Structured Finance Watchbox (week ending March 24, 2005)

  • 24 Mar 2005
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing next week
Rotonda IICitigroup
Reference portfolio: 85% high-grade ABS, 15% CDOs Lead manager: Citigroup Pricing next week
AEu150m-/AAA/-520103EO45bp-50bp
BEu100m-/AAA/-520103EO60bp-70bp
CEu120m-/AA/-520103EO80bp-90bp
Legal maturity 2010
E-MAC NL 2005-1 BVGMAC RFC Nederland
Dutch residential mortgages Lead manager: Citigroup Roadshows finished. Launch next week
AEu476.2mAaa/AAA/AAA5.453EO12bp area
BEu10.5mAa3/A/A7.23EO25 area
CEu7.8mBa1/BBB/BBB+7.23EO50bp-53bp
DEu5.5m-/BBB-/BBB7.23EO80bp area
EEu2.5m-/-/-7.23EO
Legal maturity 2038
AYT Bonos Tesorería FTA10 Spanish banks
Senior ...

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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 13,295 25 18.56
2 Bank of America Merrill Lynch (BAML) 8,059 25 11.25
3 Lloyds Bank 6,979 21 9.74
4 Citi 6,256 16 8.73
5 JP Morgan 5,220 8 7.29

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 104,581.71 299 10.92%
2 Bank of America Merrill Lynch 86,347.40 249 9.02%
3 JPMorgan 80,990.39 237 8.46%
4 Wells Fargo Securities 77,934.65 225 8.14%
5 Credit Suisse 63,570.21 165 6.64%