Structured Finance Watchbox (week ending January 14, 2005)

  • 14 Jan 2005
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing next week
Granite Master Issuer PlcNorthern Rock
UK residential mortgages Lead managers: Barclays Capital, Citigroup, Merrill Lynch Roadshows end today (Friday). Launch next week
A1$800mAaa/AAA/AAA1.0Sep 063LO4bp area
A2Eu1bnAaa/AAA/AAA1.0Sep 063EO8bp area
A3$1.1bnAaa/AAA/AAA2.6Dec 073LO8bp area
A4$1.1bnAaa/AAA/AAA4.6Mar 103LO11bp area
A5Eu1.5bnAaa/AAA/AAA4.6Mar 103EO11bp area
A6£750mAaa/AAA/AAA7.25Mar 123LO13bp area
B1$60mAa3/AA/AA2.0Dec 063LO13bp-14bp
B2Eu78mAa3/AA/AA5.25Mar 103EOlow 20s
B3£55mAa3/AA/AA5.25Mar 103LOlow 20s
M1$65mA2/A/A2.0Dec 063LO23bp-25bp
M2Eu78mA2/A/A5.25Mar 103EOlow 30s
M3£55mA2/A/A5.25Mar ...

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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) 6,665 23 12.97
2 Citi 5,781 17 11.25
3 BNP Paribas 3,715 15 7.23
4 Barclays 2,853 9 5.55
5 Credit Suisse 2,783 8 5.42

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 99,250.27 279 13.11%
2 Bank of America Merrill Lynch 92,153.61 267 12.17%
3 Wells Fargo Securities 72,661.39 222 9.59%
4 JPMorgan 52,367.24 169 6.91%
5 Credit Suisse 41,885.89 127 5.53%