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 Share % by Volume
1 Citi 10.72
2 Bank of America Merrill Lynch (BAML) 10.66
3 Credit Suisse 6.45
4 Lloyds Bank 6.42
5 JP Morgan 6.35

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
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1 SG Corporate & Investment Banking 1,260.06 2 126,006,164,037.19%
2 Rabobank 1,081.86 1 108,185,922,974.77%
3 Wells Fargo Securities 430.57 1 43,057,020,785.00%
4 SK Securities 192.86 1 19,286,162,593.99%
4 Meritz Financial Group Inc 192.86 1 19,286,162,593.99%