Bavarian Sky S.A., Compartment German Auto Loans 8. Monthly Investor Report - July 2018

Transcription

1 Bavarian Sky S.A., Compartment German Auto Loans 8 - July 2018

2 July 20, 2018 to = 1 days Cover Sheet Index Page 2

3 July 20, 2018 to = 1 days 1. Contact Information 2. Reporting Contact Details. Counterparty History 4. Overview Dates 5. Portfolio information 6. Reserves 7. Performance data 8. Defaulted Amount & Recovery Amount 9. Defaulted Amount & Recovery Amount - Loan Level Data 10. Outstanding Note Balance 11. Original 12. Aggregate Down Payments 15. Borrower Concentration 16. Geographical Distribution 17. Object Type 18. Delinquencies 19. Seasoning 20. Remaining Term 21. Original Term 22. Vehicle Class 2. Payment Type 24. Interest Rates 25. Credit Type 26. Contracts per Customer 27. Amortisation 28. Priority of Payments 29. Transaction Costs 0. Ratings 1. Swap Counterparties Page

4 July 20, 2018 to = 1 days 1. Contact Information Transaction Parties Issuer: Corporate Administrator: Originator/Servicer: Bavarian Sky S.A. Acting in respect of its Compartment German Auto Loans 8 2a, rue Nicolas Bové L-125 Luxembourg Luxembourg Attn.: The Directors BavarianSky@intertrustgroup.com Intertrust (Luxembourg) S.à r.l. 6, Rue Eugène Ruppert L-245 Luxembourg Luxembourg Attn.: Valérie Schleimer valerie.schleimer@intertrustgroup.com BMW Bank GmbH Heidemannstrasse Munich Germany Attn.: Antoun Zakhour abs.bmwgroup@bmw.de Attn.: Michael Dalchow abs.bmwgroup@bmw.de Page 4

5 July 20, 2018 to = 1 days 1. Contact Information Transaction Parties Calculation Agent/Paying Agent/ Interest Determination Agent: Bank of New York Mellon, London Branch One Canada Square E14 5AL London United Kingdom Attn.: Corporate Trust Administration BNYM.structured.finance.team.8@bnymellon.com Trustee: BNY Mellon Corporate Trustee Services Limited One Canada Square E14 5AL London United Kingdom Attn.: Corporate Trust Administration BNYM.structured.finance.team.8@bnymellon.com Issuer Account Bank: Bank of New York Mellon, Frankfurt Branch Friedrich-Ebert-Anlage 49, Messeturm 6027 Frankfurt am Main Germany Attn.: Corporate Trust Administrator BNYM.Structured.Finance.Team.8@bnymellon.com Page 5

6 July 20, 2018 to = 1 days 1. Contact Information Transaction Parties Data Trustee: Bank of New York Mellon, Frankfurt Branch Friedrich-Ebert-Anlage 46, Messeturm 6027 Frankfurt am Main Germany Attn.: Corporate Trust Administration BNYM.structured.finance.team.8@bnymellon.com Swap Counterparty: Rating Agencies: Skandinaviska Enskilda Banken AB (publ) Kungsträdgårdsgatan 8 SE Stockholm Sweden docunit@seb.se Fitch Ratings Ltd 0 North Colonnade, Canary Wharf E14 5GN London United Kingdom ABSsurveillance@fitchratings.com Moody's Investors Service Limited One Canada Square, Canary Wharf E14 5FH London United Kingdom monitor.abs@moodys.com Page 6

7 July 20, 2018 to = 1 days 2. Reporting Contact Details Contact for Servicer Report (Portfolio related information in Investor Report) Contact for Investor Reporting: BMW Bank GmbH Heidemannstrasse Munich Germany Attn.: Antoun Zakhour abs.bmwgroup@bmw.de Attn.: Michael Dalchow abs.bmwgroup@bmw.de Calculation Agent: Bank of New York Mellon, London Branch One Canada Square E14 5AL London United Kingdom Attn. Corporate Trust Administration BNYM.structured.finance.team.8@bnymellon.com Page 7

8 July 20, 2018 to = 1 days. Counterparty History Replacement Party to be added if applicable Page 8

9 July 20, 2018 to = 1 days 4. Overview Dates Initial Cut-Off Date: 0/04/2018 Issue Date: 01/05/2018 Legal Maturity Date: 20/06/ /08/2018 Investor 16/08/2018 Interest Determination Date 18/07/2018 Reporting Frequency: monthly No. (since Issue Date): (since Issue Date) : Next : 20/08/ /09/ /07/2018 until 1/07/2018 Page 9

10 July 20, 2018 to = 1 days 5. Portfolio information Outstanding receivables in EUR current period Aggregate outstanding principal balance prior period Aggregate outstanding principal balance Beginning of period in EUR Scheduled principal payments in EUR 1,026,154, ,859, Prepayment* principal in EUR 10,50,26.17 Prepayments* number of contracts 62 Repurchases* principal in EUR 1,781, Repurchases* number of contracts 85 1,052,856, ,757, ,14, ,809, Total principal collections in EUR Total interest collections in EUR Defaulted Amounts in EUR Late Recoveries in EUR End of Period in EUR 29,144, ,710, , ,996, ,701, ,789, ,026,154, Current prepayment rate (annualised) in % * Prepayments are defined as all contracts that are early settled by the borrower and repurchases are defined as all contracts that are repurchased due to modification of contract. Page 10

11 July 20, 2018 to = 1 days 6. Reserves Aggregate outstanding notes balance Initial outstanding notes balance in EUR Cash Reserve 1,075,00,00 in EUR Outstanding cash reserve beginning of period 5,80,00 Interest on cash reserve - previous period Required cash reserve 5,80,00 Outstanding cash reserve end of period 5,80,00 Triggers* Reserves Current ratio Trigger Required Rating BMW AG Trigger Breach Commingling Reserve Long Term Short Term Fitch S&P Moody's DBRS A no F1 no * Breach of one of these triggers in conjunction with any other event as set out in the Servicing Agreement and / or the Receivables Purchase Agreement will oblige BMW Bank GmbH to post additional cash collateral. The Reserves will be adjusted on a monthly basis and shall be deposited in the Issuer Account and exclusively reserved to cover risks. Commingling Reserve Outstanding Commingling Reserve end of period in EUR Set-Off Risk (current ratio): 0,00% Page 11

12 July 20, 2018 to = 1 days 7. Performance data Aggregate outstanding notes balance Beginning of period End of period 1,020,949, ,06, Ratios 1-60 days past due 1-60 days past due period before previous period 1-60 days past due previous period 1-60 days past due current period (in %) 2, , days past due (in %) days past due period before previous period days past due previous period days past due current period 1, Cumulative net loss ratio Cumulative net loss ratio (in %) Current ratio Page 12

13 July 20, 2018 to = 1 days 7. Performance data Performance data of contracts being 1-60 days delinquent of contracts being days delinquent 24 2 Balance of contracts being 1-60 days delinquent 481,95.51 Balance of contracts being days delinquent 1, Defaulted amounts 12, Cumulative defaulted amounts 12, Recoveries Cumulative recoveries 1, , Page 1

14 July 20, 2018 to = 1 days 8. Defaulted Amount & Recovery Amount (as at end of ) Collection Period Apr - 18 No. of Defaulted Agreements in Collection Period Defaulted Amount in Collection Period Cumulative Defaulted Amount since Initial Cut-Off Date Cumulative Amount of Purchased Receivables Cumulative Default Ratio (in %) Recovery Amount in Collection Period Cumulative Recoveries since Initial Cut-Off Date Cumulative Net Losses 0 n/a n/a 1,075,299, n/a n/a n/a n/a n/a May ,075,299, June ,075,299, July , , ,075,299, , , , Defaulted Amount & Recovery Amount - Loan Level Data* Cumulative Net Loss Ratio (in %) Month / Year of Default Month / Year of Loan Origination (Initial in EUR) Principal Balance of Loan at Default Recovery Total Principal Balance End of Period Object Type (new / used) Vehicle Series Customer Type (private / commercial) 1 July - 18 Oct , , , ,27.97 Used 6 Series Commercial Out of Deal (Month / Year) *Applicable only if loans have defaulted. Does not include defaulted amounts less than 10 EUR. Page 14

15 July 20, 2018 to = 1 days 10. Outstanding note balance 1. Note balance All Notes Class A Class B Initial note information for Class ISIN code Currency Legal final maturity Rating (Fitch / Moody's / S&P/DBRS) Initial notes aggregate principal outstanding balance in EUR Nominal amount per note in EUR Initial number of notes per class in EUR Current Note Information Notes aggregate principal outstanding balance in EUR - BoP Available distribution amount in EUR Redemption per class in EUR Redemption per note in EUR Notes aggregate principal outstanding balance in EUR - EoP Current pool factor 1,075,00,00 1,020,949, ,25, ,06, XS XS EUR EUR June 2025 June 2025 AAA//AAA/ /// 1,000,000,00 100,00 10,000 75,00,00 100, ,649, ,00,00 1,64, ,00, ,006, ,00, Payments to investor per note Class A Class B Interest Type Reference Rate Actual Interest Rate Spread Floating Rate 1M_EURIBOR Coupon 0.01% 1.000% Day count fraction Interest days Principal outstanding per note in EUR - BoP Principal repayment per note in EUR Principal outstanding per note in EUR - EoP Actual/60 1 days 94,564.97, , Actual/60 1 days 100,00 100,00 Interest payment per Note in EUR % Fixed Rate NONE -0.69% NONE NONE Page 15

16 July 20, 2018 to = 1 days. Credit enhancement Initial Period Initial CE Class A 1,000,000, Class B 75,00, Cash Reserve (+ Overcollateralisation) 5,79, (in %) Current Period 914,006, ,00,00 1,070, "In its capacity as originator and lender, BMW Bank GmbH complies with the retention requirement of a material net economic interest in accordance with Art. 405 CRR. A minimum of 5.0% of the net economic interest will be retained throughout the life of the transaction in form of retention of the Class B Notes and the Subordinated Loan." 10. Outstanding note balance Current CE (in %) Clean-Up Call Option If the aggregate outstanding principal balance has been reduced to less than 10% of the aggregate outstanding principal balance at the Issue Date, the seller will have the option under the receivables purchase Agreement to acquire all outstanding purchased receivables. Aggregate outstanding principal balance at end of period Clean-Up option exercisable 996,996, No Page 16

17 July 20, 2018 to = 1 days 11. Original Initial Portfolio as of origination of contract Group (by Original ) Original principal balance Original - 5,00 6,602, , ,01-10,00 5,42, , , ,00 1,921, , ,01-20,00 189,10, , , ,00 198,00, , ,01-0,00 178,429, , , ,00 12,759, , ,01-40,00 91,674, , , ,00 59,215, , ,01-50,00 4,978, , ,00 2,54, ,01-60,00 25,497, > 60,00 68,58, Total 1,21,656, , Page 17

18 July 20, 2018 to = 1 days Average: 21, Min: 6 Max: 24, a. Original (graph) Original , ,01-10,00 10, , ,01-20,00 20, , ,01-0,00 0, ,00 Group 5.000,01-40,00 40, , ,01-50,00 50, , ,01-60,00 > 60,00 Page 18

19 July 20, 2018 to = 1 days 12. Aggregate Initial Portfolio Group Aggregate Aggregate - 5,00 11,911, , ,01-10,00 67,979, , , ,00 144,90, , ,01-20,00 184,25, , , ,00 179,689, , ,01-0,00 145,425, , , ,00 102,84, , ,01-40,00 69,581, , , ,00 45,284, , ,01-50,00,696, , ,00 24,282, ,01-60,00 19,141, > 60,00 46,87, Total 1,075,299, , Page 19

20 July 20, 2018 to = 1 days Average: Min: Max: , , a. Aggregate (graph) Aggregate , ,01-10,00 10, , ,01-20,00 20, , ,01-0,00 0, ,00 Group 5.000,01-40,00 40, , ,01-50,00 50, , ,01-60,00 > 60,00 Page 20

21 July 20, 2018 to = 1 days 1. Portfolio as of: Group - 5,00 12,688, , ,01-10,00 68,157, , , ,00 141,12, , ,01-20,00 176,15, , , ,00 166,750, , ,01-0,00 1,10, , , ,00 90,217, , ,01-40,00 62,128, , , ,00 9,244, ,01-50,00 0,214, , ,00 22,022, ,01-60,00 15,698, > 60,00 9,296, Total 996,996, , WA: 17,99.02 Min: Max: 20, Page 21

22 July 20, 2018 to = 1 days 1a. (graph) , ,01-10,00 10, , ,01-20,00 20, , ,01-0,00 0, ,00 Group 5.000,01-40,00 40, , ,01-50,00 50, , ,01-60,00 > 60,00 Page 22

23 July 20, 2018 to = 1 days 14. Down Payments Portfolio as of: Down Payment Down Payment/ Purchase Price (in %) No Down Payment 269,09, , <= ,820, , , ,00 46,795, , , ,00 60,50, , , ,00 57,195, , , ,00 92,717, , , ,00 52,95, , , ,00 49,21, , , ,00 47,878, , , ,00 27,11, , ,01-10,00 75,799, , , ,00 18,199, , ,00 2,240, , , ,00 17,179, , ,00 1,756, , ,00,47, , > ,00 92,097, , Total 996,996, , Minimum Down Payment: Maximum Down Payment: Average Down Payment: , , Average Down Payment (customers that made a Down Payment): 8,171. Page 2

24 July 20, 2018 to = 1 days 15. Borrower Concentration Portfolio as of: Borrower (Top 20) , , , , , , , , , , , , , , , , , , , , Total 5,944, Total Portfolio Balance 996,996, Page 24

25 July 20, 2018 to = 1 days 16. Geographical Distribution Initial Portfolio Post code area Aggregate Aggregate of contracts post code area 0 59,88, , post code area 1 68,06, , post code area 2 95,520, , post code area 98,04, , post code area 4 128,909, , post code area 5 122,157, , post code area 6 16,415, , post code area 7 129,944, , post code area 8 19,594, , post code area 9 97,270, , Total 1,075,299, , Page 25

26 July 20, 2018 to = 1 days 16. Geographical Distribution Portfolio as of: Post code area post code area 0 55,20, , post code area 1 6,48, , post code area 2 88,685, , post code area 91,57, , post code area 4 118,659, , post code area 5 112,756, , post code area 6 126,74, , post code area 7 120,749, , post code area 8 128,992, , post code area 9 90,282, , post code area Others 82, Total 996,996, , Page 26

27 July 20, 2018 to = 1 days 16a. Geographical Distribution (graph) post code area 0 post code area 1 post code area 2 post code area post code area 4 post code area 5 Post code area post code area 6 post code area 7 post code area 8 post code area 9 post code area Others Page 27

28 July 20, 2018 to = 1 days 17. Object Type Initial Portfolio Car Type Aggregate Aggregate New 511,495, , Used 56,804, , Total 1,075,299, , Customer Group Aggregate Aggregate Commercial 285,100, , Private Individual 790,199, , Total 1,075,299, , Portfolio as of: Car Type New 479,01, , Used 517,98, , Total 996,996, , Customer Group Commercial 26,096, , Private Individual 7,900, , Total 996,996, , Page 28

29 July 20, 2018 to = 1 days 18. Delinquencies Initial Portfolio Days past due Aggregate Aggregate > Total 0 Portfolio as of: Days past due 1-0 7,595, , , > Total 8,108, Page 29

30 July 20, 2018 to = 1 days 18a. Delinquencies Analysis Performing 1-60 days past due days past due days past due >120 days past due May ,052,856, June ,025,920, ,6.96 July ,48, , , Page 0

31 July 20, 2018 to = 1 days 19. Seasoning Initial Portfolio Group (in months) Aggregate Aggregate <= 6 492,607, , > 6 - <= 12 91,65, , > 12 - <= 24 10,251, , > 24 - <= 6 49,977, , > 6 - <= 42 5,051, > 42 - <= 48,810, > 48 - <= 5 1,210, > 5 755, Total 1,075,299, , WA Seasoning (in months): 9.07 Min (in months):.00 Max (in months): Page 1

32 July 20, 2018 to = 1 days 19. Seasoning Portfolio as of: Group (in months) <= 6 108,968, , > 6 - <= 12 67,295, , > 12 - <= 24 19,276, , > 24 - <= 6 6,659, , > 6 - <= 42 4,672, > 42 - <= 48 4,21, > 48 - <= 5 1,681, > 5 1,122, Total 996,996, , WA Seasoning (in months): Min (in months): Max (in months): Page 2

33 July 20, 2018 to = 1 days 19a. Seasoning (graph) <= 6 > 6 - <= 12 > 12 - <= 24 > 24 - <= 6 > 6 - <= 42 > 42 - <= 48 > 48 - <= 5 > 5 Group (in months) Page

34 July 20, 2018 to = 1 days 20. Remaining Term Initial Portfolio Group (in months) Aggregate Aggregate <= 6 16,05, , > 6 - <= 12 28,451, , > 12 - <= 24 10,15, , > 24 - <= 6 462,1, , > 6 - <= ,815, , > 42 - <= 48 72,965, , > 48 - <= 5 91,17, , > 5 11,212, , Total 1,075,299, , WA Remaining Term (in months): 5.12 Min (in months): Max (in months):.00 6 Page 4

35 July 20, 2018 to = 1 days 20. Remaining Term Portfolio as of: Group (in months) <= 6 20,26, , > 6 - <= 12 8,649, , > 12 - <= ,792, , > 24 - <= 6 414,891, , > 6 - <= ,041, , > 42 - <= 48 44,498, , > 48 - <= 5 14,888, , > 5 1,907, ,29 2. Total 996,996, , WA Remaining Term (in months): Min (in months): Max (in months): Page 5

36 July 20, 2018 to = 1 days 20a. Remaining Term (graph) <= 6 > 6 - <= 12 > 12 - <= 24 > 24 - <= 6 > 6 - <= 42 > 42 - <= 48 > 48 - <= 5 > 5 Remaining Term (in months) Page 6

37 July 20, 2018 to = 1 days 21. Original Term Initial Portfolio Group (in months) Aggregate Aggregate <= 6 0 > 6 - <= 12 68, > 12 - <= 24 41,759, , > 24 - <= 6 522,85, , > 6 - <= 42 4,57, > 42 - <= 48 21,089, , > 48 - <= 5 850, > 5 27,99, , Total 1,075,299, , WA Original Term (in months): Min (in months): Max (in months): Page 7

38 July 20, 2018 to = 1 days 22. Vehicle Class Initial Portfolio Group Aggregate Aggregate BMW 1 Series 129,865, , BMW 2 Series 10,47, , BMW Series 145,598, , BMW 4 Series 69,614, , BMW 5 Series 15,275, , BMW 6 Series 12,574, BMW 7 Series 15,588, BMW X1 Series 78,758, , BMW X Series 67,685, , BMW X4 Series 19,0, BMW X5 Series 59,449, ,757.1 BMW X6 Series 19,564, BMW Z Series 6,510, BMWi Series 4,017, MINI 14,991, , Non BMW Group Models (incl. Motorcycles) 24,654, , Other BMW Group (incl. Motorcycles) 21,472, , Total 1,075,299, , Page 8

39 July 20, 2018 to = 1 days Portfolio as of: Group BMW 1 Series 119,785, , BMW 2 Series 96,65, , BMW Series 14,591, , BMW 4 Series 64,691, ,11.8 BMW 5 Series 142,188, , BMW 6 Series 11,57, BMW 7 Series 14,482, BMW X1 Series 7,482, , BMW X Series 6,061, , BMW X4 Series 17,884, BMW X5 Series 55,215, ,78.1 BMW X6 Series 17,899, BMW Z Series 5,964, BMWi Series,728, MINI 14,665, , Non BMW Group Models (incl. Motorcycles) 21,881, , Other BMW Group (incl. Motorcycles) 19,46, , Total 996,996, , Page 9

40 July 20, 2018 to = 1 days 2. Payment Type Initial Portfolio: Group Aggregate Aggregate Direct debit 1,072,959, , Self payment 2,40, Total 1,075,299, , Portfolio as of: Group Direct debit 992,68, , Self payment 4,58, Total 996,996, , Interest Rates Weighted Average Nominal Interest Rate (in %) Aggregate (Initial) 1,075,299, ,996, Page 40

41 July 20, 2018 to = 1 days 25. Credit Type Initial Portfolio Credit Type Aggregate Aggregate Balloon 1,065,86, , Equal Instalment Loan 9,91, , Total 1,075,299, , Portfolio as of: Credit Type Balloon 988,688, , Equal Instalment Loan 8,07, , Total 996,996, , Page 41

42 July 20, 2018 to = 1 days 26. Contracts Per Customer Initial Portfolio : Group Aggregate Aggregate 1 1,021,847, , ,9, , ,469, , > 10 5,169, Total 1,075,299, , Portfolio as of: Group 1 949,814, , ,040, , ,51, , > 10,992, Total 996,996, , Page 42

43 July 20, 2018 to = 1 days 27. Amortisation Initial Portfolio Current Portfolio Period Period in EUR Reduction in EUR 1,075,299, ,996, ,061,57, ,05, ,94, ,047,76, ,590, ,462, ,028,976, ,40, ,159, ,011,847, ,14, ,286, ,587, ,498, ,644, ,587, ,760, ,78, ,62, ,496, ,264, ,95, ,490, ,005, ,96, ,696, ,794, ,101, ,078, ,617, ,419, ,416, ,662, ,954, ,127, ,288, ,587, ,577, ,550, ,259, ,458, ,119, ,00, ,121, ,6, ,09, ,800, ,21, ,144, ,89, ,907, ,946, ,964, ,928, ,816, ,192, ,772, ,114, ,617, ,574, ,42, ,402, ,215, ,012, ,028, ,7, ,96, ,065, ,962, ,189, ,419, ,646, ,229, ,089, ,29, ,75, ,449, ,69, ,757, ,445, ,004, ,428, ,2, ,121, ,696, ,512, ,811, ,605, ,010, ,502,08.11 Page 4

44 July 20, 2018 to = 1 days 27. Amortisation Initial Portfolio Current Portfolio Period Period in EUR Reduction in EUR 1 92,140, ,62, ,78, ,901, ,684, ,947, ,075, ,901, ,78, ,499, ,158,14.8 8,74, ,210, ,862, ,295, ,15, ,019, ,842, ,195, ,442, ,577, ,644, ,161, ,281, ,065, ,48, ,722, ,99, ,02, ,16, ,125, ,114, ,188, ,020, ,979, ,14, ,550, ,170,847.2,808, ,072, ,971, ,199, ,680, ,705, ,266, ,787, ,669,5.88 4,05, ,4, ,524, ,145, ,054, ,90, ,1, ,871, ,00, ,090, ,578, ,491, ,809, ,866, ,720, ,770, ,260, ,000, ,719, ,040, ,442, ,558, ,852, , ,426, ,749, , , ,675, , , , , , , Page 44

45 July 20, 2018 to = 1 days 28. Priority of Payments Priority of Payments* Available Distribution Amount + 7,25,66.40 Taxes - Trustee Payment - Senior Expenses - 17,49.59 Swap Net Payment - 105, Class A Interest - 25,20 Class B Interest - 64,840.8 Cash Reserve - 5,80,00 Principal Class A - 1,64, Principal Class B - Swap Termination Event - Subordinated Loan Interest - Subordinated Loan Principal - Seller - *all Amounts in EUR Page 45

46 July 20, 2018 to = 1 days 29. Transaction costs Class A Class B Subordinated Loan Total Senior Expenses 17,49.59 Interest accrued for the Period 25,20 64, , ,122.1 Interest payments for the Period 25,20 64, ,040.8 Cumulative Interest Payments 77,80 200, , Unpaid Interest for the Period 4, , Cumulative Unpaid Interest 12, , Page 46

47 July 20, 2018 to = 1 days 0. Ratings Fitch S&P Moodys DBRS Notes - current ratings Class A Class B AAA AAA Fitch S&P Moodys DBRS Trigger Breached Transaction Parties - current ratings BMW AG Issuer Account Bank: Bank of New York Mellon, Frankfurt Branch long term short term long term short term A+ A-1 AA AA- F1+ A-1+ no no no no Swap Provider: Skandinaviska Enskilda Banken AB (publ) long term short term AA F1+ AA- A-1+ no no Calculation Agent: Bank of New York Mellon, London Branch long term short term AA F1+ AA- A-1+ no no Trustee: BNY Mellon Corporate Trustee Services Limited long term short term AA F1+ AA- A-1+ no no Transaction Parties - required ratings BMW AG long term short term Fitch S&P Moodys DBRS A F1 Issuer Account Bank: Bank of New York Mellon, Frankfurt Branch long term short term A F1 A+ A-1 Swap Provider: Skandinaviska Enskilda Banken AB (publ) long term short term A F1 A+ A-1 Page 47

48 July 20, 2018 to = 1 days 1. Swap counterparty data Swap counterparty data Swap counterparty provider Swap termination event Skandinaviska Enskilda Banken AB (publ) No Swap data Swap type Notional amount Fixed rate (in %) Floating rate (Euribor in %) Net swap payments (- from SPV / + to SPV) Fixed floating interest rate swap 945,649, , Page 48