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Made to measure

Tranche investment patterns changing
The end of 2014 was also something of an end of an era for the credit derivatives markets, as the CD...

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  • 1 Made to measure

    Tranche investment patterns changing
    The end of 2014 was also something of an end of an era for the credit derivatives markets, as the CD...

  • 2 HSART EODs eyed

    BlueMountain Capital Management has notified the trustee of HLSS Servicer Advance Receivables Trust that three EODs have been...

  • 3 SCI Start the Week - 26 January

    A look at the major activity in structured finance over the past seven days
    Pipeline A number of the deals which joined the pipeline last week then went on to price before the...

  • 4 Euro ABS up and running

    The European ABS market has begun to pick up steam over the last week and will be further boosted by yesterday's highly antic...

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SCI Database Tools

PriceABS Market Colour Last updated: 26 January 2015

Daily prices from US and European secondary market trades:

  • ACASC 2014-1A A / 750,000 / CVR / CLO
  • ACIS 2014-4A ACOM / 3,050,000 / TALK / CLO
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ABS/CDO Database Last updated: 23 January 2015

Deals added last week Include:

  • Apidos CLO XX / CLO
  • Goal Structured Solutions Trust 2015-1 / Student loan FFELP ABS
  • Towd Point Mortgage Trust 2015-1 / RMBS
  • AmeriCredit Automobile Receivables Trust 2015-1 / Auto non-prime ABS
MORE...

Deal Pipeline Last updated: 26 January 2015

Recent additions include:

  • GE Dealer Floorplan Master Note Trust Series 2015-1 / ABS
  • GE Dealer Floorplan Master Note Trust Series 2015-2 / ABS
  • Nissan Master Owner Trust Receivables Series 2015-A / $500m / ABS
  • Golub Capital Partners CLO 22(B) / $404.75m / CLO
MORE...

CMBS Loan Events Last updated: 23 January 2015

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

  • CANWA II
  • DECO 2007-C4 / Borehamwood Investments
  • TITN 2007-1
  • ECLIP 2006-4 / Cannon Bridge
Search...

CDO Manager Transfer Database Last updated: 19 January 2015

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

Search...

Top five CDS wideners and tighteners each day.



26-Jan-15

Full name Rank code

Change (bp)

Price

Top 5 tighteners day-on-day
Advanced Micro Devices, Inc. SEN -25.89 664.38
MeadWestvaco Corporation SEN -22.10 57.13
Petroleo Brasileiro SA - PETROBRAS SEN -20.43 444.25
Portugal Telecom International Finance BV SEN -17.64 350.34
SuperValu, Inc. SEN -17.73 298.01
Top 5 wideners day-on-day
Bank VTB, JSC SEN 36.39 893.99
OAO Russian Railways SEN 57.66 767.23
OJSC GAZPROM SEN 48.91 721.28
OJSC Rosneft SEN 53.76 830.51
Vnesheconombank SEN 40.11 931.65


Source: Fitch Solutions

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Latest jobs

Job Swaps Last updated: 25 January 2015

First Name Last Name Company Moved To Type New Role
Patrick Quinn Cadwalader, Wickersham & Taft Law Firm Managing Partner
Chris Cox Cadwalader, Wickersham & Taft Law Firm Head, Corporate Markets Practice
Andrew Bustilli BMS Capital Advisory Advisory Principal
Dan Hatcher Permira Debt Managers Debt Management Investment Director
Henrik Holcke Spire Partners Investment Management Senior Credit Analyst
Steven Kennedy ISDA Trade Association Global Head of Public Policy
Nick Sawyer ISDA Trade Association Head of Strategy, Research & Communications
Bella Rozenberg ISDA Trade Association Head of Regulatory & Legal Practice
Mary Johannes ISDA Trade Association Head of Non-Cleared Margin Implementation