The Creditflux league tables are the most reliable and closely watched measure of dealer and manager activity in the synthetic CDO and index tranche markets. Despite the private nature of these markets, we estimate that the league tables cover 75% of the bespoke synthetic CDO business and 80% of index tranche volumes.

We publish regular league tables and volume tables based on CDOs included in Creditflux Data+. There are a number of sources for the information, including rating agency press releases and other announcements. In addition, we ask counterparties and managers to submit details of recently traded deals at the end of each quarter. At the end of the year, the data for the four quarters is added to produce full year league and volume tables.

The basic methodology for the league tables is to add together the volume of tranched portfolio protection bought and sold by each counterparty, and then to apply a risk weighting to those totals. Volumes include unfunded trades (including those collateralised through a CSA) and funded trades issued in the form of a credit-linked note. See complete methodology.

If you would like to reproduce any of these tables please contact Tom Davidson.

2006 synthetic issuance

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Other league tables

2007 Q3

2006 synthetic arranger league tables

2006 Leading synthetic CDO counterparties by risk-weighted volume

$m %
1 JP Morgan 348,573 22
2 Calyon 228,441 15
3 BNP Paribas 218,990 14
4 Morgan Stanley 153,884 10
5 Merrill Lynch 143,438 9
6 Deutsche Bank 136,894 9
7 SG 102,123 7
8 Barclays 101,903 7
9 Bank of America 77,752 5
10 Citigroup 72,844 5
Other 183,510 12
Total* 1,554,404
*includes double counting adjustment

 

2006† Leading index tranche counterparties by delta volume
$m %
1 JP Morgan 1,409,984 28
2 Morgan Stanley 1,065,301 22
3 Citigroup 714,343 14
4 Lehman Brothers 617,930 12
5 Barclays 499,186 10
6 Deutsche Bank 497,825 10
7 SG 399,026 8
8 BNP Paribas 298,854 6
9 Bear Stearns 281,459 6
10 Calyon 208,314 4
Other 533,173 11
Total* 4,949,538

*includes double counting adjustment

†April-December only

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Synthetic manager league tables at 1 July 2007

Leading managers of corporate synthetic CDOs by risk-weighted tranche notional ($m)
1 Cheyne Capital 36,426
2 Ixis Asset Management 30,969
3 Axa Investment Managers 28,329
4 SGAM Alternative Investment 25,745
5 Deutsche AM 25,682
6 UBS Global Asset Management 23,296
7 Prudential M&G 21,074
8 Babson Capital 13,493
9 Solent Capital 12,714
10 Credit Agricole Asset Management 11,437
Source: Creditflux Data+

Leading managers of corporate synthetic CDOs by (unweighted) tranche notional ($m)
1 Axa Investment Managers 5,366
2 Barclays Global Investors 4,488
3 Ixis Asset Management 4,137
4 SGAM Alternative Investment 2,921
5 ACA Capital 2,914
6 Deutsche AM 2,741
7 Babson Capital 2,563
8 UBS Global Asset Management 2,325
9 Cheyne Capital 2,025
10 Prudential M&G 1,883
Source: Creditflux Data+

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