New Deals 08/04/20

 

 

 

 

 

 

 

 

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FAMCA 3.00 YR N/C 6 MO

QRT

0.375%

100.00

0.375%

0.375%

0.375%

08/17/2020

08/17/2023

New Issue Callable

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FFCB 3.00 YR N/C 1 YR

CON

0.320%

100.00

0.320%

0.320%

0.320%

08/10/2020

08/10/2023

FHLMC 3.25 YR N/C 9 MO

QRT

0.350%

100.00

0.350%

0.350%

0.350%

08/13/2020

11/13/2023

FHLMC 3.50 YR N/C 1 YR

QRT

0.375%

100.00

0.375%

0.375%

0.375%

08/12/2020

02/12/2024

FHLMC 4.00 YR N/C 1 YR

QRT

0.450%

100.00

0.450%

0.450%

0.450%

08/05/2020

08/05/2024

FHLMC 4.25 YR N/C 1 YR

QRT

0.500%

100.00

0.500%

0.500%

0.500%

08/27/2020

11/27/2024

FHLMC 4.50 YR N/C 6 MO

QRT

0.550%

100.00

0.550%

0.550%

0.550%

08/12/2020

02/12/2025

FNMA 5.00 YR N/C 2 YR

QRT

0.560%

100.00

0.560%

0.560%

0.560%

08/12/2020

08/12/2025

FHLMC 5.00 YR N/C1 YR

QRT

0.625%

100.00

0.625%

0.625%

0.625%

08/18/2020

08/18/2025

FHLMC 5.50 YR N/C 6 MO

QRT

0.700%

100.00

0.700%

0.700%

0.700%

08/12/2020

02/12/2016

FHLB 7.00 YR N/C 1 YR

CON

0.840%

100.00

0.840%

0.840%

0.840%

08/06/2020

08/06/2027

FHLMC 7.00 YR N/C 1 YR

QRT

0.750%

99.750

0.787%

1.002%

0.787%

08/12/2020

08/12/2027

FHLMC 8.00 YR N/C 1 YR

QRT

1.000%

100.00

1.000%

1.000%

1.000%

08/17/2020

08/17/2028

FHLMC 10.00 YR N/C  6 MO

QRT

1.250%

100.00

1.250%

1.250%

1.250%

08/19/2020

08/19/2030

FHLMC 10.00 YR N/C 1 YR

QRT

1.100%

99.750

1.127%

1.353%

1.127%

08/12/2020

08/12/2030

New Issue Step Up

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

 

 

 

 

 

 

 

 

 

U.S. Treasury

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

U.S. TREASURY 1.50 YR

 

1.125%

101.603

0.105%

---

0.105%

08/05/2020

02/28/2022

U.S. TREASURY 2.00 YR

 

1.500%

102.834

0.101%

---

0.101%

08/05/2020

08/15/2022

U.S. TREASURY 2.50 YR

 

1.375%

103.205

0.105%

---

0.105%

08/05/2020

02/15/2023

U.S. TREASURY 3.00 YR

 

1.375%

103.877

0.109%

---

0.109%

08/05/2020

08/31/2023

U.S. TREASURY 3.50 YR

 

2.125%

107.095

0.132%

---

0.132%

08/05/2020

02/29/2024

U.S. TREASURY 4.00 YR

 

1.250%

104.416

0.162%

---

0.162%

08/05/2020

08/31/2024

U.S. TREASURY 4.50 YR

 

1.125%

104.291

0.182%

---

0.182%

08/05/2020

02/28/2025

U.S. TREASURY 5.00 YR

 

2.000%

108.908

0.218%

---

0.218%

08/05/2020

08/15/2025

Agency Bullets

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FNMA 2.20 YR

 

2.000%

104.012

0.145%

---

0.145%

08/05/2020

10/05/2022

FHLB 2.50 YR

 

1.375%

103.070

0.160%

---

0.160%

08/05/2020

02/17/2023

FNMA 3.10 YR

 

2.875%

108.354

0.174%

---

0.174%

08/05/2020

09/12/2023

FHLB 3.50 YR

 

2.500%

107.979

0.224%

---

0.224%

08/05/2020

02/13/2024

FHLB 4.00 YR

 

1.500%

104.967

0.260%

---

0.260%

08/05/2020

08/15/2024

FHLMC 4.50 YR

 

1.500%

105.227

0.334%

---

0.334%

08/05/2020

02/12/2025

FHLMC 5.00 YR

 

0.375%

100.104

0.354%

---

0.354%

08/05/2020

07/21/2025

FNMA 5.70 YR

 

2.125%

109.571

0.429%

---

0.429%

08/05/2020

04/24/2026

FNMA 6.10 YR

 

1.875%

108.438

0.478%

---

0.478%

08/05/2020

09/24/2026