FRN Variable Rate Fix
13 März 2008 - 6:23PM
UK Regulatory
Series 2007-1E Swan Trust
Issue Name: SERIES 2007-1E SWAN TRUST
EUR 675,000,000 Class A3 Mortgage Backed Floating Rate Notes due
June 2038
ISIN Code: XS0302448690
Interest Rate: 4.638000%
Base Rate: 4.558000%
Interest Period: 12-Mar-08 to 12-Jun-08
Day Count Method: Actual/360
Number of Days in Period: 92
Payment Date: 12-Jun-08
Next Pool Factor: 0.792092106760
Denomination: Coupon:
---------------- ----------------
100,000.00 EUR 938.84
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