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 BNP Paribas 14,443 29 18.07
2 Bank of America Merrill Lynch (BAML) 8,264 27 10.34
3 Lloyds Bank 7,329 24 9.17
4 Citi 6,748 19 8.44
5 JP Morgan 5,220 8 6.53

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 117,261.12 337 11.07%
2 Bank of America Merrill Lynch 94,721.79 272 8.94%
3 JPMorgan 92,612.23 269 8.74%
4 Wells Fargo Securities 82,597.19 239 7.80%
5 Credit Suisse 69,442.99 183 6.55%