FRN Variable Rate Fix
13 12월 2010 - 7:55PM
UK Regulatory
TIDM83JS
As Agent Bank, please be advised of the following rate determined on: 09/12/2010
Issue ¦ SERIES 2007-1E SWAN TRUST - USD 800,000,000 Class A1 Mortgage Backed FRN 12 Jun 2038
ISIN Number ¦ XS0302448187
ISIN Reference ¦ 30244818
Issue Nomin USD ¦ 800,000,000
Period ¦ 13/12/2010 to 14/03/2011 Payment Date 14/03/2011
Number of Days ¦ 91
Rate ¦ 0.37219 Pool Factor: Pool Factor
Denomination USD ¦ 35,239 ¦ ¦
Amount Payable per Denomination ¦ 33.15 ¦ ¦
Bank of New York
Rate Fix Desk Telephone ¦ 44 1202 689580
Corporate Trust Services Facsimile ¦ 44 1202 689601
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