| 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 |