WEEK ENDING 01/30 | |||
SPREAD TO INTERPOLATED TREASURY YIELD | |||
PRICES | 28 Jan | 27 Jan | 26 Jan |
GN30yr/6s | 124.0 | 125.0 | 132.0 |
FN30yr/6s | 162.0 | 163.0 | 169.0 |
PC30yr/6s | 167.0 | 168.0 | 175.0 |
GN30yr/6.5s | 103.0 | 113.0 | 115.0 |
FN30yr/6.5s | 159.0 | 170.0 | 171.0 |
PC30yr/6.5s | 156.0 | 167.0 | 168.0 |
GN30yr/7s | 137.0 | 150.0 | 147.0 |
FN30yr/7s | 187.0 | 201.0 | 198.0 |
PC30yr/7s | 200.0 | 214.0 | 211.0 |
GN15yr/5.5s | 141.0 | 148.0 | 150.0 |
FN15yr/5.5s | 165.0 | 172.0 | 174.0 |
PC15yr/5.5s | 169.0 | 176.0 | 177.0 |
GN15yr/6s | 17.0 | 29.0 | 34.0 |
FN15yr/6s | 64.0 | 76.0 | 80.0 |
PC15yr/6s | 98.0 | 110.0 | 114.0 |
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