Market Report Articles
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Market Reports
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US CLO market ends 2010 with a bang
It has been an industrious and robust week in the US secondary CLO market, with last week's bid-list...
22 December 2010
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Market Reports
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Granite perks up Euro RMBS
It has been another quiet week in the European RMBS market, as most participants prepare for end-of-...
17 December 2010
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Market Reports
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End-of-year boost for Euro CLO underlying
As European CLO market participants begin preparing for year-end, managers report an above average p...
15 December 2010
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Market Reports
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'Messy' liquidation for Euro ABS
The main focus of the European secondary ABS market this week has been the controversial Euromax IV...
9 December 2010
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Market Reports
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US CLO market rushing 'through narrow gates'
A sudden rush of bid-list activity emerged in the US CLO market this week. However, despite the Plym...
7 December 2010
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Market Reports
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Euro ABS holds on
The European primary ABS market is holding on for increased new issuance - which traders h...
2 December 2010
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Market Reports
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Euro ABS still a waiting game
The current imbalance in the European secondary ABS market is beginning to take its toll. W...
30 November 2010
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Market Reports
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Hunt for absolute yield driving Euro CLOs
The recent flurry of activity in the European secondary CLO market has come to a brief standstill, w...
30 November 2010
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Market Reports
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Euro CLO market fights back
The European CLO market has made an aggressive come-back this week. With Ireland's sovereign crisis...
23 November 2010
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Market Reports
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A premature lull for Euro ABS
The European ABS market is creeping further into its end-of-year lull, prompted largely, traders say...
23 November 2010
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Market Reports
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Investor caution amid new US CLO issuance
The US secondary CLO market has seen a dip in activity this week as bid-lists prove to be the only s...
19 November 2010
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Market Reports
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Secondary Euro ABS lacks conviction
There has been a lull in the European secondary ABS market this week, as investor uncertainty contin...
17 November 2010
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Market Reports
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Mixed message for Euro RMBS
It has been a mixed week for European secondary RMBS. Although mezzanine paper continues to perform...
16 November 2010
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Market Reports
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US RMBS proving resilient
US secondary RMBS has proved resilient to the recent foreclosure scandal and is exhibiting robust pr...
16 November 2010
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Market Reports
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Mezz appeal emerges in Euro CLOs
A spike in secondary mezzanine and equity flows is driving interest in the European CLO market this...
11 November 2010
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Market Reports
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Euro RMBS market nerves hold
Primary issuance continues to be at the forefront of European ABS market activity, with another week...
9 November 2010
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Market Reports
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New issuance takes its toll on US secondary ABS
It has been business as usual in the US secondary ABS market over the past week, with levels holding...
8 November 2010
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Market Reports
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New issuance takes precedence in Euro ABS
The European ABS sector has had a busy week, with a growing volume of new issuance in the primary ma...
3 November 2010
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Market Reports
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Euro CDO market holds investor attention
It has been a strong and steady week for the European CDO secondary market, with investor demand in...
2 November 2010
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Market Reports
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Business as usual for US CMBS
It has primarily been business as usual in the US CMBS market this week, with deals pricing as expec...
1 November 2010
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Market Reports
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Euro ABS regains strength
With a strong start to the week, the European secondary ABS market has seen a high volume of activit...
28 October 2010
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Market Reports
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US CLOs continue to 'run with demand'
The US CLO market is a hive of activity this week as bid-list volumes and potential arbitrage opport...
28 October 2010
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Market Reports
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RMS negative coupons cause a stir
Traders in the European RMBS market have been focused on the primary market over the past few days,...
25 October 2010
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Market Reports
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Put-back potential boosts US RMBS
Highly priced assets, together with the current focus on the mortgage foreclosure scandal are drivin...
21 October 2010
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Market Reports
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Two-way traffic for Euro CLOs
With new issuance creating investor opportunity across both primary and secondary markets, the Europ...
19 October 2010
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Market Reports
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Forward-looking Euro ABS trades spark interest
With a steady and positive flow of activity, it has been an active week across all parts of the Euro...
15 October 2010
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Market Reports
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Bid-lists and arbitrage fuel CLO market activity
Investor opportunity and bid-list volumes in the US CLO market are creating a resurgence of interest...
13 October 2010
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Market Reports
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Japanese boost for Euro RMBS (updated)
The European primary RMBS market received a boost this week with the emergence of the first-ever Jap...
13 October 2010
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Market Reports
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Liquidation and supply to drive CLOs forward
The secondary US CLO market has been extremely active over the past week, with mezzanine paper attra...
29 September 2010
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Market Reports
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'Peripheral' Euro ABS attracts more interest
There has been a positive continuation of activity in the European ABS market over the past week, wi...
29 September 2010
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Market Reports
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Investor caution for US student loan deals
The US ABS market has seen a surge in issuance over the past week. However, student loan deals are c...
22 September 2010
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Market Reports
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On a roll
Robust US CLO secondary market sparks activity across CDO sectors
Last week saw enthusiastic secondary market trading across a range of US CDO sectors. The activity f...
28 July 2010
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Market Reports
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Positive tone
European RMBS market eases past stress tests and moves tighter
The European RMBS secondary market has seen seasonally-typical thin volumes over the past week or so...
28 July 2010
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Market Reports
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True sale
US RMBS market absorbs SIV bid lists
The central focus of the US RMBS market over last week was two bid lists from liquidating S...
21 July 2010
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Market Reports
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Firming up
US ABS markets seeing uptick in activity and tightening spreads
The US consumer ABS secondary market saw something of a revival last week post the 4 July holiday, e...
14 July 2010
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Market Reports
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Slight return
CLO BWIC trading up, but euro loans slowing
CLO BWIC activity has seen some increase over the past week or so on both sides of the Atlantic, mos...
7 July 2010
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Market Reports
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Pockets of activity
European ABS and MBS seeing some trading, but still relatively quiet
European ABS and MBS secondary markets are still seeing some pockets of activity, but overall remain...
7 July 2010
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Market Reports
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Still sidelined
Low volumes and wider ABS/MBS spreads causing some pain
Low trading levels and wide spreads continue to characterise the European ABS markets. Those involve...
30 June 2010
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Market Reports
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Summer slowdown
Outside of CMBS, ABS market volumes take seasonal drop
US ABS markets have shown a significant slowdown in the past few weeks as participants ease into the...
23 June 2010
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Market Reports
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Holding off
Thin secondary RMBS trading as new deal is delayed
Activity in the European RMBS secondary markets has been quiet over the past week owing in part to t...
23 June 2010
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Market Reports
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Against the tide
US CMBS spreads widen in face of improving fundamentals and tight new issue
US CMBS spreads have widened over recent weeks on the back of equity market volatility, despite the...
16 June 2010
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Market Reports
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Mixed messages
Secondary CLO market activity wanes, but new deal prices
Sovereign contagion continues to weigh heavily on the CLO market in both Europe and the US. Unsurpri...
9 June 2010
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Market Reports
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Weighed down
Secondary and primary markets hindered by broader concerns
US RMBS trading over the previous two weeks has remained quiet in the face of continued volatility i...
9 June 2010
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Market Reports
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Limited demand
European ABS market activity in the week to 1 June
Although European ABS had previously remained stable in the face of sovereign concerns, over the pas...
2 June 2010
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Market Reports
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Returning interest
European CMBS market activity in the week to 27 May
Although European CMBS markets have slowed due to eurozone contagion, the impact on pricing levels h...
2 June 2010
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Market Reports
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Wait-and-see attitude
European RMBS market activity in the weeks to 20 May
Since a dramatic market spike two weeks ago the European RMBS market has seen something of a recover...
26 May 2010
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Market Reports
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Decreased liquidity
US ABS market activity in the week to 24 May 2010
Despite the initial belief that the US ABS market might remain relatively immune to the current euro...
26 May 2010
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Market Reports
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Bouncing back
European CLO market activity in the week to 13 May
The European CLO market is showing positive signs of recovery this week, following its dramatic reac...
19 May 2010
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Market Reports
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Volatility persists
The US CMBS market in the week to 17 May 2010
The US CMBS market continued to feel the effects of sovereign events in Europe over the last week, w...
19 May 2010
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Market Reports
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Heads in the sand
European ABS market activity in the week to 6 May
The European ABS market over the past week has experienced a significant decrease in trading activit...
12 May 2010
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Market Reports
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Temporary pause
US CLO market activity in the week to 10 May
The US CLO market has proven not to be immune to the effects of sovereign contagion - spre...
12 May 2010
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Market Reports
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Positive sentiment
European MBS market activity in the week to 29 April
European MBS trading volume has remained thin over the past week off the back of further news from G...
5 May 2010
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Market Reports
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Upward ascent
US RMBS market activity in the weeks to 4 May
The US RMBS market has maintained its upward ascent over the past few weeks, showing little of the d...
5 May 2010
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Market Reports
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Holding tight
US ABS market activity in the week to 27 April
While spreads in the US ABS secondary market continue to tighten due to a lack of available bonds, i...
28 April 2010
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Market Reports
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Business as usual
European CLO market activity to 23 April
Trading levels and sentiment within the European secondary CLO market appear to have been unaffected...
28 April 2010
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Market Reports
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US CMBS rally accelerates
US CMBS market activity to 19 April
The secondary US CMBS market has experienced an escalating rally over the past few weeks with last w...
21 April 2010
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Market Reports
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Strong rally
European ABS market activity in the week to 15 April
Sentiment within the European ABS market is overwhelmingly positive. A strong rally dominated the to...
21 April 2010
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Market Reports
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Faring well
European MBS activity in the two weeks to 8 April
The weeks leading up to Easter showed a flurry of RMBS activity as investors sought to prepare for b...
14 April 2010
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Market Reports
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Buoyant and robust
US CLO market activity in the two weeks to 13 April
The secondary US CLO market has shown a marked improvement over the past few weeks, with both appeti...
14 April 2010
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Market Reports
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Forbearance to the fore
US RMBS market activity in the week to 24 March
US RMBS market sentiment last week was dominated by the announcement of Bank of America's principal...
31 March 2010
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Market Reports
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Increasing activity
European CLO market activity in the week to 30 March
The past week has seen much positive activity in the European CLO sector in terms of pricing levels...
31 March 2010
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Market Reports
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Tightening top end
US CMBS market activity in the week to 18 March 2010
Dramatic spread tightening this week on the US CMBS market's benchmark deal, GSMS 2007 - G...
24 March 2010
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Market Reports
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Positive signs
European ABS market activity in the week to 23 March
European ABS over the past week has begun to show positive signs of stabilisation and growth, with s...
24 March 2010
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Market Reports
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Post-TALF positivity
US ABS activity in the week to 12 March 2010
The expiration of the ABS TALF programme played a key part in US market activity last week, although...
17 March 2010
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Market Reports
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Primary lag
European CLO market activity in the week to 16 March 2010
While most structured finance markets have begun to regain ground after the sovereign-based market s...
17 March 2010
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News Analysis
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Old and new
European MBS market activity in the week ending 9 March
The European secondary MBS markets have remained quiet this week, but do appear to have begun moving...
10 March 2010
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News Analysis
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TALF choices
New issue concerns remain for US CMBS market
As the TALF programme reaches its conclusion for legacy CMBS, lack of new issuance within the US CMB...
10 March 2010
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News
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Paying up for quality
US CLO spreads generally held firm during the week ending 26 February in the face of continued volat...
3 March 2010
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News Analysis
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Primary focus
European ABS market activity in the week to 2 March
The European ABS market has remained quiet over the past week as investors continue to play a waitin...
3 March 2010
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News Analysis
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Upside opportunities
US HPA consensus emerging
Both ABX and subprime cash triple-As have been trading in a narrow 1-2 point range since mid-January...
24 February 2010
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News Analysis
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Slow but sure
European secondary CLO market activity in the week to 16 February
Although news surrounding the Greece bail-out continues to slow the European secondary CLO market, t...
17 February 2010
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News Analysis
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Volatility strikes
ABS mezz stays firm amid secondary widening
European mezzanine ABS spreads held up over the last week, amid a general widening led by concerns o...
17 February 2010
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News Analysis
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Hermes flies again
Dutch RMBS remarketed in softening secondary market
SNS Bank has remarketed and placed one tranche of its previously-retained Hermes XIV RMBS against th...
10 February 2010
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News Analysis
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Staying firm
US secondary market CLO activity to 9 February
As with its European counterpart (SCI passim), the secondary US CLO market continues to thrive in it...
10 February 2010
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