In connection with the determination of the coupons for the following interest period we can inform that the coupons will be as follows. Start date: 20-03-2007 (inclusive) End date: 20-06-2007 (exclusive) ISIN code: Name: Coupon: XS0234117504 Class A1 Notes 4.496% XS0234119112 Class A2 Notes 4.133% XS0234128709 Class B1 Notes 5.646% XS0234134004 Class C Notes 7.496% XS0234134772 Class D Notes 18.896%
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