European Securitisation News

1 September 2009

ESF Securitisation Data Report Q2: 2009 - Signals of Improved Market Sentiment from Secondary Market Spreads

The ESF is pleased to announce the publication of the ESF Securitisation Data Report for Q2 2009. The attached report provides information on issuance, balances outstanding, rating changes, prices, spreads and indices for European and US ABS, as well as ABCP and global comparative data. The report also provides an overview of the current market environment and of the regulatory, legislative and policy initiatives enacted during the quarter. The report data are available for download in Excel format, accessible via the “Downloadable Data” button on the report's cover page.

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