FRN Variable Rate Fix
11 6월 2011 - 12:10AM
UK Regulatory
TIDM83JS
As Agent Bank, please be advised of the following rate determined on: 10/06/11
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 ¦ 14/06/11 to 12/09/11 Payment Date 12/09/11
Number of Days ¦ 90
Rate ¦ 0.3185 Pool Factor: Pool Factor
Denomination USD ¦ 30,827 ¦ ¦
Amount Payable per Denomination ¦ 24.55 ¦ ¦
Bank of New York
Rate Fix Desk Telephone ¦ 44 1202 689580
Corporate Trust Services Facsimile ¦ 44 1202 689601
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