FRN Variable Rate Fix - AMENDMENT
March 23 2010 - 7:05AM
UK Regulatory
TIDM83JT
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: 0.731000%
Base Rate: 0.651000%
Interest Period: 12-Mar-10 to 15-Jun-10
Day Count Method: Actual/360
Number of Days in Period: 95
Payment Date: 15-Jun-10
Next Pool Factor: 0.432952097778
Denomination: Coupon:
100,000.00 EUR 83.52
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