WEEK ENDING 10/17 | |||
SPREAD TO INTERPOLATED TREASURY YIELD | |||
Prices | 15 Oct | 14 Oct | 10 Oct |
GN30yr/6s | 256.0 | 251.0 | 237.0 |
FN30yr/6s | 276.0 | 272.0 | 258.0 |
PC30yr/6s | 297.0 | 291.0 | 277.0 |
GN30yr/6.5s | 193.0 | 200.0 | 188.0 |
FN30yr/6.5s | 235.0 | 243.0 | 232.0 |
PC30yr/6.5s | 230.0 | 237.0 | 225.0 |
GN30yr/7s | 191.0 | 206.0 | 199.0 |
FN30yr/7s | 224.0 | 239.0 | 233.0 |
PC30yr/7s | 237.0 | 252.0 | 245.0 |
GN15yr/5.5s | 209.0 | 212.0 | 205.0 |
FN15yr/5.5s | 231.0 | 235.0 | 227.0 |
PC15yr/5.5s | 241.0 | 244.0 | 236.0 |
GN15yr/6s | 117.0 | 125.0 | 117.0 |
FN15yr/6s | 150.0 | 159.0 | 151.0 |
PC15yr/6s | 190.0 | 199.0 | 191.0 |
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.
May 7 -
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