New Announcements 01/23/20

 

 

 

 

 

 

 

 

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FHLMC 3.00 YR N/C 6 MO

QRT

1.650%

100.00

1.650%

1.650%

1.650%

01/30/2020

01/30/2023

FHLMC 4.00 YR N/C 6 MO

QRT

1.750%

100.00

1.750%

1.750%

1.750%

01/29/2020

01/29/2024

FHLMC 5.00 YR N/C 1 YR

QRT

1.875%

100.00

1.875%

1.875%

1.875%

01/29/2020

01/29/2025

New Issue Callable (as of 01/23/20)

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FFCB 3.00 YR N/C 2 YR

CON

1.640%

100.00

1.640%

1.640%

1.640%

01/24/2020

01/24/2023

FFCB 3.00 YR N/C 1 YR

CON

1.690%

100.00

1.690%

1.690%

1.690%

01/27/2020

01/27/2023

FHLB 4.00 YR N/C 2 YR

CON

1.700%

100.00

1.700%

1.700%

1.700%

01/24/2020

01/24/2024

FHLB 4.75 YR N/C 1 YR

CON

1.875%

100.00

1.875%

1.875%

1.875%

01/28/2020

10/28/2024

FHLMC 5.00 YR N/C 6 MO

QRT

1.800%

99.85

1.832%

2.103%

1.832%

01/29/2020

01/29/2025

FFCB 6.00 YR N/C 1 YR

CON

2.020%

100.00

2.020%

2.020%

2.020%

01/28/2020

01/28/2020

FFCB 6.00 YR N/C 2 YR

CON

1.980%

100.00

1.980%

1.980%

1.980%

01/27/2020

01/27/2026

FFCB 6.50 YR N/C 3 MO

CON

2.180%

100.00

2.180%

2.180%

2.180%

01/28/2020

07/28/2026

Secondary Step (as of 01/23/20)

Issue/Structure

Call

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FHLMC 5.00 YR N/C 6 MO

QRT

1.650%

9.950

2.330%

1.755%

1.702%

01/24/2020

01/15/2025

CPN = 1.65% TO 01/21; 1.75% TO 01/22; 1.85% TO 07/22; 2.00% TO 01/23; 2.25% TO 07/23; 2.50% TO 01/24; 2.50% TO 01/24; 3.00% TO 07/24; 5.00% T0 01/25

U.S. Treasury (as of 01/23/20)

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

U.S. TREASURY 1.50 YR

 

1 1/8

99-12 1/8

1.540%

---

1.540%

01/24/2020

07/31/2021

U.S. TREASURY 2.00 YR

 

2

101-29

1.513%

---

1.513%

01/24/2020

01/15/2022

U.S. TREASURY 2.50 YR

 

1

100-20

1.492%

---

1.492%

01/24/2020

07/15/2022

U.S. TREASURY 3.00 YR

 

1

100-23

1.498%

---

1.498%

01/24/2020

01/31/2023

U.S. TREASURY 3.50 YR

 

1

99-04

1.506%

---

1.506%

01/24/2020

07/31/2023

U.S. TREASURY 4.00 YR

 

2

102-26

1.524%

---

1.524%

01/24/2020

01/31/2024

U.S. TREASURY 4.50 YR

 

2 1/8

102-17

1.541%

---

1.541%

01/24/2020

07/31/2024

U.S. TREASURY 5.00 YR

 

2

104-18

1.550%

---

1.550%

01/24/2020

01/31/2025

Agency Bullets (as of 01/23/20)

Issue/Structure

Coupon

Price*

YTM

YTC

YTW

Settle

Maturity

FHLB 1.50 YR

 

1 1/8

99.460

1.497%

---

1.497%

01/24/2020

07/14/2021

FHLMC 2.00 YR

 

2 3/8

101.659

1.516%

---

1.516%

01/24/2020

01/13/2022

FNMA 2.70 YR

 

2

101.335

1.493%

---

1.493%

01/24/2020

10/05/2022

FNMA 3.00 YR

 

2 3/8

102.542

1.501%

 

1.501%

01/24/2020

01/19/2023

FNMA 3.60 YR

 

2 7/8

104.771

1.520%

---

1.520%

01/24/2020

09/12/2023

FNMA 3.50 YR

 

2

103.653

1.561%

---

1.561%

01/24/2020

02/05/2024

FNMA 4.50 YR

 

1

100.841

1.553%

---

1.553%

01/24/2020

07/02/2024

FHLB 5.40 YR

 

2 7/8

106.490

1.612%

---

1.612%

01/24/2020

06/13/2025

Primary Financial Block CD Rates (as of 01/23/20)

Issue

Term

Rate

Size

Spread

SimpliCD

 

1 YR

1.65%

$1,000,000

+ 10

 

 

 

SimpliCD

 

2 YR

1.77%

$1,000,000

+ 26

 

 

 

SimpliCD

 

3 YR

1.84%

$1,000,000

+ 35

 

 

 

SimpliCD

 

4 YR

1.85%

$1,000,000

+ 33

 

 

 

SimpliCD

 

5 YR

1.90%

$1,000,000

+ 35