ABN Amro readies latest CPDO, Merrill Lynch is first to follow

  • 29 Sep 2006

ABN Amro is close to pricing a second series of notes from the new constant propoertion debt obligation structure it unveiled last month, called SURF.

The constant proportion debt obligation (CPDO) platform is a hybrid of CDO and credit constant proportion portfolio insurance (CPPI) technology (See EuroWeek 968).

Two tranches ...

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Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Citi 3,691 11 20.69
2 Morgan Stanley 2,420 6 13.57
3 Goldman Sachs 2,096 5 11.75
4 BNP Paribas 1,686 6 9.45
5 Barclays 1,565 4 8.77

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3 Wells Fargo Securities 37,344.94 107 8.27%
4 Bank of America Merrill Lynch 33,736.81 108 7.47%
5 Credit Suisse 28,660.69 86 6.35%