WEEK ENDING 04/02 | |||
SPREAD TO INTERPOLATED TREASURY YIELD | |||
PRICES | 31 Mar | 30 Mar | 29 Mar |
GN30yr/6s | 115.0 | 120.0 | 122.0 |
FN30yr/6s | 142.0 | 147.0 | 149.0 |
PC30yr/6s | 158.0 | 163.0 | 165.0 |
GN30yr/6.5s | 124.0 | 124.0 | 124.0 |
FN30yr/6.5s | 160.0 | 159.0 | 159.0 |
PC30yr/6.5s | 168.0 | 168.0 | 168.0 |
GN30yr/7s | 170.0 | 168.0 | 172.0 |
FN30yr/7s | 200.0 | 198.0 | 201.0 |
PC30yr/7s | 184.0 | 182.0 | 186.0 |
GN15yr/5.5s | 133.0 | 135.0 | 136.0 |
FN15yr/5.5s | 161.0 | 163.0 | 164.0 |
PC15yr/5.5s | 169.0 | 170.0 | 172.0 |
GN15yr/6s | 22.0 | 19.0 | 24.0 |
FN15yr/6s | 63.0 | 61.0 | 65.0 |
PC15yr/6s | 90.0 | 88.0 | 92.0 |
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