UPDATE:Fannie $7 Billion, 5-Year Benchmark Notes Sold At Treasurys +93 BPs
February 03 2009 - 2:54PM
Dow Jones News
Fannie Mae (FNM) sold a larger-than-expected $7 billion of its
five-year benchmark notes Tuesday morning.
This is the first of Fannie's two debt issuances for the
month.
The 2.75% coupon note sold at 93 basis points over comparable
Treasury notes, at a yield of 2.767%.
The deal generated strong investor demand, especially from
domestic buyers who purchased 65.6% of the deal. Asian investors
took nearly 20% of the share, and European buyers 10%.
These buyers demanded a higher risk premium than the existing
quote for Freddie Mac's (FRE) five-year note that was trading
around 79.5 basis points Tuesday morning.
This is Fannie's second deal for the year. In January, Fannie
raised $6 billion through a three-year note, and demand from U.S.
investors prompted the mortgage company to increase the size of the
initial offering.
These sales also are an indication of the changing profile of
buyers of these debt securities. While central banks continued to
buy, their purchases now make up about a third of a deal while fund
managers' stake has climbed up to a sizable 53%.
Market participants say investors who bought the securities
would want to see their risk premiums narrow soon.
"The global appetite for term GSE debt will remain sensitive to
the ability of the new, larger deals to trade consistently
tighter," said Jim Vogel, agency strategist with FTN Financial, in
a note to investors.
"The first FNM or FRE deal that fails to pull tight enough could
push sizes back to the $3 billion mark," he said.
The notes that were sold in January saw their premiums compress
within seven to 10 trading days.
-By Prabha Natarajan, Dow Jones Newswires; 201-938-5071;
prabha.natarajan@dowjones.com
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