 |
 |
Table 2
|
FHLMC
30
|
|||||
|
Burnout 1.0
|
Burnout 1.1
|
||||
|
Coupon
|
Price
|
OAS
|
Equiv. PSA
|
OAS
|
Equiv. PSA
|
|
5.0
|
99.47
|
42.22
|
276.88
|
40.74
|
281.04
|
|
5.5
|
102.00
|
37.27
|
403.77
|
34.65
|
419.50
|
|
6.0
|
103.88
|
23.68
|
703.83
|
17.35
|
782.46
|
|
6.5
|
104.56
|
41.62
|
728.97
|
26.61
|
841.26
|
|
7.0
|
105.47
|
65.98
|
721.72
|
38.50
|
862.96
|
|
7.5
|
106.72
|
100.06
|
614.93
|
58.37
|
763.46
|
|
8.0
|
107.88
|
125.46
|
563.08
|
71.12
|
714.64
|
Table 3
|
GNMA 30
|
|||||
|
Burnout 1.0
|
Burnout 1.1
|
||||
|
Coupon
|
Price
|
OAS
|
Equiv. PSA
|
OAS
|
Equiv. PSA
|
|
5.0
|
99.81
|
24.83
|
183.61
|
23.34
|
183.79
|
|
5.5
|
102.47
|
19.92
|
326.12
|
17.28
|
336.26
|
|
6.0
|
104.34
|
14.09
|
554.82
|
8.13
|
608.87
|
|
6.5
|
105.22
|
20.12
|
727.07
|
7.11
|
838.46
|
|
7.0
|
106.25
|
39.01
|
688.99
|
13.57
|
819.37
|
|
7.5
|
107.06
|
81.62
|
615.24
|
45.58
|
751.79
|
|
8.0
|
108.28
|
107.32
|
554.51
|
60.31
|
692.90
|
