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 Citi 3,237 10 19.12
2 Goldman Sachs 2,096 5 12.39
3 Morgan Stanley 1,965 5 11.61
4 BNP Paribas 1,686 6 9.96
5 Barclays 1,565 4 9.25

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 30,859.27 98 11.48%
2 JPMorgan 25,558.51 72 9.51%
3 Wells Fargo Securities 24,627.51 67 9.16%
4 Bank of America Merrill Lynch 23,023.30 73 8.56%
5 Barclays 16,546.45 55 6.16%