US ABS - A Month In Review By Markit (October 2010)

Agency MBS pass-throughs rallied in October, with Fannie Mae 30-year TBA’s from 4.0 – 6.5’s higher 0.25 – 1.25 pts than levels at the end of September.

  • 02 Nov 2010

RMBS Market Commentary

Agency MBS
Agency MBS pass-throughs rallied in October, with Fannie Mae 30-year TBA’s from 4.0 – 6.5’s higher 0.25 – 1.25 pts than levels at the end of September. Higher coupons in particular saw stronger performance with 5.0 – 6.5’s increasing between 1.00 – 1.25 pts. Markit’s ...

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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) 1,284 2 30.09
2 Barclays 633 1 14.82
3 BNP Paribas 509 1 11.91
4 Citi 467 1 10.94
5 Morgan Stanley 455 1 10.66

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 9,235.10 31 12.19%
2 Barclays 7,853.42 22 10.36%
3 Bank of America Merrill Lynch 7,473.95 24 9.86%
4 JPMorgan 7,225.34 25 9.54%
5 Wells Fargo Securities 6,258.35 24 8.26%