MBS Current Coupon

Published 1 Min Read

<!–

–>

MBS CURRENT COUPON
WEEK ENDING 12/05
SPREAD TO INTERPOLATED TREASURY YIELD
PRICES 03 Dec 02 Dec 01 Dec
GN30yr/6s 174.0 176.0 177.0
FN30yr/6s 213.0 215.0 216.0
PC30yr/6s 221.0 222.0 223.0
GN30yr/6.5s 121.0 121.0 122.0
FN30yr/6.5s 176.0 176.0 176.0
PC30yr/6.5s 174.0 174.0 174.0
GN30yr/7s 137.0 138.0 137.0
FN30yr/7s 186.0 186.0 185.0
PC30yr/7s 199.0 200.0 199.0
GN15yr/5.5s 155.0 157.0 157.0
FN15yr/5.5s 179.0 181.0 181.0
PC15yr/5.5s 183.0 185.0 185.0
GN15yr/6s 49.0 47.0 46.0
FN15yr/6s 95.0 92.0 91.0
PC15yr/6s 126.0 124.0 122.0
       
Source: Mortgage Data

For reprint and licensing requests for this article, click here.


More From Asset Securitization Report

MBS: Bernanke Offers Some Calming Words

The MBS market’s performance has been somewhat more directional with interest rates since Federal Reserve Board Chairman Ben Bernanke's semiannual Humphrey-Hawkins testimony.

MBS Lags in Both Rallies and Selloffs

MBS mostly lagged in both rallies and sell-offs in the week ended Feb. 8 amid concerns about increased originator supply and convexity-related selling.

MBS: Spreads Widen Over Week on FOMC, DeMarco

MBS spreads had been tighter heading into Wednesday's FOMC statement; however, the news served to back-up rates with the 10-year note yield rising to 1.699 percent from 1.649 percent