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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory

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From: russwinter12/1/2005 1:04:17 PM
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Agency spreads and yields end of June:

FNMA 3.875 05/15/07 3.796 (16.1)
FHLMC 4.125 07/12/10 4.055 (30.8)
FNMA 5 04/15/15 4.307 (34.1)

Agency spreads and yields today:

FHLMC 4.375 11/16/07 4.719 (27.3)
FHLMC 4.125 10/18/10 4.852 (39.2)
FHLMC 4.375 07/17/15 4.967 (43.3)
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