Maturing CSOs To Stunt CDS Volumes

A sharp pickup in maturing collateralized synthetic obligations next year is expected to stunt credit default swaps volumes.

  • 22 Dec 2010

--Olivia Thetgyi

A sharp pickup in maturing collateralized synthetic obligations next year is expected to stunt credit default swaps volumes. Liquidity in CDS may also become concentrated around the most liquid names because of central clearing, while assets that are not able to be cleared become less liquid.

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 4,755 19 11.75
2 Citi 4,288 14 10.60
3 Rabobank 2,633 4 6.51
4 Goldman Sachs 2,615 4 6.46
5 Barclays 2,603 8 6.43

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 24 Jul 2017
1 Bank of America Merrill Lynch 57,945.74 181 12.35%
2 Citi 57,243.86 174 12.20%
3 Wells Fargo Securities 48,214.86 152 10.28%
4 JPMorgan 33,301.70 114 7.10%
5 Credit Suisse 25,010.27 80 5.33%