About the Report

Done in partnership with AFME, the AFME monthly supplement highlights relevant credit spread changes for both the U.S. and European cash and synthetic securitisation markets.

For more information on AFME's efforts in the European structured finance sector, please visit AFME.

2012 Prior Monthly Data Supplements

• AFME Monthly Data Supplement, January 2012 (PDF)
• AFME Monthly Data Supplement, February 2012 (PDF)
• AFME Monthly Data Supplement, March 2012 (PDF)
• AFME Monthly Data Supplement, April 2012 (PDF)
• AFME Monthly Data Supplement, May 2012 (PDF)
• AFME Monthly Data Supplement, June 2012 (PDF)
• AFME Monthly Data Supplement, July 2012 (PDF)
• AFME Monthly Data Supplement, August 2012 (PDF)
• AFME Monthly Data Supplement, September 2012 (PDF)
• AFME Monthly Data Supplement, October 2012 (PDF)
• AFME Monthly Data Supplement, November 2012 (PDF)

Credits

AFME 

• Managing Director, Head of Capital Markets: Rick Watson
• Associate: Vincenzo Anghelone

SIFMA Research 

• Managing Director, Head of Research: Kyle Brandon
• Director: Sharon Sung