Series 2007-1E Swan Trust



As Agent Bank, please be advised of the following rate determined on: 10-Sep-2008
Issue              ๏ฟฝ Series 2007-1E Swan Trust - Class A1
                     USD 800,000,000.00 Mortgage Backed FRN Due Jun-2038
ISIN Number        ๏ฟฝ XS0302448187
Common Code / 144A ๏ฟฝ
 ISIN
Issue Nomin USD    ๏ฟฝ 800,000,000.00
Period             ๏ฟฝ 12-Sep-2008 to 12-Dec-2008            Payment Date 12-Dec-2008
Number of Days     ๏ฟฝ 91
Rate               ๏ฟฝ 2.88875                            Pool Factor: 0.688926757
Denomination USD   ๏ฟฝ 100,000.00            ๏ฟฝ                      ๏ฟฝ

Amount Payable per ๏ฟฝ 503.06                ๏ฟฝ                      ๏ฟฝ
 Denomination

Bank of New York
Rate Fix Desk                              Telephone       ๏ฟฝ 44 1202 689580
Corporate Trust Services                   Facsimile       ๏ฟฝ 44 1202 689601
Jp Morg.au A1 (LSE:83JS)
๊ณผ๊ฑฐ ๋ฐ์ดํ„ฐ ์ฃผ์‹ ์ฐจํŠธ
๋ถ€ํ„ฐ 6์›”(6) 2024 ์œผ๋กœ 7์›”(7) 2024 Jp Morg.au A1 ์ฐจํŠธ๋ฅผ ๋” ๋ณด๋ ค๋ฉด ์—ฌ๊ธฐ๋ฅผ ํด๋ฆญ.
Jp Morg.au A1 (LSE:83JS)
๊ณผ๊ฑฐ ๋ฐ์ดํ„ฐ ์ฃผ์‹ ์ฐจํŠธ
๋ถ€ํ„ฐ 7์›”(7) 2023 ์œผ๋กœ 7์›”(7) 2024 Jp Morg.au A1 ์ฐจํŠธ๋ฅผ ๋” ๋ณด๋ ค๋ฉด ์—ฌ๊ธฐ๋ฅผ ํด๋ฆญ.