STRUCTURED FINANCE WATCHBOX

  • 01 Apr 2005
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Marketing
CastoroUnipol Banca
Italian residential mortgages Lead manager: ABN Amro Marketing
AEu622.5mAaa/-/AAA6.4
BEu26mA3/-/A15.5
CEu6.5mUnrated, retained
Jump SrlLinea
Italian consumer loans Lead manager: Calyon Marketing
A$526.8mAaa/AAA/-5.2
B$40.1mA2/A/-7.7
Caribou 2005 FTDRoyal Bank of Canada
Reference portfolio: ABS and first-to-default baskets Marketing. Pricing between 18-25 April.
$45m-/AAA/-72012LO+40-50bp
$60m-/AA/-72012LO+125-150bp
$82m-/BBB/-72012LO+250-300bp
Legal Maturity 2012
Cypress FTDRoyal Bank of Canada
Reference portfolio: 20 first-to-default baskets Marketing. ...

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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 15,256 32 17.31
2 Bank of America Merrill Lynch (BAML) 9,637 29 10.93
3 Citi 8,264 22 9.37
4 Lloyds Bank 7,329 24 8.31
5 JP Morgan 6,580 10 7.46

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 129,591.43 378 11.20%
2 Bank of America Merrill Lynch 103,557.15 301 8.95%
3 JPMorgan 101,741.96 296 8.79%
4 Wells Fargo Securities 91,373.90 263 7.90%
5 Credit Suisse 76,186.18 204 6.58%