Structured Finance Watchbox (week ending October 1 2004)

  • 01 Oct 2004
ClassAmountRatings(M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Pricing next Week
Auburn Securities 4 plcCapital Home Loans
UK buy to let and owner occupied (25%) mortgages Lead managers: Barclays Capital, Citigroup, Merrill Launch next week
A1£270mAaa/AAA/AAA0.97Oct 2009LO10bp-12bp
A2£597.5Aaa/AAA/AAA4.19Oct 2009LO20bp area
M£15mAa2/AAA/AAA4.98Oct 2009LOhigh 20s
B£40mAa3/AA/AA4.98Oct 2009LO37.5bp area
C£40mA3/A/A4.98Oct 2009LO60bp area
D£25mBaa3/BBB/BBB4.98Oct 2009LO100bp area
E£12.5mBa2/BB/BB4.98Oct 2009LOlow 300s
Legal maturity October 2041
VCL No 7 LtdVolkswagen ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Citi 4,296 9 13.13
2 BNP Paribas 3,026 10 9.25
3 Bank of America Merrill Lynch (BAML) 2,411 8 7.37
4 Lloyds Bank 2,213 9 6.76
5 Credit Agricole 2,025 6 6.19

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 38,200.82 106 12.07%
2 Bank of America Merrill Lynch 30,932.47 87 9.77%
3 Wells Fargo Securities 26,900.77 74 8.50%
4 JPMorgan 23,547.25 70 7.44%
5 Credit Suisse 19,951.44 47 6.30%