General information |
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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. |
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Issue date |
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Credit Enhance |
Sen/Sub, Res. fund |
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Reference interest rate |
3 month EURIBOR converted (ACT/365) |
Risk weight |
50% |
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Payment |
Quarterly |
Pricing info |
Bloomberg: HYPO 1 <Mtge><Go> |
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Currency |
EUR |
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Class A1 |
Class A2 |
Class B |
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Spread |
0.11% |
0.24% |
0.50% |
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Initial class size |
123,946,760.00 |
111,180,243.72 |
13,014,409.80 |
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Number of bonds |
1,000 |
897 |
105 |
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Initial rating Moody's/ Fitch |
Aaa/AAA |
Aaa/AAA |
A3/A- |
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Current rating Moody's / Fitch |
Aaa/AAA |
Aaa/AAA |
A3/A- |
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Payments |
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Euribor fixing for last pmt date |
3.597% |
(On 26/10/2006) |
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Last payment date |
30-Jan-2006 |
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Next payment date |
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(last payment date) |
Class A1 |
Class A2 |
Class B |
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Period coupon |
- |
3.837% |
4.097% |
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Interest payment |
- |
149,538.87 |
59,139.15 |
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Interest per bond |
- |
166.71 |
563.23 |
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Balance before last pmt |
- |
15,462,082.35 |
5,726,780.85 |
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Principal redemption last pmt |
- |
15,462,082.35 |
5,726,780.85 |
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Balance after last pmt |
- |
- |
- |
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Principal per bond |
- |
17,237.55 |
54,540.77 |
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Bond factor |
- |
0.0 |
0.0 |
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Expected Average Life (8 CPR) |
- |
2.96 |
3.53 |
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Expected final maturity (8 CPR) |
- |
30-Jan-2007 |
30-Jan-2007 |
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Future Payments |
Class A1 |
Class A2 |
Class B |
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Euribor fixing for paym date |
0 |
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Period Coupon (31/07/2006 - 30/10/2006) |
0 |
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Interest Payment (30/10/2006) |
0 |
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Interest Payment per bond (30/10/2006) |
0 |
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Performance |
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Delinquencies |
30 Days |
60 Days |
90 Days |
> 90 Days |
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Number |
16 |
1 |
1 |
1 |
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Principal
Balance |
630,084.25 |
39,717.36 |
3,679.37 |
28,063.05 |
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% Loans
Outstanding |
2.828% |
0.178% |
0.017% |
0.126% |
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Defaults |
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Number |
0 |
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Principal
Balance |
0 |
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% Loans
Outstanding |
0.0% |
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Cumulative
Defaults |
1,659,407 |
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Cumul.
Defaults / Orig. Balance |
0.67% |
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Prepayments |
CPR |
Prepayments + Defaults |
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November
1997 |
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9.15% |
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December
1997 |
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3.97% |
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January
1998 |
4.29% |
4.33% |
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February
1998 |
3.64% |
3.68% |
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March
1998 |
4.04% |
4.24% |
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April
1998 |
16.32% |
16.32% |
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May 1998 |
20.69% |
20.68% |
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June
1998 |
18.36% |
18.39% |
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July
1998 |
21.16% |
21.27% |
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August
1998 |
11.25% |
11.26% |
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September
1998 |
10.87% |
10.96% |
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October
1998 |
6.07% |
6.50% |
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November
1998 |
15.19% |
15.22% |
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December
1998 |
25.06% |
25.02% |
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January
1999 |
21.15% |
21.43% |
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February
1999 |
21.03% |
21.00% |
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March
1999 |
22.14% |
22.45% |
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April
1999 |
50.34% |
51.00% |
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May 1999 |
69.03% |
68.90% |
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June
1999 |
64.04% |
63.97% |
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July
1999 |
60.34% |
60.18% |
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August
1999 |
46.49% |
46.36% |
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September
1999 |
42.94% |
43.20% |
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October
1999 |
12.56% |
12.54% |
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November
1999 |
12.58% |
12.57% |
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December
1999 |
8.66% |
8.68% |
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January
2000 |
9.09% |
9.10% |
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February
2000 |
3.32% |
3.90% |
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March
2000 |
2.72% |
2.76% |
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April
2000 |
3.78% |
3.82% |
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May 2000 |
6.34% |
7.28% |
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June
2000 |
4.18% |
4.56% |
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July
2000 |
3.43% |
3.77% |
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August
2000 |
1.83% |
2.92% |
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September
2000 |
2.45% |
2.49% |
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October
2000 |
3.98% |
4.02% |
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November
2000 |
3.90% |
3.95% |
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December
2000 |
4.76% |
5.12% |
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January
2001 |
2.17% |
2.22% |
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February
2001 |
2.38% |
2.43% |
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March
2001 |
4.89% |
5.31% |
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April
2001 |
1.45% |
1.69% |
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May 2001 |
6.10% |
6.14% |
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June
2001 |
0.91% |
0.97% |
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July
2001 |
2.78% |
3.05% |
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August
2001 |
4.26% |
4.39% |