Structured Finance Watchbox (week ending March 24, 2005)
|Class||Amount||Ratings (M/S&P/F)||Ave life (yrs)||Expected maturity||Basis||Expected spread|
|Pricing next week|
Reference portfolio: 85% high-grade ABS, 15% CDOs Lead manager: Citigroup Pricing next week
Legal maturity 2010
|E-MAC NL 2005-1 BV||GMAC RFC Nederland|
Dutch residential mortgages Lead manager: Citigroup Roadshows finished. Launch next week
Legal maturity 2038
|AYT Bonos Tesorería FTA||10 Spanish banks|
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||Total Volume $m
||No. of Deals
||Share % by Volume
Bookrunners of Global Structured Finance