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 12,508 23 18.18
2 Bank of America Merrill Lynch (BAML) 8,059 25 11.72
3 Lloyds Bank 5,761 18 8.38
4 Citi 5,606 15 8.15
5 JP Morgan 5,007 7 7.28

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 94,444.52 266 11.16%
2 Bank of America Merrill Lynch 79,057.17 220 9.35%
3 Wells Fargo Securities 69,655.75 196 8.23%
4 JPMorgan 69,110.65 196 8.17%
5 Credit Suisse 56,930.26 144 6.73%