Structured Finance Commentary (February 2011)

Fannie Mae 30-year TBA prices have been mixed over the first two months of 2011, down by about 0.25 points for 3.5’s through 4.5’s, flat for 5.0’s, up slightly for 5.5’s and 6.0’s, and higher by about 0.50 points for 6.5’s.

  • 04 Mar 2011

US RMBS Market Commentary

Agency MBS
Fannie Mae 30-year TBA prices have been mixed over the first two months of 2011, down by about 0.25 points for 3.5’s through 4.5’s, flat for 5.0’s, up slightly for 5.5’s and 6.0’s, and higher by about 0.50 points for 6.5’s. Similar price movement ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 BNP Paribas 5,997 17 15.40
2 Citi 4,679 16 12.02
3 Lloyds Bank 3,158 6 8.11
4 Bank of America Merrill Lynch (BAML) 3,104 10 7.97
5 Morgan Stanley 3,066 8 7.88

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
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1 Citi 69,310.90 231 10.40%
2 JPMorgan 64,579.62 197 9.69%
3 Wells Fargo Securities 51,322.59 157 7.70%
4 Bank of America Merrill Lynch 50,413.91 166 7.56%
5 Credit Suisse 47,114.03 149 7.07%