/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/111025.mbx T R O U B L E D C O M P A N Y R E P O R T E R E U R O P E Tuesday, October 25, 2011, Vol. 12, No. 211 Headlines A Z E R B A I J A N STATE OIL: S&P Assigns 'BB' Corporate Credit Rating G E R M A N Y IMMOSELECT FUND: Faces Liquidation After Sovereign Debt Crisis G R E E C E DRYSHIPS INC: George Economou Discloses 14.1% Equity Stake H U N G A R Y * HUNGARY: Construction Sector Liquidations Up in September 2011 I R E L A N D CUSTOM HOUSE: High Court Appoints Liquidator After Fund Misuse LIGHTPOINT: Moody's Lifts Rating on Class E Notes to 'Ba3 (sf)' MANOR PARK: Residents Fear Unfinished Work Due to Receivership MR BINMAN: High Court to Rule This Week on Examinership OMEGA CAPITAL: S&P Reinstates 'B-' Ratings on Three Note Classes SHANNON KEY WEST: Liquidator Closes Business; 20 Jobs Affected ZAPA TECHNOLOGY: Board Appoints Provisional Liquidator I T A L Y FERRETTI SPA: RBS, SVP Offer to Bail Out Business N E T H E R L A N D S GREEN PARK: S&P Raises Rating on Class E Notes to 'B+' LEOPARD CLO: Moody's Lifts Ratings on Two Note Classes to 'B3' SKELLIG ROCK: Moody's Raises Rating on Class E Notes to 'B2' R O M A N I A * ROMANIA: Bankrupt Firms May File Affidavit to Join Tenders S P A I N AUTOVIA DE LA MANCHA: Moody's Cuts Rating on EUR110MM Loan to B3 AUTOVIA DE LOS VINEDOS: Moody's Downgrades Debt Ratings to 'B3' T U R K E Y ASYA KATILIM: Moody's Assigns '(P)Ba2' Rating to Proposed Sukuk TURK EXIMBANK: Moody's Assigns '(P)Ba1' Sr. Unsec. Debt Rating U N I T E D K I N G D O M NOAH'S ARK: Guy's Gift Offers Support to Affected Members NORIAN BEDS: To Enter Liquidation; 80 Factory Workers Lose Jobs REFLECTIONS PRINT: Creditors Back Company Voluntary Arrangement THOMAS COOK: Lenders Relax Borrowing Terms to Avert Debt Breach X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* =================== A Z E R B A I J A N =================== STATE OIL: S&P Assigns 'BB' Corporate Credit Rating --------------------------------------------------- Standard & Poor's Ratings Services assigned its 'BB' long-term corporate credit rating to the 100% government-owned vertically integrated State Oil Company of Azerbaijan Republic (SOCAR). The outlook is positive. "The rating on SOCAR reflects our opinion that there is an 'extremely high' likelihood of timely and sufficient extraordinary support from its key owner, the government of the Republic of Azerbaijan (BB+/Positive/B)," S&P stated. "In line with our methodology for rating government-related entities (GREs), we view SOCAR's role in Azerbaijan's economy as 'critical', due to the company's central role in the country's most strategic sector, oil, and its position as the largest taxpayer and employer. SOCAR has a monopoly in refining and petrochemicals, and is a minority shareholder and the government's representative in Azerbaijan's largest internationally led upstream projects, Azeri-Chirag-Guneshli (ACG; 11.6461% ownership) and Shah-Deniz (10%)," S&P related. "We view SOCAR's link to the government as 'very strong'. The government appoints the key management and determines its strategy, even though day-to-day operations are managed at the corporate level. We believe that if SOCAR were to default, it would have severe negative consequences for the sovereign's reputation and access to financing. For example, the government provided equity financing and loans from state-owned banks to SOCAR to support investments and refinancing during the difficult 2008-2009 period. The US$485 million acquisition of an additional 1.6461% stake in ACG in July 2011 was financed with long-term debt provided by the State Oil Fund of Azerbaijan. Still, the government does not guarantee most of SOCAR's debt," S&P said. "We assess the company's stand-alone credit quality at 'bb'. SOCAR has a 'fair' business risk profile and a "significant" financial risk profile," S&P related. This reflects SOCAR's only fair quality of assets, including mature majority-owned fields; underutilized, and therefore low- profit, refineries and petrochemical plants; and only minority stakes in ACG and Shah-Deniz. The government used SOCAR to save other underperforming state-owned entities, AzeriKimiya and Azerigas. It also reflects potentially large investments, if projects to expand the country's oil production are approved, or if the company proceeds with other acquisitions. The company has been acquisitive, as demonstrated by its US$2 billion purchase of a controlling stake in Turkish petrochemical plant Petkim. Moreover, the government is considering rebuilding and modernizing the country's whole refining and petrochemical industry. If the government doesn't provide full equity financing for such upgrades, SOCAR's capital expenditures will inevitably increase. But SOCAR enjoys considerable ongoing support from the government, and SOCAR's adjusted debt is manageable, leading to comfortable credit metrics. "The positive outlook on SOCAR reflects the positive outlook on Azerbaijan and our expectation of possible improvement in SOCAR's stand-alone credit profile," S&P related. "Given our assessment of the likelihood of extraordinary support SOCAR might expect to receive from the government, the sovereign rating is the key factor for the rating on SOCAR. If we upgrade the sovereign, we will also upgrade SOCAR, in line with our methodology for GREs. Likewise, if we revise the outlook on the sovereign to stable, we will also likely revise the outlook on SOCAR to stable," S&P said. Additional upside to the rating could result if SOCAR's stand- alone performance improves, for example, if large investments are financed by the government and not with corporate debt. "Ratings downside pressure is quite unlikely, in our view, but could materialize if the link with the state weakens. According to our methodology for GREs, deterioration of SOCAR's stand-alone credit profile would pressure the rating only if the deterioration were very material, that is, to 'ccc+' or below, which we view as very unlikely," S&P said. ============= G E R M A N Y ============= IMMOSELECT FUND: Faces Liquidation After Sovereign Debt Crisis -------------------------------------------------------------- Property EU reports that AXA Real Estate Investment is liquidating its frozen EUR2.5 billion Immoselect fund, claiming the European sovereign debt crisis has prevented it from selling enough assets to satisfy the demand among the fund's investors for liquidity. The German open-ended fund has a liquidity ratio of 10% but the real estate arm of French insurance giant AXA said it required a ratio of about 30% to repay investors who were planning to cash in their units should the fund re-open, Property EU notes. According to Property EU, in a statement AXA REIM said potential buyers of the fund's assets had become reluctant to commit due to the European debt crisis. Consequently, the fund is not in a position to agree sufficient asset sales by the deadline of Nov. 16 when the fund must re-open or liquidate, Property EU states. AXA REIM added that it will continue with the process of selling assets and that it plans to start paying out to investors next year, probably starting in April next year, Property EU relates. =========== G R E E C E =========== DRYSHIPS INC: George Economou Discloses 14.1% Equity Stake ---------------------------------------------------------- In an amended Schedule 13D filing with the U.S. Securities and Exchange Commission, George Economou and his affiliates disclosed that they beneficially own 60,125,177 shares of common stock of DryShips Inc. representing 14.1% of the shares outstanding. A full-text copy of the filing is available for free at: http://is.gd/BJt1Qh About DryShips Inc. Based in Greece, DryShips Inc. -- http://www.dryships.com/-- -- owns and operates drybulk carriers and offshore oil deep water drilling units that operate worldwide. As of Sept. 10, 2010, DryShips owns a fleet of 40 drybulk carriers (including newbuildings), comprising 7 Capesize, 31 Panamax and 2 Supramax, with a combined deadweight tonnage of over 3.6 million tons and 6 offshore oil deep water drilling units, comprising of 2 ultra deep water semisubmersible drilling rigs and 4 ultra deep water newbuilding drillships. DryShips's common stock is listed on the NASDAQ Global Select Market where it trades under the symbol "DRYS". On Nov. 25, 2010, DryShips Inc. entered into a waiver letter for its US$230.0 million credit facility dated Sept. 10, 2007, as amended, extending the waiver of certain covenants through Dec. 31, 2010. In its audit report on the Company's financial statements for the year ended Dec. 31, 2010, Deloitte, Hadjipavlou Sofianos & Cambanis S.A., noted that the Company's inability to comply with financial covenants under its original loan agreements as of Dec. 31, 2009, its negative working capital position and other matters raise substantial doubt about its ability to continue as a going concern. The Company's balance sheet at June 30, 2011, showed US$7.86 billion in total assets, US$4.03 billion in total liabilities, and US$3.83 billion in total equity. ============= H U N G A R Y ============= * HUNGARY: Construction Sector Liquidations Up in September 2011 ---------------------------------------------------------------- MTI-Econews, citing Opten, which compiles information on companies, reports that creditors and suppliers launched liquidation procedures against 401 construction industry companies in September, 138 more than in August, but practically level with the same month a year earlier. According to MTI-Econews, Opten said that the September figure is the third highest after 491 in June and 402 in September 2010. The number of voluntary liquidations more than doubled in September to 356, MTI-Econews notes. ============= I R E L A N D ============= CUSTOM HOUSE: High Court Appoints Liquidator After Fund Misuse -------------------------------------------------------------- Simon Carswell and Mary Carolan at The Irish Times report that the High Court has appointed a liquidator to Custom House Capital after Central Bank inspectors found "systemic and deliberate misuse" of more than EUR56 million of client funds. A 198-page report by two inspectors into the company described "a sort of Irish Ponzi scheme", Mr. Justice Gerard Hogan, as cited by The Irish Times, said. The court was told it could take up to six months to unravel transactions and determine the full scale of investor losses, although sources familiar with the firm pointed out a liquidation this complex could take several years, The Irish Times notes. According to The Irish Times, an as-yet-unknown proportion of EUR66.4 million in client funds, including EUR10.4 million owing on a bond, will be recovered from selling European property investments, mostly in Germany. Liquidator Kieran Wallace of accountancy firm KPMG and the Investment Compensation Company will write to clients about the state of their investments and filing compensation claims, The Irish Times discloses. The Irish Times relates that the inspectors said the misuse of client funds was deliberately disguised through false accounting and the issuing of false misleading statements to the firm's clients. Custom House Capital is a Dublin investment firm. LIGHTPOINT: Moody's Lifts Rating on Class E Notes to 'Ba3 (sf)' --------------------------------------------------------------- Moody's Investors Service has upgraded the ratings of these notes issued by LightPoint Pan-European CLO 2007-1 P.L.C. -- EUR259M Class A Senior Secured Floating Rate Notes due 2026, Upgraded to Aa1 (sf); previously on Jun 22, 2011 Aa3 (sf) Placed Under Review for Possible Upgrade -- EUR10M Class B Senior Secured Deferrable Floating Rate Notes due 2026, Upgraded to A1 (sf); previously on Jun 22, 2011 Baa3 (sf) Placed Under Review for Possible Upgrade -- EUR19M Class C Senior Secured Deferrable Floating Rate Notes due 2026, Upgraded to Baa2 (sf); previously on Jun 22, 2011 Ba3 (sf) Placed Under Review for Possible Upgrade -- EUR12M Class D Senior Secured Deferrable Floating Rate Notes due 2026, Upgraded to Ba1 (sf); previously on Jun 22, 2011 B2 (sf) Placed Under Review for Possible Upgrade -- EUR13M Class E Senior Secured Deferrable Floating Rate Notes due 2026, Upgraded to Ba3 (sf); previously on Jun 22, 2011 Caa3 (sf) Placed Under Review for Possible Upgrade RATINGS RATIONALE LightPoint Pan-European CLO 2007-1 P.L.C., issued in December 2007, is a single currency Collateralised Loan Obligation ("CLO") backed by a portfolio of mostly high yield European loans. The portfolio is managed by Neuberger Berman Fixed Income LLC, formerly known as Lehman Brothers Asset Management LLC. This transaction will be in reinvestment period until 05 February 2014. It is predominantly composed of senior secured loans. According to Moody's, the rating actions taken on the notes are primarily a result of applying Moody's revised CLO assumptions described in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. The actions also reflect consideration of credit improvement of the underlying and deleveraging of the senior notes since the rating action in September 2009. The actions reflect key changes to the modeling assumptions, which incorporate (1) a removal of the temporary 30% default probability macro stress implemented in February 2009, (2) increased BET liability stress factors as well as (3) change to a fixed recovery rate modeling framework. Additional changes to the modeling assumptions include (1) standardizing the modeling of collateral amortization profile, and (2) changing certain credit estimate stresses aimed at addressing the lack of forward looking indicators as well as time lags in receiving information required for credit estimate updates. In addition, Moody's notes that this action also reflects improvements of the transaction performance since the last rating action. Moody's notes that the Class A notes have been paid down by approximately 1.6% or EUR4.3 million since the rating action in September 2009. As a result of the deleveraging, the overcollateralization ratios have increased since the rating action in September 2009. As of the latest trustee report dated August 31st, 2011, the Class A and Class B overcollateralization ratios are reported at 129.4% and 124.5%, respectively, versus July 2009 levels of 122.8% and 118.2%, respectively. The overcollateralization ratios of the rated notes have improved since the rating action in September 2009. The Class C, Class D and Class E overcollateralization ratios are reported at116.2%, 111.5% and106.9%, respectively, versus July 2009 levels of 110.4%, 106.0% and 101.6%, respectively, and all related overcollateralization tests are currently in compliance. In particular, the Class E overcollateralization ratio has increased due to the diversion of excess interest to deleverage the Class E notes in the event of a Class E overcollateralization test failure, including on the February 2010 payment date, when EUR0.3 million of interest proceeds reduced the outstanding balance of the Class E Notes by 2.7%. Moody's also notes that the Class E Notes are no longer deferring interest and that all previously deferred interest has been paid in full. Improvement in the credit quality is observed through a better average credit rating of the portfolio (as measured by the weighted average rating factor "WARF") and a decrease in the proportion of securities from issuers rated Caa1 and below. In particular, as of the latest trustee report dated August 2011, the WARF is currently 2749 compared to 2870 in the July 2009 report, and securities rated Caa or lower make up approximately 6.31% of the underlying portfolio versus 15.55% in July 2009. However, the reported WARF understates the actual improvement in credit quality because of the technical transition related to rating factors of European corporate credit estimates, as announced in the press release published by Moody's on 1 September 2010. Due to the impact of revised and updated key assumptions referenced in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011, key model inputs used by Moody's in its analysis, such as the portfolio par amount, WARF, diversity score, and weighted average recovery rate, may be different from the trustee's reported numbers. In its base case, Moody's analyzed the underlying collateral pool to have a performing par and principal proceeds balance of EUR333.4 million, defaulted par of EUR4.3 million, a weighted average default probability of 28.89% (consistent with a WARF of 2889), a weighted average recovery rate upon default of 47.6% for a Aaa liability target rating, a diversity score of 44 and a weighted average spread of 2.75%. The default probability is derived from the credit quality of the collateral pool and Moody's expectation of the remaining life of the collateral pool. The average recovery rate to be realized on future defaults is based primarily on the seniority of the assets in the collateral pool. For a Aaa liability target rating, Moody's assumed that 93.5% of the portfolio exposed to senior secured corporate assets would recover 50% upon default, while the remainder non first-lien loan corporate assets would recover 10%. In each case, historical and market performance trends and collateral manager latitude for trading the collateral are also relevant factors. These default and recovery properties of the collateral pool are incorporated in cash flow model analysis where they are subject to stresses as a function of the target rating of each CLO liability being reviewed. Moody's notes that this transaction is subject to a high level of macroeconomic uncertainty, as evidenced by 1) uncertainties of credit conditions in the general economy and 2) the large concentration of speculative-grade debt maturing between 2012 and 2015 which may create challenges for issuers to refinance. CLO notes' performance may also be impacted by 1) the manager's investment strategy and behavior and 2) divergence in legal interpretation of CDO documentation by different transactional parties due to embedded ambiguities. Sources of additional performance uncertainties are: 1) Moody's notes that around 40% of the collateral pool consists of debt obligations whose credit quality has been assessed through Moody's credit estimates. 2) Recovery of defaulted assets: Market value fluctuations in defaulted assets reported by the trustee and those assumed to be defaulted by Moody's may create volatility in the deal's overcollateralization levels. Further, the timing of recoveries and the manager's decision to work out versus sell defaulted assets create additional uncertainties. Moody's analyzed defaulted recoveries assuming the lower of the market price and the recovery rate in order to account for potential volatility in market prices. 3) Weighted average life: The notes' ratings are sensitive to the weighted average life assumption of the portfolio, which may be extended due to the manager's decision to reinvest into new issue loans or other loans with longer maturities and/or participate in amend-to-extend offerings. Moody's tested for a possible extension of the actual weighted average life in its analysis. 4) Other collateral quality metrics: The deal is allowed to reinvest and the manager has the ability to deteriorate the collateral quality metrics' existing cushions against the covenant levels. Moody's analyzed the impact of assuming the worse of reported and covenanted values for weighted average spread and diversity score. The principal methodology used in this rating was "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. Moody's modeled the transaction using the Binomial Expansion Technique, as described in Section 2.3.2.1 of the "Moody's Approach to Rating Collateralized Loan Obligations" rating methodology published in June 2011. The cash flow model used for this transaction, whose description can be found in the methodology listed above, is Moody's EMEA Cash-Flow model. In addition to the quantitative factors that are explicitly modeled, qualitative factors are part of the rating committee considerations. These qualitative factors include the structural protections in each transaction, the recent deal performance in the current market environment, the legal environment, specific documentation features, the collateral manager's track record, and the potential for selection bias in the portfolio. All information available to rating committees, including macroeconomic forecasts, input from other Moody's analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, may influence the final rating decision. MANOR PARK: Residents Fear Unfinished Work Due to Receivership -------------------------------------------------------------- Barry O'Halloran at Irish Times reports that residents of Manor Park Homes development fear that unfinished work on the estate will not now be completed as the company has gone into receivership. Residents of Aston Village, one of two large developments undertaken by Manor Park in Drogheda, said there are persistent problems with drainage and roads in the estate that have yet to be solved, according to Irish Times. While the estate was finished in 2004, and Louth County Council was due to take over responsibility for these services four years later, this has yet to happen, the report relates. Irish Times notes that locals blame the planning authority for failing to ensure that Manor Park provided adequate bonding to cover the cost of doing the remedial work to deal with these problems. Local councilor Imelda Munster said the original planning permission stipulated that the company had to provide a EUR550,000 bond to cover the cost of work on any public services, the report discloses. However, Irish Times relates, Ms. Munster said Louth County Council subsequently only requested a letter of guarantee. This expired in 2007. The report relays that Ms. Munster argued it was unlikely that the local authority could now get funding from the company for the work, as it has gone into receivership. However, Irish Times discloses that Manor Park did provide a cash bond of EUR440,000 for the adjacent Termon Abbey estate which it also built. The total cost of the work that needs to be carried out in both areas is said to be EUR200,000, the report relates. The receiver has no entitlement to the bond; it was lodged with the council to ensure it would have the cash it needed to complete work on local services in a situation where the company was unable to do so, the report notes. An unnamed spokesman for the council said the authority does intend to take charge of the estates and is beginning the work required to do this; including carrying out surveys of drains and underground systems, Irish Times adds. As reported in the Troubled Company Reporter on Oct. 24, 2011, Irish Times said that Manor Park Homes is in receivership with debts of EUR170 million after the company's directors told its bank that the business could not repay the money. Bank of Scotland Ireland appointed Tom Kavanagh of Kavanagh Fennell as receiver to the business after its directors invited the finance institution to take control of the company, as it was unable to repay its debts, according to Irish Times. The report related that Manor Park owes an estimated EUR170 million to the bank. The debt is secured against company assets. The report said that the company's problems are a result of the combination of debt, collapsed values and falling sales and cash flows, that closed other players in its sector including McInerney Holdings and Taggart Homes. Manor Park Homes is a high-profile house builder. MR BINMAN: High Court to Rule This Week on Examinership ------------------------------------------------------- Mary Carolan at The Irish Times reports that a High Court judge will rule this week whether to continue court protection for companies in the Mr. Binman, while efforts are made to put together proposals for their survival. Ms. Justice Mary Finlay Geoghegan on Friday reserved judgment on the two-day hearing of the companies' application to confirm William O'Riordan of PricewaterhouseCoopers as examiner, The Irish Times relates. According to The Irish Times, if appointed, he will have 100 days to prepare a scheme of arrangement which would have to secure the support of a majority of creditors and the court. The Irish Times notes that in an interim report, Mr. O'Riordan said he believed the companies could survive provided certain essential conditions were met, including obtaining alternative bank funding and securing investment. A similar view was outlined in a report from an independent accountant, but Bank of Scotland argued that report was flawed in relying on cash flow and other projections from the companies' management, The Irish Times notes. Other creditors have supported examinership while the Revenue Commissioners, owed EUR1.6 million, has adopted a "guardedly neutral" position, The Irish Times states. As reported by The Troubled Company Reporter-Europe on Oct. 24, 2011, The Irish Times related that the court was told the company's difficulties and insolvency were due to several factors, including the recession, increased competition, significant costs of expansion and the refusal of the bank to provide further financing. Bank of Scotland is the only creditor opposing examinership and among the largest creditors supporting the petition are Greenstar, owed EUR2.5 million, and a group of BES investors, owed EUR965,000, The Irish Times disclosed. Mr. Binman is an Ireland-based waste disposal group. The company employs 331 people directly and approximately 280 indirectly. It also operates the local authorities' waste-gathering services in Limerick city. OMEGA CAPITAL: S&P Reinstates 'B-' Ratings on Three Note Classes ---------------------------------------------------------------- Standard & Poor's Ratings Services reinstated its credit ratings on Omega Capital Investments PLC, Waypoint series 43's class A-1E, B-1E, C-1E, and B-1J notes, which are European synthetic collateralized debt obligation (CDO) tranches. "Following the reinstatement of the ratings, we have lowered our rating on the class A-1E notes and raised our ratings on the class B-1E and C-1E notes. At the same time, we have lowered our rating on the class A-J1 notes," S&P related. "On July 11, 2011, we withdrew in error the ratings on the class A-1E, B-1E, C-1E, and B-1J notes. One of the transaction participants recently informed us that the notes were not repurchased in full, which was our assumption at the time. Therefore, we have reinstated our ratings on the class A-1E, B-1E, C-1E, and B-1J notes at the rating levels at which they were withdrawn," S&P related. "Following our reinstatement of the ratings, we have taken various rating actions based on our synthetic rated overcollateralization (SROC) methodology (see 'Revised Methodologies And Assumptions For Global Synthetic CDO Surveillance,' published on Sept. 30, 2010)," S&P said. "We are upgrading classes B-1E and C-1E to levels where the SROC is above 100% and satisfy the cushions specified in our methodology," S&P related. "We are downgrading classes A-1E and A-1J because the SROC does not meet 100%, and we have therefore lowered the ratings to a level at which the SROC passes," S&P said. Class B-1J is unaffected as it passes SROC at its current rating, but does not have a cushion to go above. Omega Capital Investments, Waypoint Series 43 is a European corporate investment-grade synthetic CDO transaction. Ratings List Class Rating To From Omega Capital Investments PLC EUR187 Million, JPY5.2 Billion, $65 Million Secured Floating-Rate Notes Series 43 (Waypoint CDO) Rating Reinstated Class B-1J B- (sf) NR Rating Reinstated and Lowered Class A-1E B+ (sf) NR B (sf) B+ (sf) Ratings Reinstated and Raised Class B-1E B- (sf) NR B (sf) B- (sf) Class C-1E CCC+ (sf) NR B-(sf) CCC+ (sf) Rating Lowered Class A-1J B (sf) B+ (sf) NR--Not rated. SHANNON KEY WEST: Liquidator Closes Business; 20 Jobs Affected -------------------------------------------------------------- Donal O'Donovan at Irish Independent reports that Shannon Key West Hotel has been closed by a court-appointed liquidator with the loss of 20 jobs. The business closed with debts of more than EUR3 million, Irish Independent discloses. Liquidator Sean Mulhern, of Mulhern Leonard in Sligo, took control of the business on Oct. 20, Irish Independent recounts. The appointment was made after a hearing in the High Court in Dublin, Irish Independent relates. Tax authorities petitioned the High Court to have a liquidator appointed over unpaid taxes of more than EUR200,000, Irish Independent notes. According to Irish Independent, the court agreed to the appointment of a liquidator and adjourned the case until Nov. 21. The family-owned business has debts of more than EUR3 million, mainly owed to AIB, as well as the EUR200,000 owed to the tax authorities, Irish Independent states. AIB, Irish Independent says, has a charge over the building, which gives it the right to sell the hotel business, either empty or potentially as a going concern. The Irish Independent has learned that no firm plans have yet been made on how or when to proceed with a sale. Proceeds of any sale are understood to be unlikely to pay off the bank debt, Irish Independent states. It means the Revenue Commissioners are unlikely to recoup anything after closing the hotel, Irish Independent says. Shannon Key West Hotel was based in Leitrim. ZAPA TECHNOLOGY: Board Appoints Provisional Liquidator ------------------------------------------------------ Ciaran Hancock at The Irish Times reports that the board of Zapa Technology has appointed a provisional liquidator to the company after running into funding difficulties. According to The Irish Times, the company, founded in January 2009 by businessman John Nagle, owes more than EUR700,000 to trade creditors, which it cannot repay. It had accumulated losses of EUR6.5 million by the end of September 2010, The Irish Times discloses. Michael McAteer of Grant Thornton was appointed provisional liquidator on Thursday, The Irish Times relates. Offers to acquire the company are to be submitted by 5:00 p.m. on Wednesday, The Irish Times says. In the meantime, Zapa continues to trade, The Irish Times notes. Dublin-based Zapa Technology is involved in so-called near-field communications. The Zapa Tag can be used to make payments in stores, collect loyalty points and rewards, redeem coupons and special offers, pay for tickets on transport, access events, get information from media sites, and download product details. It employs eight staff. ========= I T A L Y ========= FERRETTI SPA: RBS, SVP Offer to Bail Out Business ------------------------------------------------- The Scotsman reports that Royal Bank of Scotland and US hedge fund Strategic Value Partners are uniting to help bail out cash- hemorrhaging Ferretti. According to The Scotsman, it is understood RBS and SVP have offered to inject between EUR150 million (GBP131 million) and EUR180 million into the group, which owns the Riva and Pershing motor yacht brands. RBS and SVP have previously participated in a debt-for-equity swap with Ferretti, The Scotsman notes. Ferretti is an Italian luxury yacht maker ===================== N E T H E R L A N D S ===================== GREEN PARK: S&P Raises Rating on Class E Notes to 'B+' ------------------------------------------------------ Standard & Poor's Ratings Services raised its credit ratings on Green Park CDO B.V.'s class A, B, C, D, and E notes. "The rating actions follow our assessment of the transaction's performance and the application of our relevant criteria for CLO transactions (see 'Related Criteria and Research')," S&P related. "Our analysis indicates that the portfolio's credit quality has improved since our previous review of the transaction's performance (see 'Transaction Update: Green Park CDO B.V.,' published Jan. 14, 2010). In particular, there are no defaults in the portfolio. Additionally, the credit enhancement for all classes of notes has been increasing -- partly due to a reduction in the class A notes' outstanding principal -- and so has the weighted-average spread earned on the collateral pool," S&P said. "We subjected the capital structure to a cash flow analysis to determine the break-even default rate for each rated class. In our analysis, we used: the reported portfolio balance that we consider to be performing; cash; the current weighted-average spread; and the weighted-average recovery rates that we considered to be appropriate. We incorporated various cash flow stress scenarios, using various default patterns, levels, and timing for each liability rating category, in conjunction with different interest stress scenarios," S&P related. "Taking into account our credit and cash flow analyses, we consider that the credit enhancement available to each rated tranche is consistent with a higher rating than previously assigned. We have therefore raised our ratings on the class A, B, C, D, and E notes," S&P said. "Our rating on the class E notes was constrained by the application of the largest obligor default test, a supplemental stress test that we introduced in our 2009 criteria update for corporate collateralized debt obligations (CDOs) (see 'Update To Global Methodologies And Assumptions For Corporate Cash Flow And Synthetic CDOs,' published Sept. 17, 2009)," S&P related. "We have applied our 2010 counterparty criteria and we continue to consider that the participants to the transaction are appropriately rated to support the ratings on the notes (see 'Counterparty and Supporting Obligations Methodology and Assumptions,' published on Dec. 6, 2010)," S&P said. Green Park CDO is a cash flow collateralized loan obligation (CLO) transaction that securitizes loans to primarily speculative-grade corporate firms. Ratings List Class Rating To From Green Park CDO B.V. EUR462.6 Million Senior Secured Floating-Rate Notes A AA+ (sf) AA (sf) B AA (sf) A+ (sf) C A (sf) BBB (sf) D BB+ (sf) BB- (sf) E B+ (sf) CCC+ (sf) LEOPARD CLO: Moody's Lifts Ratings on Two Note Classes to 'B3' -------------------------------------------------------------- Moody's Investors Service has upgraded the ratings of these notes issued by Leopard CLO III B.V.: -- EUR235,000,000 A1 Notes, Upgraded to Aa1 (sf); previously on Jun 22, 2011 Aa3 (sf) Placed Under Review for Possible Upgrade -- EUR14,500,000 B Notes, Upgraded to A1 (sf); previously on Jun 22, 2011 Baa2 (sf) Placed Under Review for Possible Upgrade -- EUR18,000,000 C1 Notes, Upgraded to Ba1 (sf); previously on Jun 22, 2011 Ba3 (sf) Placed Under Review for Possible Upgrade -- EUR11,000,000 C2 Notes, Upgraded to Ba1 (sf); previously on Jun 22, 2011 Ba3 (sf) Placed Under Review for Possible Upgrade -- EUR16,250,000 D Notes, Upgraded to B1 (sf); previously on Jun 22, 2011 Caa1 (sf) Placed Under Review for Possible Upgrade -- EUR6,250,000 E1 Notes, Upgraded to B3 (sf); previously on Jun 22, 2011 Caa2 (sf) Placed Under Review for Possible Upgrade -- EUR4,000,000 E2 Notes, Upgraded to B3 (sf); previously on Jun 22, 2011 Caa2 (sf) Placed Under Review for Possible Upgrade -- EUR10,000,000 Combo W Notes, Upgraded to Ba1 (sf); previously on Jun 22, 2011 Ba2 (sf) Placed Under Review for Possible Upgrade -- EUR7,500,000 Combo X Notes, Upgraded to Ba1 (sf); previously on Jun 22, 2011 Ba2 (sf) Placed Under Review for Possible Upgrade -- EUR3,000,000 Combo Y Notes, Upgraded to B1 (sf); previously on Jun 22, 2011 B3 (sf) Placed Under Review for Possible Upgrade -- EUR4,000,000 Combo Z Notes, Upgraded to Ba1 (sf); previously on Jun 22, 2011 Ba2 (sf) Placed Under Review for Possible Upgrade The ratings of the Combination Notes address the repayment of the Rated Balance on or before the legal final maturity. For Classes W and Z, the 'Rated Balance' is equal at any time to the principal amount of the Combination Note on the Issue Date increased by the Rated Coupon of 1.5% and 0.25% per annum respectively, accrued on the Rated Balance on the preceding payment date minus the aggregate of all payments made from the Issue Date to such date, either through interest or principal payments. For Class X and Class Y, the 'Rated Balance' is equal at any time to the principal amount of the Combination Note on the Issue Date minus the aggregate of all payments made from the Issue Date to such date, either through interest or principal payments. The Rated Balance may not necessarily correspond to the outstanding notional amount reported by the trustee. RATINGS RATIONALE Leopard CLO III B.V., issued in April 2005, is a single currency Collateralised Loan Obligation ("CLO") backed by a portfolio of mostly high yield European loans. The portfolio is managed by M&G Investment Management Limited. The reinvestment period ended on April 21 2010. It is predominantly composed of senior secured loans. According to Moody's, the rating actions taken on the notes are primarily a result of applying Moody's revised CLO assumptions described in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. The actions also reflect the amortization of the portfolio and deleveraging of the senior notes since the rating action in December 2009. The actions reflect key changes to the modeling assumptions, which incorporate (1) a removal of the temporary 30% default probability macro stress implemented in February 2009, (2) increased BET liability stress factors as well as (3) change to a fixed recovery rate modeling framework. Additional changes to the modeling assumptions include changing certain credit estimate stresses aimed at addressing the lack of forward looking indicators as well as time lags in receiving information required for credit estimate updates. Moody's notes that the Class A1 notes have been paid down by approximately 25% or EUR59.3 million since the rating action in December 2009. As of the trustee report from September 2011, the Class A/B, Class C, Class D and Class E overcollateralization ('OC') ratios are reported at 131.59%, 114.18%, 106.30% and 102.56%, respectively, versus November 2009 report levels of 127.71%, 114.41%, 108.10% and 104.47%, respectively. All related OC tests are currently in compliance. In particular, EUR 1.66 million of interest proceeds reduced the outstanding balance of the Class E Notes by 16%. on the October 2010 payment date, due to the diversion of excess interest related to Class E OC test failure. Reported WARF has increased from 2528 to 3021 between November 2009 and September 2011. However, this reported WARF overstates the actual deterioration in credit quality because of the technical transition related to rating factors of European corporate credit estimates, as announced in the press release published by Moody's on September 1, 2010. Additionally, defaulted securities is zero compared to EUR12.5 million in November 2009. Due to the impact of revised and updated key assumptions referenced in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011, key model inputs used by Moody's in its analysis, such as the portfolio par amount, WARF, diversity score, and weighted average recovery rate, may be different from the trustee's reported numbers. In its base case, Moody's analyzed the underlying collateral pool to have a performing par and principal proceeds balance of EUR251.4 million, defaulted par of EUR6 million, a weighted average default probability of 23.41% (consistent with a WARF of 3194), a weighted average recovery rate upon default of 40.65% for a Aaa liability target rating, a diversity score of 28 and a weighted average spread of 3.09%. The default probability is derived from the credit quality of the collateral pool and Moody's expectation of the remaining life of the collateral pool. The average recovery rate to be realized on future defaults is based primarily on the seniority of the assets in the collateral pool. For a Aaa liability target rating, Moody's assumed that 77% of the portfolio exposed to senior secured corporate assets would recover 50% upon default, while the remainder non first-lien loan corporate assets would recover 10%. In each case, historical and market performance trends and collateral manager latitude for trading the collateral are also relevant factors. These default and recovery properties of the collateral pool are incorporated in cash flow model analysis where they are subject to stresses as a function of the target rating of each CLO liability being reviewed. Moody's notes that this transaction is subject to a high level of macroeconomic uncertainty, as evidenced by 1) uncertainties of credit conditions in the general economy and 2) the large concentration of speculative-grade debt maturing between 2012 and 2015 which may create challenges for issuers to refinance. CLO notes' performance may also be impacted by 1) the manager's investment strategy and behavior and 2) divergence in legal interpretation of CDO documentation by different transactional parties due to embedded ambiguities. Sources of additional performance uncertainties are: 1) Deleveraging: The main source of uncertainty in this transaction is the pace of amortization of the underlying portfolio. Pace of amortization could significantly accelerate or slow down subject to market conditions and this may have a significant impact on the notes' ratings. In particular, amortization could accelerate as a consequence of high levels of prepayments in the loan market or asset sales or be delayed by rising loan amend-and-extent restructurings. 2) Moody's also notes that around 61% of the collateral pool consists of debt obligations whose credit quality has been assessed through Moody's credit estimates. Large single exposures to obligors bearing a credit estimate have been subject to a stress applicable to concentrated pools as per the report titled "Updated Approach to the Usage of Credit Estimates in Rated Transactions" published in October 2009. 3) Recovery of defaulted assets: Market value fluctuations in defaulted assets reported by the trustee and those assumed to be defaulted by Moody's may create volatility in the deal's overcollateralization levels. Further, the timing of recoveries and the manager's decision to work out versus sell defaulted assets create additional uncertainties. Moody's analyzed defaulted recoveries assuming the lower of the market price and the recovery rate in order to account for potential volatility in market prices. The principal methodology used in this rating was "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. Moody's modeled the transaction using the Binomial Expansion Technique, as described in Section 2.3.2.1 of the "Moody's Approach to Rating Collateralized Loan Obligations" rating methodology published in June 2011. The cash flow model used for this transaction, whose description can be found in the methodology listed above, is Moody's CDOEdge model. In addition to the quantitative factors that are explicitly modeled, qualitative factors are part of the rating committee considerations. These qualitative factors include the structural protections in each transaction, the recent deal performance in the current market environment, the legal environment, specific documentation features, the collateral manager's track record, and the potential for selection bias in the portfolio. All information available to rating committees, including macroeconomic forecasts, input from other Moody's analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, may influence the final rating decision. SKELLIG ROCK: Moody's Raises Rating on Class E Notes to 'B2' ------------------------------------------------------------ Moody's Investors Service has upgraded the ratings of these notes issued by Skellig Rock B.V.: EUR32.5M Class A-2b Senior Floating Rate Notes due 2022, Upgraded to Aaa (sf); previously on Jun 22, 2011 Aa1 (sf) Placed Under Review for Possible Upgrade EUR38M Class B Senior Floating Rate Notes due 2022, Upgraded to A1 (sf); previously on Jun 22, 2011 A2 (sf) Placed Under Review for Possible Upgrade EUR34M Class C Deferrable Interest Floating Rate Notes due 2022, Upgraded to Baa2 (sf); previously on Jun 22, 2011 Baa3 (sf) Placed Under Review for Possible Upgrade EUR27M Class D Deferrable Interest Floating Rate Notes due 2022, Upgraded to Ba2 (sf); previously on Jun 22, 2011 B1 (sf) Placed Under Review for Possible Upgrade EUR13.5M Class E Deferrable Interest Floating Rate Notes due 2022, Upgraded to B2 (sf); previously on Jun 22, 2011 Caa3 (sf) Placed Under Review for Possible Upgrade EUR8M Class R Combination Notes due 2022, Upgraded to Baa2 (sf); previously on Jun 22, 2011 Baa3 (sf) Placed Under Review for Possible Upgrade EUR10M Class S Combination Notes due 2022, Upgraded to B1 (sf); previously on Jun 22, 2011 Caa3 (sf) Placed Under Review for Possible Upgrade EUR8M Class T Combination Notes due 2022, Upgraded to Baa2 (sf); previously on Jun 22, 2011 Baa3 (sf) Placed Under Review for Possible Upgrade EUR7M Class Q Combination Notes due 2022, Upgraded to Baa3 (sf); previously on Jun 22, 2011 Ba1 (sf) Placed Under Review for Possible Upgrade The ratings of the Combination Notes address the repayment of the Rated Balance on or before the legal final maturity. For Class Q, the 'Rated Balance' is equal at any time to the principal amount of the Combination Note on the Issue Date increased by the Rated Coupon of 0.25% per annum respectively, accrued on the Rated Balance on the preceding payment date minus the aggregate of all payments made from the Issue Date to such date, either through interest or principal payments. For Classes R, S and T the 'Rated Balance' is equal at any time to the principal amount of the Combination Note on the Issue Date minus the aggregate of all payments made from the Issue Date to such date, either through interest or principal payments. The Rated Balance may not necessarily correspond to the outstanding notional amount reported by the trustee. RATINGS RATIONALE Skellig Rock B.V., issued in November 2006, is a single currency Collateralised Loan Obligation ("CLO") backed by a portfolio of mostly high yield European leveraged loans. The portfolio is managed by GSO Capital Partners International LLP. This transaction will be in reinvestment period until 30 November 2012. It is predominantly composed of senior secured loans. According to Moody's, the rating actions taken on the notes are primarily a result of applying Moody's revised CLO assumptions described in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. The actions reflect key changes to the modeling assumptions, which incorporate (1) a removal of the temporary 30% default probability macro stress implemented in February 2009, (2) increased BET liability stress factors as well as (3) change to a fixed recovery rate modeling framework. Additional changes to the modeling assumptions include (1) standardizing the modeling of collateral amortization profile, and (2) changing certain credit estimate stresses aimed at addressing the lack of forward looking indicators as well as time lags in receiving information required for credit estimate updates and (3) adjustments to the equity cash-flows haircuts applicable to combination notes. Moody's also notes that this action also reflects improvements of the transaction performance since the last rating action. The overcollateralization ('OC') ratios of the rated notes have improved since the rating action in November 2009. The Class A/B, Class C and Class D OC ratios from the August 2011 report are 132.4%, 119.1% and 110.3%, respectively, versus September 2009 report levels of 128.9%, 116.1% and 107.6%, respectively. All OC tests in the transaction are currently in compliance. Reported WARF has increased from 2554 to 2930 between September 2009 and August 2011. The change in reported WARF understates the actual credit quality improvement because of the technical transition related to rating factors of European corporate credit estimates, as announced in the press release published by Moody's on 1 September 2010. In addition, securities rated Caa or lower make up approximately 30.6M of the underlying portfolio versus 32.9M in September. Additionally, defaulted securities total about EUR 1.5 million of the underlying portfolio compared to EUR 21.7 million in September 2009. Due to the impact of revised and updated key assumptions referenced in "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011, key model inputs used by Moody's in its analysis, such as the portfolio par amount, WARF, diversity score, and weighted average recovery rate, may be different from the trustee's reported numbers. In its base case, Moody's analyzed the underlying collateral pool to have a performing par and principal proceeds balance of EUR403.3 million, defaulted par of EUR1.5 million, a weighted average default probability of 23.4% (consistent with a WARF of 2934), a weighted average recovery rate upon default of 45.5% for a Aaa liability target rating, a diversity score of 34 and a weighted average spread of 2.65%. The default probability is derived from the credit quality of the collateral pool and Moody's expectation of the remaining life of the collateral pool. The average recovery rate to be realized on future defaults is based primarily on the seniority of the assets in the collateral pool. For a Aaa liability target rating, Moody's assumed that 88.6% of the portfolio exposed to senior secured corporate assets would recover 50% upon default, while the remainder non first-lien loan corporate assets would recover 10%. In each case, historical and market performance trends and collateral manager latitude for trading the collateral are also relevant factors. These default and recovery properties of the collateral pool are incorporated in cash flow model analysis where they are subject to stresses as a function of the target rating of each CLO liability being reviewed. Moody's notes that this transaction is subject to a high level of macroeconomic uncertainty, as evidenced by 1) uncertainties of credit conditions in the general economy 2) the large concentration of speculative-grade debt maturing between 2012 and 2015 which may create challenges for issuers to refinance. CLO notes' performance may also be impacted by 1) the manager's investment strategy and behavior and 2) divergence in legal interpretation of CDO documentation by different transactional parties due to embedded ambiguities. Sources of additional performance uncertainties are: 1) Moody's also notes that around 71.8% of the collateral pool consists of debt obligations whose credit quality has been assessed through Moody's credit estimates. 2) Weighted average life: The notes' ratings are sensitive to the weighted average life assumption of the portfolio, which may be extended due to the manager's decision to reinvest into new issue loans or other loans with longer maturities and/or participate in amend-to-extend offerings. Moody's tested for a possible extension of the actual weighted average life in its analysis. 3) Other collateral quality metrics: The deal is allowed to reinvest and the manager has the ability to deteriorate the collateral quality metrics' existing cushions against the covenant levels. Moody's analyzed the impact of assuming the worse of reported and covenanted values for weighted average rating factor, weighted average spread, and diversity score. However, in addition to its base case, Moody's also considered spread levels higher than the covenant levels due to the difference between the reported and covenant levels. The principal methodology used in this rating was "Moody's Approach to Rating Collateralized Loan Obligations" published in June 2011. Moody's modeled the transaction using the Binomial Expansion Technique, as described in Section 2.3.2.1 of the "Moody's Approach to Rating Collateralized Loan Obligations" rating methodology published in June 2011. The cash flow model used for this transaction, whose description can be found in the methodology listed above, is Moody's CDOEdge model. In addition to the quantitative factors that are explicitly modeled, qualitative factors are part of the rating committee considerations. These qualitative factors include the structural protections in each transaction, the recent deal performance in the current market environment, the legal environment, specific documentation features, the collateral manager's track record, and the potential for selection bias in the portfolio. All information available to rating committees, including macroeconomic forecasts, input from other Moody's analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, may influence the final rating decision. ============= R O M A N I A ============= * ROMANIA: Bankrupt Firms May File Affidavit to Join Tenders ------------------------------------------------------------ Radu Bostan at Ziarul Financiar reports that companies that have filed for bankruptcy or have debts to Romania's state budget may not take part in public-private partnership tenders, but may declare they are not in such a situation through a simple affidavit. ========= S P A I N ========= AUTOVIA DE LA MANCHA: Moody's Cuts Rating on EUR110MM Loan to B3 ---------------------------------------------------------------- Moody's Investors Service has downgraded to B3 from Baa2 the underlying rating of the EUR110 million guaranteed senior secured loan due 2031, originally raised by Autovia de la Mancha S.A. ("Aumancha") in 2008. The underlying rating remains on review for further possible downgrade. RATINGS RATIONALE The downgrade of Aumancha follows the recent downgrade of the Spanish regional government of Castilla-La Mancha to Ba2, on review for possible downgrade, from A3, which in turn was triggered by the downgrade of Spain's sovereign ratings to A1 from Aa2 on October 18, 2011. The underlying rating of the loan is now positioned four notches below the rating of Castilla-La Mancha, which represents a widening from the previous two notches. The widening reflects increasing delays in shadow toll payments and growing evidence that Castilla-La Mancha is prioritizing certain core expenditures ahead of its payment obligations to Aumancha. Aumancha is a special purpose company, which entered into a 30- year concession agreement with Castilla-La Mancha in June 2003. The agreement stipulated that Aumancha would build, operate and maintain a 52.3 kilometre shadow toll road linking the cities of Toledo and Consuegra in central Spain. Construction works for the project were successfully completed in July 2005, ahead of schedule and within budget, and the road has been successfully operated by Aumancha since then. Operation and maintenance and lifecycle works are self-performed by Aumancha. Shadow tolls are payable monthly by Castilla-La Mancha pursuant to a banded payment mechanism based on actual vehicle-kilometers driven, with payments adjusted for CPI indexation annually. Traffic risk is substantially mitigated by the banded payment mechanism under the concession agreement. Although projected revenues (in real terms) are relatively insensitive to traffic growth assumptions, Moody's notes that Aumancha expects traffic numbers for 2011 to be in line with the traffic levels observed in 2009; thereafter traffic growth is forecast to increase at the growth rates projected at financial close. The loan's B3 underlying rating reflects: (i) the credit rating of Castilla-La Mancha as payer under the concession agreement, taking into account increasing delays in shadow toll payments and growing evidence that Castilla-La Mancha is prioritizing core expenditures ahead of its payment obligations to Aumancha; (ii) the benign performance regime under the concession agreement and the project's stable revenue stream, subject to Castilla-La Mancha payment risk; (iii) the straightforward nature of operation and maintenance and lifecycle works; (iv) the protection afforded to senior creditors by virtue of the economic-financial rebalancing regime within the Concession Agreement, subject to Castilla-La Mancha's credit risk; (v) the significant leverage, mitigated by debt service coverage ratios and a cash break-even ratio which are robust, but subject to Castilla-La Mancha payment risk; (vi) certain structural features which further mitigate the risks of high leverage; and (vi) a high expected recovery assumption following early termination of the concession agreement, subject to Castilla-La Mancha's credit risk. As at September 30, 2011, outstanding payments corresponding to nine months of shadow tolls were due from Castilla-La Mancha. Aumancha pays principal and interest on a 12 monthly basis. Aumancha is next scheduled to pay debt service on July 15, 2012. Structural enhancements include a 12 month debt service reserve, which is currently fully funded. The B3 rating reflects Moody's view that Castilla-La Mancha will make sufficient payments of accrued project revenues to ensure that Aumancha can meet its operational costs and debt service obligations over the next 12 months. However, the rating also reflects that failure to do so would likely result in a default on the loan. Scheduled payments of principal and interest under the loan are unconditionally and irrevocably guaranteed by Assured Guaranty (Europe) Ltd ("Assured Guaranty", rated Aa3/negative outlook, formerly Financial Security Assurance (U.K.) Ltd) pursuant to a financial guarantee insurance policy. The B3 underlying rating reflects the credit risk of the loan without the benefit of the financial guarantee. The Aa3 insured rating of the loan, which does take into account the benefit of the financial guarantee, is unchanged since it is determined as the higher of: (i) the insurance financial strength rating of Assured Guaranty, and (ii) the underlying rating of the Loan. WHAT COULD CHANGE THE RATING UP/DOWN On October 19, 2011, Moody's downgraded the long term issuer and debt ratings of Castilla-La Mancha to Ba2 from A3, and maintained them on review for further possible downgrade. Once Moody's has concluded the review of Castilla-La Mancha ratings, the rating agency will consider the impact of this on its review of the underlying rating for Aumancha. The underlying rating for Aumancha may be upgraded (i) in the (currently unlikely) event that Castilla-La Mancha is upgraded; or (ii) following settlement of payment arrears, and normalization of monthly shadow toll payments. The underlying rating for Aumancha may be downgraded following (i) a further downgrade of Castilla-La Mancha, or (ii) further increases in payment arrears and/or non-payment by Castilla-La Mancha of accrued project revenues. METHODOLOGY USED The principal methodology used in this rating was Operating Risk in Privately-Financed Public Infrastructure (PFI/PPP/P3) Projects published in December 2007. Moody's approach to rating insured or "wrapped" transactions is outlined in Moody's methodology entitled "Assignment of Wrapped Ratings When Financial Guarantor Falls Below Investment Grade", published in May 2008. Aumancha's ultimate shareholders are: (i) Iridium Concesiones de Infraestructuras S.A. (formerly Dragados Concesiones de Infraestructuras S.A.), a subsidiary of ACS Group, which holds 75%; and (ii) Cyopsa-Sisocia S.A., a local contractor active in the Castilla-La Mancha region, which holds 25%. AUTOVIA DE LOS VINEDOS: Moody's Downgrades Debt Ratings to 'B3' --------------------------------------------------------------- Moody's Investors Service has downgraded to B3 from Baa2 the following debt obligations of Autovia de Los Vinedos S.A.: - EUR103.0 million loan facility provided by the European Investment Bank - EUR64.1 million bonds These ratings remain on review for further possible downgrade. RATINGS RATIONALE The downgrade of Auvisa and the continued review for further downgrade follows the recent downgrade of the Spanish regional government of Castilla-La Mancha to Ba2, also on review for further downgrade, from A3, which in turn was triggered by the downgrade of Spain's sovereign ratings to A1 from Aa2 on October 18, 2011. The B3 ratings of the EIB Loan and Bonds are now positioned four notches below the rating of Castilla-La Mancha, which represents a widening in the rating differential from the previous two notches. The widening reflects increasing delays in shadow toll payments and growing evidence that Castilla-La Mancha is prioritizing certain core expenditures ahead of its payment obligations to Auvisa. Auvisa is a special purpose company which entered into a 30-year concession agreement with Castilla-La Mancha in December 2003. The agreement stipulated that Auvisa would build, operate and maintain a 74.5km shadow toll road, namely, the Consuegra to Tomelloso section of the Autovia de los Vinedos motorway linking the cities of Toledo and Tomelloso in central Spain. The shadow toll road has been operating successfully since construction works were completed in December 2005, ahead of schedule and within budget. Shadow tolls are payable monthly by Castilla-La Mancha based on actual vehicle-kilometers driven, with payments adjusted annually for CPI indexation. Operation and maintenance works are performed on a cost-plus basis by a joint venture between Acciona S.A. and Construcciones Sarrion. The B3 ratings reflect: (i) the credit rating of Castilla-la Mancha as payer under the concession agreement, taking into account increasing delays in shadow toll payments and growing evidence that Castilla-La Mancha is prioritizing core expenditures ahead of its payment obligations to Auvisa; (ii) the operating revenues which are exposed to traffic volume risk; (iii) the straightforward nature of operating and maintenance activities and capital maintenance works; (iv) the significant leverage, mitigated by certain structural features; and (v) the protection afforded to senior creditors by virtue of the compensation on termination provisions under the concession agreement which would underpin a high level of recovery following an early termination of the Agreement, subject to Castilla-La Mancha's credit risk. As of September 30, 2011, outstanding payments corresponding to nine months of shadow tolls were due from Castilla-La Mancha. Auvisa pays principal and interest on a 12-monthly basis. Auvisa is next scheduled to pay debt service on 15 December 2011. If no payments are forthcoming from Castilla-La Mancha prior to 15 December 2011, Auvisa would not be able to fund accrued operating costs (estimated to be some EUR4.5-6.0 million) nor meet its debt service payment obligation in full (approximately EUR11.2 million) -- i.e. the balance in the debt service reserve account would be insufficient to meet this payment. The B3 rating reflects Moody's view that Castilla-La Mancha will make sufficient payments of accrued project revenues to ensure that Auvisa can meet its operating costs and debt service obligations over the next 12 months. However, the rating also reflects that a potential failure to do so would likely result in a default on the EIB Loan and the Bonds. The EIB Loan and the Bonds rank pari passu with senior secured debt, and benefit from unconditional and irrevocable guarantees of scheduled principal and interest under financial guarantee insurance policies issued by Syncora Guarantee (U.K.) Ltd ("SGUK", rated Ca/developing outlook, formerly XL Capital Assurance (U.K.) Limited). The ratings of the EIB loan and the bonds are determined as the higher of (i) the insurance financial strength of SGUK, and (ii) their B3 underlying ratings. WHAT COULD CHANGE THE RATINGS UP/DOWN On October 19, 2011, Moody's downgraded the long-term issuer and debt ratings of Castilla-La Mancha to Ba2 from A3, and maintained them on review for further possible downgrade. Once Moody's has concluded the review of Castilla-La Mancha ratings, the rating agency will consider the impact of this on its review of Auvisa's ratings. The ratings of the EIB Loan and the Bonds could be upgraded (i) in the (currently unlikely) event that Castilla-La-Mancha is upgraded, or (ii) following the settlement of payment arrears, and the normalization of monthly shadow toll payments. The ratings could be downgraded following (i) a further downgrade of Castilla-La Mancha, or (ii) further increases in payment arrears and/or non-payment by Castilla-La Mancha of accrued project revenues. METHODOLOGY USED The principal methodology used in this rating was Operational Toll Roads published in December 2006. Moody's approach to rating insured or "wrapped" transactions is outlined in Moody's methodology entitled "Assignment of Wrapped Ratings When Financial Guarantor Falls Below Investment Grade", published in May 2008. Auvisa's shareholders are Acciona S.A. and Esconcessoes SGPS S.A., with a 50% shareholding each. =========== T U R K E Y =========== ASYA KATILIM: Moody's Assigns '(P)Ba2' Rating to Proposed Sukuk --------------------------------------------------------------- Moody's Investors Service has assigned a provisional (P)Ba2 rating to the senior sukuk trust certificates of Asya Katilim Bankasi A.S. (BankAsya). The outlook on the rating is stable. This is the first Moody's-rated sukuk issuance in Turkey. RATINGS RATIONALE The (P)Ba2 rating assigned to the senior sukuk is at the same level as the global local-currency (GLC) deposit rating already assigned to BankAsya, as ultimately all the payment obligations within the structure remain with BankAsya. A special-purpose entity -- Bank Asya Sukuk Limited (the issuer) - - incorporated in the Cayman Islands, will issue the sukuk certificates to investors (the sukuk holders) and use the proceeds to acquire an interest in a portfolio of assets comprising primarily leased assets, and murabaha rights from BankAsya (trust assets). BankAsya, as managing agent, will collect all lease and other payments from the contracts in the trust assets and will pay the issuer an amount sufficient to fund the periodic distribution amounts to sukuk holders on each distribution date. BankAsya will issue a purchase undertaking in favor of the issuer, wherein it undertakes to purchase the issuer's interest in the trust assets at the exercise price either at maturity, or before maturity if a dissolution event occurs. The presence of assets in the structure is for the purposes of Shari'ah compliance only and has no bearing on the credit risk of the certificates. Moody's ratings do not express any opinion on the structure's compliance with Shari'ah principles. Moody's notes that the sukuk holders only have contractual rights against BankAsya, ranking pari passu with other unsecured obligations, as provided in the transaction documents. Through various structural features the sukuk holders will (i) be effectively exposed to BankAsya's senior unsecured credit risk in foreign currency; (ii) not be exposed to the risk of the trust assets; and (iii) have no preferential claim or recourse over the trust assets. More specifically, this is because under the transaction documentation, BankAsya (i) is obligated to cover any shortfall between the rental and other payments from the company-owned assets and the required periodic distribution amounts to sukuk holders; and (ii) irrevocably undertakes to purchase the issuer's interest in the trust assets at the exercise price either at maturity, or before maturity if a dissolution event occurs, thus providing an obligation to redeem the certificates in full. Furthermore, the sukuk holders have no rights to cause any sale or disposal of the trust assets, except as expressly provided under the purchase undertaking deeds and sale undertaking deeds. Any upgrade of the GLC deposit rating, would result in an upgrade of the rating of the certificates up to the foreign-currency bond ceiling, which for Turkey is currently Ba1. Likewise, a downgrade of the GLC deposit rating -- or the downgrade of the foreign- currency bond ceiling below that of the GLC deposit rating -- would result in a downgrade of the rating of the certificates. The rating of the notes is provisional and represents Moody's preliminary opinion. Upon a conclusive review of the final documentation and legal opinions for the proposed debt issuance, Moody's will endeavor to assign a definitive rating to the notes. A definitive rating may differ from a provisional rating. A rating is not a recommendation to purchase, sell or invest in any securities. The methodologies used in this rating were Bank Financial Strength Ratings: Global Methodology published in February 2007, and Incorporation of Joint-Default Analysis into Moody's Bank Ratings: A Refined Methodology published in March 2007. TURK EXIMBANK: Moody's Assigns '(P)Ba1' Sr. Unsec. Debt Rating -------------------------------------------------------------- Moody's Investors Service has assigned a first-time provisional (P)Ba1 foreign-currency senior unsecured debt rating to Export Credit Bank of Turkey AS (Turk Eximbank). The outlook on the rating is positive. RATINGS RATIONALE The (P)Ba1 rating and its outlook assigned to the proposed senior unsecured bond issuance is same as the foreign currency issuer rating already assigned to Turk Eximbank, as ultimately all the payment obligations within the structure remain with Turk Eximbank. The debt issuance is being offered under Rule 144A, Regulation S. The terms and conditions of the notes include (among others) a negative pledge, cross-default and a change of control clause. The notes will be unconditional, unsubordinated and unsecured obligations and will rank pari passu with all Turk Eximbank's other senior unsecured obligations. The rating of the notes is in line with Turk Eximbank's foreign-currency issuer rating. Any subsequent foreign-currency senior unsecured bonds issued by Turk Eximbank would also be rated Ba1. The rating of the notes is provisional and represents Moody's preliminary opinion only. Upon a conclusive review of the documentation, Moody's will endeavor to assign a definitive rating to the notes. A definitive rating may differ from a provisional rating. A rating is not a recommendation to purchase, sell or invest in any securities. The methodologies used in this rating were Bank Financial Strength Ratings: Global Methodology published in February 2007, and Incorporation of Joint-Default Analysis into Moody's Bank Ratings: A Refined Methodology published in March 2007. Turk Eximbank is headquartered in Ankara, Turkey, and at the yearend 2010 had total assets of US$4 billion. =========================== U N I T E D K I N G D O M =========================== NOAH'S ARK: Guy's Gift Offers Support to Affected Members --------------------------------------------------------- Tim Clarke at Evesham Observer reports that bereaved children and their families left devastated by the shock closure of the Noah's Ark Trust are set to be thrown a lifeline of support in the form of a new charity. According to the report, Warwickshire-based Guy's Gift is hoping to fill the void left by the sudden loss of the Trust by launching a charity offering similar bereavement counselling and support in Worcestershire. Evesham Observer relates that Noah's Ark Trust recently revealed its income had dropped by about GBP18,000 a month this year and found it was no longer able to fund its services. Guy's Gift is now appealing to affected families to get in touch and seek immediate help from Guy's Gift's existing services. But the charity is keen to establish a permanent base in the county and from Monday (October 24) will set about establishing a new organisation specifically aimed at supporting Worcestershire families, the report relays. According to Evesham Observer, Stuart Potter, Guy's Gift service manager, said they had been deeply saddened by the plight of Noah's Ark and those children who had been receiving support from the charity. "The families that have been left without support are already bereaved and this is almost like another loss to them," the report quotes Mr. Potter as saying. "Although we operate in Warwickshire, we are Worcestershire people and we know the territory well. It will be a tough challenge to launch a charity like this and it won't happen overnight. There will be a gap but in the short term we aim to support those that have been affected immediately." Noah's Ark Trust was a bereavement charity which provided help and support for young people, children and their families after the death of a loved one. NORIAN BEDS: To Enter Liquidation; 80 Factory Workers Lose Jobs --------------------------------------------------------------- Will Frampton at ThisisWiltshire.co.uk reports that employees at Norian Beds in Trowbridge turned up for work as normal on Monday -- only to be told that the company, and their jobs, no longer existed. The firm's 80 factory staff arrived at the site, in Avon Way on the Canal Road Trading Estate, to be told the company will enter liquidation, and they would have to apply for redundancy payments, ThisisWiltshire.co.uk says. According to the report, owner Pete Gair blamed the collapse on the company being unable to secure new investments after they were owed GBP320,000 following the collapse of DIY giant Focus earlier this year. The 27-year-old firm, which moved to the former Avon Rubber site in Trowbridge from premises in Holt and Atworth in 2004, employs a total of 130 people, manufacturing beds, mattresses and soft furnishings. REFLECTIONS PRINT: Creditors Back Company Voluntary Arrangement --------------------------------------------------------------- Adam Hooker at PrintWeek reports that a meeting of creditors on Friday voted in favor of Reflections Print Lamination's proposed Company Voluntary Arrangement (CVA). PrintWeek says the proposal gained a 93% approval. According to PrintWeek, a source said that the majority of creditors had already voted in favor of accepting the CVA at an earlier creditors' meeting on Oct. 7, which was adjourned without a resolution. A letter to creditors from the administrator seen by PrintWeek, dated Oct. 14, stated that the adjournment was intended to allow further time for discussions with the company's landlords. The company is offering to pay 44p in the pound to unsecured creditors over five years, which will equate to around GBP1 million of a GBP2.3 million unsecured debt being paid back, PrintWeek discloses. "Secured creditors of GBP2.7 million are [to be] paid in full," PrintWeek quotes the company?s legal representatives as saying. Reflections Print Lamination is an East London finisher. THOMAS COOK: Lenders Relax Borrowing Terms to Avert Debt Breach --------------------------------------------------------------- Simon Bowers at The Guardian reports that lenders to Thomas Cook have temporarily relaxed borrowing terms for the debt-laden tour operator to ensure the group stays within its bank covenants over the slower winter holiday season. The reprieve came as Thomas Cook's new chairman designate Frank Meysman, who joined the board this month, continues the urgent search for a chief executive to replace Manny Fontenla-Novoa, who departed abruptly two months ago, The Guardian relates. Mr. Fontenla-Novoa left following a string of profit warnings, The Guardian notes. Crumbling profit expectations and net debt of GBP865 million had left the group struggling to meet bank covenants on borrowings, The Guardian recounts. Like all tour operators, the bulk of Thomas Cook's revenues are related to the busy summer months while outgoings such as hotel bookings fall due in the winter, though it runs tours to Christmas markets across Europe, The Guardian discloses. This left investors and analyst fearful that the group would struggle to meet a quarterly covenant test in December, The Guardian says. According to The Guardian, under the deal banks agreed to relax the covenant thresholds and also extended an additional GBP100 million facility for December and January. In exchange, if Thomas Cook needs to rely on the new loan terms, its cost of borrowing will rise, The Guardian states. Thomas Cook Group plc is a United Kingdom-based company. The Company, together with its subsidiaries, is engaged in the provision of leisure travel services. Its main brands include Airtours, Aspro, Club 18-30, Cresta, Manos, Neilson, Sunset, Sunworld Holidays, Swiss Travel Service, Thomas Cook, Thomas Cook Style Collection, Thomas Cook Signature and Thomas Cook Tours. 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-459786702.9 9163459022 THALES CORPORATE 1083706Z LN -39356881.83 696177878.8 THAMES WATER FIN 1615Z LN -48749918.54 4474513723 THORN EMI PLC THNE FP -2265916257 2950021937 THORN EMI-ADR THN$ LN -2265916257 2950021937 THORN EMI-ADR TORNY US -2265916257 2950021937 THORN EMI-CDR THN NA -2265916257 2950021937 THORN EMI-REGD 1772Q GR -2265916257 2950021937 TIGER ASPECT PRO 1819690Z LN -1811042.92 108420699.7 TIMES NEWSPAPERS 2343939Z LN -653746579.6 603467606.2 TOPPS TILES PLC TPT5 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT3 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT LN -37156577.81 134888367.5 TOPPS TILES PLC TPT VX -37156577.81 134888367.5 TOPPS TILES PLC TPTJY US -37156577.81 134888367.5 TOPPS TILES PLC TPT6 EO -37156577.81 134888367.5 TOPPS TILES PLC TPTJF US -37156577.81 134888367.5 TOPPS TILES PLC TPT7 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT PO -37156577.81 134888367.5 TOPPS TILES PLC TPT S1 -37156577.81 134888367.5 TOPPS TILES PLC TPT EO -37156577.81 134888367.5 TOPPS TILES PLC TPT4 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT2 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT1 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT TQ -37156577.81 134888367.5 TOPPS TILES PLC TPTEUR EU -37156577.81 134888367.5 TOPPS TILES PLC TPTGBP EO -37156577.81 134888367.5 TOPPS TILES PLC TPT9 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT10 EO -37156577.81 134888367.5 TOPPS TILES PLC TPT IX -37156577.81 134888367.5 TOPPS TILES PLC TPTEUR EO -37156577.81 134888367.5 TOPPS TILES PLC TPT PZ -37156577.81 134888367.5 TOPPS TILES PLC TPT EU -37156577.81 134888367.5 TOPPS TILES PLC TPT BQ -37156577.81 134888367.5 TOPPS TILES PLC TPT8 EO -37156577.81 134888367.5 TOPPS TILES-NEW TPTN LN -37156577.81 134888367.5 TOTAL UK LTD 3897130Z LN -61225906.13 2907445594 TRAVELEX HOLDING 2917958Z LN -1298945101 2546701094 TRAVELODGE LTD 3471462Z LN -515411329.9 1254613472 TRINITY MIRROR C 1871386Z LN -53485246.17 204376308.9 TRINITY MIRROR M 1871370Z LN -140843056.8 448783505.1 TRINITY MIRROR P 1511258Z LN -123528659.2 920027091.7 TRINITY MIRROR S 1512242Z LN -3205761.051 531281737.1 TSE DEVELOPMENT 2087531Z LN -297696548.3 510522326.8 TUBE LINES FINAN 1241207Z LN -2914999.962 2408518672 TUI UK LTD 1653824Z LN -913811298.8 5088088830 TYCO HEALTHCARE 1066794Z LN -13601743.4 333686519 UNIGATE PLC UNIG LN -34143742.45 284687094.6 UNIGATE PLC 1577Q GR -34143742.45 284687094.6 UNIGATE PLC UNGAF US -34143742.45 284687094.6 UNIGATE PLC UNGPF US -34143742.45 284687094.6 UNIGATE PLC-ADR UNGAY US -34143742.45 284687094.6 UNILEVER UK CENT 1273034Z LN -1928848885 6056871052 UNIQ PLC UNIQEUR EU -34143742.45 284687094.6 UNIQ PLC UNIQEUR EO -34143742.45 284687094.6 UNIQ PLC UNIQ PO -34143742.45 284687094.6 UNIQ PLC UGE1 GR -34143742.45 284687094.6 UNIQ PLC UNIQ EO -34143742.45 284687094.6 UNIQ PLC UNIQGBP EO -34143742.45 284687094.6 UNIQ PLC UNIQ LN -34143742.45 284687094.6 UNIQ PLC UNIQ EU -34143742.45 284687094.6 UNIQ PLC UNIQF US -34143742.45 284687094.6 UNIQ PLC UNIQ PZ -34143742.45 284687094.6 UNIQ PLC UNIQ IX -34143742.45 284687094.6 UNIQ PLC UNQPF US -34143742.45 284687094.6 UNIQ PLC UGE GR -34143742.45 284687094.6 UNIQ PLC UNIQ VX -34143742.45 284687094.6 UNIQ PLC-ASSD UNIA LN -34143742.45 284687094.6 UNIQ PREPARED FO 1077122Z LN -120661558 355622471.3 UNITED BISCUITS 3193858Z LN -326896245.3 3316769414 UNIVERSAL LEASIN 2581586Z LN -28690420.23 155128729.2 UNIVERSAL PICTUR 1083202Z LN -66200436.83 242851864.9 UPS LTD 1503290Z LN -128358198.9 422072199.6 UTC GROUP UGR LN -11904428.42 203548565 VALE OF AYLESBUR 4006932Z LN -73416860.01 100856530.6 VANCO UK LTD 2784982Z LN -56556541 114635709.2 VINK HOLDINGS LT 4380233Z LN -13477348.26 132005020.2 VIRGIN HOTELS GR 4288389Z LN -30191249.31 109995632.6 VIRGIN MOB-ASSD VMOC LN -392165409.3 166070003.7 VIRGIN MOB-ASSD VMOA LN -392165409.3 166070003.7 VIRGIN MOBILE VMOB VX -392165409.3 166070003.7 VIRGIN MOBILE VMOB PO -392165409.3 166070003.7 VIRGIN MOBILE VMOB LN -392165409.3 166070003.7 VIRGIN MOBILE VGMHF US -392165409.3 166070003.7 VIRGIN MOBILE UEM GR -392165409.3 166070003.7 VIRGIN WINGS LTD 4500155Z LN -410616776.7 5155268566 VODAFONE UK CONT 1909662Z LN -36036445.35 241077469.5 VOYAGE GROUP LTD 4168725Z LN -89543682.76 572205624 WALES & WEST UTI 3688061Z LN -784167196.7 2080276139 WARNER ESTATE WNER PO -17991567.99 433564660.8 WARNER ESTATE WNER PZ -17991567.99 433564660.8 WARNER ESTATE WNER LN -17991567.99 433564660.8 WARNER ESTATE WNER EO -17991567.99 433564660.8 WARNER ESTATE WNERGBP EO -17991567.99 433564660.8 WARNER ESTATE WNER VX -17991567.99 433564660.8 WARNER ESTATE WNEHF US -17991567.99 433564660.8 WARNER ESTATE WRL GR -17991567.99 433564660.8 WARNER ESTATE WNER EU -17991567.99 433564660.8 WARNER ESTATE WNER IX -17991567.99 433564660.8 WARNER MUSIC UK 1075906Z LN -30035535.27 103148268.1 WATSON & PHILIP WTSN LN -120493900 252232072.9 WEAVER VALE HOUS 3953220Z LN -60271595.72 104022836.2 WEETABIX LTD-A WEEBF US -397652099.9 909970808.9 WEETABIX LTD-A WTB OF -397652099.9 909970808.9 WESCOT TOPCO LTD 4007020Z LN -28467510.91 115035189 WEST HAM UNITED 1275834Z LN -60233495.23 174701255.1 WESTBURY HOTEL L 1214607Z LN -541051.7845 357290768.3 WHELCO HOLDINGS 2741744Z LN -1295249.714 100781831 WHITE YOUNG GREE WHY EO -32392901.23 196106689.5 WHITE YOUNG GREE WHYEUR EO -32392901.23 196106689.5 WHITE YOUNG GREE WHYGBP EO -32392901.23 196106689.5 WHITE YOUNG GREE WHYEUR EU -32392901.23 196106689.5 WHITE YOUNG GREE WHY LN -32392901.23 196106689.5 WHITE YOUNG GREE WHY VX -32392901.23 196106689.5 WHITE YOUNG GREE WHY PZ -32392901.23 196106689.5 WHITE YOUNG GREE WHY PO -32392901.23 196106689.5 WHITE YOUNG GREE WHY EU -32392901.23 196106689.5 WHITE YOUNG-NEW WHYN LN -32392901.23 196106689.5 WIGHTLINK LTD 1385642Z LN -15131435.92 231775265.6 WINCANTON PL-ADR WNCNY US -171883729.9 1378925175 WINCANTON PLC WIN4 EO -171883729.9 1378925175 WINCANTON PLC WIN1EUR EO -171883729.9 1378925175 WINCANTON PLC WIN1 EO -171883729.9 1378925175 WINCANTON PLC WIN PZ -171883729.9 1378925175 WINCANTON PLC WIN1GBP EO -171883729.9 1378925175 WINCANTON PLC WIN1 EB -171883729.9 1378925175 WINCANTON PLC WIN7 EO -171883729.9 1378925175 WINCANTON PLC WIN12 EO -171883729.9 1378925175 WINCANTON PLC WIN IX -171883729.9 1378925175 WINCANTON PLC WIN1 NQ -171883729.9 1378925175 WINCANTON PLC WIN1 EU -171883729.9 1378925175 WINCANTON PLC WIN6 EO -171883729.9 1378925175 WINCANTON PLC WIN11 EO -171883729.9 1378925175 WINCANTON PLC WIN8 EO -171883729.9 1378925175 WINCANTON PLC WIN1 TQ -171883729.9 1378925175 WINCANTON PLC WIN9 EO -171883729.9 1378925175 WINCANTON PLC WIN10 EO -171883729.9 1378925175 WINCANTON PLC WIN13 EO -171883729.9 1378925175 WINCANTON PLC WIN1 BQ -171883729.9 1378925175 WINCANTON PLC WIN1USD EO -171883729.9 1378925175 WINCANTON PLC WIN1 S1 -171883729.9 1378925175 WINCANTON PLC WIN LN -171883729.9 1378925175 WINCANTON PLC WIN VX -171883729.9 1378925175 WINCANTON PLC WIN1 QM -171883729.9 1378925175 WINCANTON PLC WIN5 EO -171883729.9 1378925175 WINCANTON PLC WIN1USD EU -171883729.9 1378925175 WINCANTON PLC WIN PO -171883729.9 1378925175 WINCANTON PLC WIN1EUR EU -171883729.9 1378925175 WINCANTON PLC WNCNF US -171883729.9 1378925175 WINDSOR TELEVISI 1475394Z LN -232297665.7 340517582.8 WINTERTHUR FINAN 1353474Z LN -5097471.01 146472274 WYG PLC WYG2 EO -32392901.23 196106689.5 WYG PLC WYG5 EO -32392901.23 196106689.5 WYG PLC WYG3 EO -32392901.23 196106689.5 WYG PLC WYG6 EO -32392901.23 196106689.5 WYG PLC WYG EU -32392901.23 196106689.5 WYG PLC WYGGBP EO -32392901.23 196106689.5 WYG PLC WYG4 EO -32392901.23 196106689.5 WYG PLC WYG7 EO -32392901.23 196106689.5 WYG PLC WYG8 EO -32392901.23 196106689.5 WYG PLC WHY IX -32392901.23 196106689.5 WYG PLC WYG PZ -32392901.23 196106689.5 WYG PLC WYG EO -32392901.23 196106689.5 WYG PLC WYG1 EO -32392901.23 196106689.5 WYG PLC WYGEUR EU -32392901.23 196106689.5 WYG PLC WYG LN -32392901.23 196106689.5 WYG PLC WYGEUR EO -32392901.23 196106689.5 XAARJET LTD 2697648Z LN -3938911.173 102239864.3 XCHANGING UK LTD 1814130Z LN -33399235.51 334395990.3 XSTRATA SERVICES 1975918Z LN -88056666.54 169405671 YANG MING UK LTD 1756777Z LN -39140424.52 296076088.5 YARLINGTON HOUSI 4435313Z LN -18443811.91 276648958.8 YOUNG'S BLUECRES 1841386Z LN -46554226.38 279057376.4 ZURICH EMPLOYMEN 1292298Z LN -122911831.6 159138559.6 ********* Monday's edition of the TCR delivers a list of indicative prices for bond issues that reportedly trade well below par. Prices are obtained by TCR editors from a variety of outside sources during the prior week we think are reliable. Those sources may not, however, be complete or accurate. The Monday Bond Pricing table is compiled on the Friday prior to publication. Prices reported are not intended to reflect actual trades. Prices for actual trades are probably different. Our objective is to share information, not make markets in publicly traded securities. Nothing in the TCR constitutes an offer or solicitation to buy or sell any security of any kind. It is likely that some entity affiliated with a TCR editor holds some position in the issuers' public debt and equity securities about which we report. Each Tuesday edition of the TCR contains a list of companies with insolvent balance sheets whose shares trade higher than US$3 per share in public markets. At first glance, this list may look like the definitive compilation of stocks that are ideal to sell short. Don't be fooled. Assets, for example, reported at historical cost net of depreciation may understate the true value of a firm's assets. A company may establish reserves on its balance sheet for liabilities that may never materialize. The prices at which equity securities trade in public market are determined by more than a balance sheet solvency test. A list of Meetings, Conferences and Seminars appears in each Thursday's edition of the TCR. Submissions about insolvency- related conferences are encouraged. Send announcements to conferences@bankrupt.com Each Friday's edition of the TCR includes a review about a book of interest to troubled company professionals. All titles are available at your local bookstore or through Amazon.com. Go to http://www.bankrupt.com/booksto order any title today. ********* S U B S C R I P T I O N I N F O R M A T I O N Troubled Company Reporter-Europe is a daily newsletter co- published by Bankruptcy Creditors' Service, Inc., Fairless Hills, Pennsylvania, USA, and Beard Group, Inc., Frederick, Maryland USA. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Psyche A. Castillon, Julie Anne G. Lopez, Ivy B. Magdadaro, Frauline S. Abangan and Peter A. Chapman, Editors. Copyright 2011. All rights reserved. ISSN 1529-2754. This material is copyrighted and any commercial use, resale or publication in any form (including e-mail forwarding, electronic re-mailing and photocopying) is strictly prohibited without prior written permission of the publishers. Information contained herein is obtained from sources believed to be reliable, but is not guaranteed. The TCR Europe subscription rate is US$625 per half-year, delivered via e-mail. Additional e-mail subscriptions for members of the same firm for the term of the initial subscription or balance thereof are US$25 each. For subscription information, contact Christopher Beard at 240/629-3300. * * * End of Transmission * * *