/raid1/www/Hosts/bankrupt/TCREUR_Public/130416.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, April 16, 2013, Vol. 14, No. 74
Headlines
C Y P R U S
BANK OF CYPRUS: Moody's Lowers Sr. Unsecured Debt Ratings to 'C'
LAIKI BANK: Russian Depositor Files Suit Over Asset Seizure
RUSSIAN COMMERCIAL: Moody's Affirms E Bank Fincl. Strength Rating
* CYPRUS: Troika Cooperation Necessary for Euro Exit Option
D E N M A R K
TORM A/S: Unveils Results of April 11 Annual General Meeting
G E R M A N Y
UNITYMEDIA HESSEN: Moody's Rates EUR350MM Sr. Sec. Notes (P)Ba3
I R E L A N D
AQUILAE CLO I: Moody's Affirms Caa1 Rating on EUR12MM Cl. E Notes
BARNA WASTE: Lloyds to Launch Legal Challenge to Oust Examiner
EPIC LTD: S&P Downgrades Rating on Class B Notes to B-
GSC EUROPEAN I-R: Moody's Lifts Rating on Class D Notes to 'B3'
RMF EURO V: S&P Affirms 'B+' Rating on Class V Notes
I T A L Y
ANTONIO AMATO: Authorizes Rhea to Seek Buyers for Assets
L U X E M B O U R G
MATTERHORN FINANCING: S&P Lowers Corporate Credit Rating to 'B'
P O R T U G A L
* PORTUGAL: Elder Statesman Seeks Argentine-Style Default
R U S S I A
EVRAZ GROUP: Fitch Assigns 'BB-' Rating to USD-Denominated Notes
NOMOS CAPITAL: Fitch Rates New Limited Recourse Notes 'BB(EXP)'
S L O V E N I A
* SLOVENIA: To Sell Treasury Bills on April 17 Amid Banking Woes
S P A I N
IM BANCO 1: S&P Lowers Rating on Class C Notes to 'CCC'
RURALPYME 2: Fitch Affirms 'CC' Rating on Class D Notes
U K R A I N E
AGROTON PUBLIC: S&P Lowers Corporate Credit Ratings to 'CCC'
U N I T E D K I N G D O M
DRYDEN X-EURO 2005: S&P Cuts Rating on Two Note Classes to 'CCC+'
DUNFERMLINE ATHLETIC: Administrators Can Continue Rescue Bid
LITTLE CHEF: Put Up for Sale by R Capital
PUNCH TAVERNS: Sr. Bondholders Unsure of Successful Restructuring
RHOSERCHAN: Lack of Referrals Prompt Voluntary Liquidation
X X X X X X X X
* EUROPE: Danish Econ-Min Calls for Bank Rescue Joint Mechanism
* EUROPE: Schaeuble Prefers Bank Bailout "Liability Hierarchy"
* EUROPE: Fitch Says Rating Pressure Exists in Many Sectors
* Large Companies with Insolvent Balance Sheets
*********
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C Y P R U S
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BANK OF CYPRUS: Moody's Lowers Sr. Unsecured Debt Ratings to 'C'
----------------------------------------------------------------
Moody's Investors Service downgraded Bank of Cyprus Public
Company Limited's deposit ratings to Ca, negative outlook, from
Caa3 and senior unsecured debt ratings to C, from Caa3.
Concurrently, Moody's confirmed Hellenic Bank Public Company
Ltd.'s deposit ratings at Caa3 with a negative outlook.
The subordinated and junior subordinated debt ratings of BoC have
been affirmed at C. Hellenic does not have any rated debt
outstanding.
These actions reflect the rating agency's expectations of
material losses for BoC creditors in the coming months, and the
risk of potential losses for Hellenic Bank in the coming years.
These actions conclude the reviews on the banks' ratings
initiated on March 22, 2013.
Recent Events
On March 25, the Cypriot authorities and Eurogroup reached an
agreement for a support programme to address Cyprus's banking
crisis. As part of the execution of the programme, the Central
Bank of Cyprus, in its capacity as the Resolution Authority,
appointed a Special Administrator on 25 March to implement the
restructuring and recapitalization of BoC, which faces a large
capital shortfall. BoC's debtholders and uninsured depositors
(amounts above EUR100,000) will contribute to its
recapitalization, with 100% of debt and 37.5%- 60% of uninsured
deposits converted to equity. Furthermore, BoC will also assume
(1) most of the assets (primarily the Cypriot operations), (2)
the Emergency Liquidity Assistance (ELA) funding and (3) the
insured deposits of the resolved Cyprus Popular Bank Public Co
Ltd (deposits C, BFSR E/BCA c). As per the agreement with the
Eurogroup, BoC and other Cypriot banks will continue to have
access to funding from the Eurosystem in line with applicable
rules.
Hellenic Bank, which currently complies with regulatory minimum
capital requirements, is not subject to any type of
restructuring/resolution under the recently adopted bank
resolution framework for Cyprus.
Following the re-opening of the banks on March 28, deposit
controls have been maintained on all banks operating in Cyprus,
including a EUR300 daily cash withdrawal limit and prohibition of
non-business related transfers abroad.
Given these recent developments, Moody's expects a sharp
deterioration in the operating environment, which will erode
domestic borrowers' credit profiles, increasing the two banks'
capital needs.
Ratings Rationale:
Bank of Cyprus Downgrade
The downgrade of Bank of Cyprus' deposit ratings to Ca from Caa3
reflects Moody's expectation of sizable losses to uninsured
depositors in the coming months. Based on Moody's view that BoC's
capital deficit will widen following recent events and the
subsequent deterioration in the operating environment, the rating
agency expects that losses to BoC's depositors to sufficiently
recapitalize the bank will be sizable, but will likely not exceed
65%. Loss rates at these levels are consistent with a Ca rating,
the second lowest rating on Moody's 21 notch rating scale.
The downgrade of BoC's senior unsecured debt ratings to C is
driven by the administrator's decision that BoC's outstanding
senior debt will fully participate in the banks' recapitalization
with the entire debt outstanding to be converted to class B
shares.
BoC's subordinated and junior subordinated debt ratings have been
affirmed at C, reflecting Moody's expectation of the full
participation of these securities in the bank's recapitalization
and conversion to class C shares.
Hellenic Bank Confirmation
The confirmation of Hellenic Bank's deposit ratings reflects
Moody's view that the Caa3 rating level captures the risk and
range of any potential losses to Hellenic's depositors.
Hellenic's stronger capital buffers have enabled it to maintain
its private ownership, and avoid being subject to Cyprus'
recently adopted bank resolution framework. However, Moody's
expects that the bank will require significant additional capital
in the coming years, owing to the acceleration in asset-quality
deterioration following recent events. Although the rating agency
considers that the magnitude of Hellenic's capital needs could
potentially be met through private resources, it is also possible
that capital resources could be stressed given the expected very
challenging environment to an extent that could ultimately
necessitate a broader recapitalization, which is reflected in the
Caa3 deposit rating.
Rationale for the Negative Outlook
The negative outlook on the banks' deposit ratings reflects (1)
the severe challenges to the banks' funding bases once the
current deposit controls are lifted; (2) the material damage to
their franchises; and (3) the risk that the banks' financial
metrics will weaken beyond what is currently anticipated as a
result of the expected sharp contraction in economic activity.
What Could Move the Ratings Up/Down
As indicated by the negative outlook, upwards rating pressure is
unlikely. Downward pressure on the banks' ratings would develop
following (1) a failure to implement a bank recapitalization
programme or to maintain external liquidity support; and/or (2)
higher asset-quality deterioration than currently expected,
resulting in larger loss rates for bank depositors or creditors;
and/or (3) Moody's view that the risk of Cyprus exiting the euro
area has increased.
List of Affected Ratings
Bank of Cyprus Public Company Limited:
- Deposit ratings: Downgraded to Ca, negative outlook, from
Caa3,
on review for downgrade
- Senior unsecured debt ratings: Downgraded to C, no outlook,
from Caa3, on review for downgrade
- Short-term deposit and commercial paper ratings: Affirmed at
Not Prime
- Subordinated debt rating: Affirmed at (P)C
- Junior subordinated notes rating: Affirmed at (P)C
- Standalone BFSR: Affirmed at E, equivalent to a BCA of ca
The deposit ratings have a negative outlook. No outlook is
currently assigned to the E BFSR, short-term deposit and
commercial paper ratings, senior unsecured, subordinated and
junior subordinated debt ratings.
Hellenic Bank Public Company Ltd:
- Deposit ratings: Confirmed at Caa3
- Short-term deposit and commercial paper ratings: Affirmed at
Not Prime
- Standalone BFSR: Affirmed at E, equivalent to a BCA of ca
The deposit ratings have a negative outlook. No outlook is
currently assigned to the E BFSR, short-term deposit and
commercial paper ratings.
The principal methodology used in these ratings was Moody's
Consolidated Global Bank Rating Methodology published in June
2012.
LAIKI BANK: Russian Depositor Files Suit Over Asset Seizure
-----------------------------------------------------------
RT Business reports that Y. G. Borisov, a Russian depositor, has
filed suit for the seizure of all assets in Russia belonging to
Laiki Bank of Cyprus, including its controlling stake in Russia's
Rosprombank, which may now hamper a Cypriot plan to sell off the
shares.
Presnensky Court in Moscow has received a lawsuit from Mr.
Borisov against Laiki Bank -- which operates in Russia under the
Cyprus Popular Bank brand -- and Rosprombank, in which Cyprus
owns a 50.4% stake, RT Business relates.
Mr. Borisov has demanded the repayment of money that was seized
from his account with the Cypriot bank; the exact sum was not
disclosed, RT Business discloses. Laiki Bank's shares in
Rosprombank's parent company RBP-Holding have been seized, along
with all of Laiki Bank's financial assets n Rosprombank, in order
to secure the claim, RT Business notes.
At the end of March, Cypriot authorities announced that Laiki
Bank -- the country's second largest -- would be restructured and
closed in as part of a EUR10-billion bailout deal with the
European Union, RT Business recounts.
According to the deal, Laiki Bank account holders will see an
undetermined amount of their deposits over EUR100,000 converted
into bank shares; whether those sums will be returned depends on
the results of a sale of the bank's assets, RT Business notes.
Laiki Bank's share of Rosprombank must also be sold, and Cyprus
is currently in talks with Mikhail Nikolaev, the owner of the
remaining RBP-Holding stock, RT Business discloses. However, the
asset seizure now puts the transaction in question, RT Business
states.
The seizure of the Cypriot bank's assets will remain in place
until it is canceled by a higher judicial authority, RT Business
notes.
Laiki was founded in 1901 as the Popular Savings Bank Limassol.
RUSSIAN COMMERCIAL: Moody's Affirms E Bank Fincl. Strength Rating
-----------------------------------------------------------------
-Moody's Investors Service confirmed the Caa2 deposit ratings of
Russian Commercial Bank (Cyprus) Ltd. (RCB) and affirmed RCB's
standalone bank financial strength rating (BFSR) at E, equivalent
to a baseline credit assessment (BCA) of caa2.
The rating actions reflect Moody's view that even though its
franchise value remains highly exposed to the economic,
financial, political and legal risks in Cyprus, RCB does not face
the severe capital and liquidity stresses affecting other Cypriot
banks.
This rating action concludes Moody's review of RCB's ratings,
initiated on March 22, 2013.
Rating Rationale
This confirmation of RCB's ratings reflects Moody's view that RCB
has very limited exposure to the same risks as the domestically
owned Cypriot banks, as (1) RCB maintains a business focus on
entities that operate in the Russian Federation; and (2) RCB does
not face the severe capital and liquidity stresses affecting
other Cypriot banks. These factors support RCB's BCA of caa2, two
notches higher than the ca BCAs of the other rated going concern
Cypriot banks. Nevertheless, Moody's notes that RCB's franchise
value remains highly exposed to the economic, financial,
political and legal risks in Cyprus and that RCB is subject to
the regulations of the Cypriot central bank. These risks are
captured by the Caa2 country risk ceiling for Cyprus, which
represents the highest rating that can be assigned to an entity
domiciled in Cyprus.
What Could Move the Ratings Up/Down
RCB's ratings could be downgraded following evidence of (1)
reduced willingness from Bank VTB (Baa1 on review for downgrade,
BFSR D-/BCA ba3) to support RCB; or (2) a further lowering of the
country risk ceiling for Cyprus.
As indicated by the negative outlook, upward pressure on the
ratings is unlikely in the near term. Over the long term, upward
pressure could develop following improvements in the operating
environment that would strengthen the bank's franchise.
List of Ratings
Long-term local and foreign-currency deposit ratings confirmed
at Caa2
BFSR: Affirmed at E, mapping to a BCA of caa2
Not-Prime short-term ratings affirmed.
The principal methodology used in this rating was Moody's
Consolidated Global Bank Rating Methodology published in June
2012.
* CYPRUS: Troika Cooperation Necessary for Euro Exit Option
-----------------------------------------------------------
Megan Greene at Bloomberg News reports that leaving the euro
would be a better option for Cyprus if -- and only if -- it can
secure cooperation from its troika of creditors: the
International Monetary Fund, the European Commission, and the
European Central Bank.
According to Bloomberg, to figure out whether they should stay or
go, the Republic of Cyprus's 800,000 people and their leaders
need to first conduct a simple cost-benefit analysis of whether
euro-area membership is worth it.
The pain inflicted by the terms of the US$13 billion bailout deal
will be huge, Bloomberg notes. Cyprus's banking sector has been
all but destroyed in the course of just a few days, Bloomberg
states.
The massive liquidity crunch in Cyprus is being exacerbated by
capital controls, which the government imposed to avoid deposit
and capital flight out of the country, Bloomberg notes. Many
businesses are unable to pay their suppliers -- one more month of
such tight liquidity will push many into bankruptcy, Bloomberg
discloses.
The banking sector accounts for only 9% of Cypriot gross domestic
product, Bloomberg says. Yet business services attached to it --
lawyers, accountants, auditors and bookkeepers -- will suffer
from the banking collapse, too, Bloomberg notes. By some
estimates, these services and banking generate as much as half of
Cyprus's gross domestic product, according to Bloomberg.
The International Monetary Fund forecasts that the country's
economy will contract 9% this year, Bloomberg discloses. In this
case, Cyprus will miss its deficit targets and will have to put
in place more austerity in an attempt to catch up, Bloomberg
states. The result will be an endless spiral of austerity and
recession, ensuring that Cyprus will either need a second bailout
or a debt restructuring, according to Bloomberg.
Exiting the euro area is also difficult, but it could be the less
painful choice if designed well, Bloomberg says. According to
Bloomberg, among the greatest costs of any euro-area exit would
be bank defaults on their liabilities, capital controls and a
sovereign default. Cyprus has already experienced the first two
and will most likely see the latter in the next year or two if it
stays in the euro area, Bloomberg notes.
So if Cyprus is going to incur some of the worst costs of
abandoning the euro anyhow, it might as well print its own
currency and benefit from a devaluation and the immediate boost
in competitiveness that would follow, Bloomberg says.
According to Bloomberg, a unilateral, disorderly default would be
the worst possible option for Cyprus. Instead, this small
country would need to negotiate its exit with each member of the
troika of international creditors, Bloomberg states.
The main challenge is that if Cyprus were to reissue the Cypriot
pound, the new currency would devalue significantly and drive up
the inflation rate, Bloomberg notes.
An amicable divorce from the euro area would also need to be
negotiated with the rest of the bloc's members and the European
Commission, Bloomberg says. According to Bloomberg, there is no
mechanism through which Cyprus could be pushed out of the
European Union in retaliation, but given the serious threat that
Turkey poses to the tiny island, Cyprus has a major geopolitical
motivation for remaining fully engaged with its European
partners.
Oddly, the one member of the troika whose blessing Cyprus
wouldn't absolutely require to exit the euro area is the European
Central Bank, Bloomberg states. So far, Cypriot banks have
borrowed about EUR14 billion in emergency liquidity assistance
and if Cyprus were to leave the euro area, this money would de
facto represent a loss for the ECB, Bloomberg discloses. Still,
Cyprus would want to negotiate a settlement with the ECB if it
could, rather than push the loss onto the countries that
recapitalize the central bank, angering them, Bloomberg notes.
Put all of these elements in place and a negotiated euro-area
exit is probably the lesser of two evils for Cyprus, according to
Bloomberg.
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D E N M A R K
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TORM A/S: Unveils Results of April 11 Annual General Meeting
------------------------------------------------------------
The Annual General Meeting of TORM A/S was held on April 11, 2013
at 10:00 am at Radisson Blu Falconer Hotel. At the Annual
General Meeting the following took place:
-- The Annual Report 2012 was approved, cf. item 2 of the
agenda.
-- The proposal that the net result for the year of USD -481
million be carried forward was adopted, cf. item 3 of the
agenda.
-- The proposal to discharge the members of the Board of
Directors and the Executive Management from liability was
adopted, cf. item 4 of the agenda.
-- No members of the Board of Directors were up for re-election
at the AGM, and no further members were proposed elected to
the Board of Directors, cf. item 5 of the agenda.
-- Deloitte Statsautoriseret Revisions partnerselskab was re-
appointed as the Company's auditor, cf. item 6 of the agenda.
-- The remuneration level of the Board of Directors for the year
2013 was approved, cf. item 7.a of the agenda.
-- The Board of Directors was authorized to terminate the
Company's American Depositary Receipts program and in this
connection to request a delisting of the Company's American
Depository Shares from Nasdaq Capital Market, USA, and
deregistration of the Company's securities under the U.S.
Securities Exchange Act of 1934, as amended. In this
connection, the Board of Directors was authorized, in the
period until the end of 2015, to permit the Company to
acquire
an amount of its own shares, up to a total nominal amount of
DKK145.600, subject to a total holding limit of 3% of the
share capital at a price equal to the share price quoted at
the time of purchase, subject to a deviation of up to 10%,
cf.
item 7.b of the agenda.
About TORM
With headquarters in Copenhagen, Denmark, TORM (NASDAQ: QMX) is
one of the world's leading carriers of refined oil products as
well as a significant player in the dry bulk market. The Company
runs a fleet of approximately 110 modern vessels in cooperation
with other respected shipping companies sharing TORM's commitment
to safety, environmental responsibility and customer service.
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G E R M A N Y
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UNITYMEDIA HESSEN: Moody's Rates EUR350MM Sr. Sec. Notes (P)Ba3
---------------------------------------------------------------
Moody's Investors Service assigned a (P)Ba3 -- under review for
downgrade -- rating to the EUR350 million senior secured notes
due 2023 being issued by Unitymedia Hessen GmbH & Co. KG and
Unitymedia NRW GmbH, subsidiaries of Unitymedia KabelBW GmbH.
All of UM-KBW's existing ratings (CFR at B1) remain under review
for downgrade where they were placed in early February 2013
following the announcement that UM-KBW's ultimate corporate
parent, Liberty Global Inc. (LGI) had agreed to buy UK cable
communications company Virgin Media Inc. Following the new
issuance, Moody's currently still anticipates that it will
confirm UM-KBW's ratings upon completion of LGI's Virgin Media
transaction. This may change should the currently outlined
parameters of the transaction evolve, including the details of
LGI's funding plans.
Ratings Rationale:
The (P)Ba3 -- under review for downgrade -- rating on the
proposed notes is based on the expectation that the notes will
eventually rank pari-passu with the existing senior secured notes
at Unitymedia Hessen and Unitymedia NRW. The rating for the
senior secured notes is one notch higher than the group CFR due
to the presence of unsecured debt in the capital structure which
is rated at B3 - under review for downgrade. Moody's notes
however that the indenture for the new notes allows for the
process of securing the notes to take until December 31, 2013 and
the (P)Ba3 -- under review for downgrade -- rating is forward-
looking in this respect. Any further delay in arranging security
for the new bonds could have adverse notching consequences.
Moody's issues provisional ratings in advance of the final sale
of securities and these ratings reflect Moody's preliminary
credit opinion regarding the transaction only. Upon a conclusive
review of the final documentation, Moody's will endeavor to
assign a definitive rating to the Senior Secured Notes being
issued by UM-KBW. A definitive rating may differ from a
provisional rating.
Proceeds of the issuance will be used to redeem a portion of the
shareholder loan at the UM-KBW level. While Moody's currently
expects to confirm UM-KBW's ratings, the agency views this
distribution step as a credit negative for the company. The
transaction will lead to an increase in UM KBW's debt and pushes
its pro forma leverage ratio closer to the boundaries permitted
by its covenant documentation. For example, UM-KBW estimates that
the ratio of total covenant senior debt to 'adjusted' annualized
EBITDA will be 3.8x as of December 31, 2012 pro-forma for the
transaction compared to a 4.25x maintenance covenant level in the
company's revolving credit facility. However, Moody's expects
that ongoing revenue and EBITDA growth during 2013 will result in
visible leverage reduction during the year.
In 2012, UM-KBW produced strong revenue growth (+11% compared to
2011 pro forma for the integration of Kabel BW) with an equally
robust adjusted EBITDA margin of 59.2%. During the year the
company saw further migration to bundled multiple play offers as
triple play penetration rose to 25.9% at the end of Q4 2012 from
23.1% in the prior year. This resulted in solid RGU and ARPU
growth of 7% and 9% respectively in 2012. With the proportion of
single play customers still at 67.9% at the end of Q4 2012
Moody's sees further good growth potential for the company.
Drivers of Rating Change
Moody's expects to conclude its ongoing review upon completion of
LGI's Virgin Media transaction and currently expects to confirm
existing ratings.
The principal methodology used in this rating was the Global
Cable Television Industry published in July 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.
UM KBW is the second largest cable operator in Germany by
subscribers. The company generated revenues and 'adjusted'
reported EBITDA of EUR1.8 billion and EUR1.1 billion respectively
in 2012.
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I R E L A N D
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AQUILAE CLO I: Moody's Affirms Caa1 Rating on EUR12MM Cl. E Notes
-----------------------------------------------------------------
Moody's Investors Service upgraded the ratings of the following
notes issued by Aquilae CLO I PLC:
EUR12M Class B Floating Rate Notes, due 2015, Upgraded to Aaa
(sf); previously on May 17, 2012 Upgraded to Aa1 (sf)
EUR15M Class C Deferrable Floating Rate Notes, due 2015,
Upgraded
to Aa1 (sf); previously on Jul 19, 2011 Upgraded to Baa1 (sf)
EUR10.5M Class D Deferrable Floating Rate Notes, due 2015,
Upgraded to Baa1 (sf); previously on Jul 19, 2011 Upgraded to
Ba2
(sf)
Moody's also affirmed the rating of the Class A and Class E notes
issued by Aquilae CLO I PLC
EUR216M Class A Floating Rate Notes (current balance is EUR14M),
due 2015, Affirmed Aaa (sf); previously on Jul 19, 2011 Upgraded
to Aaa (sf)
EUR12M Class E Deferrable Floating Rate Notes, due 2015,
Affirmed
Caa1 (sf); previously on Jul 19, 2011 Upgraded to Caa1 (sf)
Aquilae CLO I PLC, issued in December 2003, is a Collateralized
Loan Obligation ("CLO") backed by a portfolio of mostly senior
secured European loans. The portfolio is managed by Henderson
Global Investors Ltd. The reinvestment period has expired in
August 2008.
Ratings Rationale:
According to Moody's, the rating actions taken on the notes
result primarily from the amortization of the Class A Notes,
which has been paid down by approximately 27.7% of its original
balance, or EUR 59.9 million since the last rating action in May
2012.
As a result of the significant delevering of the transaction, the
overcollateralization ratios have improved since the rating
action in May 2012. As of the latest trustee report dated
February 2013, the Class A/B, C, D and E overcollateralization
ratios are reported at 257.9%, 163.5%, 130.2% and
105.6%respectively compared to April 2012 levels of 146.3%,
124.5%, 112.8% and 101.8% respectively. However, according to
Moody's, the underlying collateral pool currently consists 33.43%
of performing assets with a credit quality consistent with Caa
credit rating versus 26.85% at the last rating action.
In its base case, Moody's analyzed the underlying collateral pool
to have a performing par and principal proceeds balance of EUR
72.8M, defaulted part of EUR 6.5M, a weighted average default
probability of 23.46% consistent with a WARF ("Weighted Average
Rating Factor") of 4,661, a weighted average recovery rate upon
default of 49.56% for a Aaa liability target rating, a diversity
score of 14 and a weighted average spread of 2.68%. The default
probability is derived from the credit quality of the collateral
pool and Moody's expectation of the remaining life of the
collateral pool. The average recovery rate to be realized on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed that 98.89% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the remainder non first-lien loan corporate assets would recover
10%. In each case, historical and market performance trends and
collateral manager latitude for trading the collateral are also
relevant factors. These default and recovery properties of the
collateral pool are incorporated in cash flow model analysis
where they are subject to stresses as a function of the target
rating of each CLO liability being reviewed.
Moody's has also corrected an error in the calculation of WARF
for these notes. The WARF calculation used in the previous rating
action was derived as a weighted average of the default
probability of each asset's rating at its own remaining life,
rather than the weighted average of the rating factor of each
asset combined with the weighted average life of the pool as
called for in the methodology. This rating action reflects the
corrected WARF calculation.
In addition to the base case analysis, Moody's also performed
sensitivity analyses on key parameters for the rated notes:
Deterioration of credit quality to address the refinancing and
sovereign risks -- Approximately 52% of the portfolio is rated B3
and below with maturities between 2014 and 2016, which may create
challenges for issuers to refinance. The portfolio is also
exposed 13.9% to obligors located in Spain, Italy and Ireland.
Moody's considered the scenario where the WARF of the portfolio
was increased to 5,098 by forcing to Ca the credit quality of 25%
of such exposures subject to refinancing or sovereign risks. This
scenario generated model outputs that were consistent with the
base case results.
Moody's notes that this transaction is subject to a high level of
macroeconomic uncertainty, which could negatively impact the
ratings of the notes, as evidenced by 1) uncertainties of credit
conditions in the general economy and 2) the large concentration
of speculative-grade debt maturing between 2014 and 2016 which
may create challenges for issuers to refinance. CLO notes'
performance may also be impacted either positively or negatively
by 1) the collateral manager behavior and 2) divergence in legal
interpretation of CDO documentation by different transactional
parties due to embedded ambiguities.
Sources of additional performance uncertainties:
1) Liquidation value of long dated assets: Approximately 15.83%
of the portfolio is comprised of assets that mature beyond the
maturity date of the transaction ("long dated assets"). For those
assets, Moody's assumed a weighted average liquidation value of
72% in its analysis. Any volatility between the assumed
liquidation value and the actual liquidation value may create
additional performance uncertainties.
2) Portfolio Amortization: Another source of uncertainty in this
transaction is whether amortization from unscheduled principal
proceeds will continue and at what pace. Delevering of the
transaction may accelerate due to high prepayment levels in the
loan market and/or collateral sales by the liquidation agent,
which may have significant impact on the notes' ratings.
3) Moody's also notes that 68% of the collateral pool consists of
debt obligations whose credit quality has been assessed through
Moody's credit estimates. Large single exposures to obligors
bearing a credit estimate have been subject to a stress
applicable to concentrated pools as per the report titled
"Updated Approach to the Usage of Credit Estimates in Rated
Transactions" published in October 2009.
4) Recovery of defaulted assets: Market value fluctuations in
defaulted assets reported by the trustee and those assumed to be
defaulted by Moody's may create volatility in the deal's
overcollateralization levels. Further, the timing of recoveries
and the manager's decision to work out versus sell defaulted
assets create additional uncertainties. Moody's analyzed
defaulted recoveries assuming the lower of the market price and
the recovery rate in order to account for potential volatility in
market prices.
The principal methodology used in this rating was "Moody's
Approach to Rating Collateralized Loan Obligations" published in
June 2011.
Moody's modeled the transaction using the Binomial Expansion
Technique, as described in Section 2.3.2.1 of the "Moody's
Approach to Rating Collateralized Loan Obligations" rating
methodology published in June 2011.
Under this methodology, Moody's used its Binomial Expansion
Technique, whereby the pool is represented by independent
identical assets, the number of which is being determined by the
diversity score of the portfolio. The default and recovery
properties of the collateral pool are incorporated in a cash flow
model where the default probabilities are subject to stresses as
a function of the target rating of each CLO liability being
reviewed. The default probability range is derived from the
credit quality of the collateral pool, and Moody's expectation of
the remaining life of the collateral pool. The average recovery
rate to be realized on future defaults is based primarily on the
seniority and jurisdiction of the assets in the collateral pool.
The cash flow model used for this transaction, whose description
can be found in the methodology, is Moody's EMEA Cash-Flow model.
This model was used to represent the cash flows and determine the
loss for each tranche. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario; and (ii) the loss derived from the cash flow
model in each default scenario for each tranche. Therefore,
Moody's analysis encompasses the assessment of stressed
scenarios.
In addition to the quantitative factors that are explicitly
modeled, qualitative factors are part of the rating committee
considerations. These qualitative factors include the structural
protections in each transaction, the recent deal performance in
the current market environment, the legal environment, specific
documentation features, the collateral manager's track record,
and the potential for selection bias in the portfolio. All
information available to rating committees, including
macroeconomic forecasts, input from other Moody's analytical
groups, market factors, and judgments regarding the nature and
severity of credit stress on the transactions, may influence the
final rating decision.
On March 12, 2013, Moody's released a report, which describes how
sovereign credit deterioration impacts structured finance
transactions and the rationale for introducing two new parameters
into its general analysis of such transactions. In the coming
months, Moody's will update its methodologies relating to multi-
country portfolios including the one for Collateralized Loan
Obligations (CLOs) as well as for other types of collateralized
debt obligations (CDO), asset-backed commercial paper (ABCP) and
commercial mortgage-backed securities (CMBS). Once those
methodologies are updated and implemented, the rating of the
notes affected by these rating actions may be negatively
affected.
BARNA WASTE: Lloyds to Launch Legal Challenge to Oust Examiner
--------------------------------------------------------------
Galway Bay FM reports that British-owned bank Lloyds is set to
launch a legal challenge to try and oust the examiner of Barna
Waste.
The bank had been attempting to sell the company for a few weeks,
but an examiner was appointed earlier last week.
The bank will object to the examinership process, arguing the
company's owners had agreed to sell the business to pay down its
EUR9 million debt pile, Galway Bay FM says, citing the Sunday
Business Post.
Examinership Process
As reported by the Troubled Company Reporter-Europe on April 15,
2013, The Irish Times related that several rivals offered to buy
Barna Waste about 24 hours before it sought High Court protection
from its creditors on Thursday. The court on Thursday appointed
Neil Hughes of Hughes Blake as interim examiner to Galway-based
Bruscar Bhearna Teoranta, trading as Barna Waste and Joe
McLoughlin Waste Disposal, following an application from its
directors the Irish Times disclosed. The move means that the
company has court protection from its creditors, including Bank
of Scotland Lloyds, which is owed EUR9 million, and, if the
examiner's appointment is confirmed at another hearing this week,
up to 100 days to put together a rescue plan for the business,
which is unable to pay its debts, the Irish Times noted.
Potential Buyers
The Irish Times said sources confirmed late on Thursday that on
Wednesday, up to five potential buyers submitted formal bids for
the group to adviser Grant Thornton, which had been overseeing a
sale of the troubled business. April 10 was the set deadline for
final bids for the company, and it emerged that at least three
companies were likely to offer to buy Barna, which was put up for
sale several weeks ago, the Irish Times recounted.
Barna Waste -- http://www.barnawaste.com/-- is a family owned
business founded in 1993 by Sean & Annette Curran. The company's
office is located in Carrowbrowne, Headford Road, Galway. It
holds the largest waste transfer station in Connacht.
EPIC LTD: S&P Downgrades Rating on Class B Notes to B-
------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in Epic (Drummond) Ltd.
Specifically, S&P has:
-- removed from CreditWatch negative and lowered its ratings
on the class A and B notes.
-- affirmed its ratings on the class C, D, E, F, and G notes.
The rating actions followed S&P's review of the remaining loans
in the transaction following the implementation of S&P's updated
European commercial mortgage-backed securities (CMBS) criteria
S&P had placed its ratings on the class A and B notes on
CreditWatch negative pending this review.
THE COUNTRYWIDE LOAN (35% OF THE POOL BALANCE)
The loan is backed by six shopping centers and four retail parks,
mainly in Eastern Germany.
Interest and swap payments remain unpaid for this loan. In July
2012, an event of default notice was issued and the swap was
terminated at a reported breakage cost of EUR26 million.
The outstanding loan balance is EUR331.3 million and the reported
loan-to-value (LTV) ratio is 72.9%, based on a May 2008 valuation
of EUR454.4 million.
In S&P's opinion, the property value is likely to have decreased
since 2008 and its base-case scenario assumes that this loan will
incur significant principal losses.
THE PROJECT DD LOAN (21% OF THE POOL BALANCE)
This loan was scheduled to mature in January 2012. The servicer
sold the properties through an insolvency process in July 2012
that achieved net sale proceeds of only EUR155.5 million; the
outstanding loan balance was EUR200.9 million.
The servicer does not expect the net proceeds of the sale to be
applied to the transaction before December 2013. In S&P's
opinion, losses incurred are likely to affect the class E, F, and
G notes.
OTHER LOANS
The remaining 10 loans are backed by properties throughout
Germany, Spain, Italy, Portugal, and Poland. S&P has reviewed
each loan individually, based on reported data. S&P expects
losses on nine of the 10 loans.
SOVEREIGN RISKS
S&P's criteria for nonsovereign ratings that exceed sovereign
ratings in the eurozone consider sovereign and country risks to
be relevant rating factors for securitization ratings. Country
risk can affect S&P's view of the credit quality of loans secured
on assets in particular jurisdictions. S&P's criteria permit up
to a six-notch rating differential between nonsovereign issuers
and structured finance transactions and the related EMU
sovereign. Applying the criteria to reflect country risk has
constrained S&P's estimate of expected recoverable proceeds in
the Greek, Spanish, Italian, Portuguese, and Polish loans in this
transaction.
RATING ACTIONS
Following S&P's review and the application of its updated
European CMBS criteria, S&P's analysis indicates that the level
of available credit enhancement on the class A and B notes is not
sufficient to absorb the amount of losses that the underlying
properties would suffer under their currently assigned rating
levels. Therefore, S&P has removed from CreditWatch negative and
lowered its ratings on the class A and B notes.
S&P has affirmed its ratings on the class C, D, E, F, and G notes
as a result of its expectation of principal losses. The class E,
F, and G notes are rated 'CCC- (sf)' as S&P expects losses to
occur on these notes in the next 12 months.
Epic (Drummond) is a synthetic European CMBS transaction
initially backed by credit default swaps for a portfolio of 13
reference loans that the Royal Bank of Scotland originated and
serviced. One of the reference loans has since been repaid.
STANDARD & POOR'S 17G-7 DISCLOSURE REPORT
SEC Rule 17g-7 requires an NRSRO, for any report accompanying a
credit rating relating to an property-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
Rating Rating
Class To From
Epic (Drummond) Ltd
EUR1.143 Billion Commercial Mortgage-Backed Floating-Rate Notes
Ratings Lowered and Removed From CreditWatch
A B (sf) BB (sf)/Watch Neg
B B- (sf) B+ (sf)/Watch Neg
Ratings Affirmed
C B- (sf)
D B- (sf)
E CCC- (sf)
F CCC- (sf)
G CCC- (sf)
GSC EUROPEAN I-R: Moody's Lifts Rating on Class D Notes to 'B3'
---------------------------------------------------------------
Moody's Investors Service has taken the following rating actions
on notes issued by GSC European CDO I-R:
Issuer: GSC European CDO I-R
EUR37M Class A1 Floating Rate Notes due 2022, Affirmed Aa1 (sf);
previously on Oct 19, 2011 Confirmed at Aa1 (sf)
EUR140M Class A2A Floating Rate Notes due 2022, Upgraded to Aaa
(sf); previously on Oct 19, 2011 Confirmed at Aa1 (sf)
EUR35M Class A2B Floating Rate Notes due 2022, Upgraded to Aa3
(sf); previously on Oct 19, 2011 Upgraded to A1 (sf)
EUR25M Class A3 Revolving Floating Rate Notes due 2022, Affirmed
Aa1 (sf); previously on Oct 19, 2011 Confirmed at Aa1 (sf)
EUR16.8M Class B Floating Rate Notes due 2022, Upgraded to A2
(sf); previously on Oct 19, 2011 Confirmed at Baa2 (sf)
EUR18.4M Class C1 Floating Rate Notes due 2022, Upgraded to Ba1
(sf); previously on Oct 19, 2011 Upgraded to B1 (sf)
EUR10M Class C2 Zero Coupon Accreting Notes due 2022, Upgraded to
Ba1 (sf); previously on Oct 19, 2011 Upgraded to B1 (sf)
EUR20.3M Class D Floating Rate Notes due 2022, Upgraded to B3
(sf); previously on Oct 19, 2011 Upgraded to Caa1 (sf)
EUR12.5M Class E Floating Rate Notes due 2022, Affirmed Caa3
(sf); previously on Oct 19, 2011 Upgraded to Caa3 (sf)
EUR7M Class W Combination Notes, Upgraded to B1 (sf); previously
on Oct 19, 2011 Upgraded to B3 (sf)
EUR4M Class Z Combination Notes, Affirmed Ca (sf); previously on
Dec 1, 2009 Downgraded to Ca (sf)
EUR10M Class C2 Customized Rated Notes, Upgraded to Ba1 (sf);
previously on Oct 19, 2011 Upgraded to B1 (sf)
The ratings of the Combination Notes address the repayment of the
Rated Balance on or before the legal final maturity. For Classes
W, the 'Rated Balance' is equal at any time to the principal
amount of the Combination Note on the Issue Date increased by a
Rated Coupon of 0.25% per annum respectively, accrued on the
Rated Balance on the preceding payment date minus the aggregate
of all payments made from the Issue Date to such date, either
through interest or principal payments. For Classes Z and C2
Customized, the 'Rated Balance' is equal at any time to the
principal amount of the Combination Note on the Issue Date minus
the aggregate of all payments made from the Issue Date to such
date, either through interest or principal payments. The Rated
Balance may not necessarily correspond to the outstanding
notional amount reported by the trustee.
GSC European CDO I-R, issued in December 2006, is a single
currency Collateralized Loan Obligation ("CLO") backed by a
portfolio of mostly high yield European and US loans. The
portfolio is managed by GSCP (NJ), L.P. This transaction exited
its reinvestment period in December 2012. It is predominantly
composed of senior secured loans.
Ratings Rationale:
According to Moody's, the rating actions taken on the notes are a
result of the benefit of Moody's modeling assumptions for
transactions in the amortization period, deleveraging of the
senior notes and resilient performance since the last rating
action in October 2011.
In consideration of the reinvestment restrictions applicable
during the amortization period, and therefore the limited ability
to make significant changes to the current collateral pool,
Moody's analyzed the deal assuming a higher likelihood that the
collateral pool characteristics will continue to maintain a
positive buffer relative to certain covenant requirements. In
particular, the deal is assumed to benefit from higher modeled
spread and shorter modeled weighted average life compared to the
last rating action in October 2011. Moody's notes that between
October 2011 and March 2013 the modeled weighted average spread
increased to 3.49% from 2.97% while the modeled weighted average
life decreased from 5.40 years to 3.57 years. In addition, the
reported WARF has decreased to 3387 from 3540, while the current
number of securities in the underlying portfolio rated Caa or
lower, decrease to 17.92% from 20.17% in October 2011.
In addition, Moody's notes that the Class A notes being paid down
by approximately 15% or EUR33.6 million in total and 5.6% or
EUR12 million since the last rating action in October 2011. Due
to additional defaults in the underlying portfolio and
deleveraging, the overcollateralization ratios have remained
stable since the last rating action in October 2011. As of the
latest trustee report dated February 15, 2013, the Class A/B, C,
D and E overcollateralization ratios are reported at 126.75% and
112.27%, 103.79% and 99.18%, respectively, versus October 2011
levels of 125.47%, 111.80%, 103.29% and 98.39%.
In its base case, Moody's analyzed the underlying collateral pool
to have a performing par and principal proceeds balance of EUR
292.9 million, defaulted par of EUR 24.3 million, a weighted
average default probability of 22.46% with a weighted average
life of 3.57 years, a weighted average recovery rate upon default
of 46.66% for a Aaa liability target rating, a diversity score of
33. The default probability is derived from the credit quality of
the collateral pool and Moody's expectation of the remaining life
of the collateral pool. The average recovery rate to be realized
on future defaults is based primarily on the seniority of the
assets in the collateral pool. For a Aaa liability target rating,
Moody's assumed that 92% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the remainder non first-lien loan corporate assets would recover
10%. In each case, historical and market performance trends and
collateral manager latitude for trading the collateral are also
relevant factors. These default and recovery properties of the
collateral pool are incorporated in cash flow model analysis
where they are subject to stresses as a function of the target
rating of each CLO liability being reviewed.
Moody's has also corrected an error in the calculation of WARF
for these notes. The WARF calculation used in the previous rating
action was derived as a weighted average of the default
probability of each asset's rating at its own remaining life,
rather than the weighted average of the rating factor of each
asset combined with the weighted average life of the pool as
called for in the methodology. The rating action reflects the
corrected WARF calculation.
In addition to the base case analysis, Moody's also performed
sensitivity analyses on key parameters for the rated notes:
(1) Deterioration of credit quality to address the refinancing
and sovereign risks -- Approximately 36.19% of the portfolio are
European corporate assets rated B3 and below and maturing between
2014 and 2016, which may create challenges for issuers to
refinance. Approximately 10% of the portfolio are exposed to
obligors located in Spain, Italy and Ireland. Moody's considered
a model run where the base case WARF was increased to 3564 by
forcing ratings on 25% of such exposure to Ca. This run generated
model outputs that were within one notch from the base case
results.
This deal was reviewed in conjunction with a correction to the
rating model Moody's used for this transaction. Moody's corrected
the rating model and put the ratings of these tranches on review
for upgrade on 10 July 2012. In addition Moody's has also
corrected an error in the calculation of WARF for these notes.
The WARF calculation used in the previous rating action was
derived as a weighted average of the default probability of each
asset's rating and remaining life, rather than the weighted
average of the default probability of each asset's rating at 10
years as called for in the methodology. This rating action
reflects both the correction in the rating model and the
corrected WARF calculation WARF calculation.
Moody's notes that this transaction is subject to a high level of
macroeconomic uncertainty, which could negatively impact the
ratings of the notes, as evidenced by 1) uncertainties of credit
conditions in the general economy and 2) the large concentration
of speculative-grade debt maturing between 2014 and 2016 which
may create challenges for issuers to refinance. CLO notes'
performance may also be impacted either positively or negatively
by 1) the manager's investment strategy and behavior and 2)
divergence in legal interpretation of CDO documentation by
different transactional parties due to embedded ambiguities.
Sources of additional performance uncertainties:
1) Deleveraging: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio. Pace of amortization could vary significantly subject
to market conditions and this may have a significant impact on
the notes' ratings. In particular, amortization could accelerate
as a consequence of high levels of prepayments in the loan market
or collateral sales by the Collateral Manager or be delayed by
rising loan amend-and-extent restructurings. Fast amortization
would usually benefit the ratings of the notes.
2) Moody's also notes that around 53% of the collateral pool
consists of debt obligations whose credit quality has been
assessed through Moody's credit estimates. Further information
regarding specific risks and stresses associated with credit
estimates are available in the report titled "Updated Approach to
the Usage of Credit Estimates in Rated Transactions" published in
October 2009.
3) Recovery of defaulted assets: Market value fluctuations in
defaulted assets reported by the trustee and those assumed to be
defaulted by Moody's may create volatility in the deal's
overcollateralization levels. Further, the timing of recoveries
and the manager's decision to work out versus sell defaulted
assets create additional uncertainties. Moody's analyzed
defaulted recoveries assuming the lower of the market price and
the recovery rate in order to account for potential volatility in
market prices. Realization of higher than expected recoveries
would positively impact the ratings of the notes.
The principal methodology used in this rating was "Moody's
Approach to Rating Collateralized Loan Obligations" published in
June 2011.
Moody's modeled the transaction using the Binomial Expansion
Technique, as described in Section 2.3.2.1 of the "Moody's
Approach to Rating Collateralized Loan Obligations" rating
methodology published in June 2011.
The cash flow model used for this transaction, whose description
can be found in the methodology, is Moody's CDOEdge model
3.2.1.2.
In addition to the quantitative factors that are explicitly
modeled, qualitative factors are part of the rating committee
considerations. These qualitative factors include the structural
protections in each transaction, the recent deal performance in
the current market environment, the legal environment, specific
documentation features, the collateral manager's track record,
and the potential for selection bias in the portfolio. All
information available to rating committees, including
macroeconomic forecasts, input from other Moody's analytical
groups, market factors, and judgments regarding the nature and
severity of credit stress on the transactions, may influence the
final rating decision.
On March 12, 2013, Moody's released a report, which describes how
sovereign credit deterioration impacts structured finance
transactions and the rationale for introducing two new parameters
into its general analysis of such transactions. In the coming
months, Moody's will update its methodologies relating to multi-
country portfolios including that of collateralized Loan
obligations (CLOs) as well as that of other types of
collateralized debt obligations (CDO), asset-backed commercial
paper (ABCP) and commercial mortgage-backed securities (CMBS).
Once those methodologies are updated and implemented, the rating
of the notes affected by this rating action may be negatively
affected.
RMF EURO V: S&P Affirms 'B+' Rating on Class V Notes
----------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
RMF Euro CDO V PLC's class II and III notes. At the same time,
S&P has affirmed its ratings on the revolving facility, and the
class I, IV, and V notes.
The rating actions follow S&P's assessment of the transaction's
performance using data from the latest available trustee report.
S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class at
each rating level. In S&P's analysis, it used the reported
portfolio balance that it considers to be performing
(EUR477,718,009), the current weighted-average spread, and the
weighted-average recovery rates that S&P considered appropriate.
S&P incorporated various cash flow stress scenarios using
alternative default patterns, and levels, in conjunction with
different interest and currency stress scenarios.
From S&P's analysis, it has observed that the aggregate
collateral balance has decreased by EUR9.06 million since its
previous review on Dec. 23, 2011, due to an increase in the
proportion of defaulted assets in the underlying portfolio. In
S&P's view, this has reduced the credit enhancement available to
all classes of notes. In addition, the non-euro asset-liability
mismatch has increased. These negative factors are partially
mitigated by:
-- An increase in the weighted-average spread earned on the
transaction's collateral pool to 407 basis points (bps)
from 339 bps, as of S&P's December 2011 review;
-- An improvement in the weighted-average recovery rates;
-- A decrease in the proportion of assets that S&P considers
to be rated in the 'CCC' category ('CCC+', 'CCC', and
'CCC-'), which--combined with the portfolio's shorter
weighted-average life--improved the scenario default rates.
From S&P's analysis, it has noted that the non-euro-denominated
assets currently comprise 15.72% of the total performing assets.
This transaction features multicurrency revolving liabilities
intended to match the non-euro-denominated assets purchased by
the issuer. Currency mismatches are hedged with American-style
currency call options.
In S&P's cash flow analysis, it considered scenarios where the
hedging counterparty does not perform and where the transaction
is therefore exposed to changes in currency rates. In S&P's
opinion, the credit enhancement available to the revolving
facility and the class I notes is commensurate with the currently
assigned ratings, taking into account the results of S&P's credit
and cash flow analysis and the application of its 2012
counterparty criteria. S&P has therefore affirmed its ratings on
the revolving facility and the class I notes.
S&P has raised its ratings on the class II and III notes because
its credit and cash flow analysis indicated that the level of
credit enhancement is commensurate with higher ratings than
previously assigned.
The application of the largest obligor default test constrained
S&P's ratings on the class IV and V notes at the currently
assigned ratings. S&P has therefore affirmed its ratings on
these notes. The largest obligor default test is a supplemental
stress test that S&P introduced in its 2009 criteria update for
corporate collateralized debt obligations (CDOs).
RMF Euro CDO V is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms. The transaction closed in
April 2007 and is managed by Pemba Credit Advisers.
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 Rating
To From
RMF Euro CDO V PLC
EUR558.6 Million Secured Floating-Rate Notes and revolving
Facility
Ratings Raised
II A+ (sf) A (sf)
III A (sf) BBB+ (sf)
Ratings Affirmed
I AA- (sf)
Rev Fac AA- (sf)
IV BB+ (sf)
V B+ (sf)
Rev Fac - Revolving facility.
=========
I T A L Y
=========
ANTONIO AMATO: Authorizes Rhea to Seek Buyers for Assets
--------------------------------------------------------
Benjamin Harvey at Bloomberg News, citing Istanbul-based Dunya
newspaper, reports that Antonio Amato authorizes Turkey's Rhea to
seek buyers for brand and production facilities.
According to Bloomberg, Dunya said that the company is in
bankruptcy proceedings in Italy.
Bloomberg relates that the newspaper said the court seeks minimum
offer of EUR31 million.
Antonio Amato is an Italian pasta company.
===================
L U X E M B O U R G
===================
MATTERHORN FINANCING: S&P Lowers Corporate Credit Rating to 'B'
---------------------------------------------------------------
Standard & Poor's Ratings Services said it lowered to 'B' from
'B+' its corporate credit rating on Matterhorn Financing & Cy
S.C.A. (Matterhorn Financing), the ultimate parent of Orange
Communications S.A., the third-largest wireless network operator
in Switzerland.
S&P simultaneously lowered its ratings on Matterhorn Midco & Cy
S.C.A., and Matterhorn Mobile Holdings S.A. to 'B' from 'B+'.
S&P also lowered its issue ratings on the CHF100 million super
senior revolving credit facility (RCF) due 2018 to 'BB-' from
'BB', its issue ratings on the existing senior secured notes due
2019 to 'B+' from 'BB-', and its issue ratings on the existing
senior unsecured notes due 2020 to 'CCC+' from 'B-'. The
recovery ratings on these instruments remain unchanged at '1',
'2', and
'6'.
At the same time, S&P removed all the ratings from CreditWatch
with negative implications, where it placed them on April 10,
2013, when Matterhorn Financing announced the transaction. The
outlook is stable.
S&P also affirmed its recovery rating of '6' and issue rating of
'CCC+' on Matterhorn Financing's newly issued EUR250 million
(Swiss franc CHF304 equivalent) million subordinated payment-in-
kind (PIK) Toggle notes.
The action reflects S&P's view that the PIK Toggle notes will
significantly weaken the group's financial risk profile.
In addition, this planned third recapitalization in less than a
year emphasizes the group's very aggressive financial policy, as
set by its controlling equity sponsor.
At this stage, S&P projects that its adjusted debt-to-EBITDA
ratio will jump to about 6x including the new debt, from 5.3x at
end-2012, and that EBITDA interest coverage could deteriorate to
more than 2.5x, from its current level above 3x, if interest is
paid in cash. S&P's adjusted debt also includes the CHF62
million portion of the recent CHF155 million spectrum investment
that will be paid in two installments in 2015 and 2016, and
customary adjustments for operating leases, asset retirement, and
pension obligations.
The rating on Matterhorn is constrained by S&P's assessment of
the company's financial risk profile as "highly leveraged," which
is moderately cushioned by S&P's assessment of its business risk
profile as "fair."
S&P believes Matterhorn's business risk profile is constrained by
its lack of scale and diversity owing to its narrow business and
geographic focus, considerable competition from the dominant
market player, some execution risk as the company has yet to
achieve its full separation from its previous owner, and ongoing
network upgrades.
S&P views the company's business risk profile as weaker than
those of its two main competitors, Swisscom AG and Sunrise
Communications Holdings S.A. S&P acknowledges that it has
managed to turn around its operating performances since 2012,
achieving a growing customer base and significant network
improvement. At the same time, rapid voice commoditization and
substitution issues across the industry, the need to compete on
data intensive offers, and the lack of a fixed network represent
challenges, in S&P's view.
These business weaknesses are balanced by the company's
established wireless position, a freshly revamped network, a
wealthy and stable domestic economy, and S&P's expectation that
the competitive environment will not change significantly, given
high entry barriers and more favorable regulation than in other
European markets.
The stable outlook reflects S&P's view that Matterhorn will
maintain a Standard & Poor's-adjusted debt-to-EBITDA ratio below
6.5X, positive free operating cash flow, and a ratio of EBITDA
interest cover comfortably above 2x.
S&P might consider a negative rating action if the company failed
to sustain its recent turnaround performances, or if renewed
recapitalization measures further weakened our expectations for
its credit metrics.
===============
P O R T U G A L
===============
* PORTUGAL: Elder Statesman Seeks Argentine-Style Default
---------------------------------------------------------
Ambrose Evans-Pritchard at The Telegraph reports that Portugal's
leading elder statesman has called on the country to copy
Argentina and default on its debt to avert economic collapse, a
move that would lead to near certain ejection from the euro.
Mario Soares, who steered the country to democracy after the
Salazar dictatorship, said all political forces should unite to
"bring down the government" and repudiate the austerity policies
of the EU-IMF Troika, the Telegraph relates.
According to the Telegraph, Mr. Soares told Antena 1 that
"Portugal will never be able to pay its debts, however much it
impoverishes itself. If you can't pay, the only solution is not
to pay. When Argentina was in crisis, it didn't pay. Did
anything happen? No, nothing happened."
The former socialist premier and president said the Portuguese
government has become a servant of German Chancellor Angela
Merkel, meekly doing whatever it is told, the Telegraph notes.
"In their eagerness to do the bidding of Senhora Merkel, they
have sold everything and ruined this country. In two years, this
government has destroyed Portugal," the Telegraph quotes
Mr. Soares as saying.
Dario Perkins from Lombard Street Research said a hard-nosed
default would force Portugal out of the euro. "It would create
incredible animosity," Mr. Perkins, as cited by the Telegraph,
said. "Germany would be alarmed that other countries might do
the same so it would take a very tough line."
Mr. Perkins said all the peripheral states are "deeply scared" of
being forced out of EMU, the Telegraph notes. According to the
Telegraph, Mr. Perkins said that "They fear their economies would
collapse, which is ridiculous. But in the end voters are going
to elect politicians who refuse to along with austerity as we are
seeing in Italy, and the EU will lose control."
===========
R U S S I A
===========
EVRAZ GROUP: Fitch Assigns 'BB-' Rating to USD-Denominated Notes
----------------------------------------------------------------
Fitch Ratings has assigned Evraz Group SA's USD-denominated notes
a 'BB-(EXP)' foreign currency senior unsecured rating.
Evraz's recent results showed a decline in both revenues and
margins. Despite this, margins, cash generation and credit
metrics were all stronger than we had forecast. The expectation
of gradual deleveraging from 2014, much of it from free cash flow
generation, underpins the Stable Outlook on the IDR.
Fitch will assign the notes a final rating upon receipt of final
documentation materially conforming to the information already
received.
KEY DRIVERS
- Cost Competitiveness
Evraz benefits from full self-sufficiency in iron ore and coking
coal (including coking coal supplies from its subsidiary OAO
Raspadskaya ('B+'/Stable). Consequently, Evraz is better placed
to control the cost base of its upstream operations than
steelmakers with a lower level of vertical integration. The cash
cost of slab production at Evraz's Russian steel mills is
approximately 25% lower than the global average, which leads to
full capacity utilization of the company's steelmaking facilities
in Russia.
- Stable Demand From Core Market
Russian continues to be the largest market for Evraz (more than
40% of revenues), where the company is focusing mainly on long
products. Apparent consumption of steel in Russia is increasing.
Fitch considers the factors driving demand for steel products in
Russia to be quite strong over the medium term.
- Progress in Corporate Governance
Fitch views positively changes in the group's corporate
structure, namely the incorporation of new holding company EVRAZ
plc ('BB-'/Stable) in the UK, which received an admittance to the
premium listing of the London Stock Exchange (LSE), and means
that the company complies with the LSE's admission and disclosure
standards.
- Positive Free Cash Flow through the Business Cycle
The ratings are supported by Fitch's expectations of free cash
flow generation over the medium term. This will contribute to
decrease of funds from operations (FFO) adjusted gross leverage
from expected 3.5x at end-2013 (3.3x at end-2012) to 2.7x by end-
2014 and 2.2x-2.4x by end-2015.
RATING SENSITIVITIES
Positive: Future developments that could lead to positive rating
actions include:
- EBITDAR margin above 20% on a sustained basis
- Deleveraging to FFO adjusted gross leverage below 2.0x on a
sustained basis
Negative: Future developments that could lead to negative rating
action include:
- EBITDAR margin below 15% on a sustained basis
- FFO adjusted gross leverage above 3.5x on a sustained basis
FULL LIST OF RATINGS
Evraz Group SA:
Foreign currency Long-term Issuer Default Rating (IDR): 'BB-';
Stable Outlook
Foreign currency Short-term IDR: 'B'
Foreign currency senior unsecured rating: 'BB'
EVRAZ plc:
Foreign currency Long-term IDR: 'BB-'; Stable Outlook
Foreign currency Short-term IDR: 'B'
NOMOS CAPITAL: Fitch Rates New Limited Recourse Notes 'BB(EXP)'
---------------------------------------------------------------
Fitch Ratings has assigned Nomos Capital plc's upcoming issue of
fixed-rate limited recourse notes an expected Long-term rating of
'BB(EXP)'. Simultaneously Fitch has put the issue's rating on
Rating Watch Negative (RWN).
The issue's size and final maturity are yet to be determined. The
notes are to be used solely for a loan to Nomos Bank ('BB'/RWN).
Nomos Capital plc, an Ireland-based company, will only pay
noteholders amounts (principal and interest) received from Nomos
under the loan agreement.
The claims under the loan agreement will rank at least equally
with the claims of other senior unsecured and unsubordinated
creditors of Nomos, save those preferred by relevant Russian
legislation. Under Russian law, the claims of retail depositors
rank above those of other senior unsecured creditors. At end-
2012, retail depositors accounted for around 13% of Nomos's
standalone non-equity funding, according to unaudited Russian
Accounting Standards financial accounts.
Key Rating Drivers
The rating of the notes is aligned with Nomos's Long-term foreign
currency Issuer Default Rating (IDR). Nomos's IDRs and Viability
Rating are driven by the bank's sound performance, low level of
non-performing loans and currently reasonable capital and
liquidity positions. However, the ratings also consider the
substantial volumes of related party and relationship lending,
and significant funding dependence on rather lumpy corporate
deposits and wholesale markets.
The RWN reflects Fitch's expectation that Nomos's Long-term IDR,
and consequently the issue rating, is likely to be downgraded
following the consolidation by Otkritie Financial Corporation
(OFC) of a majority stake in the bank (see 'Fitch Places Nomos on
RWN, Rates Otkrytie Bank 'B'/RWP' dated Sept. 7, 2012, at
fitchratings.com).
Rating Sensitivities
Any changes to Nomos's Long-term foreign currency IDR would also
impact the rating of the notes. Fitch expects to resolve the RWN
on Nomos's IDRs once OFC completes the acquisition of a majority
stake. OFC representatives already comprise a majority of Nomos's
board of directors. Fitch has been informed that the legal
closing of transactions to acquire a majority stake should take
place within a couple of months, subject to regulatory approvals.
Fitch expects to review Nomos's ratings in Q213, after both Nomos
and OFC publish 2012 accounts. In resolving the RWN, Fitch will
consider recent developments in the financial metrics both of
Nomos and the broader OFC, and in particular will review the
impact of the Nomos acquisition on group leverage and the bank's
strategy. Given Nomos's standalone credit strengths and the
relative size of Nomos and OFC (the latter's consolidated assets
were equal to 26% of those of Nomos at end-2011, prior to the
acquisition), Fitch anticipates that any downgrade of Nomos's
Long-term IDR will probably be limited to one notch, to 'BB-'.
At end-2012, Nomos, together with its subsidiary Khanty-
Manskiyskiy Bank, was the second-largest privately-owned banking
group in Russia.
Nomos ratings are:
-- Long-Term foreign currency IDR: 'BB'; RWN
-- Short-Term foreign currency IDR: 'B'
-- Local currency Long-Term IDR: 'BB'; RWN
-- Viability Rating: 'bb'; RWN
-- Support Rating: '4'
-- Support Rating Floor: 'B'
-- National Long-term rating: 'AA-(rus)'; RWN
-- Senior unsecured debt: 'BB'; RWN
-- Senior unsecured local debt: 'AA-(rus)'; RWN
-- Subordinated debt: 'BB-'; RWN
===============
S L O V E N I A
===============
* SLOVENIA: To Sell Treasury Bills on April 17 Amid Banking Woes
----------------------------------------------------------------
Alan Crosby and Boris Cerni at Bloomberg News report that
Slovenia is rushing to tap financial markets in the face of
mounting pressure to solve the nation's banking woes and avert a
fiscal crisis after the European Union's sternest warning yet
that action is needed.
The Finance Ministry will sell EUR500 million (US$656 million) of
18-month Treasury bills on April 17 after raising EUR56 million
on April 9, short of the EUR100 million target, Bloomberg
discloses.
Slovenia's ailing banks have made it a target for financial
markets, with shrinking demand at a debt auction last week
signaling investor expectations that the country may be the next
domino to fall in the 17-nation euro area, Bloomberg notes.
Slovenia, whose EUR35 billion economy is the fourth smallest in
the euro area, fell into the crossfire after European creditors
and the International Monetary Fund forced losses on bank
depositors in the aid package for Cyprus, Bloomberg relates.
The country's second recession in four years is swelling bad
loans at state-owned lenders such as Nova Ljubljanska Banka d.d.,
Bloomberg states. Bad loans stemming mostly from the
construction industry's collapse, represent a fifth of gross
domestic product, Bloomberg says, citing an April 9 report
released by the Paris-based Organization for Economic Cooperation
and Development.
Bloomberg notes that while Slovenia is less reliant on banking
than the Cypriot economy, default risk jumped after the Alpine
country missed its target at the April 9 debt offering,
reigniting concern it may follow Greece, Ireland, Portugal, Spain
and Cyprus in seeking an international bailout.
This week's "auction will act as another litmus test for the
locals' appetite to lend to the government," Bloomberg quotes
Abbas Ameli- Renani, an emerging-markets strategist at Royal Bank
of Scotland Group Plc in London, as saying in an e-mail. "A
successful debt sale will relieve some pressure from the
government heading into June, while another failed auction will
undoubtedly rattle nerves further."
Slovenia's three largest banks, Nova Ljubljanska, Nova Kreditna
Banka Maribor d.d. and Abanka Vipa d.d., will probably need as
much as EUR2 billion of fresh capital, Fitch Ratings, as cited by
Bloomberg, said on April 5 after it cut the credit score of some
of the country's lenders.
Slovenia needs to borrow about EUR3 billion this year to repay
maturing debt, aid banks and finance the budget, Bloomberg
discloses. About EUR1 billion of debt matures in June, according
to data compiled by Bloomberg.
=========
S P A I N
=========
IM BANCO 1: S&P Lowers Rating on Class C Notes to 'CCC'
-------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'AA- (sf)' credit
rating on IM BANCO POPULAR FTPYME 1, Fondo de Titulizacion de
Activos' class A (G) notes. At the same time, S&P has lowered to
'A- (sf)' from 'A (sf)' its rating on the class B notes and to
'CCC (sf)' from 'B- (sf)' its rating on the class C notes.
The rating actions follow the application of S&P's updated
criteria for European collateralized loan obligations (CLOs)
backed by small and midsize enterprises (SMEs) and its 2012
counterparty criteria, as well as its assessment of the
transaction's performance using the latest available trustee
report (dated February 2013) and portfolio data.
CREDIT ANALYSIS
Based on S&P's review of the current pool and since its previous
review in March 2011, the pool has experienced further defaults
and the obligor concentration risk to the pool has further
increased due to the further deleveraging of loans.
The underlying pool is highly seasoned with a pool factor (the
percentage of the pool's outstanding aggregate principal balance
in comparison with the closing date) of approximately 8%.
S&P has applied its updated European SME CLO criteria to
determine the scenario default rates (SDRs) for this transaction.
S&P categorize the originator as moderate (based on tables 1, 2,
and 3 in its criteria), which factored in Spain's Banking
Industry Country Risk Assessment (BICRA) score (as the country of
origin for these SME loans is Spain). This resulted in a
downward adjustment of one notch to the 'b+' archetypical
European SME average credit quality assessment to determine loan-
level rating inputs and applying the 'AAA' targeted corporate
portfolio default rates. As a result, S&P's average credit
quality assessment of the current pool is 'b'.
S&P further applied a portfolio selection adjustment of minus one
notch to the 'b' credit quality assessment, which S&P based on
its review of the current pool characteristics, compared with the
originator's other transactions. As a result, S&P's average
credit quality assessment of the pool to derive the 'AAA' SDR was
'b-'.
S&P has applied this approach as it was not provided with the
internal credit scores upon request, therefore S&P assumed that
each loan in the portfolio had a credit quality that is equal to
its average credit quality assessment of the portfolio.
S&P has reviewed historical originator default data, and has
assessed Spain's current market trends and developments,
macroeconomic factors, and the way these factors are likely to
affect the loan portfolio's creditworthiness.
As a result of this analysis, S&P's 'B' SDR is 4.7%.
The SDRs for rating levels between 'B' and 'AAA' are interpolated
in accordance with S&P's European SME CLO criteria.
COUNTRY RISK
Given that S&P's long-term rating on the Kingdom of Spain is
'BBB-', according to its nonsovereign ratings criteria, it has
affirmed its 'AA- (sf)' rating on the class A (G) notes. Based
on S&P's cash flow analysis, the current available credit
enhancement for this class of notes (the most senior in the
capital structure) can support ratings higher than 'AA- (sf)'.
RECOVERY RATE ANALYSIS
At each liability rating level, S&P assumed a weighted-average
recovery rate (WARR) by taking into consideration the asset type
(secured/unsecured) and the country recovery grouping and
observed historical recoveries. S&P also factored in the actual
recoveries from the historical defaulted assets to derive its
recovery rate assumptions to be applied in its cash flow
analysis.
As a result of this analysis, S&P's WARR assumption in a 'AA'
scenario was 22.59%. The recovery rates at more junior rating
levels were higher (as outlined in S&P's criteria).
CASH FLOW ANALYSIS
S&P subjected the capital structure to various cash flow
scenarios, incorporating different default patterns, recovery
timings, and interest rate curves to generate the minimum break-
even default rate (BDR) for each rated tranche in the capital
structure. The BDR is the maximum level of gross defaults that a
tranche can withstand and still fully repay the noteholders,
given the assets and structure's characteristics. S&P then
compare these BDRs with the SDRs outlined above.
COUNTERPARTY RISK
The transaction features an interest rate swap where the issuer
pays the swap counterparty the total interest accrued on the
performing loans (loans up to 11 months in arrears) plus the
interest accrued in the GIC (guaranteed investment contract)
account. In return, the issuer receives from the swap
counterparty an amount equivalent to the weighted-average coupon
of the notes plus 40 basis points per year on the outstanding
balance of the performing loans (up to three months in arrears)
and the servicing fee amount if the servicer is replaced.
Banco Popular Espanol S.A. (BB/Negative/B) is the swap
counterparty. S&P has reviewed the swap counterparty's downgrade
provisions, and, in its opinion, they do not fully comply with
its 2012 counterparty criteria. Therefore, S&P conducted its
cash flow analysis without giving benefit to the swap above a
'BB+' rating level-- S&P's long-term issuer credit rating on the
swap counterparty plus one notch.
The class A (G) notes benefit from a guarantee provided by the
Kingdom of Spain. The guarantee from the Kingdom of Spain can be
drawn either for interest or principal payments on the class A
(G) notes under the priority of payments, when available funds
are insufficient. S&P's rating on the class A (G) notes is on a
standalone basis (i.e., S&P gives no credit to this guarantee).
The credit enhancement available to the class B and C notes is
commensurate with lower ratings than previously assigned. S&P
has therefore lowered to 'A- (sf)' from 'A (sf)' its rating on
the class B notes and to 'CCC (sf)' from 'B- (sf)' its rating on
the class C notes.
IM BANCO POPULAR FTPYME 1 is a cash flow CLO transaction that
securitizes loans to SMEs. The collateral pool comprises both
secured and unsecured loans. The transaction closed in December
2004.
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 Rating
To From
IM BANCO POPULAR FTPYME 1, Fondo de Titulizacion de Activos
EUR2 Billion Floating-Rate Notes
Ratings Lowered
B A- (sf) A (sf)
C CCC (sf) B- (sf)
Rating Affirmed
A (G) AA- (sf)
RURALPYME 2: Fitch Affirms 'CC' Rating on Class D Notes
-------------------------------------------------------
Fitch Ratings has upgraded Ruralpyme 2 FTPYME, FTA's class B
notes and affirmed the other classes.
Key Rating Drivers
The upgrade of the class B notes reflects increased credit
enhancement (CE) levels due to structural amortization. The
affirmations were driven by stable transaction performance,
significant portfolio seasoning and the ability of the notes to
withstand Fitch's stresses at the current rating levels.
The portfolio has amortized to 20% of its initial balance. As of
February 2013, the 90+ delinquency rate increased to 9.2% of the
outstanding balance from 5.4% a year ago -- in absolute terms the
increase is EUR2.45 million. The transaction has an 18-month
default definition with the 12-18 month delinquency rate
currently at 2% of the outstanding balance. The senior and
mezzanine tranches have sufficient credit protection against
potential defaults resulting from the migration of arrears into
default. The reserve fund is at the required level and can
provide sufficient liquidity support to the senior notes in the
event of a servicer disruption event.
The class A1 notes have paid down 97% of their initial balance
and are likely to be paid in full over the next two payment
dates. The structure is currently amortizing sequentially.
The class D notes have been affirmed due to the limited CE
available. Furthermore, the proceeds from the class D notes were
used to fund the reserve fund at closing and consequently the
repayment of the notes is dependent upon the level of the reserve
fund at legal maturity.
The portfolio exhibits some industry concentration with 18% of
the portfolio exposed to the agriculture sector and 22% exposed
to real estate and construction sectors. Obligor concentration is
steadily increasing with the top 10 obligors accounting for 12.9%
of the portfolio. The portfolio benefits from high security
coverage with 84% of the loans secured by first-lien mortgage
collateral with a fairly low loan-to-value ratio of 32.6%. The
transaction had an up-tick in realised recoveries with the
weighted average recovery rate increasing to 53% from 30% a year
ago.
Rating Sensitivities
Applying a 1.25x default rate multiplier to all assets in the
portfolio would not result in a downgrade for any of the notes
due to CE cushions at the current rating levels.
Applying a 0.70x recovery rate multiplier to all assets in the
portfolio would result in a downgrade of zero to two notches for
the junior notes.
The rating actions are:
EUR15.8m Class A1 notes (ISIN ES0374352005): affirmed at 'AA-
sf';
Outlook Negative
EUR53.7m Class A2 (G) notes (ISIN ES0374352013): affirmed at
'AA-
sf'; Outlook Negative
EUR29.1m Class B notes (ISIN ES0374352021): upgraded to 'A+sf'
from 'Asf'; Outlook Stable
EUR23.2m Class C notes (ISIN ES0374352039): affirmed at 'BBsf';
Outlook Stable
EUR24.5m Class D notes (ISIN ES0374352047): affirmed at 'CCsf';
Recovery Estimate 50%
=============
U K R A I N E
=============
AGROTON PUBLIC: S&P Lowers Corporate Credit Ratings to 'CCC'
------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'CCC' from 'CCC+'
its foreign and local currency long-term corporate credit ratings
and senior unsecured debt ratings on Ukrainian agricultural
producer, Agroton Public Ltd. At the same time, S&P placed the
ratings on CreditWatch with negative implications.
The CreditWatch negative placement means S&P could lower or
affirm the ratings on Agroton upon resolution.
The downgrade and CreditWatch placement follow the substantial
weakening of Agroton's liquidity position. This is due to a
significant reduction in cash balances, which S&P believes is
needed to service coupon payments under a $50 million bond
maturing in 2014.
The next coupon payment of US$3 million is due in July 2013.
Cash balances decreased to US$6.5 million at March 25, 2013 from
US$20.4 million at Sept. 30, 2012. Moreover, of the US$6.5
million, US$4.5 million is kept at the Bank of Cyprus. S&P
understands access to this cash is temporarily restricted and
full recovery of this cash is unlikely.
According to Agroton's management, in fourth-quarter 2012 and
first-quarter 2013 the company used most of its cash to fund
substantial investments in working capital for current and future
harvesting campaigns. As Agroton's free operating cash flow has
been historically very volatile -- with significant working
capital swings-- S&P has some doubts about its ability to service
its coupon payments. That said, S&P understands that it has a
large grain inventory. S&P believes that Agroton might be able
to pay its coupon in July 2013 if it can sell this inventory and
receive cash payments in time. S&P also notes that the company's
information-sharing and transparency levels continue to be
somewhat subpar.
S&P has revised its assessment of Agroton's liquidity. S&P
currently assess its liquidity position as "weak" under its
criteria. This reflects S&P's view that the company's ability to
source the funds needed to make its US$3 million coupon payment
in July 2013 has significantly reduced. S&P also notes that
company does not have any short-term debt and its only debt is a
US$50 million bond maturing in July 2014. S&P believes that
Agroton's ability to repay this bond is limited due to lack of
consistent free cash flow generation and significant working-
capital volatility. Agroton's refinancing prospects depend on
its standing in the capital markets, which weakened in mid-2012
after auditor Baker Tilly Klitou issued a qualified opinion on
the company's financials for 2011 because of a lack of adequate
documentation.
The US$50 million unsecured notes issued by Agroton are rated
'CCC', in line with the corporate credit rating. The recovery
rating on the notes is '4', indicating S&P's expectation of
average (30%-50%) recovery in the event of a payment default.
The recovery rating is mainly based on the limited debt ranking
prior to the notes, even though they are unsecured, thereby
allowing for substantial coverage. At the same time, the rating
is constrained by the lack of documentary protection for the
notes against future raising of secured debt, as well as by what
S&P considers to be an unfavorable insolvency regime in Ukraine.
Standard & Poor's aims to resolve the CreditWatch placement after
the next coupon payment. Also, S&P expects to receive adequate
and updated financial and operating information.
S&P could lower the issue and issuer ratings to 'D' if the
company were to fail to pay its coupon in July 2013.
S&P could affirm the ratings if the coupon payment is made as
planned and if the company's liquidity position and its
expectation of its future free operation cash flow leads S&P to
believe that its debt-servicing ability has improved.
===========================
U N I T E D K I N G D O M
===========================
DRYDEN X-EURO 2005: S&P Cuts Rating on Two Note Classes to 'CCC+'
-----------------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions In Dryden X-Euro CLO 2005 PLC.
Specifically, S&P has:
-- raised its ratings on the class B-1 and B-2 notes;
-- lowered its ratings on the class E-1 and E-1B notes; and
-- affirmed its ratings on the class A-1, A-2, C-1, C-2, D-1,
and D-2 notes, and the class S Combo notes.
On aggregate, the class A-1 and A-2 notes have redeemed by
EUR50.397 million and GBP8.561 million, respectively, on the last
two payment dates. As a result, the available credit enhancement
for the class A-1, A-2, C-1, C-2, D-1, and D-2 notes has
increased.
Compared with S&P's previous review on April 24, 2012, the
portfolio now has a higher weighted-average spread of 3.94% (from
3.68% in April 2012) and a lower weighted-average life of 3.58
years (from 3.98 years).
Since S&P's previous review, the proportion of assets in the
'CCC' category (rated 'CCC+', 'CCC', and 'CCC-') has decreased to
1.22% from 3.27%. The proportion of defaulted assets (rated
'CC', 'C', 'SD' [selective default], or 'D') has also decreased
to 0.25% from 2.32%, compared with S&P's previous review.
S&P has subjected the capital structure to its cash flow
analysis, to determine the break-even default rates (BDRs) for
each rated class of notes at each rating level. S&P applied a
number of cash flow stress scenarios, using various default
patterns, in conjunction with different interest rate scenarios.
S&P's analysis shows that the BDRs for the class B-1 and B-2
notes now pass at a higher rating level. S&P has therefore
raised to 'AA (sf)' from 'A+ (sf)' its ratings on the class B-1
and B-2 notes.
S&P has affirmed its ratings on the class A-1, A-2, C-1, C-2, D-
1, and D-2 notes, and the class S combo notes, as its cash flow
results for these classes of notes are commensurate with their
current ratings.
The available credit enhancement for the class E-1 and E-1B notes
has decreased. S&P's ratings on the class E-1 and E-1B notes are
constrained by the application of the largest obligor test, a
supplemental stress test that S&P introduced in its 2009 criteria
for cash flow collateralized loan obligations (CDOs). This test
addresses event and model risk that might be present in the
transaction. S&P has therefore lowered to 'CCC+ (sf)' from 'B+
(sf)' its ratings on the class E-1 and E-1B notes.
Dryden X-Euro CLO 2005 is a cash flow collateralized loan
obligation (CLO) transaction that closed in January 2006 and
securitizes loans to primarily speculative-grade corporate firms,
and is managed by Pramerica Investment Management Inc. The
reinvestment period for this transaction ended in January
2012.
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 Rating
To From
Dryden X-Euro CLO 2005 PLC
EUR344.55 Million and GBP52.324 Million Floating-
and Fixed-Rate Notes
Ratings Raised
B-1 AA (sf) A+ (sf)
B-2 AA (sf) A+ (sf)
Ratings Lowered
E-1 CCC+ (sf) B+ (sf)
E-1B CCC+ (sf) B+ (sf)
Ratings Affirmed
A-1 AA+ (sf)
A-2 AA+ (sf)
C-1 BBB+ (sf)
C-2 BBB+ (sf)
D-1 BB+ (sf)
D-2 BB+ (sf)
S Combo BB- (sf)
DUNFERMLINE ATHLETIC: Administrators Can Continue Rescue Bid
------------------------------------------------------------
BBC Sport reports that Dunfermline Athletic's interim
administrators have been given the go-ahead to continue their bid
to save the football club.
The First Division outfit had been granted interim administration
last month after facing a winding-up order over a GBP132,000 tax
bill in February, BBC Sport recounts. Insolvency practitioners
Bryan Jackson and Robert Barclay were given time to prove a
rescue plan was in place, BBC Sport relates. And the duo from
BDO have now been appointed as administrators, BBC Sport
discloses.
HM Revenue and Customs did not oppose their petition when it was
considered by Lord Malcolm at the Court of Session in Edinburgh,
BBC Sport notes.
Dunfermline's counsel, Susan Ower, outlined the steps taken by
the interim managers during their time in post, BBC Sport
relates. According to BBC Sport, she said they had met with
directors to explain the implications of their appointment and
met with staff to explain the effect on the company and the lack
of funds to meet arrears of pay.
According to BBC Sport, Ms. Ower told the court "They have
identified potential cost savings and that unfortunately has
included staff redundancies."
Ms. Ower, as cited by BBC Sport, said the administrators had
written to creditors and contacted key suppliers, giving advice
over the continued trading of the business.
"They have met with potential purchasers of the business on a
number of occasions," BBC Sport quotes Ms. Ower as saying.
"They have obtained payment of GBP100,000 from potential
purchasers and that is to assist with the costs of continued
trading."
A community strategy group called Pars United has been formed to
help save the club, BBC Sport discloses.
Ms. Ower reported that the administrators had also secured the
assignation of majority shareholder Gavin Masterton's shares,
according to BBC Sport.
Most of Dunfermline's debt, thought to be about GBP8.5 million,
is owed to Mr. Masterton and other directors, BBC Sport notes.
The former Bank of Scotland executive had indicated he was
prepared to transfer his shareholding for the purposes of a
company voluntary arrangement (CVA), BBC Sport relates.
Mr. Jackson told BBC Scotland last week that such an agreement
with creditors would be necessary before the start of next season
if the club is to survive.
LITTLE CHEF: Put Up for Sale by R Capital
-----------------------------------------
Graeme Evans at The Scotsman reports that Little Chef has been
put up for sale by the company that bought it out of
administration in 2007.
The firm, known for its Fat Charlie mascot, is expected to
attract interest from service station operators such as Welcome
Break and Moto, as well as coffee chains such as Costa and
Starbucks, the Scotsman discloses.
Turnaround firm R Capital is likely to put a price tag of tens of
millions of pounds on the chain, which it rescued when there were
just under 200 restaurants across the country, the Scotsman says,
citing a weekend newspaper report.
A radical restructuring plan has focused the business on a core
estate of 78 profitable restaurants and a relaunched Express
takeaway service, the Scotsman notes.
Little Chef is a roadside restaurant chain.
PUNCH TAVERNS: Sr. Bondholders Unsure of Successful Restructuring
-----------------------------------------------------------------
Szu Ping Chan at The Telegraph reports that Punch Taverns' senior
bondholders have cast doubt over its ability to restructure its
debt mountain despite the pub operator's claims that it was on
track to have a plan in place by July.
Punch Taverns, which has more than 4,400 properties across
Britain, expressed hopes on April 4 that proposals to amend
creditors' financial covenants in one of its debt structures --
dubbed Punch A -- and write-off a quarter of the GBP914 million
of debt in the other vehicle -- Punch B -- would be approved in
the first half of the year.
"There are no alternative propositions on the table," the
Telegraph quotes Stephen Billingham, the company's executive
chairman, as saying.
However, the Association of British Insurers' special committee,
by far the largest group of bondholders, said the current plans
put junior bondholders ahead of their senior counterparts, the
Telegraph relates.
"The company is attempting to start the discussion from the
shareholder end of the problem," one senior bondholder, as cited
by the Telegraph, said. "It is disappointing but sadly
predictable.
"It's difficult to see how this gets launched in the first half."
Punch has been dogged by GBP2.4 billion of securitized debt --
the legacy of an acquisition boom last decade under its previous
boss, Giles Thorley, the Telegraph notes. It needs 75% approval
from both debt classes to push the restructuring through, the
Telegraph discloses.
According to the Telegraph, the company posted a pre-tax loss of
GBP16.7 million over the period, reversing last year's GBP30.2
million profit. The costs of servicing its debt pile rose to
GBP128.3 million from GBP90.4 million, wiping out operating
profits, the Telegraph states.
Punch Taverns plc is a United Kingdom-based pub company. The
Company is engaged in the operation of public houses under either
the leased model or as directly managed by the Company. The
Company operates in two business segments: punch partnerships, a
leased estate and punch pub company, a managed estate.
RHOSERCHAN: Lack of Referrals Prompt Voluntary Liquidation
----------------------------------------------------------
BBC News reports that Rhoserchan has gone into voluntary
liquidation after battling money problems and a lack of
referrals.
BBC relates that the Welsh government said it regretted the
closure but rejected any suggestion that it was in part to blame.
Plaid Cymru Ceredigion AM Elin Jones said she hoped a buyer would
be found to continue Rhoserchan's work, BBC discloses.
Ms. Jones said the center, run by a charity, had struggled
financially and it was helped a few years ago by Welsh
government, BBC relates. She said that it seemed to have failed
to attract enough referrals, BBC notes.
Rhoserchan is a drug and alcohol rehabilitation unit in
Ceredigion.
===============
X X X X X X X X
===============
* EUROPE: Danish Econ-Min Calls for Bank Rescue Joint Mechanism
---------------------------------------------------------------
Rebecca Christie and Jim Brunsden at Bloomberg News report that
Danish Economy Minister Margrethe Vestager said the European
Union should press ahead with plans for a joint mechanism to
handle failing banks, rather than delay it as Germany would like.
"We would like to pass it as quickly as possible," Bloomberg
quotes Ms. Vestager as saying in Dublin on Friday before a
meeting of EU finance chiefs. "We think it's important to keep
the momentum. Of course, we listen to the German problems, for
obvious reasons, but we hope that we can decide upon it as soon
as possible."
Central powers to handle failing banks are the second leg of the
EU's banking union strategy, which EU leaders laid out last year
in an attempt to break the link between weak banks and sovereign
debt struggles, Bloomberg notes. The project took on new urgency
in the aftermath of Cyprus bailout talks that culminated in
forced losses for unsecured depositors at that nation's two
largest banks, Bloomberg states.
Michel Barnier, the EU's financial services chief, plans in June
to unveil plans for a joint bank resolution agency and a
dedicated common fund, Bloomberg says. The European Commission
hasn't yet decided where the new agency will be located, what
legal form it would take or how it will be funded, Bloomberg
discloses. At the same time, EU officials are committed to
moving ahead even though some nations, such as Germany, oppose
pooled financial commitments, Bloomberg states.
Mr. Barnier called on Friday for a "common resolution fund" for
the euro area and other nations that sign up their banks for ECB
oversight, Bloomberg relates. "Common financial backstops" are
needed, Mr. Barnier, as cited by Bloomberg, said in a speech in
Dublin. "From a European perspective, it would make sense and be
both more coherent and effective."
According to Bloomberg, Swedish Finance Minister Anders Borg on
Friday said that the EU shouldn't rush this matter. Bloomberg
relates that Mr. Borg said the plan needs to be designed
carefully so that it doesn't create "moral hazard".
Mr. Vestager said the EU can't afford to get bogged down in
delays as it pursues banking union, Bloomberg notes.
Denmark hasn't decided whether it will join the joint supervision
regime, Bloomberg says. Mr. Vestager said Denmark might support
pooled backstops for banks in other nations under some
circumstances, Bloomberg relates.
Rulebook
Separately, Bloomberg News' Kati Pohjanpalo reports that Bank of
Finland Deputy Governor Pentti Hakkarainen is urging Europe's
policy makers to come up with a more predictable crisis-
management rulebook after Cyprus's bank creditor bail-in confused
investors.
"We need good rules that are ex-ante and harmonized as widely as
possible," Bloomberg quotes Mr. Hakkarainen, as saying in an
interview at his office in Helsinki on April 10. This should
apply "at least in the euro area, and preferably within the
European Union, so that when we do take action, everyone already
knows what the order is in which creditors take part."
The Cyprus bail-in of depositors with funds exceeding the EU
deposit-guarantee limit of EUR100,000 (US$131,000) "can't be the
template" for possible future sovereign rescues "because
situations were different," Mr. Hakkarainen, as cited by
Bloomberg, said, reiterating comments by ECB President Mario
Draghi.
Europe is trying to break the link between banks and sovereigns
after their interdependence exacerbated the region's debt crisis,
Bloomberg discloses. The new rules mean banks will have to amass
more capital and match lending with funds raised on the market to
help them withstand losses, Bloomberg notes.
"There is a general perception that deposits under the deposit
guarantee should have a better position," Mr. Hakkarainen, who
bears responsibility for matters relating to financial market
stability at the Bank of Finland, as cited by Bloomberg, said.
"Whether deposits exceeding the guarantee should have a better
position than bondholders is a much harder question. Whatever
the order is, it will impact markets, and that's why everyone
needs to know this as soon as possible."
European leaders are working toward a June timetable to set
minimum standards for individual deposit guarantee plans at the
27 member states, Bloomberg discloses. The deposit-insurance
standards are on hold while the EU concentrates on parallel
proposals to spell out which investors will absorb losses when a
bank fails, also due in June, Bloomberg says. That's due to be
followed by plans for expanding the EU's financial watchdogs'
toolkit with a way to wind down insolvent lenders, Bloomberg
notes.
"Deposit guarantees should be further harmonized within the EU
with regards to what they cover, how they're funded and to what
amount," Bloomberg quotes Mr. Hakkarainen as saying. "The idea
at the current juncture is to harmonize national rules rather
than create an EU-wide scheme."
* EUROPE: Schaeuble Prefers Bank Bailout "Liability Hierarchy"
--------------------------------------------------------------
Rainer Buergin at Bloomberg News reports that German Finance
Minister Wolfgang Schaeuble said he wants to see a "liability
hierarchy" where owners and creditors of banks are first in line
to bail them out before governments bolster equity and the
European Stability Mechanism provides international aid.
"It is not so that all banks can in future cover their capital
requirements at the ESM," Bloomberg quotes Mr. Schaeuble as
saying in Dublin after a two-day meeting of European Union
finance ministers and central bank governors. "Before the state
gets involved in the liability hierarchy, owners and creditors of
banks" will be asked to contribute, and the ESM will help if "the
government itself can't because its access to financial markets
is restricted."
Independently of the fact that Cyprus was a "unique case, we will
no longer accept the moral hazard problem," Mr. Schaeuble, as
cited by Bloomberg, said. "In the future, it will have to be
possible to wind down troubled banks just like any other company,
without risking the stability of the financial sector as a
whole."
Mr. Schaeuble said that to the extent necessary, a troubled
bank's home state has to ensure the provisioning of capital,
Bloomberg relates.
* EUROPE: Fitch Says Rating Pressure Exists in Many Sectors
-----------------------------------------------------------
Fitch Ratings has published a new data-driven report, the Credit
Market Quarterly EMEA, which illustrates trends in rating
outlooks, investor sentiment, corporate bond issuance,
refinancing, market pricing and fund flows. "Our observations on
this data are put in context by reference to topical Fitch
research and commentary from a range of sectors," Fitch says.
A broad range of credit market data show that while the global
economy continues to struggle, financial markets are booming.
Spreads continue to tighten with yields on high yield bonds
dropping below 6% for the first time, reflecting investors'
continuing search for returns coupled with a gradual improvement
in their sentiment towards the future of the eurozone. However,
Q113 issuance is down 41% on the same period last year, mainly
reflecting a sharp reduction in covered bond volumes (down 70%)
while other financials issuance fell 33% and non-financials were
down 13%. The falls largely reflect the high level of pre-funding
that took place during 2012 as issuers took advantage of buoyant
market conditions in the latter part of the year. Sentiment among
senior credit investors is also healthy. Fitch's latest investor
surveys in Europe and the US showed asset managers feeling
increasingly optimistic. Views on European investment-grade
financials set a new high - a marked improvement on the average
score in 2012.
However, buoyant capital markets have not yet been matched by the
real economy, with Fitch forecasting global growth of 2.2% in
2013. Rating pressure exists in many sectors, driven partly by
the unresolved eurozone crisis and recession but also rising mid-
cycle transaction risks.
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
AUSTRIA
-------
CHRIST WATER TEC 8131204Q GR -5754285.054 165995618.1
CHRIST WATER TEC CWT EO -5754285.054 165995618.1
CHRIST WATER TEC CWTE IX -5754285.054 165995618.1
CHRIST WATER TEC CWT AV -5754285.054 165995618.1
CHRIST WATER TEC CRSWF US -5754285.054 165995618.1
CHRIST WATER TEC CWT PZ -5754285.054 165995618.1
CHRIST WATER TEC CWT EU -5754285.054 165995618.1
CHRIST WATER-ADR CRSWY US -5754285.054 165995618.1
LIBRO AG LBROF US -110486313.8 174004185
LIBRO AG LIB AV -110486313.8 174004185
LIBRO AG LIBR AV -110486313.8 174004185
LIBRO AG LB6 GR -110486313.8 174004185
S&T SYSTEM I-ADR STSQY US -38841439.51 182832494.8
S&T SYSTEM INTEG SYA GR -38841439.51 182832494.8
S&T SYSTEM INTEG SNTS IX -38841439.51 182832494.8
S&T SYSTEM INTEG SLSYF US -38841439.51 182832494.8
S&T SYSTEM INTEG SYAG IX -38841439.51 182832494.8
S&T SYSTEM INTEG SNT AV -38841439.51 182832494.8
S&T SYSTEM INTEG SYA EX -38841439.51 182832494.8
S&T SYSTEM INTEG SNT EO -38841439.51 182832494.8
S&T SYSTEM INTEG SNT EU -38841439.51 182832494.8
S&T SYSTEM INTEG SNTA PZ -38841439.51 182832494.8
S&T SYSTEM INTEG STSQF US -38841439.51 182832494.8
S&T SYSTEM INTEG SNTS ES -38841439.51 182832494.8
SKYEUROPE SKYP PW -89480492.56 159076577.5
SKYEUROPE SKY PW -89480492.56 159076577.5
SKYEUROPE HLDG SKY LI -89480492.56 159076577.5
SKYEUROPE HLDG SKY EO -89480492.56 159076577.5
SKYEUROPE HLDG SKY EU -89480492.56 159076577.5
SKYEUROPE HLDG SKYPLN EU -89480492.56 159076577.5
SKYEUROPE HLDG SKYA PZ -89480492.56 159076577.5
SKYEUROPE HLDG 0619064D GR -89480492.56 159076577.5
SKYEUROPE HLDG SKYV IX -89480492.56 159076577.5
SKYEUROPE HLDG SKYPLN EO -89480492.56 159076577.5
SKYEUROPE HLDG SKY AV -89480492.56 159076577.5
SKYEUROPE HLDG SKURF US -89480492.56 159076577.5
SKYEUROPE HOL-RT SK1 AV -89480492.56 159076577.5
BELGIUM
-------
AMERIKAANSE STOC 4163533Z BB -1513887.956 225769572.9
ANTWERP GATEWAY 496769Z BB -56441017.57 244539471.2
BIO ANALYTICAL R 3723198Z BB -41974594.66 193574592.4
CHIQUITA FRESH B 3727690Z BB -13035568.06 126531721.7
COMPAGIMMOBDU BR 3727538Z BB -3827271.16 143566526.3
DOOSAN BENELUX S 3724234Z BB -81416359 231093378.4
EXPLORER NV 4289181Z BB -17703159.47 266681154.3
FINANCIETOREN NV 3729210Z BB -42317802.71 777656536.7
IDEAL STANDARD I 4492755Z AV -912413970.6 2064684812
IDEAL STANDARD I 0288212Z BB -676607228.5 1580042243
IRUS ZWEIBRUCKEN 3738979Z BB -12563627.16 113270540
JULIE LH BVBA 3739923Z BB -32842124.57 159062205.9
KBC LEASE BELGIU 3723398Z BB -36721028.1 2861898350
LAND VAN HOP NV 3727898Z BB -141334.2956 138885001.8
NYNAS NV 3734766Z BB -7050037.824 133049490.2
ORACLE BELGIUM B 4525199Z AV -11669893.04 255041441.5
PHOTOVOLTECH NV 3557498Z BB -37292670.76 125803177.8
SABENA SA SABA BB -85494497.66 2215341060
SAPPI EUROPE SA 3732894Z BB -125372343 148685711.3
SOCIETE NATIONAL 3726762Z BB -39045394.16 506987115.6
TELENET GRP HLDG TNET QM -928724199.6 5137146702
TELENET GRP HLDG T4I TH -928724199.6 5137146702
TELENET GRP HLDG TNETUSD EU -928724199.6 5137146702
TELENET GRP HLDG TNET EU -928724199.6 5137146702
TELENET GRP HLDG TNET LI -928724199.6 5137146702
TELENET GRP HLDG TNETGBX EU -928724199.6 5137146702
TELENET GRP HLDG TLGHF US -928724199.6 5137146702
TELENET GRP HLDG TNET TQ -928724199.6 5137146702
TELENET GRP HLDG TNET BQ -928724199.6 5137146702
TELENET GRP HLDG TNET S1 -928724199.6 5137146702
TELENET GRP HLDG TNETGBP EO -928724199.6 5137146702
TELENET GRP HLDG TNET EB -928724199.6 5137146702
TELENET GRP HLDG TNET GK -928724199.6 5137146702
TELENET GRP HLDG TNET EO -928724199.6 5137146702
TELENET GRP HLDG TNETGBX EO -928724199.6 5137146702
TELENET GRP HLDG T4I GR -928724199.6 5137146702
TELENET GRP HLDG TNET PZ -928724199.6 5137146702
TELENET GRP HLDG TNETUSD EO -928724199.6 5137146702
TELENET GRP HLDG TNET MT -928724199.6 5137146702
TELENET GRP HLDG 3218105Q IX -928724199.6 5137146702
TELENET GRP HLDG TNET NQ -928724199.6 5137146702
TELENET GRP HLDG TNET IX -928724199.6 5137146702
TELENET GRP HLDG TNET BB -928724199.6 5137146702
TELENET-STRP TNETS BB -928724199.6 5137146702
TELENET-UNS ADR TLGHY US -928724199.6 5137146702
BULGARIA
--------
PETROL AD 5PET BU -28384533.15 365674871.9
PETROL AD 5PET GR -28384533.15 365674871.9
PETROL AD PETB PZ -28384533.15 365674871.9
PETROL AD 5PET PZ -28384533.15 365674871.9
PETROL AD 5PETEUR EU -28384533.15 365674871.9
PETROL AD PET BU -28384533.15 365674871.9
PETROL AD 5PET EO -28384533.15 365674871.9
PETROL AD 5PETEUR EO -28384533.15 365674871.9
PETROL AD 5PET EU -28384533.15 365674871.9
CROATIA
-------
BRODOGRADE INDUS 3MAJRA CZ -117119941.8 803533466.7
CROATIA AIRLI-A1 CRALPA1 CZ -7293960.057 285595600.8
CROATIA AIRLI-A2 CRALPA2 CZ -7293960.057 285595600.8
CROATIA AIRLI-A3 CRALPA3 CZ -7293960.057 285595600.8
CROATIA AIRLI-A4 CRALPA4 CZ -7293960.057 285595600.8
CROATIA AIRLINES CRALPA CZ -7293960.057 285595600.8
CROATIA AIRLINES CRALRA CZ -7293960.057 285595600.8
MAGMA DD MGMARA CZ -14866765.08 104029164.6
OT OPTIMA TELEKO 2299892Z CZ -84560317.57 103460989.1
OT-OPTIMA TELEKO OPTERA CZ -84560317.57 103460989.1
CYPRUS
------
CYPRUS AIRWA-RTS CAIRR CY -20708704.06 183851135.9
CYPRUS AIRWAYS CAIRCYP EO -20708704.06 183851135.9
CYPRUS AIRWAYS CAIR EO -20708704.06 183851135.9
CYPRUS AIRWAYS CAIR EU -20708704.06 183851135.9
CYPRUS AIRWAYS CANR CY -20708704.06 183851135.9
CYPRUS AIRWAYS CAIRCYP EU -20708704.06 183851135.9
CYPRUS AIRWAYS CAIR CY -20708704.06 183851135.9
CYPRUS AIRWAYS CAIR PZ -20708704.06 183851135.9
LIBRA GROUP PLC LHG EU -39648682.41 209021322.6
LIBRA GROUP PLC LHGCYP EO -39648682.41 209021322.6
LIBRA GROUP PLC LHG EO -39648682.41 209021322.6
LIBRA GROUP PLC LHGCYP EU -39648682.41 209021322.6
LIBRA GROUP PLC LHG CY -39648682.41 209021322.6
LIBRA HOLIDA-RTS LBR CY -39648682.41 209021322.6
LIBRA HOLIDA-RTS LGWR CY -39648682.41 209021322.6
LIBRA HOLIDAY-RT 3167808Z CY -39648682.41 209021322.6
LIBRA HOLIDAYS LHGR CY -39648682.41 209021322.6
LIBRA HOLIDAYS G LHG PZ -39648682.41 209021322.6
LIBRA HOLIDAYS-P LBHG PZ -39648682.41 209021322.6
LIBRA HOLIDAYS-P LBHG CY -39648682.41 209021322.6
CZECH REPUBLIC
--------------
CKD PRAHA HLDG 297687Q GR -89435858.16 192305153
CKD PRAHA HLDG CKDPF US -89435858.16 192305153
CKD PRAHA HLDG CKDH CP -89435858.16 192305153
CKD PRAHA HLDG CKDH US -89435858.16 192305153
CKD PRAHA HLDG CDP EX -89435858.16 192305153
SETUZA AS SETUZA PZ -61453764.17 138582273.6
SETUZA AS SZA GR -61453764.17 138582273.6
SETUZA AS 2994767Q EO -61453764.17 138582273.6
SETUZA AS 2994755Q EU -61453764.17 138582273.6
SETUZA AS 2994763Q EU -61453764.17 138582273.6
SETUZA AS SZA EX -61453764.17 138582273.6
SETUZA AS 2994759Q EO -61453764.17 138582273.6
SETUZA AS SETUZA CP -61453764.17 138582273.6
SETUZA AS SETU IX -61453764.17 138582273.6
DENMARK
-------
CARLSBERG IT A/S 4503891Z DC -47938170.6 178077456.9
CIMBER STERLING CIMBER DC -5227729.374 192575897.9
CIMBER STERLING CIMBE EO -5227729.374 192575897.9
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ELITE SHIPPING ELSP DC -27715991.74 100892900.3
FINANSIERINGSSEL 3977156Z DC -2410332.543 110737536.3
GREEN WIND ENERG G7W1 GR -11320362.72 176234029.6
GREEN WIND ENERG GW BY -11320362.72 176234029.6
GREEN WIND ENERG GW DC -11320362.72 176234029.6
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GREEN WIND ENERG GW EU -11320362.72 176234029.6
GREEN WIND ENERG GW PZ -11320362.72 176234029.6
GREEN WIND ENERG GWEUR EO -11320362.72 176234029.6
GREEN WIND ENERG GWEUR EU -11320362.72 176234029.6
HOLDINGSELSKABET BODIL DC -11320362.72 176234029.6
HOLDINGSELSKABET BOHC IX -11320362.72 176234029.6
JEUDAN III A/S 3986972Z DC -85553475.79 272728794.6
NESTLE DANMARK A 3896690Z DC -31272771.75 160779148
OBTEC OBTEC DC -17139908.33 134988548.1
OBTEC OBT DC -17139908.33 134988548.1
OBTEC-NEW SHARES OBTECN DC -17139908.33 134988548.1
OBTEC-OLD OBTN DC -17139908.33 134988548.1
OSTERFALLEDPARKE 3985676Z DC -26063679.19 302533679.4
ROSKILDE BANK ROSK DC -532868894.9 7876688188
ROSKILDE BANK RSKC IX -532868894.9 7876688188
ROSKILDE BANK ROSK EO -532868894.9 7876688188
ROSKILDE BANK RKI GR -532868894.9 7876688188
ROSKILDE BANK ROSKF US -532868894.9 7876688188
ROSKILDE BANK ROSBF US -532868894.9 7876688188
ROSKILDE BANK ROSK EU -532868894.9 7876688188
ROSKILDE BANK ROSK PZ -532868894.9 7876688188
ROSKILDE BANK-RT 916603Q DC -532868894.9 7876688188
ROSKILDE BAN-NEW ROSKN DC -532868894.9 7876688188
ROSKILDE BAN-RTS ROSKT DC -532868894.9 7876688188
SCANDINAVIAN BRA SBS1 EO -17139908.33 134988548.1
SCANDINAVIAN BRA SBS1 BY -17139908.33 134988548.1
SCANDINAVIAN BRA SBSD PZ -17139908.33 134988548.1
SCANDINAVIAN BRA SBS1EUR EO -17139908.33 134988548.1
SCANDINAVIAN BRA SBS DC -17139908.33 134988548.1
SCANDINAVIAN BRA SBS1EUR EU -17139908.33 134988548.1
SCANDINAVIAN BRA SBSC IX -17139908.33 134988548.1
SCANDINAVIAN BRA SBS1 EU -17139908.33 134988548.1
SUZLON WIND ENER 3985532Z DC -50030922.82 151671948.3
TAKKER EUROPA AP 3972332Z DC -124523598.1 163756144.6
FRANCE
------
3 SUISSES FRANCE 4724713Z FP -77651653.29 330011633.6
ADP INGENIERIE S 4519911Z FP -9312265.78 111844575.6
AIR COMMAND SYST 4470055Z FP -24012413.92 236706831.5
AKERYS SERVICES 4685937Z FP -22410493.42 137981683.2
ALCATEL-LUCENT E 3642975Z FP -33252970.32 441703998.1
ALCATEL-LUCENT F 3647063Z FP -794569718.3 4984960531
AL-KHATTIYA LEAS 4783713Z FP -13423803.21 109623566.3
ALUMINIUM PECHIN 3650903Z FP -469114028.7 1322244624
ATOS ORIGIN INTE 4519607Z FP -15552541.61 353365367
AUTOMOBILES CITR 3648863Z FP -298695778.9 1879542934
AUTOROUTES PARIS ARR1 BQ -251756893.2 10625026266
AUTOROUTES PARIS ARR EO -251756893.2 10625026266
AUTOROUTES PARIS RK9 TH -251756893.2 10625026266
AUTOROUTES PARIS ARR EU -251756893.2 10625026266
AUTOROUTES PARIS ARR FP -251756893.2 10625026266
AUTOROUTES PARIS ARRGBX EU -251756893.2 10625026266
AUTOROUTES PARIS ARR IX -251756893.2 10625026266
AUTOROUTES PARIS ARR S1 -251756893.2 10625026266
AUTOROUTES PARIS ARR QM -251756893.2 10625026266
AUTOROUTES PARIS ARR LI -251756893.2 10625026266
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AUTOROUTES PARIS ARR EB -251756893.2 10625026266
BELVEDERE - RTS 554451Q FP -256191005.4 927737997.9
BELVEDERE - RTS 702036Q FP -256191005.4 927737997.9
BELVEDERE SA BVD EU -256191005.4 927737997.9
BELVEDERE SA BELV FP -256191005.4 927737997.9
BELVEDERE SA BELV NM -256191005.4 927737997.9
BELVEDERE SA BEVD IX -256191005.4 927737997.9
BELVEDERE SA BVD PW -256191005.4 927737997.9
BELVEDERE SA BED GR -256191005.4 927737997.9
BELVEDERE SA BVD EO -256191005.4 927737997.9
BELVEDERE SA BVD S1 -256191005.4 927737997.9
BELVEDERE SA BVDRF US -256191005.4 927737997.9
BELVEDERE SA BED TH -256191005.4 927737997.9
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KABEL DEUTSCHLAN KD8 EB -1921707863 3240567525
KABEL DEUTSCHLAN KD8 TQ -1921707863 3240567525
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KABEL DEUTSCHLAN KD8GBP EO -1921707863 3240567525
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KAUFRING AG KAUG IX -19296489.56 150995473.8
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MANIA TECHNOLOGI MNI1 EO -35060809.35 107465713.6
MANIA TECHNOLOGI MNI NM -35060809.35 107465713.6
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MANIA TECHNOLOGI MNI GR -35060809.35 107465713.6
MANIA TECHNOLOGI 2260970Z GR -35060809.35 107465713.6
MANIA TECHNOLOGI MNIG IX -35060809.35 107465713.6
MANIA TECHNOLOGI MNI TH -35060809.35 107465713.6
MATERNUS KLINI-N MAK1 GR -17249775.07 161290141
MATERNUS-KLINIKE MAK GR -17249775.07 161290141
MATERNUS-KLINIKE MNUKF US -17249775.07 161290141
MATERNUS-KLINIKE MAK EO -17249775.07 161290141
MATERNUS-KLINIKE MAK S1 -17249775.07 161290141
MATERNUS-KLINIKE MAK PZ -17249775.07 161290141
MATERNUS-KLINIKE MAK TH -17249775.07 161290141
MATERNUS-KLINIKE MAK EU -17249775.07 161290141
MATERNUS-KLINIKE MAKG IX -17249775.07 161290141
NORDAG AG DOO1 GR -482449.8788 144432986.2
NORDAG AG-PFD DOO3 GR -482449.8788 144432986.2
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NORDSEE AG 533061Q GR -8200551.142 194616922.6
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NUERNB HYPOTHEK 0478131D GR -2104037124 5.86E+11
PFLEIDERER AG PBVDF US -97572495.87 1832488196
PFLEIDERER AG-BE PFD GR -97572495.87 1832488196
PFLEIDERER A-RTS PFDB GR -97572495.87 1832488196
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PFLEIDERER-REG PFD4 PZ -97572495.87 1832488196
PFLEIDERER-REG PFD4 GR -97572495.87 1832488196
PFLEIDERER-REG PFD4 QM -97572495.87 1832488196
PFLEIDERER-REG PFD4GBX EU -97572495.87 1832488196
PFLEIDERER-REG PFD4 NQ -97572495.87 1832488196
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RAG ABWICKL-REG ROSG PZ -1744124.2 217776125.8
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RAG ABWICKL-REG ROS1 EO -1744124.2 217776125.8
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SOLON SE SOO1 TH -138663225.9 627116116.4
SOLON SE SGFRF US -138663225.9 627116116.4
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SOLON SE SOON EO -138663225.9 627116116.4
SOLON SE SOO1 EU -138663225.9 627116116.4
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SOLON SE-RTS 3664247Z GR -138663225.9 627116116.4
SPAR HANDELS-AG 773844Q GR -442426239.7 1433020961
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SPAR HAND-PFD NV SPA3 GR -442426239.7 1433020961
TA TRIUMPH-ACQ TWNA GR -124667889.5 375247226.8
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TA TRIUMPH-ADLER TTZAF US -124667889.5 375247226.8
TA TRIUMPH-ADLER TWNG IX -124667889.5 375247226.8
TA TRIUMPH-ADLER TWN PZ -124667889.5 375247226.8
TA TRIUMPH-ADLER 0292922D GR -124667889.5 375247226.8
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TA TRIUMPH-ADLER TWN EO -124667889.5 375247226.8
TA TRIUMPH-A-RTS 1018916Z GR -124667889.5 375247226.8
TA TRIUMPH-NEW TWN1 GR -124667889.5 375247226.8
TA TRIUMPH-RT TWN8 GR -124667889.5 375247226.8
TA TRIUMPH-RTS 3158577Q GR -124667889.5 375247226.8
GREECE
------
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AG PETZETAKIS SA PETZK EO -110812812.5 206429374.1
AG PETZETAKIS SA PETZK PZ -110812812.5 206429374.1
AG PETZETAKIS SA PTZ1 GR -110812812.5 206429374.1
AG PETZETAKIS SA PTZ GR -110812812.5 206429374.1
AG PETZETAKIS SA PETZK EU -110812812.5 206429374.1
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ALAPIS HOLDING 3385874Q GA -670700605.1 924332371.1
ALAPIS HOLDING I V2R GR -670700605.1 924332371.1
ALAPIS HOLDING I VTERF US -670700605.1 924332371.1
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KATSELIS SON-P R KATPD GA -84623057.15 115632796.2
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KATSELIS SONS-RT KATKD GA -84623057.15 115632796.2
LAMBRAKIS PR -RT DOLD GA -39671021.31 225710342.6
LAMBRAKIS PRESS LMBKF US -39671021.31 225710342.6
LAMBRAKIS PRESS DOL EU -39671021.31 225710342.6
LAMBRAKIS PRESS LA3A GR -39671021.31 225710342.6
LAMBRAKIS PRESS DOL GA -39671021.31 225710342.6
LAMBRAKIS PRESS LA3 GR -39671021.31 225710342.6
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LAVIPHARM SA LAVI GA -5006040.333 167080549.6
LAVIPHARM SA LAVI EU -5006040.333 167080549.6
LAVIPHARM SA LAVI EO -5006040.333 167080549.6
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NUTRIART-RTS 3411089Q GA -84623057.15 115632796.2
PETZET - PFD-RTS PETZPD GA -110812812.5 206429374.1
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RADIO KORASSIDIS KORA GA -100972173.9 244951680.3
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RADIO KORASSI-RT KORAD GA -100972173.9 244951680.3
RADIO KORASS-RTS KORAR GA -100972173.9 244951680.3
T BANK ASPT EU -46224213.41 3486115450
T BANK ASPT GA -46224213.41 3486115450
T BANK ASPT EO -46224213.41 3486115450
T BANK TBANK EU -46224213.41 3486115450
T BANK TBANK EO -46224213.41 3486115450
T BANK ASPT PZ -46224213.41 3486115450
T BANK TBANK GA -46224213.41 3486115450
THEMELIODOMI THEME GA -55751173.78 232036822.6
THEMELIODOMI-AUC THEMEE GA -55751173.78 232036822.6
THEMELIODOMI-RTS THEMER GA -55751173.78 232036822.6
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UNITED TEXTILES NML1 GR -163114842.1 286539436.9
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UNITED TEXTILES UTEX GA -163114842.1 286539436.9
VETERIN - RIGHTS VETR GA -670700605.1 924332371.1
HUNGARY
-------
HUNGARIAN TELEPH HUGC IX -73723992 827192000
HUNGARIAN TELEPH HUC EX -73723992 827192000
INVITEL HOLD-ADR INVHY US -73723992 827192000
INVITEL HOLD-ADR 0IN GR -73723992 827192000
INVITEL HOLD-ADR IHO US -73723992 827192000
INVITEL HOLDINGS 3212873Z HB -73723992 827192000
IRELAND
-------
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AVAYA HOLDINGS L 4491803Z ID -332334120.8 255019134.5
BALLYMORE PROPER 162707Z ID -243143095.2 972399152.8
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BPM IRELAND PLC 4471855Z ID -4595598.259 844444461.6
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COMMUNICORP GROU 1027859Z ID -28828642.17 309423497.3
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CONOCOPHILLIPS W 3894318Z ID -176383297.5 403120095.3
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FRUIT OF THE LOO 4459361Z ID -85434026.52 344655328.1
GS MULTI-CURRENC 4780921Z ID -218031502.7 1766463253
INDEP NEWS & MED INM LN -257955932.2 715040181
INDEP NEWS & MED INWS IX -257955932.2 715040181
INDEP NEWS & MED INM1 EU -257955932.2 715040181
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INDEP NEWS & MED INM1GBX EO -257955932.2 715040181
INDEP NEWS & MED INNS VX -257955932.2 715040181
INDEP NEWS & MED IPDC GK -257955932.2 715040181
INDEP NEWS & MED INM1GBX EU -257955932.2 715040181
INDEP NEWS & MED INM VX -257955932.2 715040181
INDEP NEWS & MED IPD PZ -257955932.2 715040181
INDEP NEWS & MED INNZF US -257955932.2 715040181
INDEP NEWS & MED INM1 EO -257955932.2 715040181
INDEP NEWS & MED INM1 NQ -257955932.2 715040181
INDEP NEWS & MED INWS PO -257955932.2 715040181
INDEP NEWS & MED INM1 EB -257955932.2 715040181
INDEP NEWS & MED INM PZ -257955932.2 715040181
INDEP NEWS & MED INP NZ -257955932.2 715040181
INDEP NEWS & MED INM ID -257955932.2 715040181
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ICELAND
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AVION GROUP B1Q GR -223780368 2277882368
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ITALY
-----
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VIA CAVOUR SRL 3997892Z IM -2002622.441 173628397.1
JERSEY
------
REAL ESTATE OP-O REO PZ -1109604236 1668437669
REAL ESTATE OP-O REO EU -1109604236 1668437669
REAL ESTATE OP-O REO ID -1109604236 1668437669
REAL ESTATE OP-O REO IX -1109604236 1668437669
REAL ESTATE OP-O REO EO -1109604236 1668437669
REAL ESTATE OP-O REA GR -1109604236 1668437669
REAL ESTATE OP-O REOGBP EO -1109604236 1668437669
REAL ESTATE OP-O REO VX -1109604236 1668437669
REAL ESTATE OP-O REO LN -1109604236 1668437669
LUXEMBOURG
----------
CARRIER1 INT-AD+ CONE ES -94729000 472360992
CARRIER1 INT-ADR CONEE US -94729000 472360992
CARRIER1 INT-ADR CONEQ US -94729000 472360992
CARRIER1 INTL CJN NM -94729000 472360992
CARRIER1 INTL CJNA GR -94729000 472360992
CARRIER1 INTL 8133893Q GR -94729000 472360992
CARRIER1 INTL SA 1253Z SW -94729000 472360992
CARRIER1 INTL SA CONEF US -94729000 472360992
INTELSAT GLOBAL 0440101D US -1168589952 17400967168
INTELSAT GLOBAL I US -1168589952 17400967168
INTELSAT INVESTM ILMA GR -1199357056 17465319424
INTELSAT SA 2237Z US -1199357056 17465319424
NETHERLANDS
-----------
ALFRED C TOEPFER 4062117Z NA -1843317.436 1689194175
ASITO DIENSTENGR 743813Z NA -2494804.851 220704023.7
AVAST SOFTWARE B 0112793D US -15842000 132342000
AVAST SOFTWARE N AVST US -15842000 132342000
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BAAN COMPANY NV BNCG IX -7854715.264 609871188.9
BAAN COMPANY NV BAAVF US -7854715.264 609871188.9
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BAAN COMPANY-NY BAANF US -7854715.264 609871188.9
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CENTRIC HOLDING 745383Z NA -72753.24225 363069870.7
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KUIPER GROEP BV 3821988Z NA -3688.420875 101931401.5
LIBERTY GL EU-A UPC NA -5505478850 5112616630
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MAAS INTERNATION 4174109Z NA -104625.6021 163961580.9
MAGYAR TELECOM B 363945Z HB -9411153.408 462039674.5
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UNITED PAN-EUROP UPC VX -5505478850 5112616630
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ZINVEST FASHION 3775412Z NA -296559.4047 180677208
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NORWAY
------
AFRICA OFFSHORE AOSA NO -280249984 357512992
AKER BIOMARINE A 4508947Z NO -97401201.46 100855655.1
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BAKERS AS 4527631Z NO -2100773.812 130412660.1
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ICA NORGE AS 4511499Z NO -132832574.9 702347848.8
INFRATEK ENTREPR 4402489Z NO -33504101.18 160698348.1
INTEROIL EXPLORA IOX NO -21010000 139828992
INTEROIL EXPLORA IOX EO -21010000 139828992
INTEROIL EXPLORA IOX PZ -21010000 139828992
INTEROIL EXPLORA IOX BY -21010000 139828992
INTEROIL EXPLORA INOX NO -21010000 139828992
INTEROIL EXPLORA IOXEUR EU -21010000 139828992
INTEROIL EXPLORA IOX IX -21010000 139828992
INTEROIL EXPLORA IOXUSD EU -21010000 139828992
INTEROIL EXPLORA IROIF US -21010000 139828992
INTEROIL EXPLORA IOX EU -21010000 139828992
INTEROIL EXPLORA IOXEUR EO -21010000 139828992
INTEROIL EXPLORA IOXUSD EO -21010000 139828992
INTEROIL EXPLORA IOX SS -21010000 139828992
MAN LAST OG BUSS 4521719Z NO -5830520.283 123349772.5
MARINE SUBSEA AS MSAS NO -280249984 357512992
NCC CONSTRUCTION 4389745Z NO -11284745.3 292548511.4
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PETRO GEO-SERV PGS GR -18066142.21 399710323.6
PETRO GEO-SERV PGS VX -18066142.21 399710323.6
PETRO GEO-SERV 265143Q NO -18066142.21 399710323.6
PETRO GEO-SERV-N PGSN NO -18066142.21 399710323.6
PETRO GEO-SV-ADR PGSA GR -18066142.21 399710323.6
PETRO GEO-SV-ADR PGOGY US -18066142.21 399710323.6
PETROJACK AS JACKEUR EO -54932000 191586000
PETROJACK AS JACKEUR EU -54932000 191586000
PETROJACK AS P3J GR -54932000 191586000
PETROJACK AS JACK EU -54932000 191586000
PETROJACK AS JACO IX -54932000 191586000
PETROJACK AS JACK NO -54932000 191586000
PETROJACK AS JACK PZ -54932000 191586000
PETROJACK AS POJKF US -54932000 191586000
PETROJACK AS JACK EO -54932000 191586000
PETROJACK AS JACK BY -54932000 191586000
PETROMENA AS PMENA PZ -47299000 317747008
PETROMENA AS PMENAEUR EU -47299000 317747008
PETROMENA AS PMENA NO -47299000 317747008
PETROMENA AS PMENAEUR EO -47299000 317747008
PETROMENA AS PMEN IX -47299000 317747008
PETROMENA AS PMENA EO -47299000 317747008
PETROMENA AS MENA NO -47299000 317747008
PETROMENA AS PR2 GR -47299000 317747008
PETROMENA AS PMENA EU -47299000 317747008
PETROMENA AS PMENF US -47299000 317747008
PRATT & WHITNEY 4524487Z NO -5820126.04 104689675.3
REC SCANCELL AS 4446473Z NO -8437038.946 138751607.3
STOREBRAND EIEND 4443409Z NO -40898583.73 1242265455
STOREBRAND EIEND 4288341Z NO -174025923.7 4173823457
TDC AS 4287413Z NO -83055192.99 129421953.7
THOMSON REUTERS 4777193Z NO -2001541.28 208880572.6
TJUVHOLMEN UTVIK 4446353Z NO -682369.4664 117274938.8
TRICO SHIPPING A 3651167Z NO -132576808.1 504945402.2
TTS SENSE AS 4393841Z NO -4559687.797 162046219.9
UTKILEN SHIPPING 4446161Z NO -74871.02647 185813483
VNG NORGE AS 4513147Z NO -54874780.65 162557987.4
POLAND
------
ANIMEX SA ANX PW -556805.8579 108090511.9
DSS DSS PW -75172532.87 162767180.1
DSS DSS EU -75172532.87 162767180.1
DSS DSS EO -75172532.87 162767180.1
DSS-PDA DSSA PW -75172532.87 162767180.1
HBPOLSKA HBWL PZ -101164415.5 294857246.9
HBPOLSKA HBPEUR EU -101164415.5 294857246.9
HBPOLSKA HBP EU -101164415.5 294857246.9
HBPOLSKA HBPEUR EO -101164415.5 294857246.9
HBPOLSKA HBW PW -101164415.5 294857246.9
HBPOLSKA HBP LI -101164415.5 294857246.9
HBPOLSKA HBP PW -101164415.5 294857246.9
HBPOLSKA HBP EO -101164415.5 294857246.9
HBPOLSKA-PD-ALLT HBPA PW -101164415.5 294857246.9
KROSNO KRS LI -2241614.766 111838141.2
KROSNO KRS PW -2241614.766 111838141.2
KROSNO KRS1EUR EU -2241614.766 111838141.2
KROSNO KROS IX -2241614.766 111838141.2
KROSNO KRS1EUR EO -2241614.766 111838141.2
KROSNO SA KROSNO PW -2241614.766 111838141.2
KROSNO SA KRS1 EO -2241614.766 111838141.2
KROSNO SA KRS1 EU -2241614.766 111838141.2
KROSNO SA KRS PZ -2241614.766 111838141.2
KROSNO SA KRNFF US -2241614.766 111838141.2
KROSNO SA-RTS KRSP PW -2241614.766 111838141.2
KROSNO-PDA-ALLT KRSA PW -2241614.766 111838141.2
TOORA TOR PZ -288818.3897 147004954.2
TOORA 2916661Q EO -288818.3897 147004954.2
TOORA 2916665Q EU -288818.3897 147004954.2
TOORA TOR PW -288818.3897 147004954.2
TOORA-ALLOT CERT TORA PW -288818.3897 147004954.2
PORTUGAL
--------
ALBERTO MARTINS 4488947Z PL -25419983.42 123491252.1
ALUGUER DE VEICU 4773793Z PL -15934394.29 177189066.9
BRISAL AUTO-ESTR 3645215Z PL -47450724.24 654534402.7
CENTRO HOSPITALA 3778196Z PL -63194407.2 123417394.8
CO DAS ENERGIAS 3794880Z PL -2540034.474 115717930.4
CP - COMBOIOS DE 1005Z PL -3578303482 1640305326
ESTALEIROS NAVAI 4507307Z PL -160990302.6 168996814.5
FORD LUSITANA SA 3648983Z PL -7991062.856 135557902.7
HOSPITAL DE FARO 3789880Z PL -18565498.19 440770232
HOSPITAL DO DIVI 3789932Z PL -75359384.99 205468575.8
HOSPITAL GARCIA 3773160Z PL -48058398.4 155137981.5
HP HEALTH CLUBS 3777952Z PL -4243987.43 133613465.6
LOCACAO DE EQUIP 4772329Z PL -1031872.211 425561447.8
METRO DO PORTO 4473963Z PL -1539365046 3027538897
PORTUGALIA 1008Z PL -6844075.929 199376769
RADIO E TELEVISA 1227Z PL -740710264.5 506160206.4
REFER EP 1250Z PL -1883502408 1735947433
REN TRADING SA 4167785Z PL -2316007.028 231656542.3
SERVICO DE SAUDE 3790200Z PL -142612999.3 625059071.4
SOCIEDADE DE TRA 1253Z PL -368574770.4 153373893.3
SPORTING CLUBE D SCPX PX Equit -43017532.72 246527336.3
SPORTING CLUBE D SCDF EU -43017532.72 246527336.3
SPORTING CLUBE D SCG GR -43017532.72 246527336.3
SPORTING CLUBE D SCDF EO -43017532.72 246527336.3
SPORTING CLUBE D SCP1 PZ -43017532.72 246527336.3
SPORTING CLUBE D SCP PL -43017532.72 246527336.3
SPORTING-SOC DES SCDF PL -43017532.72 246527336.3
SPORTING-SOC DES SCPL IX -43017532.72 246527336.3
SPORTING-SOC-RTS SCPVS PL -43017532.72 246527336.3
SPORTING-SOC-RTS SCPDS PL -43017532.72 246527336.3
TAP SGPS TAP PL -353957017.4 2789331398
TRANSGAS SA 3794668Z PL -2181404.695 158648841.9
VALE DO LOBO - R 4764257Z PL -43960329.17 466811617.2
ROMANIA
-------
ARCELORMITTAL PTRO RO -61080024.91 178667412.9
OLTCHIM RM VALCE OLTCF US -36885412.47 586251335.6
OLTCHIM SA RM VA OLT EO -36885412.47 586251335.6
OLTCHIM SA RM VA OLTEUR EU -36885412.47 586251335.6
OLTCHIM SA RM VA OLTEUR EO -36885412.47 586251335.6
OLTCHIM SA RM VA OLT EU -36885412.47 586251335.6
OLTCHIM SA RM VA OLT PZ -36885412.47 586251335.6
OLTCHIM SA RM VA OLT RO -36885412.47 586251335.6
RUSSIA
------
AKCIONERNOE-BRD SOVP$ RU -3777004.385 408412400.2
ALLIANCE RUSSIAN ALRT RU -15214295.76 144582050.8
AMO ZIL-CLS ZILLG RU -305861298.1 461943061.3
AMO ZIL-CLS ZILL* RU -305861298.1 461943061.3
AMO ZIL-CLS ZILL RU -305861298.1 461943061.3
AMO ZIL-CLS ZILL RM -305861298.1 461943061.3
AMTEL-POVOLZ-BRD KIRT* RU -936614.5492 142093264.3
AMTEL-POVOLZ-BRD KIRT RU -936614.5492 142093264.3
BALTIYSKY-$BRD BALZ RU -20907794.77 382497299.9
BALTIYSKY-$BRD BALZ* RU -20907794.77 382497299.9
BALTIYSKY-BRD BALZ$ RU -20907794.77 382497299.9
BUMMASH OJSC-BRD BUMM RU -44749637.35 160609608.1
BUMMASH OJSC-BRD BUMM* RU -44749637.35 160609608.1
CHELPIPE JSC CHEP RU -307706501.4 3817658407
CHELPIPE JSC CHEP RM -307706501.4 3817658407
CHELPIPE JSC CHEP* RU -307706501.4 3817658407
CHELPIPE JSC CHEPG RU -307706501.4 3817658407
CHELYAB-GDR 144A 8163533Z LI -307706501.4 3817658407
CHELYAB--GDR REG 8135827Z LI -307706501.4 3817658407
CHELYAB--GDR W/I 1CFA GR -307706501.4 3817658407
CHELYAB--GDR W/I CHEP LI -307706501.4 3817658407
CHELYABINSK PIPE CHEP$ RU -307706501.4 3817658407
CRYOGENMASH-BRD KRGM* RU -124544745.1 207128408.6
CRYOGENMASH-BRD KRGM RU -124544745.1 207128408.6
CRYOGENMASH-PFD KRGMP RU -124544745.1 207128408.6
CRYOGENMASH-PFD KRGMP* RU -124544745.1 207128408.6
DAGESTAN ENERGY DASBG RU -29561959.6 232757864.4
DAGESTAN ENERGY DASB* RU -29561959.6 232757864.4
DAGESTAN ENERGY DASB RM -29561959.6 232757864.4
DAGESTAN ENERGY DASB RU -29561959.6 232757864.4
EAST-SIBERIA-BRD VSNK* RU -92283895.48 299864149.8
EAST-SIBERIA-BRD VSNK RU -92283895.48 299864149.8
EAST-SIBERIAN-BD VSNK$ RU -92283895.48 299864149.8
FINANCIAL LEASIN FLKO* RU -190902972.2 249901772.8
FINANCIAL LEASIN FLKO RU -190902972.2 249901772.8
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FINANCIAL LEASIN 137282Z RU -190902972.2 249901772.8
GAZ GZAPF US -292369069.3 1799241026
GAZ GAZA$ RU -292369069.3 1799241026
GAZ-CLS GAZA RM -292369069.3 1799241026
GAZ-CLS GAZA* RU -292369069.3 1799241026
GAZ-CLS GAZA RU -292369069.3 1799241026
GAZ-CLS GAZAG RU -292369069.3 1799241026
GAZ-PFD GAZAP* RU -292369069.3 1799241026
GAZ-PFD GAZAPG RU -292369069.3 1799241026
GAZ-PFD GAZAP RM -292369069.3 1799241026
GAZ-PFD GAZAPG$ RU -292369069.3 1799241026
GAZ-PFD GAZAP RU -292369069.3 1799241026
GAZ-PREF GAZAP$ RU -292369069.3 1799241026
GAZ-US$ GTS GAZAG$ RU -292369069.3 1799241026
GRAZHDANSKIE SAM GSSU RU -152610999.2 1609476948
GUKOVUGOL GUUG RU -57835249.92 143665227.2
GUKOVUGOL GUUG* RU -57835249.92 143665227.2
GUKOVUGOL-PFD GUUGP* RU -57835249.92 143665227.2
GUKOVUGOL-PFD GUUGP RU -57835249.92 143665227.2
GURIEVSKY-BRD GUMZ RU -7147215.563 190801547.3
GURIEVSKY-BRD GUMZ* RU -7147215.563 190801547.3
HALS-DEVEL- GDR 86PN LI -588515964.6 1446111954
HALS-DEVEL- GDR 86PN LN -588515964.6 1446111954
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HALS-DEVELOPMENT HALSM RU -588515964.6 1446111954
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HALS-DEVELOPMENT HALSG RU -588515964.6 1446111954
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HALS-DEVELOPMENT HALS* RU -588515964.6 1446111954
HALS-DEVELOPMENT HALS RU -588515964.6 1446111954
IZHAVTO OAO IZAV RU -94100833.99 443610329.4
KIROV TIRE PLANT KIRT$ RU -936614.5492 142093264.3
M-INDUSTRIYA SOMI RU -1304109.982 267288804.8
MOSPROMSTROY-BRD MPSM* RU -15526364.63 270701638
MOSPROMSTROY-BRD MPSM RU -15526364.63 270701638
MOSPROMSTROY-PFD MPSMP* RU -15526364.63 270701638
MOSPROMSTROY-PFD MPSMP RU -15526364.63 270701638
NIZHEGORODSK-BRD NASO* RU -925605.4667 537182246.1
NIZHEGORODSK-BRD NASO RU -925605.4667 537182246.1
NIZHEGORODSKI-B NASO$ RU -925605.4667 537182246.1
NIZHEGORODS-P B$ NASOP$ RU -925605.4667 537182246.1
NIZHEGORODS-PFD NASOP RU -925605.4667 537182246.1
NIZHEGORODS-PFD NASOP* RU -925605.4667 537182246.1
NIZHMASHZAVO-BRD NMSZ* RU -36667081.23 323938091.2
NIZHMASHZAVO-BRD NMSZ RU -36667081.23 323938091.2
NIZHMASHZAVOD-BD NMSZ$ RU -36667081.23 323938091.2
NIZHMASHZAVO-PFD NMSZP RU -36667081.23 323938091.2
NIZHMASHZAVO-PFD NMSZP* RU -36667081.23 323938091.2
NOVOSIBIRSK-BRD NVMZ RU -3734071.034 152583538.5
NOVOSIBIRSK-BRD NVMZ* RU -3734071.034 152583538.5
NOVOSIBIRSK-BRD NVMZ$ RU -3734071.034 152583538.5
OAO AMURMETALL AMMT RU -808724.9033 847661954.7
PENOPLEX-FINANS PNPF RU -839659.3715 147052027.7
PIK GROUP PIKK* RU -22928288.83 4135566932
PIK GROUP PIKKG RU -22928288.83 4135566932
PIK GROUP PIKK RM -22928288.83 4135566932
PIK GROUP PIKK RU -22928288.83 4135566932
PIK GROUP-GDR PIK EB -22928288.83 4135566932
PIK GROUP-GDR PIK EU -22928288.83 4135566932
PIK GROUP-GDR PIK TQ -22928288.83 4135566932
PIK GROUP-GDR PIK IX -22928288.83 4135566932
PIK GROUP-GDR PIK1 EO -22928288.83 4135566932
PIK GROUP-GDR PIK LI -22928288.83 4135566932
PIK GROUP-GDR PKGPL US -22928288.83 4135566932
PIK GROUP-GDR PIQ2 GR -22928288.83 4135566932
PIK GROUP-GDR PIK1 QM -22928288.83 4135566932
PROMTRACTOR-FINA PTRF RU -36499379.79 250671811.3
RUSPETRO OOO 0090464D LN -40737000 522576000
RUSPETRO PLC RPO QM -40737000 522576000
RUSPETRO PLC RPO NR -40737000 522576000
RUSPETRO PLC RPO EB -40737000 522576000
RUSPETRO PLC RPO TQ -40737000 522576000
RUSPETRO PLC RPO S1 -40737000 522576000
RUSPETRO PLC RPO EO -40737000 522576000
RUSPETRO PLC RPO EU -40737000 522576000
RUSPETRO PLC RPO LN -40737000 522576000
RUSPETRO PLC RPO BQ -40737000 522576000
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RUSPETRO PLC 7RP GR -40737000 522576000
RUSPETRO PLC RPO IX -40737000 522576000
RUSPETROL OOO 5316091Z RU -40737000 522576000
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ZIL AUTO PLANT-P ZILLP RM -305861298.1 461943061.3
SLOVENIA
--------
ALPOS DD APOG SV -67352301.16 175199045.1
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ALPOS DD APOG EO -67352301.16 175199045.1
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SPAIN
-----
ACCOR HOTELES ES 4469903Z SM -9411283.082 167434224.6
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SWEDEN
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SWITZERLAND
-----------
ETRION CORP 4QP GR -1431000 449615008
ETRION CORP PFCXF US -1431000 449615008
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TURKEY
------
EGS EGE GIYIM VE EGDIS TI -7732135.103 147075077.7
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UKRAINE
-------
CHERNIGIVS MAN-M CHIM UZ -19979000 106551872
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UNITED KINGDOM
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PROSTRAKAN GROUP PSK EO -9666264.987 134080449.8
QHOTELS GROUP LT 759287Z LN -184737716 699448824.7
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RENTOKIL INITIAL RTO VX -265497954 2695753100
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RENTOKIL INITIAL RTOEUR EU -265497954 2695753100
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REXAM BEVERAGE C 1120903Z LN -15123027.48 118921563.6
ROAD MGMT CONS 1239Z LN -24813.99918 315561166
ROSEMONT HOLDING 4391905Z LN -34807182.85 158222622.5
ROSYTH ROYAL DOC 2184524Z LN -38831265.46 176808921.7
ROYAL BANK LEASI 2177244Z LN -96708288.01 12689075410
ROYAL MAIL HOLDI 3900202Z LN -4979588987 9290852179
SAFFRON HOUSING 4448377Z LN -3777866.1 124457507.9
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SCOTTISH TELEV SCTVF US -44693985.16 126240905.5
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SCOTTS CO UK LTD 1154459Z LN -42301127.16 119882290.9
SETON HEALTHCARE 2290Z LN -10585183.94 156822902.8
SEVERN VALE HOUS 4287717Z LN -43910018.24 115584900.8
SFI GROUP PLC SUF LN -108067115.8 177647536.1
SFI GROUP PLC SUYFF US -108067115.8 177647536.1
SHEFFIELD UNITED 1275418Z LN -17712590.52 101590746.2
SIMON CARVES LTD 1209367Z LN -309426997.2 105356699.7
SKANDIA LIFE BUS 1451642Z LN -16563612.78 132120692.5
SLP ENGINEERING 1855186Z LN -32035150.2 111509874.7
SMG PLC SMG LN -44693985.16 126240905.5
SMG PLC SMG PO -44693985.16 126240905.5
SMG PLC-FUL PAID SMGF LN -44693985.16 126240905.5
SMG PLC-NIL PAID SMGN LN -44693985.16 126240905.5
SMITHS NEWS PLC NWS6 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS S1 -82175781.01 424997909.9
SMITHS NEWS PLC NWS2GBP EO -82175781.01 424997909.9
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SMITHS NEWS PLC NWS PZ -82175781.01 424997909.9
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SMITHS NEWS PLC SMWPF US -82175781.01 424997909.9
SMITHS NEWS PLC NWS IX -82175781.01 424997909.9
SMITHS NEWS PLC NWS11 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS12 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS2 EO -82175781.01 424997909.9
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SMITHS NEWS PLC NWS LN -82175781.01 424997909.9
SMITHS NEWS PLC NWS2EUR EU -82175781.01 424997909.9
SMITHS NEWS PLC NWS8 EO -82175781.01 424997909.9
SMITHS NEWS PLC SMWPY US -82175781.01 424997909.9
SMITHS NEWS PLC NWS1 BQ -82175781.01 424997909.9
SMITHS NEWS PLC NWS1GBP EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS7 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS1 EU -82175781.01 424997909.9
SMITHS NEWS PLC NWS1 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS5 EO -82175781.01 424997909.9
SMITHS NEWS PLC NWS4 EO -82175781.01 424997909.9
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SMITHS NEWS PLC NWS VX -82175781.01 424997909.9
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SR TECHNICS UK L 2900250Z LN -143296142.1 116171355.3
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TATA CMMNCTNS UK 2534722Z LN -43763935.47 114567535.7
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TELEWEST COMMUNI 1646328Z LN -287113015.3 868389208
TELEWEST COMMUNI 1608194Z LN -113079709.6 9113744374
THALES CORPORATE 1083706Z LN -65658884.46 829798983.7
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THORN EMI-ADR TORNY US -2265916257 2950021937
THORN EMI-CDR THN NA -2265916257 2950021937
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TIMES NEWSPAPERS 2343939Z LN -719564696.3 649314828.6
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TOPPS TILES PLC TPTJY US -36503224.29 140534295.2
TOPPS TILES PLC TPT EU -36503224.29 140534295.2
TOPPS TILES PLC TPT BQ -36503224.29 140534295.2
TOPPS TILES PLC TPT10 EO -36503224.29 140534295.2
TOPPS TILES PLC TPT2 EO -36503224.29 140534295.2
TOPPS TILES PLC TPT1 EO -36503224.29 140534295.2
TOPPS TILES PLC TPTEUR EU -36503224.29 140534295.2
TOPPS TILES PLC TPTGBP EO -36503224.29 140534295.2
TOPPS TILES PLC TPT PO -36503224.29 140534295.2
TOPPS TILES PLC TPT VX -36503224.29 140534295.2
TOPPS TILES PLC TPT7 EO -36503224.29 140534295.2
TOPPS TILES PLC TPTEUR EO -36503224.29 140534295.2
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TOPPS TILES PLC TPT3 EO -36503224.29 140534295.2
TOPPS TILES PLC TPT IX -36503224.29 140534295.2
TOPPS TILES PLC TPT EO -36503224.29 140534295.2
TOPPS TILES PLC TPT6 EO -36503224.29 140534295.2
TOPPS TILES PLC TPT LN -36503224.29 140534295.2
TOPPS TILES PLC TPT PZ -36503224.29 140534295.2
TOPPS TILES PLC TPT9 EO -36503224.29 140534295.2
TOPPS TILES PLC TPT S1 -36503224.29 140534295.2
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TOPPS TILES PLC TPT4 EO -36503224.29 140534295.2
TOPPS TILES PLC TPTJF US -36503224.29 140534295.2
TOPPS TILES-NEW TPTN LN -36503224.29 140534295.2
TOTAL UK LTD 3897130Z LN -61225906.13 2907445594
TRAVELEX HOLDING 2917958Z LN -1345481723 2560468919
TRAVELODGE LTD 3471462Z LN -515411329.9 1254613472
TRINITY MIRROR P 1511258Z LN -138612680.8 1045091625
TUBE LINES FINAN 1241207Z LN -2914999.962 2408518672
TUI UK LTD 1653824Z LN -913811298.8 5088088830
TYCO HEALTHCARE 1066794Z LN -13601743.4 333686519
UNILEVER UK CENT 1273034Z LN -1509554086 6927634057
UNIQ PREPARED FO 1077122Z LN -96788934.94 206496365.3
UNITED BISCUITS 3193858Z LN -273729428.4 3257147468
UNIVERSAL LEASIN 2581586Z LN -28690420.23 155128729.2
UNIVERSAL PICTUR 1083202Z LN -42445816.82 120867289.2
UTC GROUP UGR LN -11904428.42 203548565
VINK HOLDINGS LT 4380233Z LN -13477348.26 132005020.2
VIRGIN HOTELS GR 4288389Z LN -30191249.31 109995632.6
VIRGIN MOB-ASSD VMOC LN -392165409.3 166070003.7
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VIRGIN MOBILE VMOB LN -392165409.3 166070003.7
VIRGIN MOBILE VGMHF US -392165409.3 166070003.7
VIRGIN MOBILE VMOB PO -392165409.3 166070003.7
VIRGIN MOBILE VMOB VX -392165409.3 166070003.7
VIRGIN MOBILE UEM GR -392165409.3 166070003.7
VIRGIN WINGS LTD 4500155Z LN -410616776.7 5155268566
VOLUTION GROUP L 4453393Z LN -44375617.45 212542790.8
VOYAGE GROUP LTD 4168725Z LN -89543682.76 572205624
WARNER ESTATE WRL GR -80276070.4 344291592.8
WARNER ESTATE WNER PZ -80276070.4 344291592.8
WARNER ESTATE WNEHF US -80276070.4 344291592.8
WARNER ESTATE WNER VX -80276070.4 344291592.8
WARNER ESTATE WNER EO -80276070.4 344291592.8
WARNER ESTATE WNER LN -80276070.4 344291592.8
WARNER ESTATE WNERGBP EO -80276070.4 344291592.8
WARNER ESTATE WNER PO -80276070.4 344291592.8
WARNER ESTATE WNER IX -80276070.4 344291592.8
WARNER ESTATE WNER EU -80276070.4 344291592.8
WATSON & PHILIP WTSN LN -120493900 252232072.9
WEAVER VALE HOUS 3953220Z LN -60271595.72 104022836.2
WESCOT TOPCO LTD 4007020Z LN -28467510.91 115035189
WEST HAM UNITED 1275834Z LN -60233495.23 174701255.1
WHELCO HOLDINGS 2741744Z LN -1295249.714 100781831
WHITE HART LANE 2004631Z LN -2707112.668 144247464.4
WIGHTLINK LTD 1385642Z LN -15131435.92 231775265.6
WILLIAM HILL-W/I 605547Q US -59180694.37 1343662688
WILLIAM HILL-W/I 101001Q LN -59180694.37 1343662688
WINCANTON PL-ADR WNCNY US -429205125.4 907823159.4
WINCANTON PLC WIN1 S1 -429205125.4 907823159.4
WINCANTON PLC WIN IX -429205125.4 907823159.4
WINCANTON PLC WIN12 EO -429205125.4 907823159.4
WINCANTON PLC WIN LN -429205125.4 907823159.4
WINCANTON PLC WIN10 EO -429205125.4 907823159.4
WINCANTON PLC WIN1EUR EO -429205125.4 907823159.4
WINCANTON PLC WIN1 TQ -429205125.4 907823159.4
WINCANTON PLC WIN1EUR EU -429205125.4 907823159.4
WINCANTON PLC WIN1 EU -429205125.4 907823159.4
WINCANTON PLC WIN1 EO -429205125.4 907823159.4
WINCANTON PLC WIN1USD EU -429205125.4 907823159.4
WINCANTON PLC WIN PO -429205125.4 907823159.4
WINCANTON PLC WIN9 EO -429205125.4 907823159.4
WINCANTON PLC WIN6 EO -429205125.4 907823159.4
WINCANTON PLC WIN13 EO -429205125.4 907823159.4
WINCANTON PLC WIN1GBP EO -429205125.4 907823159.4
WINCANTON PLC WIN1 QM -429205125.4 907823159.4
WINCANTON PLC WIN4 EO -429205125.4 907823159.4
WINCANTON PLC WIN5 EO -429205125.4 907823159.4
WINCANTON PLC WIN11 EO -429205125.4 907823159.4
WINCANTON PLC WIN7 EO -429205125.4 907823159.4
WINCANTON PLC WNCNF US -429205125.4 907823159.4
WINCANTON PLC WIN1 BQ -429205125.4 907823159.4
WINCANTON PLC WIN1 EB -429205125.4 907823159.4
WINCANTON PLC WIN VX -429205125.4 907823159.4
WINCANTON PLC WIN1 NQ -429205125.4 907823159.4
WINCANTON PLC WIN PZ -429205125.4 907823159.4
WINCANTON PLC WIN1USD EO -429205125.4 907823159.4
WINCANTON PLC WIN8 EO -429205125.4 907823159.4
WINDSOR TELEVISI 1475394Z LN -249144874.4 319668047.9
WINTERTHUR FINAN 1353474Z LN -5097471.01 146472274
XCHANGING UK LTD 1814130Z LN -33399235.51 334395990.3
XSTRATA SERVICES 1975918Z LN -96321998.22 192299104.1
YANG MING UK LTD 1756777Z LN -38774828.18 293310550.5
YARLINGTON HOUSI 4435313Z LN -18443811.91 276648958.8
YOUNG'S BLUECRES 1841386Z LN -45872663.66 308087238.8
ZURICH EMPLOYMEN 1292298Z LN -122911831.6 159138559.6
*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
A list of Meetings, Conferences and Seminars appears in each
Thursday's edition of the TCR. Submissions about insolvency-
related conferences are encouraged. Send announcements to
conferences@bankrupt.com
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., 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 2013. 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$775 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 215-945-7000 or Nina Novak at
202-241-8200.
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