Structured Finance Watchbox

  • 13 Aug 2004
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Nereus (European Loan Conduit No 19) plcMorgan Stanley
Synthetic securitisation of five Italian commercial mortgages Lead managers: Morgan Stanley Launch today (Friday)
AEu238.1mAaa/-/AAA0.6Jan 2006EO23bp area
BEu37.1mAa2/-/AA3Jan 2008EO50bp
CEu20.4mA2/-/AA-3.5Jan 2008EO70bp
DEu28.6mBaa2/-/A3.5Jan 2008EO110bp
CEu18m-/-/BBB3.5Jan 2008EO300bp
Legal maturity July 2013.
St Maarten CDOBNP Paribas
CDOs and ABS Lead manager: BNP Paribas Launch expected 30 or ...

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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 14,443 29 18.07
2 Bank of America Merrill Lynch (BAML) 8,264 27 10.34
3 Lloyds Bank 7,329 24 9.17
4 Citi 6,748 19 8.44
5 JP Morgan 5,220 8 6.53

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 117,261.12 337 11.09%
2 Bank of America Merrill Lynch 94,721.79 272 8.96%
3 JPMorgan 92,612.23 269 8.76%
4 Wells Fargo Securities 82,597.19 239 7.81%
5 Credit Suisse 69,442.99 183 6.57%