TBA Analysis Enhancement | Weekly Release 6/5/20

With the current low rate environment, added FN30 2.0%, FHL30 2.5%, FHL 3.0%, GN30 2.5%, GN30 3.0%, FN15 2.0%, FHL15 2.0% and FHL15 2.5%

New coupons have been added for the FN15, FHL15, FN30, FHL30, and GN30 to allow traders to analyze these mortgage bonds at lower rates. These new low coupon levels for the securities have been added to the TBA Analysis, TBA floating window, and Market View – TBA sheets. The screenshot below shows which coupon rates have been added in the blue boxes.


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