Maturity Buckets Planned For Restructuring Events

As of late July, credit default swaps triggered by restructuring credit events in Europe and North America will be settled according to five buckets corresponding to the maturity of their underlying reference obligations.

  • 09 Jun 2009

--Katy Burne

As of late July, credit default swaps triggered by restructuring credit events in Europe and North America will be settled according to five buckets corresponding to the maturity of their underlying reference obligations. “It’s to reduce the number of auctions, to make life easier,” said François Popon, ...

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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
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1 Citi 344,473.92 1340 8.09%
2 JPMorgan 340,456.96 1464 8.00%
3 Bank of America Merrill Lynch 305,654.09 1051 7.18%
4 Barclays 256,667.84 965 6.03%
5 Goldman Sachs 227,104.06 767 5.34%

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1 BNP Paribas 46,845.71 193 6.55%
2 JPMorgan 45,135.56 102 6.32%
3 UniCredit 39,106.98 168 5.47%
4 Credit Agricole CIB 36,468.56 180 5.10%
5 SG Corporate & Investment Banking 35,682.25 138 4.99%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
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1 JPMorgan 14,088.48 62 8.97%
2 Goldman Sachs 13,469.15 66 8.58%
3 Citi 9,948.21 58 6.34%
4 Morgan Stanley 8,572.10 54 5.46%
5 UBS 8,391.04 36 5.34%