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 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 10.94%
2 Bank of America Merrill Lynch 86,347.40 249 9.04%
3 JPMorgan 80,990.39 237 8.47%
4 Wells Fargo Securities 77,934.65 225 8.15%
5 Credit Suisse 63,570.21 165 6.65%