Structured Finance Watch Box (week ending 2 September 2005)

  • 02 Sep 2005
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing Next Week
Driver Two GmbHVolkswagen Bank
German auto loans Joint bookrunners: BNP Paribas, WestLB Launch expected Tuesday
AEu917.5mAaa/-/AAA4.221 Aug 133EO10bp-11bp
BEu38.5mA1/-/A+4.121 Aug 133EO23bp-25bp
Legal maturity August 2014
Farringdon Mortgages No 2 PlcRooftop Mortgages
UK non-conforming mortgages Lead manager: Bear Stearns Launch imminent
A1a£80m-/AAA/AAA1.23LO12bp area
A2a£84m-/AAA/AAA3.53LO25bp-27bp
M2a£23.5m-/A/A4.73LO70bp area
B1a£7.4m-/BBB/BBB4.73LO100bp area
B2a£5.1m-/BB/BB4.73LO325bp-350bp
Legal maturity July 2047
Holland Mortgage ...

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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) 7,026 25 11.95
2 Citi 6,449 21 10.96
3 BNP Paribas 5,093 18 8.66
4 Barclays 4,040 11 6.87
5 Lloyds Bank 3,615 14 6.15

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 118,624.20 342 12.98%
2 Bank of America Merrill Lynch 99,769.11 286 10.92%
3 Wells Fargo Securities 86,271.10 256 9.44%
4 JPMorgan 67,323.36 205 7.37%
5 Credit Suisse 49,265.86 144 5.39%