| Constitution date |
02.02.2006 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja |
| Bond Issue |
|
| Total issue amount |
2,022,600,000 EUR |
| Issue date |
02.07.2006 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Managers |
Bancaja |
|
Barclays Bank PLC |
|
Calyon |
| Bond Underwriters and Placement Agents |
Bancaja |
|
Barclays Bank PLC |
|
Calyon |
|
Dexia Bank |
|
Fortis Bank |
|
IXIS CIB |
|
Banco Pastor |
|
Banco Sabadell |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
200,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.01% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A2 |
|
| Issue amount |
1,700,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.13% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa1 (sf) |
| Series B |
|
| Issue amount |
52,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.28% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aa1 (sf) |
| Series C |
|
| Issue amount |
25,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.56% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa1 (sf) |
| Series D |
|
| Issue amount |
23,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+2.50% |
| Rating Fitch |
BBBsf |
| Rating Moody´s |
Baa1 (sf) |
| Series E |
|
| Issue amount |
22,600,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+4% |
| Rating Fitch |
CCsf |
| Rating Moody´s |
C (sf) |
| Treasury Account |
Société Générale |
| Financial Swap |
JP Morgan Chase Bank NA |
| Financial Structuring |
Bancaja |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Ernst & Young |
| Fund Auditor |
KPMG Auditores |
