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Monthly Historical Curves since 1/31/2000

Treasury

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Treasury

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Treasury

 

Treasury

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Recent Weekly Historical Curves

Treasury

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Treasury

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Treasury

 

Treasury

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OAS off TSY Table ( as of date:8/31/2015 )

Maturity(year) 1 3 5 7 10
FHLB curve funding(%) 0.290 0.460 0.550 0.700 0.990
Brokered CD(%) 0.220 -0.060 -0.090
Agency investments(%) 0.007 -0.041 -0.314 0.324
Coupon rates(%) 2.5 3 3.5 4 4.5 5 5.5 6 6.5 7
TBA MBS 30y(%) 0.775 0.841 0.924 0.889 0.776 0.746 0.874 0.984 1.038 1.599
TBA MBS 15y(%) 0.409 0.471 0.568 1.089 1.855 2.363 2.643 3.338 1.319 1.750

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