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 BNP Paribas 10,542 20 18.00
2 Bank of America Merrill Lynch (BAML) 6,103 21 10.42
3 Citi 5,130 13 8.76
4 JP Morgan 4,681 6 7.99
5 Lloyds Bank 3,389 13 5.79

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 70,706.84 201 11.52%
2 Bank of America Merrill Lynch 60,472.76 166 9.85%
3 JPMorgan 48,700.42 139 7.94%
4 Wells Fargo Securities 48,082.68 138 7.83%
5 Credit Suisse 38,252.19 94 6.23%