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  • Security Type:Rate

GNSF 4.5 0% Vol OAS

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GNSF045Z:IND

38.00000 4.60000 13.80%

As of 05/29/2012.

Snapshot for GNSF 4.5 0% Vol OAS (GNSF045Z)

Open: 35.30000 High: 39.10000 Low: 33.70000

Rate Chart for GNSF045Z

No chart data available.
  • GNSF045Z:IND 38.00000
  • 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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