01 Apr 2004

ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Midgaard Finance LtdNordea Bank
Swedish, Norwegian and Finnish offices Lead manager: Citigroup Launch today
A1Eu620mAa3/A+/AA-5.33EOhigh 30s
A2Eu155mAa3/A+/AA-73EOmid 60s
Legal maturity 2011 for class ?A1', 2029 for class ?A2'
Brooklands Euro Referenced Linked Notes 2004-1UBS
Managed synthetic CDO of ABS and corporates Lead manager: Morgan Stanley Launch expected in the ...

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