issue amount |
911,000,000 EUR |
| Issue date |
11.20.2006 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Managers |
Bancaja |
|
Deutsche Bank |
| Bond Underwriters and Placement Agents |
Bancaja |
|
Deutsche Bank |
|
DZ Bank |
|
IXIS CIB |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
90,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.03% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A2 |
Amortised |
| Issue amount |
780,700,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.15% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa1 (sf) |
| Series B |
Amortised |
| Issue amount |
20,800,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.32% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
A3 (sf) |
| Series C |
Amortised |
| Issue amount |
9,100,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.51% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Ba1 (sf) |
| Series D |
Amortised |
| Issue amount |
10,400,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+3.50% |
| Rating Fitch |
CCCsf |
| Rating Moody´s |
Caa2 (sf) |
| Treasury Account |
Barclays |
| Financial Swap |
BBVA |
| Financial Structuring |
Bancaja |
| Legal Adviser |
Clifford Chance |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
