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  • Security Type:Rate

GNSF 4.5 0% Vol OAS

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GNSF045Z:IND

34.90000 4.80000 15.90%

As of 13:38:00 ET on 05/21/2012.

Snapshot for GNSF 4.5 0% Vol OAS (GNSF045Z)

Open: 30.60000 High: 35.00000 Low: 29.90000

Rate Chart for GNSF045Z

No chart data available.
  • GNSF045Z:IND 34.90000
  • 1M
  • 1Y
Interactive GNSF045Z Chart

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Rate Profile Information for GNSF045Z

This index uses the 0% volatility Option Adjusted Spread of the Generic Mortgage Backed Security. The Option Adjusted Spread is calculated using the current BGN TBA pricing, Two Factor Interest rate model, The Bloomberg Prepayment model and the S23 curve

Quotes delayed, except where indicated otherwise. All prices in local currency. Time is ET.

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