FRN Variable Rate Fix
September 10 2008 - 9:48AM
UK Regulatory
Series 2007-1E Swan Trust
As Agent Bank, please be advised of the following rate determined on: 10-Sep-2008
Issue � Series 2007-1E Swan Trust - Class A3
EUR 675,000,000.00 Mortgage Backed FRN Due Jun-2038
ISIN Number � XS0302448690
Common Code / 144A �
ISIN
Issue Nomin EUR � 675,000,000.00
Period � 12-Sep-2008 to 12-Dec-2008 Payment Date 12-Dec-2008
Number of Days � 91
Rate � 5.039 Pool Factor: 0.688926757
Denomination EUR � 100,000.00 � �
Amount Payable per � 877.52 � �
Denomination
Bank of New York
Rate Fix Desk Telephone � 44 1202 689580
Corporate Trust Services Facsimile � 44 1202 689601
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