WEEK ENDING 10/31 | |||
SPREAD TO INTERPOLATED TREASURY YIELD | |||
Prices | 30 Oct | 29 Oct | 28 Oct |
GN30yr/6s | 223.0 | 234.0 | 243.0 |
FN30yr/6s | 257.0 | 263.0 | 253.0 |
PC30yr/6s | 272.0 | 279.0 | 267.0 |
GN30yr/6.5s | 190.0 | 201.0 | 201.0 |
FN30yr/6.5s | 236.0 | 245.0 | 245.0 |
PC30yr/6.5s | 237.0 | 241.0 | 241.0 |
GN30yr/7s | 204.0 | 214.0 | 212.0 |
FN30yr/7s | 240.0 | 250.0 | 249.0 |
PC30yr/7s | 255.0 | 263.0 | 262.0 |
GN15yr/5.5s | 195.0 | 202.0 | 198.0 |
FN15yr/5.5s | 219.0 | 225.0 | 221.0 |
PC15yr/5.5s | 223.0 | 234.0 | 230.0 |
GN15yr/6s | 117.0 | 127.0 | 109.0 |
FN15yr/6s | 161.0 | 171.0 | 154.0 |
PC15yr/6s | 193.0 | 211.0 | 195.0 |
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