U.S. ABS – A Mid-Month Review By Markit (Aug. 3-19)

The Markit structured finance indices and single-name credit default swaps of asset-backed securities maintained their levels off their recent rally into the month of August, although both the ABX.HE and CMBX have pulled back slightly since.

  • 19 Aug 2009
The Markit structured finance indices and single-name credit default swaps of asset-backed securities maintained their levels off their recent rally into the month of August, although both the ABX.HE and CMBX have pulled back slightly since. This is fairly consistent with the rally and levelling off in the ...

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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
  • Today
1 Citi 83,931.01 244 12.94%
2 Bank of America Merrill Lynch 71,587.85 220 11.03%
3 Wells Fargo Securities 64,351.96 203 9.92%
4 JPMorgan 46,391.25 147 7.15%
5 Credit Suisse 37,323.31 115 5.75%