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RMBS

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  • Citadel Securities’ move to shutter its fixed-income sales and trading operations will put in play another band of market pros just as larger firms are laying off.
  • FIG
    Fears are growing that the return of RMBS in the autumn could be hampered by wide senior spreads. The iTraxx senior financials index touched all-time wides this week, and sat at 245bp on Thursday, although spreads in senior notes of core RMBS moved very little.
  • Rising delinquency rates on home loans in the second quarter could have negative impact on the collateral of residential mortgage-backed securities, according to Standard & Poor’s.
  • American Home Mortgage Servicing is in the market with a $250 million residential servicing advance deal from the Royal Bank of Scotland and Deutsche Bank.
  • Bjoern Bauermeister has rejoined BNP Paribas as an asset-backed and mortgage-backed securities trader in London a year after leaving the firm.
  • Citadel Securities is said to be completely shutting down its fixed-income sales and trading operations by the end of the week, market sources said.
  • Issuers of U.K. master trust residential mortgage-backed securities may find it tougher to place paper with U.S. investors—which have become an important part of the investor base recently—as result of the recent market volatility
  • Initial price talk on Springleaf Financial’s $432 million residential mortgage-backed securitization is 200 basis points over three-year swaps for the $292 million AAA tranche, according to three investors looking at the offering.
  • The issuers of the Stichting Holland Homes Oranje I and II Dutch 2006-vintage residential mortgage securitizations have pitched a restructuring of both deals’ class A notes after the seniors were earmarked for downgrade.