/raid1/www/Hosts/bankrupt/TCREUR_Public/120228.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, February 28, 2012, Vol. 13, No. 42
Headlines
G R E E C E
DRYSHIPS INC: Incurs US$70.1 Million Net Loss in 2011
* GREECE: Fitch Cuts Long-Term Issuer Default Rating to 'C'
I R E L A N D
BANK OF IRELAND: Posts EUR190 Million in Pre-Tax Losses in 2011
CORDATUS LOAN: S&P Raises Rating on Class F2 Notes to 'B+(sf)'
EUROCONNECT 2008: S&P Affirms 'BB (sf)' Rating on Class C Notes
INSTORE: Retail Collapse Prompted Ellen Street Store Closure
I T A L Y
BANCA POPOLARE: Fitch Withdraws 'BB+' Issuer Default Rating
L U X E M B O U R G
CODERE FINANCE: Moody's Assigns 'B2' Rating to US$300MM Sr. Notes
DEXIA FUNDING: S&P Cuts EUR500MM Hybrid Securities Rating to 'C'
S P A I N
CAJAMAR: Moody's Reviews Public Sector Bonds Rating for Downgrade
IM CAJAMAR: Fitch Assigns 'CCC' Rating to EUR210MM Class B Notes
* SPAIN: S&P Takes Rating Actions on 41 Tranches in 21 RMBS Deals
U N I T E D K I N G D O M
PEACOCKS: EWM Plans to Reopen Clothing Stores
ROSS & BONNYMAN: XL Group Buys Business Out of Liquidation
ROYAL BANK: To Return to Profit in Two Years, CEO Says
SKIPTON: Servicer Appointment No Impact on Darrowby Notes' Rating
VIRIDIAN GROUP: Moody's Assigns '(P)B1' Corporate Family Rating
* UK: Banks See Rise in Company Loan Defaults
* UK: More Companies Planning Further Restructuring, PwC Says
X X X X X X X X
* EUROPE: Troubled Shipping Companies Face Seizure Threat
* EUROPE: Moody's Reviews EMEA CMBS Ratings for Downgrade
* Large Companies with Insolvent Balance Sheets
*********
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G R E E C E
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DRYSHIPS INC: Incurs US$70.1 Million Net Loss in 2011
-----------------------------------------------------
Dryships, Inc., reported net loss attributable to the Company of
US$6.22 million on US$328.18 million of revenue for the three
months ended Dec. 31, 2011, compared with net income attributable
to the Company of US$97.93 million on US$215.82 million of
revenue for the same period a year ago.
The Company reported a net loss attributable to the Company of
US$70.12 million on US$1.07 billion of revenue for the year ended
Dec. 31, 2011, compared with net income attributable to the
Company of US$188.32 million on US$859.74 million of revenue
during the prior year.
The Company's balance sheet at Dec. 31, 2011, showed US$8.62
billion in total assets, US$4.68 billion in total liabilities and
US$3.93 billion in total equity.
George Economou, Chairman and Chief Executive Officer of the
Company commented:
"We are pleased to report DryShips' earnings for the fourth
quarter of 2011. This last quarter of 2011 was a significant
period for our offshore drilling unit because it generated
profits in spite of downtime associated with mobilizing our rigs
to drilling locations. More importantly, it marked the beginning
of our next growth stage as we continue to build on our revenue
backlog."
A full-text copy of the press release is available for free at:
http://is.gd/K4B6Cp
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.
* GREECE: Fitch Cuts Long-Term Issuer Default Rating to 'C'
-------------------------------------------------------------
Fitch Ratings has downgraded Greece's Long-term foreign and local
currency Issuer Default Ratings (IDRs) to 'C' from 'CCC'. The
Short-term foreign currency rating is affirmed at 'C'. The
agency has also affirmed the euro area Country Ceiling at 'AAA',
which is applicable to all euro area member states.
The downgrade follows Eurogroup statement on a second financing
program for Greece including 'private sector involvement' (PSI)
and a subsequent announcement from the Greek authorities
outlining the terms of the proposed exchange of Greek Government
Bonds (GGBs). The rating action is in line with Fitch's
statement on 6 June 2011, which outlined its rating approach to a
sovereign debt exchange.
The Eurogroup communique acknowledges that a common understanding
has been reached between the Greek authorities and the private
sector on the general terms of a 'private sector involvement'
(PSI) exchange offer, including a nominal haircut of 53.5% to the
face value of GGBs. The subsequent statement from the Greek
authorities expands on the terms of the debt exchange and
confirms the Greek government's intention to introduce collective
action clauses (CACs) into those GGBs governed by Greek law.
In Fitch's opinion, the exchange, if completed, would constitute
a 'distressed debt exchange' (DDE) in line with its criteria and
consequently yesterday's announcements set in motion the agency's
process for reviewing Greece's issuer and debt securities
ratings. The sovereign IDR has accordingly been lowered to 'C'
from 'CCC' indicating that default is highly likely in the near
term. The ratings of the securities subject to the exchange have
also been lowered to 'C' from 'CCC'.
Fitch considers that the proposal to reduce Greece's public debt
burden via a debt exchange with private creditors will, if
completed, constitute a rating default, and result in the
country's IDR being lowered to 'Restricted Default' ('RD') upon
completion. The ratings of GGBs affected by the exchange,
including those not tendered but restructured under CACs, which
are expected to be imposed retrospectively on bonds issued under
Greek law, will also be lowered to 'D' ('default') at this time.
Shortly after completion of the exchange with the issue of new
securities, Greece's sovereign rating will be moved out of the
'RD' category and re-rated at a level consistent with the
agency's assessment of its post-default structure and credit
profile.
Fitch regards the imposition of retrospective CACs as a material
adverse change in the terms and conditions of GGBs in the context
of an imminent debt exchange and confirms its assessment that the
exchange will be distressed and de facto coercive on private
holders of Greek bonds. Nonetheless, the primary credit event is
the exchange itself and Fitch will rate Greece and its securities
accordingly.
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I R E L A N D
=============
BANK OF IRELAND: Posts EUR190 Million in Pre-Tax Losses in 2011
---------------------------------------------------------------
RTE News reports that Bank of Ireland has reported pre-tax losses
of EUR190 million for the 12 months to the end of December. That
compares with losses of EUR950 million in 2010, RTE notes.
The Bank also reported a net profit of EUR40 million for the
year, compared with a net loss of EUR609 million in 2010, RTE
discloses.
The head of the Irish Bank Officials Association has accused the
Department of Finance of undermining Bank of Ireland's viability
plan, RTE relates.
According to RTE, General secretary Larry Broderick said that
although the bank's performance had "significantly improved" last
year, it would have done even better had it not been for what he
called "unwarranted interference" by the department.
Mr. Broderick, as cited by RTE, said that the department should
allow BoI to move ahead with a plan already agreed with the
union, and warned that any attempt to restructure the bank on any
other terms would leave the IBOA with "no option" but to ballot
for industrial action.
Headquartered in Dublin, Bank of Ireland --
http://www.bankofireland.com/-- provides a range of banking and
other financial services. These include checking and deposit
services, overdrafts, term loans, mortgages, business and
corporate lending, international asset financing, leasing,
installment credit, debt factoring, foreign exchange facilities,
interest and exchange rate hedging instruments, executor,
trustee, life assurance and pension and investment fund
management, fund administration and custodial services and
financial advisory services, including mergers and acquisitions
and underwriting. The Company organizes its businesses into
Retail Republic of Ireland, Bank of Ireland Life, Capital
Markets, UK Financial Services and Group Centre. It has
operations throughout Ireland, the United Kingdom, Europe and the
United States.
* * *
As reported by the Troubled Company Reporter-Europe on Jan. 25,
2012, Standard & Poor's Ratings Services affirmed Bank of
Ireland's counterparty credit ratings. The outlook is negative.
CORDATUS LOAN: S&P Raises Rating on Class F2 Notes to 'B+(sf)'
--------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
all classes of notes in Cordatus Loan Fund II PLC.
"The rating actions follow our credit and cash flow analysis of
the transaction using data from the latest available trustee
report, dated Dec. 30, 2011. We have taken into account recent
transaction developments and applied our 2010 counterparty
criteria," S&P said.
"The trustee report shows that the transaction's
overcollateralization test is currently passing and that the
reported weighted-average spread earned on the collateral pool
has increased to 3.8% from 3.2% since we published our previous
update on this transaction. However, it also shows that the
percentage of portfolio assets that we consider in our analysis
as defaulted (i.e., debt obligations of obligors rated 'CC', 'SD'
[selective default], or 'D') has increased to 3.7% from 3.0%
since our previous review, which has caused the credit
enhancement available to all classes of notes to decrease," S&P
said.
"From our analysis, we have observed a decrease in the
portfolio's weighted-average maturity and a positive ratings
migration within the portfolio. Despite the increase in defaulted
assets, our analysis indicates that overall developments have
resulted in lower scenario default rates across all rating
levels," S&P said.
"We have subjected the transaction's capital structure to a cash
flow analysis to determine the break-even default rate for each
rated class. In our analysis, we used the portfolio balance that
we considered to be performing (i.e., of assets rated 'CCC-' or
above), the reported weighted-average spread of 3.8%, and the
weighted-average recovery rates that we considered to be
appropriate. We incorporated various cash flow stress scenarios
using our standard default patterns, levels, and timings for each
rating category assumed for each class of notes, in conjunction
with different interest-rate and exchange-rate stress scenarios,"
S&P said.
"Based on our analysis above, we now consider that the credit
enhancement available to all classes of notes is commensurate
with higher ratings than previously assigned to the class B, C,
D, E, F1, and F2 notes, and have raised our ratings accordingly,"
S&P said.
"Approximately 24% of the assets in the transaction's portfolio
are non-euro-denominated. To mitigate the risk of foreign-
exchange-related losses, the issuer has entered into currency
options agreements and cross-currency swap agreements throughout
the life of the transaction. Under our 2010 counterparty
criteria, our analysis of the derivative counterparties and their
associated documentation indicates that, absent other mitigants,
they cannot support a rating higher than 'AA-(sf)'. To assess the
potential impact on our ratings, we have assumed that the
transaction does not benefit from the derivative transactions. We
concluded that, in this scenario, the class VFN, EuroA1 DDN, Euro
A1, and SterlingA2 notes would be able to achieve 'AA- (sf)'
ratings. Thus, we have raised our ratings on these classes of
notes. Under our 2010 counterparty criteria, our ratings on the
class B, C, D, E, F1, and F2 notes are supported by our ratings
on the swap counterparties. Hence, we have applied no additional
foreign-exchange-related stresses to those notes," S&P said.
Cordatus Loan Fund II PLC is a cash flow collateralized loan
obligation (CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms. The transaction closed in July
2007 and is managed by CVC Cordatus Group Ltd.
Standard & Poor's 17g-7 Disclosure Report
SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.
If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:
http://standardandpoorsdisclosure-17g7.com
Rating List
Class Rating
To From
Cordatus Loan Fund II PLC
EUR416.25 Million and GBP22.83 Million Secured Floating-Rate
Notes and Subordinated Notes
Ratings Raised
VFN AA- (sf) A+ (sf)
EuroA1 DDN AA- (sf) A+ (sf)
Euro A1 AA- (sf) A+ (sf)
SterlingA2 AA- (sf) A+ (sf)
B A+ (sf) BBB+ (sf)
C BBB+ (sf) BB+ (sf)
D BB+ (sf) B+ (sf)
E BB- (sf) CCC+ (sf)
F1 B+ (sf) CCC (sf)
F2 B+ (sf) CCC (sf)
EUROCONNECT 2008: S&P Affirms 'BB (sf)' Rating on Class C Notes
---------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
EuroConnect SME 2008 Ltd.'s class A, B, and C notes.
"The affirmations follow our review of the performance of the
portfolio underlying the EuroConnect 2008 transaction. Since
closing in September 2008, the portfolio has amortized by about
38%. The portfolio is replenishable until April 2014, subject to
compliance with a set amortization schedule as outlined in the
transaction documents. We would expect the portfolio amortization
to continue in line with the transaction documents, at a rate of
3.5% of the initial pool amount on each interest payment date
until April 2014," S&P said.
"Since closing in September 2008, the transaction has experienced
cumulative credit events of 1.97% of the initial portfolio
amount. About 47% of all credit events were called in 2009,
followed by a reduction in the amount of credit events over the
following two years. This pattern is reflective of the general
difficult economic environment that the transaction faced
straight after closing," S&P said.
"To date, about 18% of loans that triggered a credit event have
subsequently fully cured, while about 13% have completed the
foreclosure procedure. Cumulative losses from foreclosed loans
stand at about 0.17% of the initial pool amount, and have been
entirely absorbed by the excess spread. At the same time, the
transaction has accumulated excess spread in its ledger of about
EUR4.1 million--0.26% of the outstanding liabilities, inclusive
of the senior notional amount. Consequently, no losses have been
allocated to the unrated class D notes. With an average workout
period of two years, we expect more loans to complete their
workout procedure throughout 2012--potentially causing a
reduction of the available excess spread ledger, in those
instances where the quarterly available excess spread is not
sufficient to cure the quarterly realized losses," S&P said.
"The amortization and build-up of excess spread have increased
the credit enhancement across the capital structure. In our view,
the transaction is currently performing within our stressed
default assumptions, and the available credit enhancement is
consistent with the current ratings on the notes," S&P said.
EuroConnect SME 2008 is a partially funded synthetic balance
sheet collateralized loan obligation (CLO) of loans to largely
German and Austrian SMEs originated by Unicredit Bank AG and
UniCredit Bank Austria AG.
Potential Effects of Proposed Criteria Changes
"We have taken the rating actions based on our criteria for
rating European SME securitizations. However, these criteria are
under review," S&P said.
"As highlighted in the Jan. 17 Request For Comment, we are
soliciting feedback from market participants with regard to
proposed changes to our criteria for rating European SME
collateralized loan obligations (CLOs). We will evaluate the
market feedback, which may result in further changes to the
criteria. As a result of this review, our future criteria for
rating European SME CLOs may differ from our current criteria.
The criteria change may affect the ratings on all outstanding
notes in this transaction," S&P said.
"Until such time that we adopt new criteria for rating European
SME securitizations, we will continue to rate and surveil these
transactions using our existing criteria," S&P said.
Standard & Poor's 17g-7 Disclosure Report
SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.
If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:
http://standardandpoorsdisclosure-17g7.com
Ratings List
Class Rating
EuroConnect SME 2008 Ltd.
EUR181.75 Million Credit-Linked Floating-Rate Notes
Ratings Affirmed
A A (sf)
B BBB (sf)
C BB (sf)
INSTORE: Retail Collapse Prompted Ellen Street Store Closure
------------------------------------------------------------
Alan Owens at Limerick Leader reports that the decision to close
Instore's Ellen Street store on Christmas Eve was taken due to a
"collapse of retail around that part of the city".
Five companies behind the furniture retailer were placed into
liquidation last week after creditors' meetings, Limerick Leader
relates.
According to Limerick Leader, the principal reasons for its
demise were held as being "high rents, a collapse of the retail
trade and bank borrowings".
Liquidator Paul McSweeney was appointed to the companies behind
Instore, most notably Instore Distribution Ltd., the main arm of
the group, which recorded losses of EUR1.7 million in the 12
months to the end of February 2009, Limerick Leader recounts.
Instore once had 140 staff in seven stores around Ireland, but
the final two stores, in City East on Limerick's Ballysimon Road
and in Galway, closed within seven days of each other in January,
Limerick Leader discloses.
Mr. Moloney's personal liability is described as "substantial"
and is believed to be in the order of seven figures, Limerick
Leader notes. He is understood to have provided personal
guarantees on bank loans made to Instore, according to Limerick
Leader.
The final closures affected about 14 staff, Limerick Leader says.
Limerick Leader relates that the spokesperson said staff had been
"paid in full" and would receive statutory redundancy.
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I T A L Y
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BANCA POPOLARE: Fitch Withdraws 'BB+' Issuer Default Rating
-----------------------------------------------------------
Fitch Ratings has affirmed and withdrawn Banca Popolare
dell'Etruria e del Lazio's (BPEL) ratings.
The ratings have been withdrawn as the agency will no longer have
sufficient information to maintain the ratings following the
bank's decision to stop participating in the rating process.
Fitch will no longer provide ratings or analytical coverage for
BPEL.
The rating actions are:
-- Long-term Issuer Default Rating (IDR): affirmed at 'BB+',
-- Negative Outlook and withdrawn
-- Short-term IDR: affirmed at 'B' and withdrawn
-- Viability Rating: affirmed at 'bb+' and withdrawn
-- Support Rating: affirmed at '3' and withdrawn
-- Support Rating Floor: affirmed at 'BB' and withdrawn
-- Senior unsecured notes and EMTN programme: affirmed at 'BB+'
and withdrawn
-- Subordinated upper Tier 2 Notes: 'BB-' maintained on Rating
Watch Negative and withdrawn
===================
L U X E M B O U R G
===================
CODERE FINANCE: Moody's Assigns 'B2' Rating to US$300MM Sr. Notes
-----------------------------------------------------------------
Moody's Investors Service has assigned a definitive B2 rating and
a loss given default assessment of LGD4 (60%) to Codere Finance
(Luxembourg) S.A.'s US$300 million 9.25% senior notes due in
2019. All other ratings remain unchanged with a negative outlook.
Codere has used the proceeds of this offering to finance the
purchase of an additional 35.8% stake in Mexican gaming hall
operator ICELA, repay amounts outstanding under the senior credit
facility and for general corporate purposes.
Ratings Rationale
Moody's definitive rating on this debt obligation is in line with
the provisional rating assigned on January 26, 2012.
Moody's has assigned a B2 rating to Codere's US$300 million 9.25%
senior notes due in 2019. The notes rank paripassu with the
existing EUR760 million worth of 8.25% senior notes due in 2015.
The one-notch differential between the B2 rating of the notes and
Codere's B1 CFR reflects (i) these notes' structural and
contractual subordination to other obligations in Codere's
capital structure (including secured debt at operating
subsidiaries and trade payables); and (ii) their contractual
subordination to the EUR120 million revolving credit facility (of
which only EUR60 million is a credit line), as established in the
intercreditor agreement.
The issuance of the US$300 million of notes due in 2019 helps
Codere mitigate the foreign exchange risk of the group, in which
the vast majority of debt is denominated in euro, while around
80% of its EBITDA (before central expenses and eliminations) is
generated in Latin America, where the currencies are more
correlated to the US dollar.
Moody's observes that the terms of the US dollar-denominated
notes are less restrictive than those included in the existing
euro-denominated notes due in 2015. For example, the US$ notes
allow for a material amount of secured debt at the subsidiary
level (the greater of US$400 million or 100% of the group's
consolidated cash flow) and have a lower limitation on debt
incurrence (fixed-charge coverage ratio of 2.25x). However,
Moody's derives comfort from the fact that the more restrictive
covenants of the existing notes will continue to govern Codere's
financial policy until the euro-denominated notes are repaid or
refinanced.
In addition, the US$ notes include a portability feature such
that in the event of an initial public offering (IPO) or sale of
part of Codere's Latin American business, the US dollar-
denominated notes could be assumed by the group's Latin American
holding company. In Moody's view, this portability feature adds
an element of complexity and uncertainty for the US dollar-
denominated noteholders, as the Latin American holding company
could be an entity with a weaker business risk profile (smaller
size and lower geographical diversification) than the current
Codere. However, Moody's expects that the Latin American holding
company would have stronger credit metrics, given that leverage
will be 0.25x lower than that of Codere as required by the bond
indenture. At this stage, the rating does not assume the
completion of this transaction. If the potential IPO or partial
sale of Codere's Latin American business is concluded, Moody's
will reassess the rating and will likely assign a new CFR at the
Latin American holding company level.
Codere's B1 CFR reflects the company's position as one of the
leading gaming operators in Latin America (primarily Argentina
and Mexico), Italy and Spain, and its stable operating
performance derived from diversification in terms of business
lines, gaming assets and geographies, which in recent years has
allowed the group to offset the relative weakness of its Spanish
operations with the stronger performance of its Latin American
and Italian businesses. The rating also reflects the company's
exposure to emerging markets risk.
The negative rating outlook on Codere's B1 CFR reflects that the
group has exhausted its financial flexibility at the current
rating level and that further downward pressure could potentially
result from any (i) deterioration in the group's operating
performance; (ii) large debt-financed acquisitions; and/or (iii)
pressures on the group's liquidity profile.
What Could Change The Rating Up/Down
Moody's would consider downgrading Codere's ratings if the group
were to continue to exhibit weak debt protection measures for the
rating category, such as adjusted debt/EBITDA of around 4.5x,
whether as a result of operational underperformance or large
debt-financed acquisitions. Downward pressure could also be
exerted on the rating if the group were to experience a
significant reduction in liquidity or if its financial covenants
were to come under stress.
Upward pressure on Codere's rating is unlikely given the negative
outlook. However, Moody's could change the rating outlook back to
stable if a strong operating performance enables Codere to
improve its credit metrics such that adjusted debt/EBITDA trends
towards 4.0x and below, while maintaining positive free cash flow
generation. Future upward pressure on the rating is likely to be
constrained by (i) Codere's appetite for expansion; (ii) the
increasing proportion of cash flows that the group generates in
emerging markets; (iii) the weak macroeconomic environment in
Spain and Italy; and (iv) the presence of a PIK loan at the
shareholder level.
Principal Methodology
The principal methodology used in rating Codere S.A. was the
Global Gaming Industry Methodology published in December 2009.
Other methodologies used include Loss Given Default for
Speculative-Grade Non-Financial Companies in the U.S., Canada and
EMEA published in June 2009.
Codere is a multinational gaming operator engaged in the
management of gaming machines, machine halls, bingo halls, horse
racing tracks, casinos and sports betting locations in Latin
America, Italy and Spain. As of September 2011, Codere managed
56,572 gaming machines, 191 gaming halls (including machine
halls, bingo halls with machines, machine halls at racetracks and
casinos), 780 sports betting locations and three horse racing
tracks. In the 12 months ended September 2011, Codere generated
operating revenue of EUR1.3 billion and EBITDA of EUR278 million.
DEXIA FUNDING: S&P Cuts EUR500MM Hybrid Securities Rating to 'C'
----------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'C' from 'CCC' its
junior subordinated debt rating on EUR500 million in hybrid
capital securities issued by Dexia Funding Luxembourg S.A. (DFL),
a subsidiary of Belgian banking group Dexia S.A. (Dexia, not
rated).
On Feb. 20, 2012, Dexia Bank S.A. (A-/Watch Neg/A-2) launched a
tender offer to buy back EUR500 million in hybrid capital
securities issued by DFL at a price equivalent to 25% of their
nominal value.
When DFL issued the EUR500 million in hybrid securities in
October 2006, it lent the proceeds to Dexia Bank in the form of a
EUR500 million subordinated loan. Still, coupon payments on the
DFL hybrid instruments are linked to parent Dexia S.A.'s
profitability and dividend distribution. Following its
nationalization by the Belgian government on Oct. 20, 2011, Dexia
Bank ceased being a subsidiary of Dexia S.A. and it was decided
at the time that Dexia Bank would carry out an eventual tender
offer.
"The lowering of the rating on the hybrid securities reflects our
opinion that this tender offer is tantamount to a 'distressed
exchange' and a de-facto restructuring, under our criteria," S&P
said.
S&P considers the offer to be a "distressed exchange" because:
* Bondholders stand to receive significantly less than the
original promise, as highlighted by Dexia Bank's offer at 25%
of nominal value; and
* "We believe there is a high likelihood of coupon deferral in
2011 and following years given Dexia S.A.'s difficult
financial situation," S&P said.
"It reported an EUR11.6 billion loss in 2011, and is currently
under investigation by the European Commission regarding the
funding support it has received from the French and Belgian
governments since October 2011.Our counterparty credit ratings on
Dexia Bank remain unaffected by the rating action, in the absence
of what we would consider to be a default on non-regulatory
capital issues," S&P said.
"Depending on investor demand, Dexia Bank has indicated it
anticipates buying back up to EUR500 million of DFL's hybrid
securities. We understand Dexia S.A. has agreed to purchase from
Dexia Bank the DFL securities tendered and acquired by Dexia
Bank. In turn, Dexia Bank has agreed to reimburse the existing
subordinated loan granted by DFL by the equivalent of the
aggregate nominal value of the DFL securities tendered and
acquired by Dexia Bank," S&P said.
"We believe Dexia Bank will likely book a capital gain on the
transaction," S&P said.
"If any untendered securities remain after the tender offer
closes, we will review the rating on those securities in line
with our criteria," S&P said.
"Dexia S.A. expects to absorb DFL later this year, subject to the
relevant shareholder and regulatory approvals. When it does, it
has indicated its intention to cancel DFL's hybrid securities
purchased from Dexia Bank following the conclusion of the tender
offer. Dexia S.A. would then be the sole obligor of the remaining
untendered DFL hybrid securities," S&P said.
=========
S P A I N
=========
CAJAMAR: Moody's Reviews Public Sector Bonds Rating for Downgrade
-----------------------------------------------------------------
Moody's Investors Service has assigned a definitive A2 on review
for downgrade long-term rating to the Series 1 EUR325 million
cedulas territoriales (CTs, public-sector covered bonds) issued
by Cajamar (or the issuer). The TPI assigned to this series is
"Improbable".
Ratings Rationale
A covered bond benefits from the issuer's promise to pay interest
and principal on the bonds and if the issuer defaults, the
economic benefit of a collateral pool (the cover pool). The
ratings therefore take into account the following factors:
(1) The credit strength of Cajamar (rated Baa3/P-3/D+, all on
review for downgrade).
(2) The value of the cover pool, in the event of issuer default.
The stressed level of losses modelled in the event of issuer
default (the cover pool losses) is 50% for this transaction.
Moody's analysis of the value of the cover pool considered:
(i) The credit quality of the assets backing the covered bonds.
The public-sector covered bonds are secured by Spanish
public-sector loans. The collateral score for the cover pool
is 18%.
(ii) The robust Spanish legal framework for CTs. CTs are governed
mainly by the Law 44/2002, of 23 November, on the reform of
the Financial System (The "Financial Law") and the
Insolvency Law (together, "the Legislation") and are full-
recourse direct corporate obligations of the issuing entity.
Legal framework strengths include (i) that CT holders have a
priority security claim over all the issuer's public-sector
loans made in the European Economic Area (the cover pool);
(ii) the restriction on issuing CTs to a maximum of 70% of
the cover pool, which provides for a minimum 43% over-
collateralization; and (iii) in the event the issuer becomes
insolvent, the CTs do not have to be terminated or
accelerated.
(iii) The exposure to interest-rate risk, which is moderate.
(iv) The high level of over-collateralization in the cover pool.
The minimum over-collateralization level that is consistent
with the A2 on review for downgrade rating target is 42%
while the current level of over-collateralization is
approximately 54% based on the proposed issuance of EUR325
million and the cover pool as of September 2011.
Cajamar's cover pool comprises loans granted to Spanish public-
sector entities. The large majority of loans are to regional
governments and municipalities where Cajamar's has a commercial
presence. As of end-September 2011, Cajamar reported a cover pool
of around EUR500 million. In addition, Cajamar says that
following its announced merger with Ruralcaja, approximately
EUR150 million of new, additional eligible assets will be added
to the cover pool.
The ratings are on review for downgrade because the issuer's
unsecured long-term ratings are also on review for downgrade.
The ratings assigned by Moody's address the expected loss posed
to investors. Moody's ratings address only the credit risks
associated with the transaction. Other non-credit risks have not
been addressed, but may have a significant effect on yield to
investors.
The A2 on review for downgrade rating assigned to the CTs is
expected to be assigned to all subsequent covered bonds issued by
the issuer under this program and any future rating actions are
expected to affect all such covered bonds. If there are any
exceptions to this, Moody's will in each case publish details in
a separate press release.
Key Rating Assumptions/Factors
Covered bond ratings are determined after applying a two-step
process: expected loss analysis and TPI framework analysis.
EXPECTED LOSS: Moody's determines a rating based on the expected
loss on the bond. The primary model used is Moody's Covered Bond
Model (COBOL), which determines expected loss as (i) a function
of the issuer's probability of default (measured by the issuer's
rating); and (ii) the stressed losses on the cover pool assets
following issuer default.
The cover pool losses for this program are 50%. This is based on
Moody's most recent modelling and is an estimate of the losses
Moody's currently models if the issuer defaults. Cover pool
losses can be split between market risk of 41% and collateral
risk of 9%. Market risk measures losses as a result of
refinancing risk, risks related to interest-rate and currency
mismatches (these losses may also include certain legal risks)
and further stresses that Moody's may add to its analysis when
the rating of the covered bond exceeds the sovereign debt rating.
Collateral risk measures losses resulting directly from the
credit quality of the assets in the cover pool. Collateral risk
is derived from the collateral score, which for this program is
currently 18%.
For further details on cover pool losses, collateral risk, market
risk, collateral score and TPI Leeway across covered bond
programs rated by Moody's please refer to "Moody's EMEA Covered
Bonds Monitoring Overview", published quarterly. These figures
are based on the latest data that has been analyzed by Moody's
and are subject to change over time. These numbers are typically
updated quarterly in the "Performance Overview" published by
Moody's.
TPI FRAMEWORK: Moody's assigns a TPI, which indicates the
likelihood that timely payment will be made to covered
bondholders following issuer default. The effect of the TPI
framework is to limit the covered bond rating to a certain number
of notches above the issuer's rating.
Sensitivity Analysis
The robustness of a covered bond rating largely depends on the
credit strength of the issuer. The TPI Leeway measures the number
of notches by which the issuer's rating may be downgraded before
the covered bonds are downgraded under the TPI framework. Based
on the current TPI of "Improbable", the TPI Leeway is zero
notches, meaning the covered bonds might be downgraded as a
result of a TPI cap once Cajamar's rating is downgraded below
Baa3, all other variables being equal. A multiple-notch downgrade
of the covered bonds might occur in certain limited
circumstances. Some examples might include (i) a sovereign
downgrade negatively affecting both the issuer's senior unsecured
rating and the TPI; (ii) a multiple-notch downgrade of the
issuer; or (iii) a material reduction of the value of the cover
pool.
As noted in Moody's comment 'Rising Severity of Euro Area
Sovereign Crisis Threatens Credit Standing of All EU Sovereigns'
(28 November 2011), the risk of sovereign defaults or the exit of
countries from the euro area is rising. As a result, Moody's
could further lower the maximum achievable rating for structured
transactions in some countries, which could result in rating
downgrades
Rating Methodology
The principal methodology used in this rating was "Moody's
Approach to Rating Covered Bonds" published in March 2010.
IM CAJAMAR: Fitch Assigns 'CCC' Rating to EUR210MM Class B Notes
----------------------------------------------------------------
Fitch Ratings has assigned IM CAJAMAR EMPRESAS 4, FTA's notes
expected ratings, as follows:
-- EUR840 million Class A notes (ISIN ES0347454003): 'A-
sf(EXP)'; Outlook Stable
-- EUR210 million Class B notes (ISIN ES0347454011):
'CCCsf(EXP)'; 'RE50%'
-- EUR94.5 million Class C notes (ISIN ES0347454029): Not rated
The final ratings are contingent upon the receipt of final
documents conforming to information already received.
The expected ratings are based on the quality of the collateral,
the underwriting and servicing of the portfolio loans, the
integrity of the transaction's legal and financial structure, the
isolation of counterparty risk provided by the structure,
available credit enhancement (CE) and the management company's
administrative capabilities. Fitch has assigned a recovery
estimate (RE) in the range of 40% to 60% for the class B notes,
which results in a mid-point RE of 50%.
The ratings address payment of interest on the notes according to
the terms and conditions set in the documentation and repayment
of principal by final maturity of the transaction in September
2048.
The transaction is a granular cash flow securitization of a
static portfolio of secured (44% of preliminary pool) and
unsecured (56% of preliminary pool) loans granted to small- and
medium-sized enterprises (SMEs) and self-employed individuals
(SEIs) located in Spain for the purpose of financing business
activities, originated and serviced by Cajamar Caja Rural,
Sociedad Cooperativa de Credito (Cajamar, 'BBB+'/Negative/'F2').
The portfolio is concentrated in farming & agriculture (31.5%) in
Andalucia (44%) and Murcia (31%). Fitch's analysis was based on
a preliminary portfolio dated 16 January 2012. The agency does
not expect material differences between the final and preliminary
pool.
The class A notes benefit from CE in the form of subordination
(20%) and a cash reserve fund of 9%. The reserve fund is only
available to provide liquidity to the notes during the life of
the transaction, and to redeem any outstanding amounts of the
notes at maturity. CE for the Class B notes is provided by the
reserve fund.
Fitch applied its "Rating Criteria for European Granular
Corporate Balance-Sheet Securitisations (SME CLOs)". Fitch has
given credit in its analysis to the better performance of SEIs
compared to SMEs, which has been observed in the analysis of
historical data provided by the originator and in the performance
observed in previous SME CLO securitizations of loans originated
by Cajamar.
On the default probability (PD) side, the agency has applied
forward-looking PDs based on a 90 days past due default
assumption segmented by type of obligor (ie 1.8% for SEIs and
3.7% for SMEs), which results in a weighted average forward-
looking annual PD for the portfolio of 3.5%. This compares to
the Spanish average PD estimated by Fitch of 3.75% for non real
estate exposures.
The transaction has low exposure to the real estate and building
and material sectors (7.4% of preliminary pool). However, to
capture Fitch's negative outlook on those economic activities,
the agency has applied to such obligors a forward-looking annual
PD of 8%.
On the recovery side, the originator provided vintage recovery
data for the period of 2006-2011. The observed recovery rates
(RRs) were lower than the RRs calculated by the agency.
Therefore the final recovery assumptions were adjusted to the
originator's historical experience. Fitch has applied commercial
property market value decline assumptions to productive land in
the pool. This as Fitch has credited the better evolution of
prices for undeveloped land related to agriculture and farming,
as this is productive land and is not linked to real estate and
development industries.
Fitch has assumed a 20% base case cure rate (between 90 days past
due status and actual foreclosures) for the assets in the
portfolio which is derived from the cure rates observed in the
historical data provided by the originator. The assumed cure
rate was lower for higher stress scenarios.
In Fitch's view, obligor concentration is not a credit concern as
the top 1 risk group represents 1%, top 10 represent less than 5%
and only 3 obligors account for more than 0.50% of the pool.
Obligor concentration risk is captured in the analysis using
Fitch's portfolio credit model (PCM).
In terms of counterparty exposures, Fitch considers the structure
to provides adequate mitigants against potential deterioration
against Cajamar and Banco Santander, as reinvestment account and
treasury account providers, as rating triggers have been
accommodated in the transaction documents in line with Fitch
Structured Finance Counterparty Criteria.
Fitch believes the potential commingling risk of this
transaction, in the event of Cajamar as collateral servicer
suffering any type of disruption, to be immaterial. This
considering that payments made by the borrowers will be placed in
the reinvestment account on a daily basis, thus reducing to the
minimum the volume of collections that could commingled with the
insolvency state of the defaulted servicer. In the event of the
servicer becoming insolvent, the asset collections and transfers
to the reinvestment account are likely to be interrupted while
alternative arrangements are made. However Fitch takes comfort
from the cash reserve fund available to the issuer and the fact
that it can only be used to cover for potential interest
shortfalls during the life of the transaction and only for
potential principal shortfalls at final maturity date.
The structure has no interest rate swap and noteholders are
exposed to basis and reset risk on the floating part of the
portfolio and interest rate risk on the sub portfolio paying a
fixed rate of interest (17%). Fitch captured these risks within
its credit analysis.
* SPAIN: S&P Takes Rating Actions on 41 Tranches in 21 RMBS Deals
-----------------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions on 41 tranches in 21 Spanish residential mortgage-backed
securities (RMBS) transactions.
Specifically, S&P:
- lowered and removed from CreditWatch negative its ratings on
15 tranches in seven transactions;
- lowered and kept on CreditWatch negative its ratings on four
tranches in two transactions;
- lowered our ratings on 19 tranches in 11 transactions;
- placed on CreditWatch negative its ratings on two tranches in
two transactions; and
- lowered its ratings on one tranche in one transaction due to
an interest default on the last payment date.
"On Dec. 21, and Dec. 23, 2011, we placed 60 tranches in 34
Spanish RMBS transactions on CreditWatch negative due to either
the downgrade of a counterparty involved, or to the fact that the
remedy period had not elapsed," S&P said.
"On Feb. 13, 2012, we resolved the CreditWatch placement of most
of the ratings on the Spanish banks and we further downgraded
these counterparties," S&P said.
"In assessing the effect of any bank downgrades on our structured
finance ratings, we apply our 2010 counterparty criteria," S&P
said.
"The rating actions partially resolve the CreditWatch placements
we made in December 2011. We have lowered and removed from
CreditWatch negative our ratings on 15 tranches in seven Spanish
RMBS transactions, where we consider there to be a direct ratings
link between the rating on the tranche and the rating on the
related counterparty," S&P said.
"We have lowered our ratings on four tranches in two transactions
due to counterparty reasons and kept them on CreditWatch negative
for credit reasons. We are assessing the credit quality of these
transactions and expect to resolve the CreditWatch placements
during the next month," S&P said.
"We have also lowered our ratings on 19 tranches in 11
transactions, due to the most recent bank rating actions that
have resulted in additional tranches being linked to the rating
on the related counterparty. In addition, where a direct support
exposure has appeared in these tranches, we have placed our
ratings on two tranches in two transactions on CreditWatch
negative," S&P said.
"Finally, we have lowered our rating to 'D (sf)' on one tranche
that was used at closing to fund the reserve fund, which
partially defaulted on the last payment date," S&P said.
"After the rating actions, 33 tranches in 19 transactions remain
on CreditWatch negative. Either remedy actions have not been
finalized, or we are completing our assessment of the effect that
the bank downgrades may have on the transactions," S&P said.
Standard & Poor's 17g-7 Disclosure Report
SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an asset-backed security as defined in
the Rule, to include a description of the representations,
warranties and enforcement mechanisms available to investors and
a description of how they differ from the representations,
warranties and enforcement mechanisms in issuances of similar
securities. The Rule applies to in-scope securities initially
rated (including preliminary ratings) on or after Sept. 26, 2011.
If applicable, the Standard & Poor's 17g-7 Disclosure Report
included in this credit rating report is available at:
http://standardandpoorsdisclosure-17g7.com
===========================
U N I T E D K I N G D O M
===========================
PEACOCKS: EWM Plans to Reopen Clothing Stores
---------------------------------------------
Peter Ranscombe at The Scotsman reports that Edinburgh Woollen
Mill (EWM) is running the rule over a further 75 Peacocks
clothing stores that it could re-open under plans to restore the
chain to its former glory.
Philip Day -- the EWM owner who has also bought other retailers
including Jane Norman, Ponden Mill and Roseby's -- last week
bought 338 Peacocks stores out of administration, saving 6,000
jobs, The Scotsman relates.
But a further 224 Peacocks shops were closed with the loss of
3,100 posts, The Scotsman discloses. At that time, Mr. Day said
he was mulling a bid for some of the closed stores, The Scotsman
notes.
Now it has emerged that as many as 75 sites could be re-opened if
Mr. Day can strike the right deal with landlords over the rents,
according to The Scotsman.
Such a move could be a boost for the Scottish part of the
business in particular, with only 15 of the 45 Peacocks stores
north of the Border being included in Mr. Day's original rescue
deal, The Scotsman states.
According to The Scotsman, Mr. Day said that within five years he
wants the Peacocks chain to be larger than it was before it was
forced into administration. He has also touted ideas for
international expansion and a revamped internet presence for the
brand, The Scotsman says.
ROSS & BONNYMAN: XL Group Buys Business Out of Liquidation
----------------------------------------------------------
The Scotsman reports that the assets of Ross & Bonnyman have been
acquired in a deal that could see the return of some of the jobs
lost after the firm's collapse earlier this month.
The former GBP7 million-turnover business has been bought by XL
Group, a specialist in industrial technologies based in Aberdeen,
The Scotsman discloses. The group has formed a subsidiary, Ross
& Bonnyman XL Ltd., to acquire the Forfar operation, The Scotsman
relates.
According to The Scotsman, provisional liquidator Ken Pattullo of
Begbies Traynor said XL Group intends to re-start manufacturing
"as soon as possible", and create up to 30 jobs.
Liquidators were forced to make all 80 staff at the factory
redundant three weeks ago after the company ran out of money, the
Scotsman recounts.
Based in Forfar, Scotland, Ross & Bonnyman engages in the design
and manufacture of lifting solutions.
ROYAL BANK: To Return to Profit in Two Years, CEO Says
------------------------------------------------------
Terry Murdern and Martin Flanagan at The Scotsman report that
Royal Bank of Scotland Chief Executive Stephen Hester said the
bank is two years away from turning its years of losses into a
profit.
According to the Scotsman, Mr. Hester urged the public to be
patient and to recognize the progress that is being made to
restore the balance sheet.
"We made GBP6.1 billion of profit, but we spent it cleaning up
the bank," the Scotsman quotes Mr. as saying in an interview.
"There are things outside my control but it [profit] is not many
years away -- two years before we have a bottom line profit. I
don't think it will take three."
RBS announced a fully attributable GBP2 billion loss for 2011, or
GBP766 million at the pre-tax level, its fourth year of losses
since it was bailed out by the UK government with a GBP45 billion
rescue package, the Scotsman relates.
But the bonus issue dominated debate on Thursday after RBS
confirmed that it would pay a total of GBP785 million to staff
despite the continuing losses, the Scotsman notes. Mr. Hester
defended the bonuses as key to retaining and attracting staff,
the Scotsman discloses.
Government Relationship
Meanwhile, Harry Wilson at The Telegraph reports that Treasury
Select Committee chairman Andrew Tyrie said the Government must
"sort out" its relationship with Royal Bank Scotland if the
taxpayer is ever to be repaid the GBP45 billion pumped into the
lender in 2008 to rescue it.
Mr. Tyrie, as cited by the Telegraph, said that if the Government
continued to "make special demands" of the bank, it would "have
to accept that it would not sell for as much, or as quickly".
"All of us -- and that includes the Government, Parliament and
British taxpayers -- need to decide whether we want to run RBS as
a fully commercial bank at arm's length from frequent
intervention or whether we want it to be a bank on which we make
special demands, ones we would not make of a commercial
operation," the Telegraph quotes Mr. Tyrie as saying.
About RBS
The Royal Bank of Scotland Group plc (NYSE:RBS) --
http://www.rbs.com/-- is a holding company of The Royal Bank of
Scotland plc (Royal Bank) and National Westminster Bank Plc
(NatWest), which are United Kingdom-based clearing banks. The
company's activities are organized in six business divisions:
Corporate Markets (comprising Global Banking and Markets and
United Kingdom Corporate Banking), Retail Markets (comprising
Retail and Wealth Management), Ulster Bank, Citizens, RBS
Insurance and Manufacturing. On October 17, 2007, RFS Holdings
B.V. (RFS Holdings), a company jointly owned by RBS, Fortis N.V.,
Fortis SA/NV and Banco Santander S.A. (the Consortium Banks) and
controlled by RBS, completed the acquisition of ABN AMRO Holding
N.V. (ABN AMRO). In July 2008, the company disposed of its
entire interest in Global Voice Group Ltd.
SKIPTON: Servicer Appointment No Impact on Darrowby Notes' Rating
-----------------------------------------------------------------
Moody's Investors Service has stated that the appointment of
Crown Mortgage Management Limited ("Crown") and Royal Bank of
Scotland Plc ("RBS", A2, on review for possible downgrade, P-1,
on review for possible downgrade) as respectively Back-up
servicer ("BUS") and Back-up cash manager ("BUCM"), will not, in
and of themselves, result in a reduction or withdrawal of the
current rating of the notes issued by Darrowby No.1 Plc (the
"Issuer").
On October 7, 2011, Skipton Building Society, who acts as
servicer and cash manager in the transaction, was downgraded from
Baa1/P2 to Ba1/NP, resulting in a rating trigger breach under
both the administration and cash management agreements. In
response to the trigger breach and in order to mitigate the
operational risk, the Issuer has appointed Crown and RBS as BUS
and BUCM, respectively.
The current back-up arrangements are in line with Moody's rating
implementation guidance on operational risk. Moody's understands
that the BUS has already conducted an onsite operational review
of SBS and performed an initial mapping of the servicer's data
systems. Similarly, RBS as BUCM has tested the cashflow models it
will use to compute interest and principal cashflows and produce
the investor reports.
The failure of the cash manager to provide (1) the paying agent
with an irrevocable payment instruction and (2) the BUCM with a
copy of such instruction, in both cases on the second business
day before each interest payment date ("IPD"), will trigger an
automatic termination of SBS's appointment as cash manager. RBS
will then become the cash manager two calendar days after the
IPD.
This automatic cash manager termination will allow sufficient
time for the BUCM to perform the cash management functions before
the end of the grace period on the notes, which falls seven
calendar days after the due payment date.
In determining the impact of the proposal on the ratings of the
notes, Moody's considered the degree of compliance with its
structured finance operational risk guidelines to ensure
continuity of payments. In particular, the transaction benefits
from six months of liquidity (assuming 5.7% Libor), estimation
language, and a back-up servicer facilitator.
Moody's ratings address only the credit risks associated with the
transaction. Other non-credit risks have not been addressed, but
may have significant effect on yield and/or other payments to
investors. The update relates only to the proposed appointment of
the BUS and BUCM and should not be taken to imply that Moody's
will not take a rating action in respect of the securities by
virtue of any other events or circumstances that may be occurring
now or that occur in the future.
The methodologies used in the rating were Moody's Approach to
Rating RMBS in Europe, Middle East, and Africa published in
October 2009 and Global Structured Finance Operational Risk
Guidelines: Moody's Approach to Analyzing Performance Disruption
Risk published in June 2011.
Moody's adjusted the sovereign debt outlook on the UK's Aaa
rating to negative on February 13, 2012. As noted in 'How
Sovereign Credit Quality May Affect Other Ratings' (February
2012), Moody's could lower the maximum achievable rating for
structured finance transactions in some countries, which could
result in rating downgrades.
As noted in Moody's comment 'Rising Severity of Euro Area
Sovereign Crisis Threatens Credit Standing of All EU Sovereigns'
(November 28, 2011), the risk of sovereign defaults or the exit
of countries from the Euro area is rising. As a result, Moody's
could lower the maximum achievable rating for structured finance
transactions in some countries, which could result in rating
downgrades.
VIRIDIAN GROUP: Moody's Assigns '(P)B1' Corporate Family Rating
---------------------------------------------------------------
Moody's Investors Service has assigned a provisional (P)B1
corporate family rating (CFR) and provisional (P)B1 probability
of default rating (PDR) to a restricted group of companies
(Restricted Group) owned by Viridian Group Investments Limited
(referred to collectively as Viridian, or the Group). Moody's has
also assigned a (P)B2 rating to the proposed GBP405 million
senior secured bonds (the notes) -- denominated in euros and US
dollars -- to be issued by Viridian Group FundCo II, a member of
the Restricted Group of companies, with a loss given default
(LGD) assessment of LGD4. The notes will effectively be
subordinated to (i) a GBP225 million Secured Revolving Credit and
Letter of Credit Facility (collectively RCF), and (ii) a maximum
GBP70 million of commodity hedging liabilities and an uncapped
amount of interest rate and foreign exchange hedging, which have
priority of claim over the shared collateral. The RCF has been
rated (P)Ba1, with a LGD assessment of LGD1. The outlook on the
ratings is stable.
Moody's notes that proceeds from the sale of the notes will be
used to refinance the Group's existing senior credit facilities,
which fall due in November 2012, and to restructure the junior
debt instruments currently held at Viridian Group Holdings
Limited and maturing on 22 December 2012. In addition to the
notes and RCF, the refinancing will incorporate some equity
contribution from the Group's ultimate parent undertaking and
controlling party, Arcapita Bank B.S.C.(c).
The provisional ratings assigned to the CFR and PDR, in addition
to the notes, reflect that the credit quality of the Group is
contingent upon the successful and timely completion of the
refinancing. Moody's issues provisional ratings in advance of the
final sale of securities and these reflect Moody's credit opinion
regarding the transaction only. Upon closing of the transaction
and a conclusive review of the final documentation, Moody's will
endeavor to assign definitive ratings to Viridian. A definitive
rating may differ from a provisional rating.
Ratings Rationale
Based in Belfast, Northern Ireland, the Group is the owner of:
Power NI (formerly NIE Energy), the incumbent regulated
electricity supplier and power procurement business in Northern
Ireland; Viridian Power and Energy, the owner and operator of the
Huntstown combined cycle gas turbine (CCGT) electricity
generation plant and the Energia electricity supply business; and
equity interests in a number of project-financed wind farm assets
across the island of Ireland.
Moody's assessment of the (P)B1 CFR considers, as a positive, the
Group's range of earnings from businesses and contracted sources,
including (i) the earnings from Viridian Power and Energy,
primarily through the Huntstown CCGTs and the Energia electricity
supply business supported by the earnings visibility afforded by
the capacity payments, (ii) the contribution of the stable price-
regulated cashflows from Power NI, and (iii) a portfolio of
contracted wind farm output which the company is seeking to grow.
However, the rating is constrained by (i) the limited owned
assets supporting its market activities, (ii) a concentration
risk with the single Huntstown generation site and fuel source,
(iii) the risk associated with the Group's relatively small scale
in a developing energy market dominated by two incumbent state-
owned utilities, and (iv) the uncertain economic environment and
evolving utility ownership structure in the Republic of Ireland,
given that the island operates a single electricity market (SEM).
Moody's also considered Viridian's capital structure to be highly
leveraged with the rating agency expecting Debt / EBITDA metrics
close to 4.0x (excluding non-recourse debt held at the
unrestricted wind farm subsidiaries), funds from operations (FFO)
/ net debt in the low double digits in percentage terms, and FFO
interest coverage around 2.0x in the short term. These factors
contribute to the Group's sensitivity to downside scenarios.
The rating is supported by the relatively stable regulated
earnings contribution from Power NI (and the regulated
electricity purchasing operation, Power Procurement Business or
PPB), which in the year to March 2011 provided around 25% of
Viridian Group Investments Limited's GBP101 million EBITDA (2010:
22%). In January 2012, Viridian accepted the regulatory price
control for the two-year period to 31 March 2014, which is
determined to be functionally equivalent to the existing
regulatory structure. Moody's notes, however, that the Northern
Ireland Authority for Utility Regulation intends to deregulate
the residential electricity supply market in the region, at an --
as yet -- undefined point in time, which will erode the
visibility of this income stream.
Viridian's non-regulated businesses have performed well in recent
years, with high levels of plant output -- Huntstown 1 (343MW
capacity) and Huntstown 2 (404MW capacity) -- which was able to
operate at higher-than-normal nameplate capacity during a period
of low gas prices and cold weather conditions. Looking ahead, the
Huntstown plants could be displaced on the SEM merit order by
additional renewable or other generation plant, which may reduce
Huntstown's utilization over time.
The planned disposal of owned, project financed, wind farm
electricity generation businesses currently existing outside of
the Restricted Group represents the loss of some diversification
in Viridian's earnings base -- albeit alongside the
deconsolidation of the associated debt obligations. The Group
will, however, retain access to wind generation through (i) its
portfolio of power purchase agreements (PPAs) including PPAs with
the disposed businesses, and (ii) wind farm development
opportunities. These development projects will inherently be
consumers of capital, with limited Group earnings contributions
in the short term.
The Group's adequate liquidity post refinancing is provided by
the cash flow generation of its existing electricity generation
and supply operations, supported by the GBP225 million super
senior RCF which allows up to GBP125 million of cash to be drawn
but also provides letters of credit necessary for the Group to
hedge its electricity position and trade in the SEM. Moody's also
expects the Group to retain around GBP20 million of cash upon
refinancing the business.
The terms of the notes provide creditor protection in the form of
a debt incurrence test of a Fixed Charge Coverage Ratio of 2.0:1,
as well as a Senior Secured Leverage Ratio test of 3.0:1 for debt
issued at the senior secured level. However, carve-outs allow for
(i) additional indebtedness of up to GBP10 million in aggregate;
(ii) for investment in the renewable energy businesses of up to
GBP40 million and other permitted business of GBP5 million; and
(iii) restricted payments of up to around GBP5 million for
management fees and other redemptions, or -- following a two-year
block -- payments of 50% of consolidated net income.
What Could Change The Rating Up/Down
The stable outlook on the Group's ratings reflects the security
afforded by the cashflow generation of the businesses and the
potential for deleveraging given the dividend and other
restrictions in the near term. Indeed, upward pressure could
result from the successful execution of the management plan,
combined with a sustainable deleveraging trend below 3.0x Debt /
EBITDA, FFO interest coverage in excess of 2.5x, and FFO / net
debt above 17%.
Downward pressure on the Group's rating could result from (i)
persistent operational problems at the Huntstown site given its
contributions to the Group's earnings, (ii) a deterioration in
the stability of other cash flow streams, or (iii) leverage
remaining above 4.0x on a Debt/EBITDA measure, FFO interest
coverage of less than 2.0x or a failure to increase cash
generation as measured by FFO/net debt trending below double
digits in percentage terms.
Principal Methodology
The methodologies used in this rating were Unregulated Utilities
and Power Companies published in August 2009, and Loss Given
Default for Speculative-Grade Non-Financial Companies in the
U.S., Canada and EMEA published in June 2009.
* UK: Banks See Rise in Company Loan Defaults
---------------------------------------------
Peter Ranscombe at The Scotsman reports that more than half of
Britain's banks expect a rise in the number of companies
defaulting on their loans this year amid warnings that financial
houses are going on a lending "diet" and won't be able to drive
the economic recovery.
Businesses looking to borrow more money or refinance their loans
face "much tougher" conditions being imposed by the banks, The
Scotsman says, citing a report published on Monday.
Lenders are worried that more companies in the services sector --
which ranges from accountancy and law firms through to hotels and
shops, and accounts for more than 70% of the UK economy -- will
be unable to make loan repayments this year as high unemployment
and muted pay rises continue to squeeze consumer spending, the
Scotsman discloses.
The report claimed that car part makers, construction firms and
tradesmen are also at risk of defaulting on their debts, the
Scotsman notes.
* UK: More Companies Planning Further Restructuring, PwC Says
-------------------------------------------------------------
Geoff Percival at Irish Examiner reports that a new study by
professional services company PricewaterhouseCoopers (PwC) has
found that 70% of companies are planning further restructuring
activities this year; with 87% of those surveyed saying their
business has become more viable since undergoing recent
restructuring programs.
"While much of the restructuring, to date, has been operational
in nature, the funding side of the business is coming more and
more into focus as businesses strive for stabilization," Irish
Examiner quotes Brian Bergin, restructuring partner at PwC, as
saying. "The key challenge for successful restructuring is
achieving team buy-in. There is no doubt that excellent people-
engagement is critical for successful restructuring and for the
benefits to be sustainable."
The survey shows that companies are viewing overhead reduction as
a clear benefit; with stabilization of the funding structure,
margin improvement and improved staff productivity also vital,
Irish Examiner discloses.
This year, many companies are looking to restructure their debt
refinancing, consolidate business divisions and rationalize head
count, Irish Examiner says.
The single key barrier to successful restructuring, according to
respondents, is people buy-in, with available funding and
bank/lender engagement also problematic, Irish Examiner states.
According to Irish Examiner, PwC's restructuring and insolvency
director, Declan McDonald added: "We're seeing more companies
seeking to restructure their debt and balance sheets. In many
cases, corporate debt has become unsustainable and, hence, the
requirement to restructure."
===============
X X X X X X X X
===============
* EUROPE: Troubled Shipping Companies Face Seizure Threat
---------------------------------------------------------
Jonathan Saul and Sophie Sassard at Reuters report that industry
players say troubled shipping companies face the threat of
seizures of their vessels as banks lose patience with an industry
struggling with overcapacity and falling demand.
According to Reuters, lenders are under pressure to cut their
exposure to risky and dollar-denominated assets such as ship and
trade finance to meet tougher capital rules.
"With all the other problems that many European banks have, and
the tightening noose of regulatory and capital adequacy rules,
they have no choice left other than to face their demons,"
Reuters quotes Nigel Prentis, head of research, consulting and
advisory with HSBC Shipping Services Ltd., as saying. "An
increase in arrests, foreclosures and forced asset sales appears
inevitable."
Reuters relates that John Dalby, chief executive of ship asset
recovery firm Marine Risk Management, which was active in
arresting ships in the 1980s, said his firm is talking to six
financial institutions over repayment options, including arrests.
"Our intel shows that this number will increase as this year goes
on. Just like the Greek debt, there's only so much patience and
debt accumulation that can be sustained," Mr. Dalby, as cited by
Reuters, said.
Industry sources say many banks are looking at finding other ways
to recoup loans, which include working with the owners to sell
vessels, Reuters notes. Private equity firms could also step in,
according to Reuters.
Shipping companies, especially in the oil tanker and dry bulk
sectors, already hit by worsening economic turmoil, weak earnings
and an oversupply of vessels ordered in the good times, now face
a growing funding squeeze, Reuters states.
* EUROPE: Moody's Reviews EMEA CMBS Ratings for Downgrade
---------------------------------------------------------
Moody's Investors Service placed on review for possible downgrade
21 interest-only (IO) classes from 20 large multi-borrower and
one single borrower commercial mortgage backed securities (CMBS)
transactions issued between 2005 and 2007 due to the introduction
of a global methodology for rating structured finance IO
securities.
Ratings Rationale
The methodology addresses expected differences in cash flows to
the IO holder that arise from defaults and losses and maps them
to a credit rating. The methodology is the result of extensive
analysis into the meaning of the IO rating and how to better
align IO ratings with Moody's expected loss (EL) ratings
framework. The ratings framework approach is based on the results
of Moody's cash flow analysis. To arrive at the ratings
framework, Moody's tested various types of IOs using a Monte
Carlo approach. Under multiple scenarios Moody's measured the
reduction in cash flow on an IO security relative to base case
scenarios that were run off a matrix of default and recovery
assumptions. The base case scenarios assumed no credit events on
the reference tranches. Simulations stressed defaults and
recoveries, but did not stress prepayments nor extensions.
Prepayments are considered non credit events. Changes to the
ratings or credit estimates of the referenced bonds or assets
will directly impact the ratings of the IO.
Based on the global methodology for rating structured finance IO
securities, the current ratings of the IO classes affected are
expected to be downgraded to the lowest of: (i) Ba3 (sf) or (iii)
the rating corresponding to the pool's EL, including realized
losses. In cases where the probability of default of the pool is
commensurate with an expected loss rating significantly higher
than Ba3 (sf), such as a CMBS pool with one or a few high quality
loans, the Ba3 (sf) cap may not apply.
EMEA CMBS IOs each reference a single pool of loans. As such, the
key rating parameters that influence the EL on the referenced
pools will also influence the ratings on the IO. Key rating
parameters for EMEA CMBS include Moody's default probability of
the securitized loans in the pool (both during the term and at
maturity) as well as Moody's value assessment for the properties
securing these loans. Moody's derives from those parameters an EL
for the securitized pool.
Changes in any one or combination of the key parameters may have
rating implications on the loan pool that is referenced by the
IO. However, in many instances, a change in key parameter
assumptions in certain stress scenarios may be offset by a change
in one or more of the other key parameters. IO ratings are
sensitive to changes in expected loss of the loan pools that they
reference.
The performance expectations within a given variable indicate
Moody's forward-looking view of the likely range of performance
over the medium term. From time to time, Moody's may, if
warranted, change these expectations. Performance that falls
outside the given range may indicate that the collateral's credit
quality is stronger or weaker than Moody's had anticipated when
the referenced securities were issued or assets were securitized.
Even so, a deviation from the expected range will not necessarily
result in a rating action nor does performance within
expectations preclude such actions. The decision to take (or not
take) a rating action is dependent on an assessment of a range of
factors, including, but not exclusively limited to, the
performance metrics.
Primary sources of assumption uncertainty are the current
stressed macro-economic environment and continued weakness in the
occupational and lending markets. Moody's anticipates (i) delayed
recovery in the lending market persisting through 2013, while
remaining subject to strict underwriting criteria and heavily
dependent on the underlying property quality, (ii) strong
differentiation between prime and secondary properties, with
further value declines expected for non-prime properties, and
(iii) occupational markets will remain under pressure in the
short term and will only slowly recover in the medium term in
line with anticipated economic recovery. Overall, Moody's central
global macroeconomic scenario is for a material slowdown in
growth in 2012 for most of the world's largest economies fueled
by fiscal consolidation efforts, household and banking sector
deleveraging and persistently high unemployment levels. Moody's
expects a mild recession in the Euro area.
As noted in Moody's special comment "Rising Severity of Euro Area
Sovereign Crisis Threatens Credit Standing of All EU Sovereigns",
published on November 28, 2011, the risk of sovereign defaults or
the exit of countries from the Euro area is rising. As a result,
Moody's could lower the maximum achievable rating for structured
finance transactions in some countries, which could result in
rating downgrades.
The methodologies used in these ratings were "Moody's Approach to
Rating Structured Finance Interest-Only Securities" published in
February 2012, Moody's Approach to Real Estate Analysis for CMBS
in EMEA: Portfolio Analysis (MoRE Portfolio) published in April
2006, and Update on Moody's Real Estate Analysis for CMBS
Transaction in EMEA published in June 2005.
In rating these transactions, Moody's used both MoRE Portfolio
and MoRE Cash Flow to model the cash-flows and determine the loss
for the tranches. MoRE Portfolio evaluates a loss distribution by
simulating the defaults and recoveries of the underlying
portfolio of loans using a Monte Carlo simulation. This portfolio
loss distribution, in conjunction with the loss timing calculated
in MoRE Portfolio is then used in MoRE Cash Flow, where for each
loss scenario on the assets, the corresponding loss for each
class of notes is calculated taking into account the structural
features of the notes. As such, Moody's analysis encompasses the
assessment of stressed scenarios.
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
Total
Shareholders Total
Equity Assets
Company Ticker (US$) (US$)
------- ------ ------ ------
AUSTRIA
-------
CHRIST WATER TEC CWT EO -5754285.05 165995618.1
CHRIST WATER TEC CWT EU -5754285.05 165995618.1
CHRIST WATER TEC CWTE IX -5754285.05 165995618.1
CHRIST WATER TEC CRSWF US -5754285.05 165995618.1
CHRIST WATER TEC CWT PZ -5754285.05 165995618.1
CHRIST WATER TEC CWT AV -5754285.05 165995618.1
CHRIST WATER TEC 8131204Q GR -5754285.05 165995618.1
CHRIST WATER-ADR CRSWY US -5754285.05 165995618.1
KA FINANZ AG 3730Z AV -9072224.93 22043329918
LIBRO AG LIBR AV -110486314 174004185
LIBRO AG LIB AV -110486314 174004185
LIBRO AG LBROF US -110486314 174004185
LIBRO AG LB6 GR -110486314 174004185
S&T SYSTEM I-ADR STSQY US -38841439.5 182832494.8
S&T SYSTEM INTEG STSQF US -38841439.5 182832494.8
S&T SYSTEM INTEG SLSYF US -38841439.5 182832494.8
S&T SYSTEM INTEG SNT EO -38841439.5 182832494.8
S&T SYSTEM INTEG SYA EX -38841439.5 182832494.8
S&T SYSTEM INTEG SNTS IX -38841439.5 182832494.8
S&T SYSTEM INTEG SNT AV -38841439.5 182832494.8
S&T SYSTEM INTEG SYA GR -38841439.5 182832494.8
S&T SYSTEM INTEG SNTS ES -38841439.5 182832494.8
S&T SYSTEM INTEG SNTA PZ -38841439.5 182832494.8
S&T SYSTEM INTEG SNT EU -38841439.5 182832494.8
S&T SYSTEM INTEG SYAG IX -38841439.5 182832494.8
SKYEUROPE SKYP PW -89480492.6 159076577.5
SKYEUROPE SKY PW -89480492.6 159076577.5
SKYEUROPE HLDG SKYPLN EO -89480492.6 159076577.5
SKYEUROPE HLDG SKY EO -89480492.6 159076577.5
SKYEUROPE HLDG SKURF US -89480492.6 159076577.5
SKYEUROPE HLDG SKY EU -89480492.6 159076577.5
SKYEUROPE HLDG SKY AV -89480492.6 159076577.5
SKYEUROPE HLDG SKYPLN EU -89480492.6 159076577.5
SKYEUROPE HLDG SKYA PZ -89480492.6 159076577.5
SKYEUROPE HLDG SKY LI -89480492.6 159076577.5
SKYEUROPE HLDG SKYV IX -89480492.6 159076577.5
SKYEUROPE HLDG S8E GR -89480492.6 159076577.5
SKYEUROPE HOL-RT SK1 AV -89480492.6 159076577.5
BELGIUM
-------
AMERIKAANSE STOC 4163533Z BB -1513887.96 225769572.9
ANTWERP GATEWAY 496769Z BB -51947070.5 266390692.5
BIO ANALYTICAL R 3723198Z BB -41974594.7 193574592.4
CHIQUITA FRESH B 3727690Z BB -13035568.1 126531721.7
COMPAGIMMOBDU BR 3727538Z BB -3827271.16 143566526.3
DOOSAN BENELUX S 3724234Z BB -81416359 231093378.4
EXPLORER NV 4289181Z BB -17703159.5 266681154.3
FINANCIETOREN NV 3729210Z BB -42317802.7 777656536.7
IRUS ZWEIBRUCKEN 3738979Z BB -12563627.2 113270540
JULIE LH BVBA 3739923Z BB -32842124.6 159062205.9
KBC LEASE BELGIU 3723398Z BB -23567202.8 2856170076
KIA MOTORS BELGI 3729658Z BB -40305545.6 136441397.8
LAND VAN HOP NV 3727898Z BB -141334.296 138885001.8
SABENA SA SABA BB -85494497.7 2215341060
SAPPI EUROPE SA 3732894Z BB -119299290 158958659.1
SOCIETE NATIONAL 3726762Z BB -39045394.2 506987115.6
TELENET GRP HLDG T4I GR -346984203 4652950529
TELENET GRP HLDG TNET NQ -346984203 4652950529
TELENET GRP HLDG TNET BQ -346984203 4652950529
TELENET GRP HLDG TLGHF US -346984203 4652950529
TELENET GRP HLDG TNETGBP EO -346984203 4652950529
TELENET GRP HLDG TNETGBX EU -346984203 4652950529
TELENET GRP HLDG TNET S1 -346984203 4652950529
TELENET GRP HLDG TNET MT -346984203 4652950529
TELENET GRP HLDG TNET EO -346984203 4652950529
TELENET GRP HLDG TNETUSD EO -346984203 4652950529
TELENET GRP HLDG TNET IX -346984203 4652950529
TELENET GRP HLDG TNET TQ -346984203 4652950529
TELENET GRP HLDG TNETGBX EO -346984203 4652950529
TELENET GRP HLDG TNET GK -346984203 4652950529
TELENET GRP HLDG TNET PZ -346984203 4652950529
TELENET GRP HLDG TNET EU -346984203 4652950529
TELENET GRP HLDG TNETUSD EU -346984203 4652950529
TELENET GRP HLDG TNET EB -346984203 4652950529
TELENET GRP HLDG TNET LI -346984203 4652950529
TELENET GRP HLDG 3218105Q IX -346984203 4652950529
TELENET GRP HLDG TNET BB -346984203 4652950529
TELENET GRP HLDG TNET QM -346984203 4652950529
TELENET-STRP TNETS BB -346984203 4652950529
TELENET-UNS ADR TLGHY US -346984203 4652950529
CROATIA
-------
BADEL 1862 DD BD62RA CZ -18974967.3 134189914.2
BRODOGRADE INDUS 3MAJRA CZ -5021629.8 841433084.3
MAGMA DD MGMARA CZ -14866765.1 104029164.6
OT OPTIMA TELEKO 2299892Z CZ -83651540.4 109270884.7
OT-OPTIMA TELEKO OPTERA CZ -83651540.4 109270884.7
CYPRUS
------
LIBRA HOLIDA-RTS LBR CY -39648682.4 209021322.6
LIBRA HOLIDA-RTS LGWR CY -39648682.4 209021322.6
LIBRA HOLIDAY-RT 3167808Z CY -39648682.4 209021322.6
LIBRA HOLIDAYS LHGR CY -39648682.4 209021322.6
LIBRA HOLIDAYS G LHG PZ -39648682.4 209021322.6
LIBRA HOLIDAYS G LHGCYP EO -39648682.4 209021322.6
LIBRA HOLIDAYS G LHG EU -39648682.4 209021322.6
LIBRA HOLIDAYS G LHG CY -39648682.4 209021322.6
LIBRA HOLIDAYS G LHG EO -39648682.4 209021322.6
LIBRA HOLIDAYS G LHGCYP EU -39648682.4 209021322.6
LIBRA HOLIDAYS-P LBHG CY -39648682.4 209021322.6
LIBRA HOLIDAYS-P LBHG PZ -39648682.4 209021322.6
CZECH REPUBLIC
--------------
CKD PRAHA HLDG CKDH US -89435858.2 192305153
CKD PRAHA HLDG 297687Q GR -89435858.2 192305153
CKD PRAHA HLDG CKDPF US -89435858.2 192305153
CKD PRAHA HLDG CDP EX -89435858.2 192305153
CKD PRAHA HLDG CKDH CP -89435858.2 192305153
SETUZA AS 2994767Q EO -61453764.2 138582273.6
SETUZA AS SZA GR -61453764.2 138582273.6
SETUZA AS SETU IX -61453764.2 138582273.6
SETUZA AS SETUZA PZ -61453764.2 138582273.6
SETUZA AS 2994755Q EU -61453764.2 138582273.6
SETUZA AS 2994759Q EO -61453764.2 138582273.6
SETUZA AS SETUZA CP -61453764.2 138582273.6
SETUZA AS 2994763Q EU -61453764.2 138582273.6
SETUZA AS SZA EX -61453764.2 138582273.6
DENMARK
-------
AB-B NEW ABBN DC -101428499 298588010.2
AKADEMISK BOLDK ABB DC -101428499 298588010.2
CARLSBERG IT A/S 4503891Z DC -47938170.6 178077456.9
CIMBER STERLING CIMBE EU -5227729.37 192575897.9
CIMBER STERLING CIMBER BY -5227729.37 192575897.9
CIMBER STERLING CIMBER DC -5227729.37 192575897.9
CIMBER STERLING CIMBE EO -5227729.37 192575897.9
ELITE SHIPPING ELSP DC -27715991.7 100892900.3
FINANSIERINGSSEL 3977156Z DC -2410332.54 110737536.3
GREEN WIND ENERG GW BY -11320362.7 176234029.6
GREEN WIND ENERG GWEUR EO -11320362.7 176234029.6
GREEN WIND ENERG GW EU -11320362.7 176234029.6
GREEN WIND ENERG GW DC -11320362.7 176234029.6
GREEN WIND ENERG GWEUR EU -11320362.7 176234029.6
GREEN WIND ENERG GW PZ -11320362.7 176234029.6
GREEN WIND ENERG GW EO -11320362.7 176234029.6
GREEN WIND ENERG G7W1 GR -11320362.7 176234029.6
GREEN WIND ENERG G7W GR -11320362.7 176234029.6
HOLDINGSELSKABET BOHC IX -11320362.7 176234029.6
HOLDINGSELSKABET BODIL DC -11320362.7 176234029.6
ISS GLOBAL A/S 241863Z DC -9544026.55 7765217403
JEUDAN III A/S 3986972Z DC -58410839.7 261303346.9
NESTLE DANMARK A 3896690Z DC -31272771.8 160779148
OBTEC OBTEC DC -14819232 148553764.3
OBTEC OBT DC -14819232 148553764.3
OBTEC-NEW SHARES OBTECN DC -14819232 148553764.3
OBTEC-OLD OBTN DC -14819232 148553764.3
OSTERFALLEDPARKE 3985676Z DC -26063679.2 302533679.4
ROSKILDE BANK ROSK EO -532868841 7876687324
ROSKILDE BANK RSKC IX -532868841 7876687324
ROSKILDE BANK ROSKF US -532868841 7876687324
ROSKILDE BANK ROSBF US -532868841 7876687324
ROSKILDE BANK RKI GR -532868841 7876687324
ROSKILDE BANK ROSK PZ -532868841 7876687324
ROSKILDE BANK ROSK EU -532868841 7876687324
ROSKILDE BANK ROSK DC -532868841 7876687324
ROSKILDE BANK-RT 916603Q DC -532868841 7876687324
ROSKILDE BAN-NEW ROSKN DC -532868841 7876687324
ROSKILDE BAN-RTS ROSKT DC -532868841 7876687324
SCANDINAVIAN BRA SBSD PZ -14819232 148553764.3
SCANDINAVIAN BRA SBS DC -14819232 148553764.3
SCANDINAVIAN BRA SBS1EUR EO -14819232 148553764.3
SCANDINAVIAN BRA SBS1 BY -14819232 148553764.3
SCANDINAVIAN BRA SBS1 EU -14819232 148553764.3
SCANDINAVIAN BRA SBS1 EO -14819232 148553764.3
SCANDINAVIAN BRA SBS1EUR EU -14819232 148553764.3
SCANDINAVIAN BRA SBSC IX -14819232 148553764.3
SCHAUMANN PROP SCHAUP PZ -101428499 298588010.2
SCHAUMANN PROP SCHAUP EU -101428499 298588010.2
SCHAUMANN PROP SCHAU BY -101428499 298588010.2
SCHAUMANN PROP SCHAUEUR EO -101428499 298588010.2
SCHAUMANN PROP SCHAU EO -101428499 298588010.2
SCHAUMANN PROP SCHAUP DC -101428499 298588010.2
SCHAUMANN PROP SCHAU EU -101428499 298588010.2
SCHAUMANN PROP SCHAUEUR EU -101428499 298588010.2
SUZLON WIND ENER 3985532Z DC -50030922.8 151671948.3
FRANCE
------
3 SUISSES FRANCE 4724713Z FP -77651653.3 330011633.6
AIR COMMAND SYST 4470055Z FP -24012413.9 236706831.5
AKERYS SERVICES 4685937Z FP -8561729.53 141611798.1
ALCATEL-LUCENT E 3642975Z FP -33252970.3 441703998.1
ALCATEL-LUCENT F 3647063Z FP -794569718 4984960531
AL-KHATTIYA LEAS 4783713Z FP -13423803.2 109623566.3
ALPHABET FRANCE 4680817Z FP -12390663.9 408442413.7
ALUMINIUM PECHIN 3650903Z FP -469114029 1322244624
ATOS ORIGIN INTE 4519607Z FP -15552541.6 353365367
AUTOMOBILES CITR 3648863Z FP -298695779 1879542934
BELVEDERE - RTS 554451Q FP -254721371 1019397736
BELVEDERE - RTS 702036Q FP -254721371 1019397736
BELVEDERE SA BVD FP -254721371 1019397736
BELVEDERE SA BELV NM -254721371 1019397736
BELVEDERE SA BVD S1 -254721371 1019397736
BELVEDERE SA BED GR -254721371 1019397736
BELVEDERE SA BVD PW -254721371 1019397736
BELVEDERE SA BEVD IX -254721371 1019397736
BELVEDERE SA BVD PZ -254721371 1019397736
BELVEDERE SA BVDRF US -254721371 1019397736
BELVEDERE SA BELV FP -254721371 1019397736
BELVEDERE SA BED TH -254721371 1019397736
BELVEDERE SA BVD EU -254721371 1019397736
BELVEDERE SA BVD EO -254721371 1019397736
BELVEDERE SA-NEW 8198283Q FP -254721371 1019397736
BELVEDERE SA-NEW 946529Q FP -254721371 1019397736
BELVEDERE SA-NEW BVDNV FP -254721371 1019397736
BELVEDERE SA-RTS BVDDS FP -254721371 1019397736
BENP LILLEBONNE 4507291Z FP -14494480.2 341710346.6
CARCOOP FRANCE 4690569Z FP -531951.734 185621693.8
CARI SAS 4509915Z FP -10848329.9 182415382.5
CARREFOUR HYPERM 3897338Z FP -713257901 3939173302
CARRERE GROUP CARF PZ -9829531.94 279906700
CARRERE GROUP CAR FP -9829531.94 279906700
CARRERE GROUP XRR GR -9829531.94 279906700
CARRERE GROUP CAR2 EO -9829531.94 279906700
CARRERE GROUP CAR2 EU -9829531.94 279906700
CARRERE GROUP CARG FP -9829531.94 279906700
CARRERE GROUP CRRHF US -9829531.94 279906700
CARRERE GROUP CRGP IX -9829531.94 279906700
CDISCOUNT 4690913Z FP -92485.8114 331210839.3
CMA CGM AGENCES 4746849Z FP -8208944.55 191538369.1
CO PETROCHIMIQUE 4682369Z FP -111509362 364674090.9
CSF 3635887Z FP -60315179.7 3042333890
DESCAMPS SAS 4503139Z FP -2912961.46 104843475.7
EADS SECA 4706441Z FP -38679556.9 142045208.8
EDENRED EDNMF US -1395452285 5596512266
EDENRED QSV GR -1395452285 5596512266
EDENRED QSV TH -1395452285 5596512266
EDENRED EDEN TQ -1395452285 5596512266
EDENRED EDEN S1 -1395452285 5596512266
EDENRED EDENUSD EO -1395452285 5596512266
EDENRED EDEN QM -1395452285 5596512266
EDENRED EDEN FP -1395452285 5596512266
EDENRED EDEN EU -1395452285 5596512266
EDENRED EDEN EO -1395452285 5596512266
EDENRED EDEN EB -1395452285 5596512266
EDENRED EDEN PZ -1395452285 5596512266
EDENRED EDENUSD EU -1395452285 5596512266
EDENRED EDEN BQ -1395452285 5596512266
EDENRED EDEN IX -1395452285 5596512266
EDENRED-NEW EDENV FP -1395452285 5596512266
EDF EN OUTRE MER 4679713Z FP -2598508.84 158364874.7
ETAM PRET A PORT 4682193Z FP -18364165.4 175501799.4
FACONNABLE SA 226782Z FP -19616231 136513429.3
FRANFINANCE LOCA 4689993Z FP -69780982.1 1638852912
GEC 4 SAS 4518255Z FP -91410337 541462091
GPN SA 4509659Z FP -35080424.7 568887551
GRANDE PAROISSE GDPXF US -927267927 629287290
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GREECE
------
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T BANK ASPT PZ -46224213.4 3486115450
T BANK ASPT EO -46224213.4 3486115450
T BANK TBANK EU -46224213.4 3486115450
T BANK TBANK GA -46224213.4 3486115450
T BANK TBANK EO -46224213.4 3486115450
T BANK ASPT GA -46224213.4 3486115450
T BANK ASPT EU -46224213.4 3486115450
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THEMELIODOMI-AUC THEMEE GA -55751173.8 232036822.6
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UNITED TEXTILES UTEX EU -163114842 286539436.9
UNITED TEXTILES NAOYK GA -163114842 286539436.9
HUNGARY
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HUNGARIAN TELEPH HUC EX -73723992 827192000
HUNGARIAN TELEPH HUGC IX -73723992 827192000
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ICELAND
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EIMSKIPAFELAG HF AVION IR -223780368 2277882368
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EIMSKIPAFELAG HF HFEIMEUR EU -223780368 2277882368
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EIMSKIPAFELAG HF HFEIM IR -223780368 2277882368
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IRELAND
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MCINERNEY HLDGS MK9C PZ -137972149 304108432.2
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MCINERNEY PROP-A MCIYF US -137972149 304108432.2
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ITALY
-----
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AS ROMA SPA ASR EB -63822544.7 148818665.4
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TECNODIFF ITALIA TDI IM -89894162.8 152045757.5
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VIA CAVOUR SRL 3997892Z IM -2002622.44 173628397.1
JERSEY
------
REAL ESTATE OP-O REOGBP EO -1109604236 1668437669
REAL ESTATE OP-O REO ID -1109604236 1668437669
REAL ESTATE OP-O REO PZ -1109604236 1668437669
REAL ESTATE OP-O REA GR -1109604236 1668437669
REAL ESTATE OP-O REO LN -1109604236 1668437669
REAL ESTATE OP-O REO EU -1109604236 1668437669
REAL ESTATE OP-O REO VX -1109604236 1668437669
REAL ESTATE OP-O REO IX -1109604236 1668437669
REAL ESTATE OP-O REO EO -1109604236 1668437669
LUXEMBOURG
----------
CARRIER1 INT-AD+ CONE ES -94729000 472360992
CARRIER1 INT-ADR CONEE US -94729000 472360992
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CARRIER1 INTL 8133893Q GR -94729000 472360992
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INTELSAT ILMA GR -697038976 17592367104
INTELSAT SA 2237Z US -697038976 17592367104
OXEA SARL 3682535Z GR -78371220.1 1013737294
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NETHERLANDS
-----------
ADAMAR AMSTERDAM 4049157Z NA -5255668.95 108793149.3
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NORWAY
------
AFRICA OFFSHORE AOSA NO -280249984 357512992
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MAN LAST OG BUSS 4521719Z NO -5830520.28 123349772.5
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POLAND
------
ANIMEX SA ANX PW -556805.858 108090511.9
KROSNO KROS IX -2241615.44 111838141.2
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KROSNO KRS PW -2241615.44 111838141.2
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KROSNO SA-RTS KRSP PW -2241615.44 111838141.2
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PORTUGAL
--------
ALBERTO MARTINS 4488947Z PL -25419983.4 123491252.1
ALUGUER DE VEICU 4773793Z PL -15934394.3 177189066.9
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CP - COMBOIOS DE 1005Z PL -3201667702 2260472073
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ROMANIA
-------
ARCELORMITTAL PTRO RO -61080024.9 178667412.9
OLTCHIM RM VALCE OLTCF US -89344240.8 511515508.8
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OLTCHIM SA RM VA OLT PZ -89344240.8 511515508.8
OLTCHIM SA RM VA OLT EU -89344240.8 511515508.8
OLTCHIM SA RM VA OLT RO -89344240.8 511515508.8
RAFO SA RAF RO -457922311 356796459.3
RUSSIA
------
AKCIONERNOE-BRD SOVP$ RU -85016164.6 320054212.6
ALLIANCE RUSSIAN ALRT RU -15214295.8 144582050.8
AMO ZIL ZILL RM -204894835 401284636
AMO ZIL-CLS ZILL RU -204894835 401284636
AMO ZIL-CLS ZILLG RU -204894835 401284636
AMO ZIL-CLS ZILL* RU -204894835 401284636
AMTEL-POVOLZ-BRD KIRT RU -936614.549 142093264.3
AMTEL-POVOLZ-BRD KIRT* RU -936614.549 142093264.3
BALTIYSKY-$BRD BALZ RU -880437.562 345435790.7
BALTIYSKY-$BRD BALZ* RU -880437.562 345435790.7
BALTIYSKY-BRD BALZ$ RU -880437.562 345435790.7
CRYOGENMASH-BRD KRGM* RU -22826264 214573431.2
CRYOGENMASH-BRD KRGM RU -22826264 214573431.2
CRYOGENMASH-PFD KRGMP* RU -22826264 214573431.2
CRYOGENMASH-PFD KRGMP RU -22826264 214573431.2
DAGESTAN ENERGY DASB RU -29561959.6 232757864.4
DAGESTAN ENERGY DASB* RU -29561959.6 232757864.4
DAGESTAN ENERGY DASB RM -29561959.6 232757864.4
DAGESTAN ENERGY DASBG RU -29561959.6 232757864.4
EAST-SIBERIA-BRD VSNK* RU -92283895.5 299864149.8
EAST-SIBERIA-BRD VSNK RU -92283895.5 299864149.8
EAST-SIBERIAN-BD VSNK$ RU -92283895.5 299864149.8
FINANCIAL LEASIN 137282Z RU -166377934 282903505.9
FINANCIAL LEASIN FLKO RU -166377934 282903505.9
FINANCIAL LEASIN FLKO RM -166377934 282903505.9
FINANCIAL LEASIN FLKO* RU -166377934 282903505.9
GAZ GAZA$ RU -584751226 1478925024
GAZ GZAPF US -584751226 1478925024
GAZ-CLS GAZA* RU -584751226 1478925024
GAZ-CLS GAZA RM -584751226 1478925024
GAZ-CLS GAZA RU -584751226 1478925024
GAZ-CLS GAZAG RU -584751226 1478925024
GAZ-FINANS GAZF RU -56134.5126 232319905.4
GAZ-PFD GAZAP* RU -584751226 1478925024
GAZ-PFD GAZAP RU -584751226 1478925024
GAZ-PFD GAZAP RM -584751226 1478925024
GAZ-PFD GAZAPG$ RU -584751226 1478925024
GAZ-PFD GAZAPG RU -584751226 1478925024
GAZ-PREF GAZAP$ RU -584751226 1478925024
GAZ-US$ GTS GAZAG$ RU -584751226 1478925024
GRAZHDANSKIE SAM GSSU RU -47604998.4 1353823920
GUKOVUGOL GUUG RU -57835249.9 143665227.2
GUKOVUGOL GUUG* RU -57835249.9 143665227.2
GUKOVUGOL-PFD GUUGP* RU -57835249.9 143665227.2
GUKOVUGOL-PFD GUUGP RU -57835249.9 143665227.2
HALS-DEVEL- GDR 86PN LI -588515965 1446111954
HALS-DEVELOPMENT HALS RM -588515965 1446111954
HALS-DEVELOPMENT HALS TQ -588515965 1446111954
HALS-DEVELOPMENT HALS* RU -588515965 1446111954
HALS-DEVELOPMENT HALSG RU -588515965 1446111954
HALS-DEVELOPMENT HALSM RU -588515965 1446111954
HALS-DEVELOPMENT HALS LI -588515965 1446111954
HALS-DEVELOPMENT SYR GR -588515965 1446111954
HALS-DEVELOPMENT HALS RU -588515965 1446111954
IZHAVTO OAO IZAV RU -94100834 443610329.4
KHANTY MANSIYSK HMSR RU -7454032.63 143409366.2
KIROV TIRE PLANT KIRT$ RU -936614.549 142093264.3
KOMPANIYA GL-BRD GMST RU -1933849.29 1120076905
KOMPANIYA GL-BRD GMST* RU -1933849.29 1120076905
KUZNETSOV-BRD MTST RU -15938417.5 331074749.5
KUZNETSOV-BRD MTSTP* RU -15938417.5 331074749.5
KUZNETSOV-BRD MTSTP RU -15938417.5 331074749.5
KUZNETSOV-BRD MTST* RU -15938417.5 331074749.5
M-INDUSTRIYA SOMI RU -1304109.98 267288804.8
MURMANSKAY MUGS RM -22867336.6 135442629.9
MURMANSKAYA-PFD MUGSP RU -22867336.6 135442629.9
MURMANSKAYA-PFD MUGSP RM -22867336.6 135442629.9
MURMANSKAYA-PFD MUGSP* RU -22867336.6 135442629.9
MURMANSKAYA-PFD MUGSPG RU -22867336.6 135442629.9
MURMANSKAY-CLS MUGS* RU -22867336.6 135442629.9
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MURMANSKAY-CLS MUGS RU -22867336.6 135442629.9
NIZHMASHZAVO-BRD NMSZ RU -24657843.6 316480680.1
NIZHMASHZAVO-BRD NMSZ* RU -24657843.6 316480680.1
NIZHMASHZAVOD-BD NMSZ$ RU -24657843.6 316480680.1
NIZHMASHZAVO-PFD NMSZP RU -24657843.6 316480680.1
NIZHMASHZAVO-PFD NMSZP* RU -24657843.6 316480680.1
PENOPLEX-FINANS PNPF RU -839659.372 147052027.7
PIK GROUP PIKK RM -65334861 4000687446
PIK GROUP PIKK* RU -65334861 4000687446
PIK GROUP PIKKG RU -65334861 4000687446
PIK GROUP PIKK RU -65334861 4000687446
PIK GROUP-GDR PIK1 QM -65334861 4000687446
PIK GROUP-GDR PIQ2 GR -65334861 4000687446
PIK GROUP-GDR PKGPL US -65334861 4000687446
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PIK GROUP-GDR PIK IX -65334861 4000687446
PIK GROUP-GDR PIK EB -65334861 4000687446
PIK GROUP-GDR PIK EU -65334861 4000687446
PIK GROUP-GDR PIK1 EO -65334861 4000687446
PROMTRACTOR-FINA PTRF RU -27519567.1 259128529.5
RUSSIAN TEXT-CLS ALRTG RU -15214295.8 144582050.8
RUSSIAN TEXT-CLS ALRT* RU -15214295.8 144582050.8
SEVERNAYA KAZNA SVKB* RU -65841686.2 279147750
SEVERNAYA KAZNA SVKB RU -65841686.2 279147750
SEVKABEL-FINANS SVKF RU -83036.4617 102680373.6
SISTEMA HALS-GDR HALS IX -588515965 1446111954
SISTEMA-GDR 144A SEMAL US -588515965 1446111954
URAL PLANT OF PR UZPOA RU -53649612.1 191579960.2
URALMASHPLAN-BRD URAM* RU -18423442.8 687183030.3
URALMASHPLAN-BRD URAM RU -18423442.8 687183030.3
URALMASHPLAN-PFD URAMP* RU -18423442.8 687183030.3
URALMASHPLAN-PFD URAMP RU -18423442.8 687183030.3
URALSKIJ ZAVOD T URAM$ RU -18423442.8 687183030.3
URGALUGOL-BRD YRGL* RU -21554314.6 139319389.8
URGALUGOL-BRD YRGL RU -21554314.6 139319389.8
URGALUGOL-BRD-PF YRGLP RU -21554314.6 139319389.8
VIMPEL SHIP-BRD SOVP* RU -85016164.6 320054212.6
VIMPEL SHIP-BRD SOVP RU -85016164.6 320054212.6
VOLGOGRAD KHIM VHIM RU -55617131.4 157514787.8
VOLGOGRAD KHIM VHIM* RU -55617131.4 157514787.8
WILD ORCHID ZAO DOAAN RU -11716087.5 106082784.6
ZERNOVAYA KOMPAN ONAST RU -9609529.9 673952471.2
ZIL AUTO PLANT ZILL$ RU -204894835 401284636
ZIL AUTO PLANT-P ZILLP RM -204894835 401284636
ZIL AUTO PLANT-P ZILLP RU -204894835 401284636
ZIL AUTO PLANT-P ZILLP* RU -204894835 401284636
SERBIA
------
DUVANSKA DIVR SG -46938765.4 107525048.4
SLOVENIA
--------
ISTRABENZ ITBG EU -3710053.92 1192276746
ISTRABENZ ITBG EO -3710053.92 1192276746
ISTRABENZ ITBG SV -3710053.92 1192276746
ISTRABENZ ITBG PZ -3710053.92 1192276746
SLOVENSKE ENERGE 1SES01A PZ -9037077.3 220365107.8
SLOVENSKE ENERGE SES02 SK -9037077.3 220365107.8
SLOVENSKE ENERGE SES EO -9037077.3 220365107.8
SLOVENSKE ENERGE SES02 EO -9037077.3 220365107.8
SLOVENSKE ENERGE SES02 EU -9037077.3 220365107.8
SLOVENSKE ENERGE SES SK -9037077.3 220365107.8
SLOVENSKE ENERGE SES EU -9037077.3 220365107.8
ZVON ENA HOLDING ZVHR PZ -304042299 774906694.2
ZVON ENA HOLDING ZVHR EO -304042299 774906694.2
ZVON ENA HOLDING ZVHR SV -304042299 774906694.2
ZVON ENA HOLDING ZVHR EU -304042299 774906694.2
SPAIN
-----
ACTUACIONES ACTI AGR SM -57871829.5 772519224.5
ADT ESPANA SERVI 3632899Z SM -26498520.4 149454497.1
AGRUPACIO - RT AGR/D SM -57871829.5 772519224.5
AIRBUS MILITARY 4456697Z SM -25409217.8 2875949470
AMCI HABITAT SA AMC1 EU -17516668.8 159378294.6
AMCI HABITAT SA AMC SM -17516668.8 159378294.6
AMCI HABITAT SA AMC3 EO -17516668.8 159378294.6
ATLANTIC COPPER 4512291Z SM -83118965.8 1261645242
AURIGACROWN CAR 3791672Z SM -9696329.51 319009666.2
BASF CONSTRUCTIO 4511259Z SM -190337553 234576320.4
BIMBO SA 3632779Z SM -6894386.12 162399487.1
BOSCH SISTEMAS D 4505475Z SM -295419978 205556877.2
BOUYGUES INMOBIL 3636247Z SM -13608696.3 203210905.9
CAIXARENTING SA 4500211Z SM -7390433 1722091946
CELAYA EMPARANZA 3642467Z SM -19428468.9 176340504.9
COPERFIL GROUP 704457Z SM -3700858.98 403826723
DINOSOL SUPERMER 397409Z SM -46517749.4 1134013519
ELECTRODOMESTICO 1035184Z SM -120690331 100540325.2
FABRICAS AGRUPAD 3638319Z SM -28683705 205880655
FACTORIA NAVAL D 3748456Z SM -91596638.8 155617881.8
FBEX PROMO INMOB 3745024Z SM -820001.031 1142937522
FERGO AISA -RTS AISA/D SM -57871829.5 772519224.5
FERGO AISA SA AISA EU -57871829.5 772519224.5
FERGO AISA SA AISA SM -57871829.5 772519224.5
FERGO AISA SA AISA EO -57871829.5 772519224.5
FERGO AISA SA AISA PZ -57871829.5 772519224.5
FMC FORET SA 3642299Z SM -135792007 150683418.5
GALERIAS PRIMERO 3281527Z SM -2731015.07 124875853.4
GE POWER CONTROL 3744144Z SM -25412232.5 973735754.8
GE REAL ESTATE I 2814684Z SM -47072259.9 609515984.5
GENERAL MOTORS E 4286805Z SM -323089754 2783002632
GLENCORE ESPANA 3752336Z SM -17828297.1 238237965.8
HIDROCANTABRICO 4456745Z SM -245397524 513745817
HOLCIM HORMIGONE 4376153Z SM -34366354.1 133704111.2
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LA SIRENA ALIMEN 4375737Z SM -60779557.1 206592562.2
MARTINSA FADESA MFAD PZ -3783069373 5985477633
MARTINSA FADESA 4PU GR -3783069373 5985477633
MARTINSA FADESA MTF1 LI -3783069373 5985477633
MARTINSA FADESA MTF EU -3783069373 5985477633
MARTINSA FADESA MTF EO -3783069373 5985477633
MARTINSA FADESA MTF SM -3783069373 5985477633
MARTINSA-FADESA MTF NR -3783069373 5985477633
NYESA VALORES CO BES EU -208568794 658498551.2
NYESA VALORES CO BESS PZ -208568794 658498551.2
NYESA VALORES CO NYE TQ -208568794 658498551.2
NYESA VALORES CO BES TQ -208568794 658498551.2
NYESA VALORES CO NYE EO -208568794 658498551.2
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NYESA VALORES CO BES SM -208568794 658498551.2
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PANRICO SL 1087Z SM -372238070 1219319614
PLANES E INVERSI 3795524Z SM -72863651.9 220131915.6
PULLMANTUR SA 301590Z SM -74071248.9 168349823.1
RANDSTAD EMPLEO 4285885Z SM -58273106.5 432173483.1
REAL ZARAGOZA SA 4285533Z SM -26642893.2 155342765.2
RENTA CORP REN1GBP EO -55365883.4 289916358.5
RENTA CORP REN1 TQ -55365883.4 289916358.5
RENTA CORP REN1GBX EU -55365883.4 289916358.5
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RENTA CORP REN SM -55365883.4 289916358.5
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RENTA CORP REN1USD EU -55365883.4 289916358.5
RENTA CORP REN1GBX EO -55365883.4 289916358.5
RENTA CORP REAL REN/D SM -55365883.4 289916358.5
RESIDENCIAL MARL 4498347Z SM -8851230.87 106007591.2
REYAL URBIS SA REY1 EU -623464702 5520924982
REYAL URBIS SA REYU PZ -623464702 5520924982
REYAL URBIS SA REY SM -623464702 5520924982
REYAL URBIS SA REY1 EO -623464702 5520924982
SA DE SUPERMERCA 4373489Z SM -24370843.9 162576231.9
SOGECABLE MEDIA 3638359Z SM -2904934.27 176131882.6
SPANAIR 1174Z SM -224915086 350111493.1
SUPERMERCADOS CH 3635999Z SM -49108101.2 430829438.2
SUPERMERCADOS CO 4285781Z SM -6271873.08 110251382.6
TELEVISION AUTON 3772924Z SM -114641100 119139075.3
TROPICAL TURISTI 3639071Z SM -47219485.5 485271194.6
TYCO ELECTRONICS 2335265Z SM -120872225 241227566.2
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VIA OPERADOR PET 4510507Z SM -19240934.5 114265353.9
SWEDEN
------
SWEDISH AUTOMO-A 0122265D NA -575434603 1479005959
SWEDISH AUTOMOBI SWAN EB -575434603 1479005959
SWEDISH AUTOMOBI SPYKF US -575434603 1479005959
SWEDISH AUTOMOBI SWAN EO -575434603 1479005959
SWEDISH AUTOMOBI SWAN NA -575434603 1479005959
SWEDISH AUTOMOBI SPYKR PZ -575434603 1479005959
SWEDISH AUTOMOBI L9I TH -575434603 1479005959
SWEDISH AUTOMOBI SWAN EU -575434603 1479005959
SWEDISH AUTOMOBI SWAN BQ -575434603 1479005959
SWEDISH AUTOMOBI SWAN QM -575434603 1479005959
SWEDISH AUTOMOBI SWAN IX -575434603 1479005959
SWEDISH AUTOMOBI SWAN TQ -575434603 1479005959
SWEDISH AUTOMOBI L9I GR -575434603 1479005959
UNITED PAN -ADR UPEA GR -5505478850 5112616630
UNITED PAN-A ADR UPCOY US -5505478850 5112616630
UNITED PAN-EUR-A UPC LN -5505478850 5112616630
UNITED PAN-EUR-A UPC LI -5505478850 5112616630
UNITED PAN-EUROP UPCEF US -5505478850 5112616630
UNITED PAN-EUROP UPC VX -5505478850 5112616630
UNITED PAN-EUROP UPCOF US -5505478850 5112616630
UNITED PAN-EUROP UPE1 GR -5505478850 5112616630
VAN WEELDE BEHEE 4038885Z NA -165002.306 161800258.3
VOLKERWESSELS BO 4062101Z NA -17683.2004 191596002.3
VWS TRANSPORTINF 4377249Z NA -88578.9013 442019063.5
VWS VERKEER-EN I 4777577Z NA -125486.777 799874848.4
W2005 W2007 CARN 3824100Z NA -84388271.4 326039139.2
WE INTERNATIONAL 630199Z NA -1220350.16 1011026941
ZINVEST FASHION 3775412Z NA -296559.405 180677208
ZWINGER OPCO 6 B 3821644Z NA -106543158 627759193.8
SWITZERLAND
-----------
ATTENDO AB 4452873Z SS -58148252.6 1244996834
KAROLINEN FASTIG 4008644Z SS -906745.128 122777361.3
SWEDISH MA-RE RT SWMASR SS -271007468 2011731785
SWEDISH MAT-ADR 3053566Q US -271007468 2011731785
SWEDISH MAT-ADR SWMA GR -271007468 2011731785
SWEDISH MATCH SWD LI -271007468 2011731785
SWEDISH MATCH AB SWMA NQ -271007468 2011731785
SWEDISH MATCH AB SWMDF US -271007468 2011731785
SWEDISH MATCH AB SWMAEUR EO -271007468 2011731785
SWEDISH MATCH AB SWMA IX -271007468 2011731785
SWEDISH MATCH AB SWMAUSD EO -271007468 2011731785
SWEDISH MATCH AB SWM VX -271007468 2011731785
SWEDISH MATCH AB SWMA EU -271007468 2011731785
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SWEDISH MATCH AB SWMA EO -271007468 2011731785
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SWEDISH MATCH AB SWMAF US -271007468 2011731785
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SWEDISH MATCH AB SWMA GK -271007468 2011731785
SWEDISH MATCH AB SWMA S1 -271007468 2011731785
SWEDISH MATCH AB SWMAEUR EU -271007468 2011731785
SWEDISH MATCH AB SWM TH -271007468 2011731785
SWEDISH MATCH AB SWMAGBP EO -271007468 2011731785
SWEDISH MATCH AB SWMA TQ -271007468 2011731785
SWEDISH MATCH AB SWMA SS -271007468 2011731785
SWEDISH MATCH AB SWMA NR -271007468 2011731785
SWEDISH MATCH AB SWMAUSD EU -271007468 2011731785
SWEDISH MATCH AB SWMA PZ -271007468 2011731785
SWEDISH MATCH- B SWMWF US -271007468 2011731785
SWEDISH MATCH-B 3033P US -271007468 2011731785
SWEDISH MAT-RTS SWMYR US -271007468 2011731785
SWEDISH M-UN ADR SWMAY US -271007468 2011731785
TURKEY
------
EGS EGE GIYIM VE EGDIS TI -7732135.1 147075077.7
EGS EGE GIYIM-RT EGDISR TI -7732135.1 147075077.7
IKTISAT FINAN-RT IKTFNR TI -46900666.6 108228233.6
IKTISAT FINANSAL IKTFN TI -46900666.6 108228233.6
KEREVITAS GIDA KERVT TI -4733324.13 126789352
KEREVITAS GIDA KVTGF US -4733324.13 126789352
MUDURNU TAVUKC-N MDRNUN TI -64935052.1 160420187.4
MUDURNU TAVUKCUL MDRNU TI -64935052.1 160420187.4
SIFAS SIFAS TI -15439194.7 130608104
TUTUNBANK TUT TI -4024959602 2643810457
YASARBANK YABNK TI -4024959602 2643810457
ZORLU ENERJI ELE ZORENM TI -34869788.4 1701390881
ZORLU ENERJI ELE ZOREN TI -34869788.4 1701390881
ZORLU ENERJI ELE ZRLUF US -34869788.4 1701390881
ZORLU ENERJI-ADR ZRLUY US -34869788.4 1701390881
ZORLU ENERJI-RTS ZORENR TI -34869788.4 1701390881
UKRAINE
-------
AZOVZAGALMASH MA AZGM UZ -75129759.8 474776539.2
CHERNIGIVS MAN-M CHIM UZ -8728378.49 105244397.8
CHERNIGIVS M-GDR CKU GR -8728378.49 105244397.8
DONETSKOBLENERGO DOON UZ -213294468 341124537.1
LUGANSKGAS LYGZ UZ -25247035.8 123851487
LUGANSKOBLENERGO LOEN UZ -28469656.8 196711929.2
MARIUP-GDR REG S MZVM IX -11661586.3 260791838.5
MARIUP-GDR REG S M9X GR -11661586.3 260791838.5
MARIUPOL HEAVY M MZVM UZ -11661586.3 260791838.5
NAFTOKHIMIK PRIC NAFP UZ -13086749.7 365512618.1
NAFTOKHIMIK-GDR N3ZA GR -13086749.7 365512618.1
ODESSA OIL REFIN ONPZ UZ -178447037 314744675.5
RIVNEAZOT RAZT UZ -27233614.6 417932243
ZALK - PFTS ZALK UZ -78409529.9 130383564.8
UNITED KINGDOM
--------------
3I PLC 2346795Z LN -40072013.1 518266360.4
600 UK LTD 1282018Z LN -731250.536 123671540.8
ABBOTT MEAD VICK 648824Q LN -1685854.55 168258996.3
ABF GRAIN PRODUC 1276922Z LN -80622502.2 405377719.8
ACE INA SERVICES 1442282Z LN -32838796.7 148703014.2
ACIS GROUP LTD 4159557Z LN -29529317.2 122639068.7
ACORN CARE AND E 1238567Z LN -70886168.8 120665053.6
ADVANCE DISPLAY ADTP PZ -2983757364 2562677211
AEA TECHNOLO-FPR AATF PZ -178235285 194979073.8
AEA TECHNOLO-FPR AATF LN -178235285 194979073.8
AEA TECHNOLOGY AAT IX -178235285 194979073.8
AEA TECHNOLOGY AAT VX -178235285 194979073.8
AEA TECHNOLOGY EAETF US -178235285 194979073.8
AEA TECHNOLOGY AAT PO -178235285 194979073.8
AEA TECHNOLOGY G AAT EU -178235285 194979073.8
AEA TECHNOLOGY G 89A GR -178235285 194979073.8
AEA TECHNOLOGY G AAT EO -178235285 194979073.8
AEA TECHNOLOGY G AEATF US -178235285 194979073.8
AEA TECHNOLOGY G AAT PZ -178235285 194979073.8
AEA TECHNOLOGY G AATGBP EO -178235285 194979073.8
AEA TECHNOLOGY G AAT LN -178235285 194979073.8
AEA TECHNOLO-NPR AATN LN -178235285 194979073.8
AEA TECHNOLO-NPR AATN PZ -178235285 194979073.8
AFFINITI INTEGRA 1651064Z LN -743208855 241654750
AGORA SHOPPING C 214766Z LN -44716668.3 244995279.1
AIRBUS OPERATION 4435153Z LN -311815000 3454910195
AIRTOURS PLC ATORF US -379721781 1817512774
AIRTOURS PLC AIR VX -379721781 1817512774
AIRTOURS PLC AIR LN -379721781 1817512774
ALIXPARTNERS LTD 2578482Z LN -20704239.4 115351021.9
ALLDAYS PLC 317056Q LN -120493900 252232072.9
ALLDAYS PLC ALDYF US -120493900 252232072.9
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SKYEPHARMA PLC SKP7 EO -133034755 130464035.4
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SR TECHNICS UK L 2900250Z LN -143296142 116171355.3
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WINCANTON PLC WIN13 EO -290434319 1037176004
WINCANTON PLC WIN1 EU -290434319 1037176004
WINCANTON PLC WIN1USD EO -290434319 1037176004
WINCANTON PLC WIN1EUR EO -290434319 1037176004
WINCANTON PLC WIN IX -290434319 1037176004
WINCANTON PLC WIN1 QM -290434319 1037176004
WINCANTON PLC WIN1 S1 -290434319 1037176004
WINCANTON PLC WNCNF US -290434319 1037176004
WINCANTON PLC WIN PZ -290434319 1037176004
WINCANTON PLC WIN1EUR EU -290434319 1037176004
WINCANTON PLC WIN12 EO -290434319 1037176004
WINCANTON PLC WIN6 EO -290434319 1037176004
WINCANTON PLC WIN1 BQ -290434319 1037176004
WINCANTON PLC WIN VX -290434319 1037176004
WINCANTON PLC WIN1USD EU -290434319 1037176004
WINCANTON PLC WIN1 EO -290434319 1037176004
WINCANTON PLC WIN10 EO -290434319 1037176004
WINCANTON PLC WIN PO -290434319 1037176004
WINCANTON PLC WIN1 NQ -290434319 1037176004
WINCANTON PLC WIN5 EO -290434319 1037176004
WINCANTON PLC WIN8 EO -290434319 1037176004
WINCANTON PLC WIN9 EO -290434319 1037176004
WINCANTON PLC WIN1 EB -290434319 1037176004
WINCANTON PLC WIN7 EO -290434319 1037176004
WINDSOR TELEVISI 1475394Z LN -249144874 319668047.9
WINTERTHUR FINAN 1353474Z LN -5097471.01 146472274
XCHANGING UK LTD 1814130Z LN -33399235.5 334395990.3
XSTRATA SERVICES 1975918Z LN -96321998.2 192299104.1
YANG MING UK LTD 1756777Z LN -38774828.2 293310550.5
YARLINGTON HOUSI 4435313Z LN -18443811.9 276648958.8
YOUNG'S BLUECRES 1841386Z LN -46554226.4 279057376.4
ZURICH EMPLOYMEN 1292298Z LN -122911832 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, Ivy B. Magdadaro, Frauline S.
Abangan and Peter A. Chapman, Editors.
Copyright 2012. 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 Peter Chapman at 240/629-3300.
* * * End of Transmission * * *