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Euribor goes below zero

Last week, three-month Euribor entered negative territory for the first time. As one-month Euribor w...

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  • 1 Euribor goes below zero

    Last week, three-month Euribor entered negative territory for the first time. As one-month Euribor was already negative, more...

  • 2 SLABS EOD likelihood gauged

    Approximately US$7bn FFELP student loan ABS bonds tracked by JPMorgan ABS strategists have a legal final maturity date that i...

  • 3 SCI Start the Week - 27 April

    A look at the major activity in structured finance over the past seven days
    Pipeline A modest number of deals remained in the pipeline at the end of last week. The new entrant...

  • 4 Shifting investor base drives supply

    Post-crisis record highs were set in both the US CLO secondary and primary markets in March. US$15bn of new issuance priced d...


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SCI Database Tools

PriceABS Market Colour Last updated: 24 April 2015

Daily prices from US and European secondary market trades:

  • ACCSS 2004-A B1 / 10,000,000 / TALK / ABS
  • ACCSS 2004-A B1 / 10,000,000 / TALK / ABS
  • AHM 2006-2 3A2 / 13,350,000 / CVR / RMBS
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ABS/CDO Database Last updated: 24 April 2015

Deals added last week Include:

  • FirstKey Lending 2015-SFR1 / RMBS
  • B2R Mortgage Trust 2015-1 / RMBS
  • WFCM 2015-NXS1 / CMBS

Deal Pipeline Last updated: 27 April 2015

Recent additions include:

  • Delamare Cards MTN Issuer Series 2015-1 / ABS
  • TBA / $150m / ABS
  • Jamaica Merchant Voucher Receivables Series 2015-1 / $250m / ABS
  • Master Credit Card Trust II Series 2015-1C$766m / ABS

CMBS Loan Events Last updated: 24 April 2015

Details of events since March 2011 impacting loans securitised in CMBS:

  • JPMCC 2003-ML1 / High Ridge Center
  • JPMCC 2006-CB16 / Gainesville Towne Center
  • BACM 2007-5 / Cypress I
  • THEAT 2007-1 & THEAT 2007-2

CDO Manager Transfer Database Last updated: 13 April 2015

Discover where a manager of a CDO has changed, the deal name and original manager:


Top five CDS wideners and tighteners each day.


Full name Rank code

Change (bp)


Top 5 tighteners day-on-day
AK Steel Corporation SEN -11.02 901.14
Development Bank of Kazakhstan SEN -9.50 342.00
Hellenic Telecommunications Organisation SEN -17.55 606.14
Nine West Holdings Inc SEN -12.91 1148.66
Peabody Energy Corporation SEN -47.90 1369.04
Top 5 wideners day-on-day
Abengoa S.A. SEN 11.02 951.01
Assured Guaranty Municipal Corp. SEN 10.57 336.40
Cox Communications Inc. SEN 8.43 57.16
JSC Kazkommertsbank SEN 7.64 777.26
Transocean Inc. SEN 6.59 686.70

Source: Fitch Solutions

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Latest jobs

Job Swaps Last updated: 13 April 2015

First Name Last Name Company Moved To Type New Role
Kenneth Kencel Churchill Asset Management Asset Management President & CEO
Alison Higgs Pepper UK Asset Management Head of Commerical Loan Servicing
Christopher Trifilio HAS Capital Commercial Real Estate Managing Director, Investment Management
Julian Weldon CIFC Asset Management Head of Corporate Strategy
Sonny Abassi Lender Service Provider Lending Services Provider Chief Compliance Officer
Stephen Jones Premium Point Investments Asset Management Managing Director, Investments
Julie Caperton Wells Fargo Bank Head of Corporate Development
Vanessa Bradford RBS Bank Senior Sales Person, Asset-backed Product Sales
Colin Webb Commerzbank Bank Director, Financials Trading Team