| Constitution date |
01.26.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
| Bond Issue |
|
| Total issue amount |
2,631,000,000 EUR |
| Issue date |
01.31.2007 |
| Rating agencies |
Moody´s |
|
S&P |
| Lead Managers |
Bancaja |
|
Barclays Bank PLC |
|
Calyon |
|
JP Morgan |
| Bond Underwriters and Placement Agents |
Bancaja |
|
Barclays Bank PLC |
|
Calyon |
|
JP Morgan |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
420,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.05% |
| Rating Moody´s |
Aaa (sf) |
| Rating S&P |
AAA (sf) |
| Series A2 |
Amortised |
| Issue amount |
1,537,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.12% |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A3 |
|
| Issue amount |
500,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.19% |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series B |
|
| Issue amount |
65,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.27% |
| Rating Moody´s |
Baa1 (sf) |
| Rating S&P |
D (sf) |
| Series C |
|
| Issue amount |
52,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.50% |
| Rating Moody´s |
Ba1 (sf) |
| Rating S&P |
D (sf) |
| Series D |
|
| Issue amount |
26,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+1.90% |
| Rating Moody´s |
B3 (sf) |
| Rating S&P |
D (sf) |
| Series E |
|
| Issue amount |
31,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4% |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Treasury Account |
Société Générale |
| Financial Swap |
JP Morgan Chase Bank NA |
| Amortisation Account |
Bancaja |
| Financial Structuring |
Bancaja |
|
EdT |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Ernst & Young |
| Fund Auditor |
KPMG Auditores |
