| Constitution date |
07.05.2006 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Caixa Catalunya |
| Bond Issue |
|
| Total issue amount |
1,525,500,000 EUR |
| Issue date |
07.05.2006 |
| Rating agencies |
Fitch |
|
Moody's |
|
S&P |
| Lead Managers |
Caixa Catalunya |
|
HSBC |
|
Calyon |
| Underwriters |
Caixa Catalunya |
|
HSBC |
|
Calyon |
|
Merrill Lynch International |
|
Banco Santander |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
160,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.02% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Rating S&P |
AAA (sf) |
| Series A2 |
|
| Issue amount |
733,400,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.14% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series A3 |
Amortised |
| Issue amount |
300,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.15% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
A+ (sf) |
| Series A4 |
Amortised |
| Issue amount |
200,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.10% |
| Rating Fitch |
AA-sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
AAA (sf) |
| Series B |
|
| Issue amount |
54,800,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.30% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa1 (sf) |
| Rating S&P |
D (sf) |
| Series C |
|
| Issue amount |
51,800,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.60% |
| Rating Fitch |
CCsf |
| Rating Moody´s |
Caa2 (sf) |
| Rating S&P |
D (sf) |
| Series D |
|
| Issue amount |
25,500,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4.50% |
| Rating Fitch |
Csf |
| Rating Moody´s |
C (sf) |
| Rating S&P |
D (sf) |
| Management Company |
Europea de Titulización, S.G.F.T |
| Treasury Account |
Société Générale |
| Financial Swap |
BBVA |
| Financial Structuring |
GAT |
|
Calyon |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
