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RMBS

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  • FIG
    Market participants expect a liquid UK prime RMBS to come to market soon after Royal Bank of Scotland said it will call all classes of its Arran 2006-1 deal on the first call date in April.
  • FIG
    Rabobank has placed Eu1.5bn of Obvion’s Storm RMBS with a third party investor, following a Eu2bn private placement from the same series last year.
  • FIG
    Securitisation structures are becoming simpler while covered bonds are becoming more complex, said the European Central Bank in a report published on Tuesday which drew attention to recent issuance developments.
  • FIG
    Italian financial services group Unipol is looking for buyers to take parts of Grecale ABS 2008 off its balance sheet, according to several ABS fund managers. The bank issued and retained the deal in 2008, but now aims to sell at least part of it into the market, following a restructuring of the transaction.
  • FIG
    Granite BBB notes touched a cash price of 64 this week, with at least two dealers only showing bids. This marks a new high in a rally that saw Granite BBBs at 37 this time last year, and highlights the extent of spread compression in riskier assets. UK NC bonds, for example, have come in around 900bp on the year.
  • FIG
    Lead managers ABN Amro, JPMorgan, Rabobank and Royal Bank of Scotland sold the five year senior notes of ABN Amro’s Dolphin 2011-1 on Thursday, pricing the Eu500m piece deal at 140bp over three month Euribor, the wide end of the 135bp-140bp price talk released on Tuesday. The deal was 1.3 times covered, and like Holmes (see separate story) real money investors dominated.
  • FIG
    Santander sold the first UK RMBS of the year on Wednesday, issuing a £2bn equivalent deal from its Holmes programme that was well received by investors.
  • FIG
    Lead managers ABN Amro, JP Morgan, Rabobank and Royal Bank of Scotland will offer the five year senior notes of ABN Amro’s Dolphin 2011-1 at 140bp over three month Euribor, the wide end of the 135bp-140bp price talk released on Tuesday.
  • FIG
    Holmes 2011-1, the UK’s first RMBS this year, should be at least £2bn equivalent in total, thanks in part to a Eu650m preplaced three year euro tranche, which sponsor Santander has added since Tuesday’s investor update.