Amount: Eu600m Rating: Fitch
Legal maturity: November 30, 2019
Expected maturity: June 22, 2010
Class 1 CA notes: Eu320.1m
Guarantor: Kingdom of Spain
Rating: AAA
Average life: 3.67 years
Coupon: six month Euribor plus 1bp
Issue price: 99.9663
Launch spread: six month Euribor plus 2bp
Class 1 SA notes: Eu254.4m
Rating: AA
Average life: 3.67 years
Issue price: 100.00
Coupon: six month Euribor plus 40bp
Class 2 SA notes: Eu11.1m
Rating: A
Average life: 8.04 years
Issue price: 100.00
Coupon: six month Euribor plus 50bp
Class B notes: Eu14.4m
Rating: BB
Average life: 8.04 years
Issue price: 100.00
Coupon: six month Euribor plus 75bp
Launched: Wednesday June 12
Lead mgr: SG
Secured on: loans to Spanish small and medium sized enterprises originated by Banco de Sabadell.