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RMBS

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  • FIG
    Price whispers for Santander UK’s Fosse 2010-4, a master trust RMBS, are in the 135bp-140bp area over benchmarks, according to investors.
  • FIG
    Santander UK’s latest RMBS from its Fosse master trust, announced earlier in August, will have a minimum size of £500m.
  • FIG
    Rabobank and Société Générale will hold roadshows for the Eu909m Storm 2010-III next week. On offer are two triple-A rated tranches, a Eu198m two year average life tranche and a Eu657m five year tranche.
  • FIG
    Santander UK is preparing the fourth securitisation of the year from its Fosse UK mortgage master trust.
  • FIG
    Bondholders in a UK non-conforming RMBS have lost their court battle to force an event of default. In a ruling with implications for many other Lehman Brothers-sponsored deals, the High Court in London found last Friday that Eurosail 2007-3BL was not technically insolvent.
  • FIG
    A key ruling is due on Friday at the High Court in London, which will set an important precedent for the ABS market.
  • FIG
    Santander UK has found an additional £500m of interest for its private placement of Fosse 2010-3, a master trust RMBS announced at the end of June.
  • FIG
    Investec’s UK mortgage lending subsidiary Kensington Mortgage Co has confirmed that it aims to return to the RMBS market later this year. The planned securitisation, Kensington’s first public deal since March 2007 and the first under Investec’s ownership, will be backed by seasoned and newly originated prime and buy to let mortgages. The firm restarted new lending last November, offering products with a maximum loan to value ratio of 75% and without a non-conforming range. It hopes to come to market with a deal up to £250m.
  • FIG
    Dutch mortgage lender Aegon Levensverzekering has privately placed a Eu1.017bn RMBS, Saecure 7. JPMorgan CIO committed to buy Eu700m of the 4.31 year average life senior tranche at 135bp over Euribor. Aegon has retained the subordinated tranches, which contribute to total credit enhancement of 8.5%.