Structured Finance Watchbox (week ending January 14, 2005)

  • 14 Jan 2005
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing next week
Granite Master Issuer PlcNorthern Rock
UK residential mortgages Lead managers: Barclays Capital, Citigroup, Merrill Lynch Roadshows end today (Friday). Launch next week
A1$800mAaa/AAA/AAA1.0Sep 063LO4bp area
A2Eu1bnAaa/AAA/AAA1.0Sep 063EO8bp area
A3$1.1bnAaa/AAA/AAA2.6Dec 073LO8bp area
A4$1.1bnAaa/AAA/AAA4.6Mar 103LO11bp area
A5Eu1.5bnAaa/AAA/AAA4.6Mar 103EO11bp area
A6£750mAaa/AAA/AAA7.25Mar 123LO13bp area
B1$60mAa3/AA/AA2.0Dec 063LO13bp-14bp
B2Eu78mAa3/AA/AA5.25Mar 103EOlow 20s
B3£55mAa3/AA/AA5.25Mar 103LOlow 20s
M1$65mA2/A/A2.0Dec 063LO23bp-25bp
M2Eu78mA2/A/A5.25Mar 103EOlow 30s
M3£55mA2/A/A5.25Mar ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 7,026 25 11.95
2 Citi 6,449 21 10.96
3 BNP Paribas 5,093 18 8.66
4 Barclays 4,040 11 6.87
5 Lloyds Bank 3,615 14 6.15

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 1,712.34 6 12.44%
2 SG Corporate & Investment Banking 1,292.64 1 9.39%
2 Rabobank 1,292.64 1 9.39%
4 Mizuho 1,215.54 3 8.83%
5 Wells Fargo Securities 1,012.71 4 7.36%