|
Monday, May 14, 2012
| Indicative, not guaranteed; from Bear Stearns Cos./Street SoftwareTechnology Inc. | | |
Price
(Pts-32ds) |
Price
Change
(32ds) |
Avg
Life
(Years) |
Spread To
Avg Life
(Bps) |
Spread
Change
| PSA
(Prepay
Spread)
| Yield
to
Maturity*
|
| 30-YEAR |
| 105-24 | +03 | 2.5 | 123 | -8 | 669 | 1.56 |
| 106-19 | +02 | 2.4 | 127 | -5 | 583 | 1.59 |
| 107-26 | -01 | 2.2 | 99 | - | 593 | 1.28 |
| 106-01 | +04 | 2.6 | 112 | -8 | 667 | 1.45 |
| 107-02 | +01 | 2.4 | 106 | -4 | 585 | 1.37 |
| 108-15 | -01 | 2.2 | 69 | - | 594 | 0.98 |
| 108-17 | +03 | 3.8 | 105 | -2 | 462 | 1.57 |
| 109-14 | +01 | 3.3 | 103 | -2 | 513 | 1.46 |
| 110-18 | -03 | 3.5 | 129 | 3 | 387 | 1.75 |
| 15-YEAR |
| 105-24 | -03 | 2.3 | 109 | 4 | 632 | 1.39 |
| 106-12 | -01 | 2.4 | 83 | - | 624 | 1.14 |
| 108-07 | -01 | 3.0 | 74 | 1 | 340 | 1.10 |
*Extrapolated from benchmarks based on projections from Bear Stearns prepayment model, assuming interest rates remain unchanged.
**Government guaranteed.
|
Collaterized Mortgage Obligations
Spread of CMO yields above U.S. Treasury securities of comparable maturity,
in basis points (100 basis points=1 percentage point of interest)
| Maturity |
Spread |
Change From
Previous Day |
| SEQUENTIALS |
| 2-year | 185 | … |
|---|
| 7-year | 165 | … |
|---|
| 10-year | 150 | … |
|---|
| 20-year | 170 | … |
|---|
| PACS |
| 2-year | 150 | … |
|---|
| 5-year | 175 | … |
|---|
| 7-year | 175 | … |
|---|
| 10-year | 135 | … |
|---|
| 20-year | 150 | … |
|---|
|
