Structured Finance Watchbox (week ending 26 January 2007)

  • 26 Jan 2007
ClassAmount/ currencyRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing next week
Bancaja 10 FTABancaja
Spanish residential mortgages Lead managers: Bancaja, Barclays Capital, Calyon, JP Morgan Guidance tightened. Launch Monday
A1Eu420mAaa/AAA/-0.763EOPreplaced
A2Eu1.537bnAaa/AAA/-4.733EO12bp area
A3Eu500mAaa/AAA/-13.243EOPreplaced
BEu65mA1/A/-9.763EO27bp-28bp
CEu52mBaa3/BBB/-9.763EO50bp-51bp
DEu26mBa3/BB/-9.763EO190bp-200bp
EEu31.5mCa/CCC-/-9.763EORetained
Legal maturity May 2050
Storm 2007-1Obvion
Dutch residential mortgages Lead managers: Rabobank, SG Launch and price next week
A1Eu200mAaa/AAA/AAA0.82Oct 133EO
A2Eu340mAaa/AAA/AAA2.89Oct 133EO
A3Eu1.38bnAaa/AAA/AAA6.53Oct 133EO
BEu40mAa1/AA/AA6.75Oct 133EO
CEu24mAa3/A/A+6.75Oct 133EO
DEu16mA2/BBB+/A-6.75Oct 133EO
EEu20mBaa3/-/BBB-1.83Oct 133EO
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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) 6,415 22 12.84
2 Citi 5,781 17 11.57
3 BNP Paribas 3,530 14 7.06
4 Credit Suisse 2,783 8 5.57
5 Rabobank 2,633 4 5.27

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 98,544.62 277 13.26%
2 Bank of America Merrill Lynch 90,698.73 264 12.20%
3 Wells Fargo Securities 70,282.48 216 9.45%
4 JPMorgan 51,967.93 167 6.99%
5 Credit Suisse 41,545.25 126 5.59%