Today’s New Deals 09/13/19

 

 

 

 

 

 

 

 

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FFCB 3.00 YR N/C 3 MO

CON

2.100%

100.00

2.100%

2.100%

2.100%

09/19/2019

09/19/2022

FFCB 3.00 YR N/C 1 YR

CON

2.000%

100.00

2.000%

2.000%

2.000%

09/23/2019

09/23/2022

FFCB 3.75 YR N/C 3 MO

CON

2.150%

100.00

2.150%

2.150%

2.150%

09/19/2019

06/19/2023

FHLMC 5.00 YR N/C 1 YR

QRT

2.100%

100.00

2.100%

2.100%

2.100%

09/23/2019

09/23/2024

Agency New Issues (as of 09/13/19)

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FFCB 2.00 YR N/C 3 MO

CON

1.990%

100.00

1.990%

1.990%

1.990%

09/16/2019

09/16/2021

FHLB 2.00 YR N/C 1 YR

CON

1.750%

100.00

1.750%

1.750%

1.750%

09/24/2019

09/24/2021

FAMCA 3.00 YR N/C 1 YR

QRT

1.850%

100.00

1.850%

1.850%

1.850%

09/16/2019

09/16/2022

FHLB 3.00 YR N/C 1 YR

CON

1.830%

100.00

1.830%

1.830%

1.830%

09/23/2019

09/23/2022

FHLMC 5.00 YR N/C 3 MO

QRT

2.250%

100.00

2.250%

2.250%

2.250%

09/16/2019

09/16/2024

FFCB 5.00 YR N/C 1 YR

CON

1.960%

99.675

2.029%

2.291%

2.029%

09/16/2019

09/16/2024

Agency Secondary Step Up (as of 09/13/19)

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FHLMC 4.00 YR N/C 3 MO

QRT

2.000%

100.00

2.320%

2.000%

2.000%

09/16/2019

09/12/2023

CPN = 2.00% TO 09/20; 2.05% TO 03/21; 2.10% TO 09/21; 2.25% TO 03/22; 2.50% TO 09/22; 2.75% TO 03/23; 3.00% TO 09/23

U.S. Treasury (as of 09/13/19)

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

U.S. TREASURY 1.50 YR

 

2 ¼

100-19 7/8

1.838%

---

1.838%

09/16/2019

03/31/2021

U.S. TREASURY 2.00 YR

 

1 1/8

98-23

1.768%

---

1.768%

09/16/2019

09/30/2021

U.S. TREASURY 2.50 YR

 

1 7/8

100-11 ¾

1.726%

---

1.726%

09/16/2019

03/31/2022

U.S. TREASURY 3.00 YR

 

1 ¾

100-3 ¾

1.710%

---

1.710%

09/16/2019

09/30/2022

U.S. TREASURY 3.50 YR

 

1 ½

99-09

1.710%

---

1.710%

09/16/2019

03/31/2023

U.S. TREASURY 4.00 YR

 

2 7/8

104-16 ¾

1.711%

---

1.711%

09/16/2019

09/30/2023

U.S. TREASURY 4.50 YR

 

2 1/8

101-25 ¾

1.710%

---

1.710%

09/16/2019

03/31/2024

U.S. TREASURY 5.00 YR

 

2 1/8

102-0 ¼

1.707%

---

1.707%

09/16/2019

09/30/2024

Agency Bullets (as of 09/13/19)

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FNMA 1.50 YR

 

2 ½

101.086

1.797%

---

1.797%

09/16/2019

04/13/2021

FNMA 2.00 YR

 

1 3/8

99.231

1.757%

---

1.757%

09/16/2019

10/07/2021

FNMA 2.50 YR

 

1 7/8

100.350

1.734%

---

1.734%

09/16/2019

04/05/2022

FNMA 3.00 YR

 

2

100.785

1.735%

---

1.735%

09/16/2019

10/05/2022

FHLMC 3.75 YR

 

2 ¾

103.791

1.704%

---

1.704%

09/16/2019

06/19/2023

FNMA 4.00YR

 

2 7/8

104.454

1.715%

---

1.715%

09/16/2019

09/12/2023

FNMA 4.50 YR

 

2 ½

103.365

1.700%

---

1.700%

09/16/2019

02/05/2024

FNMA 5.00 YR

 

2 5/8

104.324

1.714%

---

1.714%

09/16/2019

09/06/2024

Primary Financial Block CD Rates (as of 09/13/19)

Issue

Term

Rate

Size

Spread

SimpliCD

 

1 YR

1.81%

$1,000,000

- 03

 

 

 

SimpliCD

 

2 YR

1.85%

$1,000,000

+ 09

 

 

 

SimpliCD

 

3 YR

1.86%

$1,000,000

+ 15

 

 

 

SimpliCD

 

4 YR

1.75%

$1,000,000

+ 04

 

 

 

SimpliCD

 

5 YR

1.88%

$1,000,000

+ 18