|
|
2yr
| 100-003 | 0.869 | -2.2 |
|
5yr
| 100-066 | 2.330 | -2.3 |
|
10yr
| 99-132 | 3.696 | -1.0 |
|
30yr
| 99-07+ | 4.673 | 0.0 |
|
|
FNMA 3 07/12/10
| 0.211 | -66.2 | +2.1 |
|
FHLMC 5.25 07/18/11
| 0.348 | -198.2 | -25.9 |
|
FHLMC 5.25 04/18/16
| 3.079 | -61.7 | -2.4 |
|
| 2yr | 1.089 | 22.0 | -1.0 |
| 5yr | 2.602 | 27.2 | -0.5 |
| 10yr | 3.733 | 3.7 | -1.0 |
| 30yr | 4.506 | -16.7 | -1.4 |
|
|
FVM9
| N/A | N/A | N/A |
|
TYM9
| N/A | N/A | N/A |
|
USM9
| N/A | N/A | N/A |
|
|
EUR
| 1.3601 | -0.0032 | +0.0001 |
|
GBP
| 1.4966 | -0.0107 | +0.0017 |
|
JPY
| 90.01 | -0.31 | +1.35 |
|
|
Card 3yr
| 70bp | -5bp | 70bp | 0bp |
|
Auto 2yr
| 92 | -13 | 115 | -20 |
|
|
FN 30yr 5
| 104-03+ | +0-07+ | +0-10+ |
|
FN 30yr 5.5
| 105-25 | +0-07+ | +0-05 |
|
FN 30yr 6
| 106-13 | +0-04+ | -0-02 |
|
|
5Y SS AAA
| 200 | |
|
10Y AM AAA
| 255 | |
|
10Y AJ AAA
| 450 | |
|
|
|
|
|
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Asset Backed Finance
#3 bookrunner of US asset-backed securities in 2006 with $71.8 billion of issuance and a 7.9% market share
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Real Estate Finance
Named "Bank of the Year" by Real Estate Finance & Investment (a publication of Institutional Investor)
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Credit Markets
Established a new credit markets business with capabilities in origination, structuring, sales and trading of corporate bonds and credit derivatives
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Corporate Banking
Global Banking & Markets in North America provides companies and financial institutions with a combination of readily available capital and relationship banking, allied to the ability to originate, structure and finance transactions across the U.S.
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US Treasuries
Ranked No. 1 in average rating by Orion Consultants for sales of government securities
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MBS/ABS
Ranked No. 1 in average rating by Orion Consultants for ABS sales performance
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US Agencies
Our agency debenture group continued to be a recognized leader in the market, lead-managing three benchmark transactions despite diminished volume across the GSE market generally.
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Foreign Exchange
Ranked No. 1 bank in FX in London with market leadership in the Spot, Forward and Currency Options markets
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Derivatives
Created a first-rate derivatives business by combining RBS Greenwich Capital and RBS New York Branch Derivatives Groups
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Money Markets
Provides a range of products to assist institutions with their liquidity and short-term funding requirements
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Futures
In conjunction with our parent company, RBS Greenwich Capital offers a full-service, institutional clearing and execution product for futures and options
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