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RMBS

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  • FIG
    Price whispers for Lloyds Banking Group’s Arkle 2010-2 RMBS issue put the 2.82 year yen tranche at 110bp over Libor and the 4.82 year yen tranche at 115bp over.
  • FIG
    Investec and Barclays Capital this week unveiled the first new UK non-conforming mortgage securitisation since the credit crisis, Residential Mortgage Securities 25. The £186m deal is backed by mortgages mostly originated in 2007 and 2008 by GMAC RFC, Mortgages Plc and Investec subsidiary Kensington Mortgage Co.
  • FIG
    Santander UK announced on Thursday a restructuring of its Holmes master trust ahead of widely expected public issuance.
  • FIG
    UK specialist buy-to-let lender Paragon is to resume new origination after it secured a £200m warehouse facility from Macquarie Bank, signalling a potential return for the non-bank lending sector.
  • FIG
    Royal Bank of Scotland this week took the European securitisation market into the next phase of its recovery, becoming the first UK RMBS issuer to place mezzanine notes since the start of the crisis.
  • FIG
    Market whispers suggest Royal Bank of Scotland’s £4.7bn RMBS, Arran Mortgage Funding Series 2010-1, will be offered at 140bp over in three years and 150bp in five years.
  • FIG
    The European securitisation market is about to be offered its biggest transaction since the credit crisis — a £4.7bn three currency issue from Royal Bank of Scotland that is as large as some of the jumbo deals of 2006 and 2007.
  • FIG
    ING, JPMorgan, Rabobank and RBS have priced Aegon Levensverzeking’s second RMBS in as many months.
  • FIG
    The books went subject on the ‘A1’ tranche of Aegon Levensverzekering’s Dutch RMBS Saecure 9 on Thursday morning with oversubscription of four times.