FNMA 5s over 10-year agencies; Dwarf 4.5s over 5-year agencies; Dwarf 4.5s over FNMA 5.5s; FNMA 6s over Dwarf 5.5s; Dwarf 6s over Dwarf 5.5s; Gold/FNMA 5.5 swap.
Trade Matrix: JP Morgan — MBS
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