IFR Magazine - October 27, 2018

(Frankie) #1

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That deal was announced with a £430m
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mortgages securitised in a previous
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EMEA ABS


NEWDAY BACK WITH SECOND ABS OF 2018

5+ûCREDITûCARDûLENDERûNEWDAY priced its
SECONDû!"3ûOFûTHEûYEARûONû&RIDAYûAFTERNOON
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PRE
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the new deal were 5bp wider at 75bp over
ONE
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The June deal priced those tranches at
BP ûBPûANDûBP
Bank of America Merrill Lynch ûHSBC ûLloyds
and Santander were joint leads on the new
TRANSACTION

FIRSTRAND PRICES TURBO FINANCE 8

FIRSTRAND BANKSû#ARDIFF
BASEDû-OTO.OVOû
&INANCEûUNITûPRICEDû5+ûAUTOûLOANû!"3ûTURBO
FINANCE 8ûONû&RIDAY

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BNP Paribas ûCitigroup and FirstRand Bank
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and residual value associated with those
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JLM INTEREST IN FACT 2018-1

PORSCHE BANKûPRICEDû!USTRIANûAUTOûABS FACT 2018-1
ONû&RIDAY ûITSûlRSTûTERMûSECURITISATIONûSINCEû

GLOBAL STRUCTURED FINANCE IN EUROS
BOOKRUNNERS: 1/1/2018 TO DATE
Managing No of Total Share
bank or group issues €(m) (%)
1 SG 8 3,532.66 10.7
2 Credit Agricole 8 2,949.08 8.9
3 UniCredit 9 2,334.38 7.0
4 BNP Paribas 8 2,200.58 6.6
5 Commerzbank 4 1,842.32 5.6
6 Cooperatieve Rabobank  3 1,787.86 5.4
7 Natixis 4 1,751.05 5.3
8 Santander  6 1,658.65 5.0
9 BAML 5 1,481.75 4.5
10 Morgan Stanley 4 1,052.00 3.2
Total 54 33,163.17
Includes securitisations, credit-linked notes (Euro, foreign, global and
domestics) and excludes CDOs.
Source: Refinitiv SDC code: B16g

ALL EUROPEAN ISSUERS
BOOKRUNNERS: 1/1/2018 TO DATE


Managing No of Total Share
bank or group issues US$(m) (%)


1 Lloyds Bank 25 7,790.01 11.0
2 BAML 22 6,896.56 9.8
3 BNP Paribas 19 5,991.62 8.5
4 SG 10 4,538.12 6.4
5 Citigroup 16 4,147.76 5.9
6 Credit Agricole 8 3,596.36 5.1
7 Natixis 10 3,096.92 4.4
8 Barclays 11 2,819.13 4.0
9 UniCredit 9 2,786.61 4.0
10 Santander  9 2,431.78 3.4
Total 104 70,517.97
Includes securitisations, credit-linked notes (Euro, foreign, global and
domestics) and excludes CDOs.


Source: Refinitiv SDC code: B16n


SECURITISATIONS – ALL EUROPEAN RMBS
BOOKRUNNERS: 1/1/2018 TO DATE
Managing No of Total Share
bank or group issues €(m) (%)
1 BAML 19 4,687.08 15.5
2 Lloyds Bank 15 4,368.02 14.5
3 BNP Paribas 10 3,304.24 10.9
4 Citigroup 9 2,020.48 6.7
5 Cooperatieve Rabobank 3 1,787.86 5.9
6 Morgan Stanley 8 1,775.38 5.9
7 JP Morgan 6 1,764.02 5.8
8 Natixis 6 1,715.43 5.7
9 SG 2 1,506.46 5.0
10 Barclays 7 1,309.15 4.3
Total 49 30,221.15
Including Euro, foreign, global and domestics, excluding CDOs.

Source: Refinitiv SDC code: B10a

GLOBAL SECURITISATIONS IN STERLING
BOOKRUNNERS: 1/1/2018 TO DATE


Managing No of Total Share
bank or group issues £(m) (%)


1 Lloyds Bank 20 3,955.40 20.9
2 BAML 18 3,290.45 17.3
3 BNP Paribas 11 2,284.71 12.0
4 Citigroup 9 1,362.78 7.2
5 Barclays 8 1,080.99 5.7
6 MUFG 1 1,006.20 5.3
7 HSBC 6 904.47 4.8
8 Natixis 6 776.24 4.1
9 NatWest Markets 4 745.18 3.9
10 JP Morgan 4 663.58 3.5
Total 47 18,966.16
Including Euro, foreign, global and domestics, excluding CDOs.


Source: Refinitiv SDC code: B16i


US ASSET-BACKED SECURITIES
BOOKRUNNERS: 1/1/2018 TO DATE
Managing No of Total Share
bank or group issues US$(m) (%)
1 Citigroup 158 56,433.17 16.1
2 JP Morgan 105 26,478.77 7.5
3 BAML 88 25,147.77 7.2
4 Deutsche Bank 84 19,810.20 5.6
5 Barclays 80 19,337.38 5.5
6 RBC 61 17,084.53 4.9
7 Wells Fargo 81 17,066.88 4.9
8 Credit Suisse 54 11,162.40 3.2
9 Mizuho 43 11,138.68 3.2
10 MUFG 37 9,305.98 2.7
Total 632 350,751.86
Excludes MBS.

Source: Refinitiv SDC code: F14

GLOBAL CDOs
BOOKRUNNERS: 1/1/2018 TO DATE
Managing No of Total Share
bank or group issues US$(m) (%)
1 Citigroup 79 39,110.63 23.8
2 Morgan Stanley 13 6,911.91 4.2
3 BAML 15 6,640.40 4.0
4 BNP Paribas 16 5,770.77 3.5
5 Credit Suisse 12 5,538.70 3.4
6 Deutsche Bank 8 4,581.85 2.8
7 JP Morgan 12 3,842.00 2.3
8 Barclays 13 3,390.07 2.1
9 Goldman Sachs 9 3,373.19 2.1
10 Jefferies 7 3,043.65 1.9
Total 333 164,053.45
Including Euro, foreign, global, US domestics.

Source: Refinitiv SDC code: B12
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