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RMBS

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  • A recent ruling from the Spanish Supreme Court that certain floor clauses — designed to set a minimum interest rate for the borrower — are legally unenforceable could lead to slightly reduced excess spread in some Spanish RMBS, according to rating agencies Fitch and Standard & Poors.
  • Bankia exceeded the EUR500 million ($600.57 million) purchase volume for its repeat tender of Bancaja and Caja Madrid residential mortgage-backed securities, meeting market expectations of solid participation.
  • Dutch bank Achmea Hypoteekbank chose to privately place its latest Dutch Mortgage Portfolio Loans (DMPL) residential mortgage-backed securities deal, selling EUR781 million (1.03 billion) of five-year notes through sole lead Deutsche Bank.
  • Fannie Mae is planning to sell nearly $2 billion in non-agency residential mortgage-backed securities issued between 2002 and 2007.
  • Dutch bank Achmea Hypoteekbank chose to privately place its latest Dutch Mortgage Portfolio Loans (DMPL) RMBS, selling €781m of five year notes through sole lead Deutsche Bank.
  • Bank of Queensland is gearing up for its first Australian residential mortgage securitization of the year.
  • Securitization pros were expecting a strong take-up on Spanish lender Bankia’s buyback offer for EUR500 million ($654.17 million) worth of bonds from 17 senior Spanish residential mortgage securitization tranches as the offer expired late on Wednesday.
  • Secondary trading in residential mortgage-backed securities has enjoyed an improved tone this week with more buyer interest in paper, though traders said this was against a backdrop of low flow volumes.
  • ING Bank has privately placed Orange Lion 2013-10, a securitization of prime Dutch residential home loans which featured a long weighted average life that aimed to shift €2bn of mortgages from its balance sheet.