WEEK ENDING 05/21 | |||
SPREAD TO INTERPOLATED TREASURY YIELD | |||
PRICES | 17 May | 13 May | 12 May |
GN30yr/6s | 262.0 | 293.0 | 286.0 |
FN30yr/6s | 274.0 | 305.0 | 298.0 |
PC30yr/6s | 281.0 | 315.0 | 308.0 |
GN30yr/6.5s | 179.0 | 188.0 | 185.0 |
FN30yr/6.5s | 201.0 | 213.0 | 210.0 |
PC30yr/6.5s | 211.0 | 221.0 | 218.0 |
GN30yr/7s | 138.0 | 137.0 | 139.0 |
FN30yr/7s | 179.0 | 174.0 | 177.0 |
PC30yr/7s | 195.0 | 188.0 | 190.0 |
GN15yr/5.5s | 189.0 | 198.0 | 195.0 |
FN15yr/5.5s | 211.0 | 218.0 | 215.0 |
PC15yr/5.5s | 216.0 | 223.0 | 220.0 |
GN15yr/6s | 82.0 | 99.0 | 100.0 |
FN15yr/6s | 109.0 | 125.0 | 126.0 |
PC15yr/6s | 126.0 | 140.0 | 141.0 |
Source: Mortgage Data |
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Notes A, B and C benefit from credit enhancement amounting to 33.3%, 16.2% and 7.0%, and the deal's capital structure will repay investors on a combined pro-rata and sequential basis.
8h ago -
Originators increased program offerings for the fifth consecutive month, but overall credit availability remains tight, the Mortgage Bankers Association said.
May 7 -
The top five issuers in the pool represent 4.73% of the pool, which is noticeably more diversified compared with the 12.50% concentration, according to Fitch's stressed portfolio at initial expected matrix point.
May 7 -
Rep. Andy Barr, R-Ky., is introducing a bill to establish an Office of Supervisory Appeals at each of the banking regulators that would give banks more power over the appeals process.
May 7 -
Price growth is decelerating but still driving historic home equity gains for owners and widening the gap between the haves and have-nots in housing, ICE finds.
May 6 -
Under the capital structure the senior notes will be repaid on a pro rata basis. Otherwise, the notes in the structure will benefit from excess spread and a senior-subordinate structure.
May 6