Threadneedle Finance

Please note that this deal has been redeemed.

  Class A Class B
 Amount (EUR) 129,937,500 30,937,500
 Expected Maturity Date March 2008 March 2008
 Legal Maturity Date September 2009 September 2009
 Interest Rate LIBOR + 100bps LIBOR + 360bps
 Coupon Payments Quarterly Quarterly
 Rating S&P AAA A
(*) = Expected Call Date