Securitisation News 

18 August 2009

August Monthly Data Supplement Released

The ESF has published the ESF Securitisation Monthly Data Supplement for August 2009. This report contains monthly updates as of 31 July 2009 of selected graphs contained in the quarterly ESF Securitisation Data Report. These graphs include spreads and prices of European and US CMBS, RMBS and ABS as well as indices data. As of August 2009, the ESF Monthly Supplement, as well as future Quarterly Reports, will use Markit’s Total Return for certain sectors.

Download it here.

We are grateful for the continued support of member firms. For any questions regarding the report and the supplement, please do not hesitate to contact Anna Zennaro at azennaro@sifma.org.