DBRS Assigns BBB (high) (sf) Rating to Potential IRS Termination Payments Re: Jupiter High-Grade CDO V, Ltd.

DBRS has today assigned a rating of BBB (high) (sf) to the Interest Rate Swap Termination Payments including all the interest due (“Potential Termination Payment”) which may be owed to the interest rate swap counterparty (“Swap Counterparty”) under an Event of Default, where Jupiter High-Grade CDO V, Ltd. (“Jupiter V”) is the sole defaulting party due to a Failure to Pay or Deliver as defined in section 5(a)(i) of the ISDA Master Agreement (“Agreement”) executed on February 28, 2006 between Jupiter V and the Swap Counterparty.

The applicable public methodology is Rating US & European Structured Finance CDO Restructurings, which can be found on our website under Methodologies.

This rating is based on information provided by the Swap Counterparty.

Note:
All figures are in dollars unless otherwise noted.