US ABS – A Month In Review By Market (August 2010)

Agency MBS pass-throughs came under pressure in August after rallying over the past couple of months as lower overall mortgage rates hurt higher coupons. Lower coupon Fannie 30-year To-Be-Announced bonds, namely 4.0’s, 4.5’s rose by 0.50–1.00 pts, but 5.0–6.5’s were lower by anywhere from 0.38–1 pts. Prices for IOS.FN30 dropped across the board, falling by 1.25–3 pts across the various coupons/cohorts.

  • 03 Sep 2010
RMBS Market Commentary
Agency MBS

Agency MBS pass-throughs came under pressure in August after rallying over the past couple of months as lower overall mortgage rates hurt higher coupons. Lower coupon Fannie 30-year To-Be-Announced bonds, namely 4.0’s, 4.5’s rose by 0.50–1.00 pts, but 5.0–6.5’s were lower by anywhere ...

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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 %
  • Last updated
  • Today
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%