HYPO-G

General information

 

 

 

 

 

Clean up Call

 

In accordance with condition 9.1. of the Notes, Hypo-G s.a. has decided to early redeem all outstanding Notes A2 (ISIN BE 0002313824) and B (ISIN BE 0002314830) on January 30, 2007.

 

 

 

 

Issue date

30-Oct-1997

Credit Enhance

Sen/Sub, Res. fund

 

Reference interest rate

3 month EURIBOR converted (ACT/365)

Risk weight

50%

 

Payment

Quarterly

Pricing info

Bloomberg: HYPO 1 <Mtge><Go>

 

Currency

EUR

 

 

 

 

 

 

 

 

 

Class A1

Class A2

Class B

 

Spread

0.11%

0.24%

0.50%

 

Initial class size

123,946,760.00

111,180,243.72

13,014,409.80

 

Number of bonds

1,000

897

105

 

Initial rating Moody's/ Fitch

Aaa/AAA

Aaa/AAA

A3/A-

 

Current rating Moody's / Fitch

Aaa/AAA

Aaa/AAA

A3/A-

 

 

 

 

 

 

Payments

 

 

 

 

Euribor fixing for last pmt date

3.597%

(On 26/10/2006)

 

 

Last payment date

30-Jan-2006

 

 

 

Next payment date

 

 

 

 

 

 

 

 

 

(last payment date)

Class A1

Class A2

Class B

 

Period coupon

-

3.837%

4.097%

 

Interest payment

-

149,538.87

59,139.15

 

Interest per bond

-

166.71

563.23

 

Balance before last pmt

-

15,462,082.35

5,726,780.85

 

Principal redemption last pmt

-

15,462,082.35

        5,726,780.85

 

Balance after last pmt

-

-

-

 

Principal per bond

-

17,237.55

54,540.77

 

Bond factor

-

0.0

0.0

 

Expected Average Life (8 CPR)

-

2.96

3.53

 

Expected final maturity (8 CPR)

-

30-Jan-2007

30-Jan-2007

 

 

 

 

 

 

Future Payments

Class A1

Class A2

Class B

 

Euribor fixing for paym date

0

 

 

 

Period Coupon (31/07/2006 - 30/10/2006)

0

 

 

 

Interest Payment (30/10/2006)

0

 

 

 

Interest Payment per bond (30/10/2006)

0

 

 

 

 

 

 

 

 

Performance

 

 

 

 

Delinquencies

30 Days

60 Days

90 Days

> 90 Days

Number

16

1

1

1

Principal Balance

630,084.25

39,717.36

3,679.37

28,063.05

% Loans Outstanding

2.828%

0.178%

0.017%

0.126%

 

 

 

 

 

Defaults

 

 

 

 

Number

0

 

 

 

Principal Balance

0

 

 

 

% Loans Outstanding

0.0%

 

 

 

Cumulative Defaults

1,659,407

 

 

 

Cumul. Defaults / Orig. Balance

0.67%

 

 

 

 

 

 

 

 

Prepayments

CPR

Prepayments + Defaults

 

 

November 1997

 

9.15%

 

 

December 1997

 

3.97%

 

 

January 1998

4.29%

4.33%

 

 

February 1998

3.64%

3.68%

 

 

March 1998

4.04%

4.24%

 

 

April 1998

16.32%

16.32%

 

 

May 1998

20.69%

20.68%

 

 

June 1998

18.36%

18.39%

 

 

July 1998

21.16%

21.27%

 

 

August 1998

11.25%

11.26%

 

 

September 1998

10.87%

10.96%

 

 

October 1998

6.07%

6.50%

 

 

November 1998

15.19%

15.22%

 

 

December 1998

25.06%

25.02%

 

 

January 1999

21.15%

21.43%

 

 

February 1999

21.03%

21.00%

 

 

March 1999

22.14%

22.45%

 

 

April 1999

50.34%

51.00%

 

 

May 1999

69.03%

68.90%

 

 

June 1999

64.04%

63.97%

 

 

July 1999

60.34%

60.18%

 

 

August 1999

46.49%

46.36%

 

 

September 1999

42.94%

43.20%

 

 

October 1999

12.56%

12.54%

 

 

November 1999

12.58%

12.57%

 

 

December 1999

8.66%

8.68%

 

 

January 2000

9.09%

9.10%

 

 

February 2000

3.32%

3.90%

 

 

March 2000

2.72%

2.76%

 

 

April 2000

3.78%

3.82%

 

 

May 2000

6.34%

7.28%

 

 

June 2000

4.18%

4.56%

 

 

July 2000

3.43%

3.77%

 

 

August 2000

1.83%

2.92%

 

 

September 2000

2.45%

2.49%

 

 

October 2000

3.98%

4.02%

 

 

November 2000

3.90%

3.95%

 

 

December 2000

4.76%

5.12%

 

 

January 2001

2.17%

2.22%

 

 

February 2001

2.38%

2.43%

 

 

March 2001

4.89%

5.31%

 

 

April 2001

1.45%

1.69%

 

 

May 2001

6.10%

6.14%

 

 

June 2001

0.91%

0.97%

 

 

July 2001

2.78%

3.05%

 

 

August 2001

4.26%

4.39%

 

 

September 2001

4.59%

4.89%

 

 

October 2001

0.92%

0.99%

 

 

November 2001

7.95%

8.18%

 

 

December 2001

4.51%

4.75%

 

 

January 2002

6.72%

6.76%

 

 

  February 2002

4.43%

4.46%

 

 

  March 2002

4.88%

4.93%

 

 

April 2002

3.69%

3.74%

 

 

May 2002

2.88%

3.25%

 

 

June 2002

6.34%

6.38%

 

 

July 2002

5.96%

6.10%

 

 

August 2002

5.56%

5.59%

 

 

September 2002

2.74%

2.80%

 

 

October 2002

4.20%

4.69%

 

 

November 2002

5.16%

5.21%

 

 

December 2002

2.36%

3.55%

 

 

January 2003

7.51%

7.94%

 

 

February 2003

0.81%

0.89%

 

 

March 2003

2.09%

2.16%

 

 

April 2003

8.27%

8.30%

 

  

May 2003

8.15%

9.40%

 

  

June 2003

10.63%

12.20%

 

 

Jul-2003

10.08%

10.74%

 

 

Aug-2003

13.29%

13.29%

 

 

Sep-2003

13.00%

13.00%

 

 

Oct-2003

17.92%

19.70%

 

 

Nov-2003

53.08%

53.08%

 

 

Dec-2003

32.74%

32.74%

 

 

Jan-2004

9.44%

10.30%

 

 

Feb-2004

3.38%

3.38%

 

 

Mar-2004

12.06%

12.06%

 

 

Apr-2004

7.59%

11.04%

 

 

May-2004

8.41%

8.41%

 

 

June-2004

19.22%

19.22%

 

 

July-2004

22.42%

22.42%

 

 

Aug-2004

12.00%

12.00%

 

 

Sep-2004

10.17%

10.17%

 

 

Oct-04

7.23%

7.23%

 

 

Nov-04

17.66%

17.66%

 

 

Dec-04

22.62%

22.62%

 

 

Jan-05

18.44%

18.44%

 

 

Feb-05

16.10%

16.10%

 

 

Mar-05

28.90%

28.90%

 

 

Apr-05

46.35%

46.35%

 

 

May-05

44.09%

44.09%

 

 

June-05

40.42%

40.42%

 

 

July-05

35.39%

35.39%

 

 

Aug-05

29.14%

29.14%

 

 

Sep-05

41.77%

41.77%

 

 

Oct-05

29.77%

29.77%

 

 

Nov-05

33.37%

33.37%

 

 

Dec-05

24.79%

24.79%

 

 

Jan-06

33.38%

33.38%

 

 

Feb-06

17.14%

17.14%

 

 

Mar-06

16.59%

16.59%

 

 

Apr-06

14.52%

14.52%

 

 

May-06

10.47%

10.47%

 

 

Jun-06

22.02%

22.02%

 

 

Jul-06

6.26%

6.26%

 

 

Aug-06

4.59%

4.59%

 

 

Sep-06

9.75%

9.75%

 

 

Oct-06

20.78%

20.78%

 

 

Nov-06

12.82%

12.82%

 

 

 Dec-06

 6.01%

 6.01%