[ - TBA 1-YEAR CMT ] | ||||||||||
CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
G | 4.50 | 98.27 | +01 | 2.22 | 3.6 | 4.1 | 1.20 | 102.0 | UNC | 20.0 |
N | 5.00 | 100.18 | +01 | 1.74 | 3.5 | 3.9 | 1.20 | 54.0 | UNC | 21.0 |
M | 5.50 | 101.07 | +01 | 1.52 | 3.5 | 3.7 | 1.20 | 32.0 | UNC | 22.0 |
A | 6.00 | 100.27 | +01 | 1.59 | 2.6 | 3.5 | 1.20 | 39.0 | UNC | 23.0 |
[FNMA TBA COFI] | ||||||||||
F | ||||||||||
N | 3.46 | 102.28 | +01 | 2.78 | 4.8 | 4.7 | 2.21 | 57.0 | UNC | 18.0 |
Source: Mortgage Data |
-
Spreads ranging from 16-18 basis points over the three-month, interpolated yield curve on the P1 (Moody's) and F1+ (Fitch) notes, to 160 to 170 over the benchmark on the class D notes.
1h ago -
Broken down by product type, the agency's NJCLASS Standard Fixed product should account for a large majority of the loans, 75.4%. NJCLASS Consolidation will account for the next-largest group, 14.1%.
April 24 -
The notes will price against Treasurys, with spreads expected to fall between 85 and 90 basis points over the benchmark.
April 24 -
The JPMorgan Chase CEO took aim Tuesday at the proposed Basel III endgame rules, hindrances to mergers and bureaucratic burdens. "I would love to have a more productive relationship with regulators, but I think it takes conversation," Dimon said.
April 24 -
Bluegreen Vacation originated the loans and Fitch expressed confidence in its record of good performance as servicer.
April 23 -
Many legal experts think the Supreme Court will rule in favor of the Consumer Financial Protection Bureau in a case challenging its funding. Such a ruling would unleash a flurry of litigation that has been on hold pending the outcome of the constitutional challenge.
April 23