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RMBS

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  • FIG
    Lead managers JPMorgan, MPS Capital Services and Royal Bank of Scotland priced Monte dei Paschi di Siena’s Siena Mortgages 10-7 RMBS on Wednesday, in line with guidance — but well inside Italian sovereign spreads.
  • FIG
    Lead managers on Monte dei Paschi di Siena’s Siena Mortgages 10-7 RMBS have confirmed size and price details, as market volatility following rumours of an Irish bailout has stopped selected large accounts confirming orders until today (Monday).
  • FIG
    The leads on Banca Monte dei Paschi di Siena’s Siena Mortgage 10-7 RMBS have held off issuing final guidance and size terms so that investors have more time to do credit work.
  • FIG
    Santander’s Holmes master trust come back to market this week with a $3.8bn equivalent UK prime RMBS deal that enthused and puzzled investors in equal measure.
  • FIG
    Banca Monte di Paschi di Siena has launched the first post-crisis Italian RMBS deal, through its Siena Mortgages 10-7 vehicle. Moody’s has provisionally rated Eu598.5m of the A1 notes and Eu800.2m of the A2 notes as triple-A, but the size of the deal is still subject to discussion.
  • FIG
    Investors snapped up Achmea’s post-crisis return to RMBS on Thursday, as the Dutch Mortgage Portfolio Loan VIII securitisation shot from a Eu750m indicative size to Eu1.2bn.
  • FIG
    Santander has boosted the size of its Holmes 2010-1 UK RMBS securitisation, which is pricing today, from $2.8bn equivalent to $3.8bn equivalent.
  • FIG
    Leads Barclay Capital, Bank of America Merrill Lynch, JP Morgan and Santander have released official guidance on Santander’s Holmes 2010-1 securitisation.
  • FIG
    Santander has fixed the capital structure for the return of its Holmes master trust to the UK prime RMBS market, after finishing a roadshow on Friday.