FRN Variable Rate Fix
13 12월 2007 - 12:30AM
UK Regulatory
Series 2007-1E Swan Trust
Issue Name: SERIES 2007-1E SWAN TRUST
USD 800,000,000 Class A1 Mortgage Backed Floating Rate
Notes due June 2038
ISIN Code: XS0302448187
Interest Rate: 5.202500%
Base Rate: 5.132500%
Interest Period: 12-Sep-07 to 12-Mar-08
Day Count Method: Actual/360
Number of Days in Period: 91
Payment Date: 12-Mar-08
Next Pool Factor: 0.854616997930
Denomination: Coupon:
---------------- ----------------
100,000.00 USD 1,123.89
Jp Morg.au A1 (LSE:83JS)
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