FRN Variable Rate Fix
10 3월 2012 - 1:27AM
UK Regulatory
TIDM83JS
As Agent Bank, please be advised of the following rate determined on: 08/03/12
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 ¦ 12/03/12 to 12/06/12 Payment Date 12/06/12
Number of Days ¦ 92
Rate ¦ 0.54355 Pool Factor: Pool Factor
Denomination USD ¦ 24,017 ¦ ¦
Amount Payable per Denomination ¦ 33.36 ¦ ¦
Bank of New York
Rate Fix Desk Telephone ¦ 44 1202 689580
Corporate Trust Services Facsimile ¦ 44 1202 689601
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