General information |
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Issue date |
25-May-1998 |
Credit Enhance |
Sen/Sub,
Res. fund |
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Reference
interest rate |
EURIBOR
3m |
Risk weight. |
50% |
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Payment |
Quarterly |
Pricing info |
Reuters
DEXIAABS |
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Currency |
EURO |
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Bloomberg MBS
3<MTGE><GO> |
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Class A1 |
Class A2 |
Class A3 |
Class B |
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Spread |
0.08% |
0.16% |
0.24% |
0.45% |
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Initial class size (Renominalised) |
74,367,600 |
88,001,660.00 |
77,466,250.00 |
8,056,490.00 |
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Number of bonds (EUR 123,946) |
600 |
710 |
625 |
65 |
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Initial rating
Moody's / Fitch |
Aaa / AAA |
Aaa / AAA |
Aaa / AAA |
A3 / A |
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Current rating
Moody's / Fitch |
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Aaa / AAA |
Aaa / AA * |
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* Upgraded by Fitch on 20
September 2001, Upgraded by Moody's on 7 March 2002 (from A3 to Aa1) and on
23 September 2005 (from Aa1 to Aaa). |
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Payments (EUR) |
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Euribor fixing for last pmt
date |
4.711% |
(on 23/08/2007) |
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Last payment date |
26-November-07 |
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Next payment date |
- |
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(last payment date) |
Class A1 |
Class A2 |
Class A3 |
Class B |
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Period coupon |
0.000% |
0.000% |
4.951% |
5.161% |
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Interest payment |
0 |
0 |
248,968.75 |
44,447.65 |
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Interest per bond |
0 |
0 |
398.35 |
683.81 |
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Balance before last pmt |
0 |
0 |
19,893,750.00 |
3,407,040.00 |
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Principal redemption last pmt |
0 |
0 |
19,893,750.00 |
3,407,040.00 |
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Principal per
bond |
0 |
0 |
31,830.00 |
52,416.00 |
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Bond factor |
0 |
0 |
0.0000000000 |
0.0000000000 |
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Expected Average
Life (8 CPR) |
0.00 |
0.00 |
0.00 |
0.00 |
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Expected final maturity (8 CPR) |
Fully repaid 05/1999 |
Fully repaid 11/2003 |
Fully repaid 11/2007 |
Fully repaid 11/2007 |
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Performance |
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Delinquencies |
30 Days |
60 Days |
90 Days |
Defaults |
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Number |
1 |
0 |
0 |
0 |
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Principal Balance |
37,746.43 |
0.00 |
0.00 |
0.00 |
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% Loans Outstanding |
0.0921% |
0.0000% |
0.0000% |
0.0000% |
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Number of Loans Outstanding |
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At payment date: |
1,086 |
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Prepayments |
CPR |
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June 1998 |
4.7% |
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July 1998 |
4.7% |
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August
1998 |
3.4% |
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September
1998 |
2.7% |
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October 1998 |
6.6% |
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November
1998 |
17.6% |
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December
1998 |
19.0% |
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January 1999 |
21.5% |
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February 1999 |
15.2% |
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March 1999 |
22.9% |
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April
1999 |
74.5% |
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May 1999 |
88.8% |
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June 1999 |
45.6% |
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July 1999 |
42.1% |
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August
1999 |
19.0% |
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September
1999 |
9.3% |
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October 1999 |
5.8% |
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November
1999 |
8.4% |
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December
1999 |
4.5% |
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January 2000 |
3.5% |
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February 2000 |
1.9% |
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March 2000 |
2.6% |
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April
2000 |
4.2% |
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May 2000 |
2.1% |
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June 2000 |
2.4% |
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July 2000 |
6.4% |
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August
2000 |
2.1% |
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September
2000 |
1.4% |
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October 2000 |
2.8% |
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November
2000 |
3.7% |
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December
2000 |
2.6% |
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January 2001 |
2.4% |
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February 2001 |
2.1% |
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March 2001 |
1.6% |
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April
2001 |
2.9% |
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May 2001 |
4.5% |
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June 2001 |
6.9% |
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July 2001 |
2.4% |
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