| Constitution date |
02.19.2007 |
| Securitised assets |
Residential mortgage loans (PTCs) |
| Originator |
BBVA |
| Bond Issue |
|
| Total issue amount |
2,500,000,000 EUR |
| Issue date |
02.22.2007 |
| Rating agencies |
Fitch |
|
Moody´s |
| Lead Managers |
BBVA |
|
HSBC |
|
RBS |
|
Société Générale |
| Underwriters & Placement Agents |
BBVA |
|
HSBC |
|
RBS |
|
Société Générale |
|
ABN AMRO |
|
Calyon |
|
Dresdner Kleinwort Wasserstein |
|
Lehman Brothers |
| Bond Paying Agent |
Société Générale |
| Series A1 |
Amortised |
| Issue amount |
400,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.05% |
| Rating Fitch |
AAAsf |
| Rating Moody´s |
Aaa (sf) |
| Series A2 |
Amortised |
| Issue amount |
1,400,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.13% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Aa1 (sf) |
| Series A3 |
|
| Issue amount |
495,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.22% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa1 (sf) |
| Series B |
|
| Issue amount |
120,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.30% |
| Rating Fitch |
AAsf |
| Rating Moody´s |
Aa1 (sf) |
| Series C |
|
| Issue amount |
85,000,000 EUR |
| Interest Rate Index |
3-M Euribor |
| Margin |
+0.54% |
| Rating Fitch |
Asf |
| Rating Moody´s |
Baa3 (sf) |
| Treasury Account |
Société Générale |
| Financial Swap |
BBVA |
| Financial Structuring |
BBVA |
|
EdT |
| Legal Adviser |
Uría Menéndez |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
