Weekly Bond Spreads for A/A2 Bonds - mf.freddiemac.comTrailing 12 Month Weekly Bond Spreads for...
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Trailing12 MonthWeekly Bond Spreads for Freddie Mac KSeries 10-Year FixedRate A2 Class 7-Year FloatingRate AClass LIBOR 7-Year FloatingRate AClass SOFR 2021-01-11 2021-01-04 2020-12-28 2020-12-21 2020-12-14 2020-12-07 2020-11-30 2020-11-23 2020-11-16 2020-11-09 2020-11-02 2020-10-26 2020-10-19 2020-10-12 2020-10-05 2020-09-28 2020-09-21 2020-09-14 2020-09-08 2020-08-31 2020-08-24 2020-08-17 2020-08-10 2020-08-03 2020-07-27 2020-07-20 2020-07-13 2020-07-06 2020-06-29 2020-06-22 2020-06-15 2020-06-08 2020-06-01 2020-05-26 2020-05-18 2020-05-11 2020-05-04 2020-04-27 2020-04-20 2020-04-13 2020-04-06 2020-03-30 2020-03-23 2020-03-16 2020-03-09 2020-03-02 2020-02-24 2020-02-18 2020-02-10 2020-02-03 2020-01-27 2020-01-21 51 48 49 49 49 47 60 90 98 130 95 75 67 61 59 59 59 59 55 55 50 50 42 42 45 41 41 42 46 46 42 42 40 40 37 37 39 38 38 38 37 37 37 36 32 32 32 29 29 29 29 27 55 53 50 50 44 44 47 57 63 68 73 70 70 70 70 70 70 60 60 53 53 53 47 44 44 41 41 36 36 35 35 35 34 34 28 28 28 30 31 29 30 31 31 31 28 28 28 24 24 24 24 38 37 37 37 36 36 30 30 31 32 31 31 35 36 36 36 31 31 31 28 28 28 28 28 The informationcontainedinthis document represents the opinionof Freddie Mac as of the date hereof basedonavailable informationat the time includingbut not limitedtorecent transactionissuance, secondary agency andnon-agency trades or indications andother thirdparty data points. It does not represent any opinionof value, may become inaccurate after the date hereof andis subject tochange without notice.Freddie Mac does not undertake any obligation, and disclaims any duty, to update any of the information in this document, however, the document may be replaced with subsequent documents that are as of a later date. Previously reported data is subject to change due to information updates and data corrections. This document is provided for information purposes only and is not intended to provide any prediction regarding the future performance of loans or securities owned or guaranteed by Freddie Mac. Freddie Mac's future performance, including financial performance, is subject to various risks and uncertainties that could cause actual results to differ materially fromexpectations. The factors that could affect the company's future results are discussed more fully in its reports filed with the SEC. Please visit mf.freddiemac.comfor more information. This document is not an offer to sell or a solicitation of an offer to buy any Freddie Mac securities. Offers for any given security are made only through applicable offering circulars and related supplements, which incorporate Freddie Mac’s Annual Report on Form10-Kand certain other reports filed with the Securities and Exchange Commission. This document may contain information related to, or referenced in the offering documentation for, certain Freddie Mac mortgage securities. This information is provided for your general information only and does not constitute an offer to sell or a solicitation of an offer to buy securities. The information does not constitute a sufficient basis for making a decision with respect to the purchase and sale of any security and is directed only at, and is intended for distribution to and use by, qualified persons or entities in jurisdictions where such distribution and use is permitted and would not be contrary to lawor regulation. All information regarding or relating to Freddie Mac securities is qualified in its entirety by the relevant offering circular and any related supplements. You should reviewthe relevant offering circular and any related supplements before making a decision with respect to the purchase or sale of any security. In addition, before purchasing any security, please consult your legal and financial advisors for information about and analysis of the security, its risks and its suitability as an investment in your particular circumstances. Data as of: 1/11/2021 1
Transcript of Weekly Bond Spreads for A/A2 Bonds - mf.freddiemac.comTrailing 12 Month Weekly Bond Spreads for...
Trailing 12 Month Weekly BondSpreads for Freddie Mac K Series
10-Year Fixed Rate A2 Class 7-Year Floating Rate A ClassLIBOR
7-Year Floating Rate A ClassSOFR
2021-01-112021-01-042020-12-282020-12-212020-12-142020-12-072020-11-302020-11-232020-11-162020-11-092020-11-022020-10-262020-10-192020-10-122020-10-052020-09-282020-09-212020-09-142020-09-082020-08-312020-08-242020-08-172020-08-102020-08-032020-07-272020-07-202020-07-132020-07-062020-06-292020-06-222020-06-152020-06-082020-06-012020-05-262020-05-182020-05-112020-05-042020-04-272020-04-202020-04-132020-04-062020-03-302020-03-232020-03-162020-03-092020-03-022020-02-242020-02-182020-02-102020-02-032020-01-272020-01-21 51
4849494947609098130957567615959595955555050424245414142464642424040373739383838373737363232322929292927
555350504444475763687370707070707060605353534744444141363635353534342828283031293031313128282824242424
383737373636303031323131353636363131312828282828
The information contained in this document represents the opinion of Freddie Mac as of the date hereof based on available information at the time including but not limited to recenttransaction issuance, secondary agency and non-agency trades or indications and other third party data points. It does not represent any opinion of value, may become inaccurate afterthe date hereof and is subject to change without notice. Freddie Mac does not undertake any obligation, and disclaims any duty, to update any of the information in this document, however, thedocument may be replaced with subsequent documents that are as of a later date. Previously reported data is subject to change due to information updates and data corrections. This document isprovided for information purposes only and is not intended to provide any prediction regarding the future performance of loans or securities owned or guaranteed by Freddie Mac. Freddie Mac's futureperformance, including financial performance, is subject to various risks and uncertainties that could cause actual results to differ materially from expectations. The factors that could affect thecompany's future results are discussed more fully in its reports filed with the SEC. Please visit mf.freddiemac.com for more information.
This document is not an offer to sell or a solicitation of an offer to buy any Freddie Mac securities. Offers for any given security are made only through applicable offering circulars and relatedsupplements, which incorporate Freddie Mac’s Annual Report on Form 10-K and certain other reports filed with the Securities and Exchange Commission. This document may contain informationrelated to, or referenced in the offering documentation for, certain Freddie Mac mortgage securities. This information is provided for your general information only and does not constitute an offer to sellor a solicitation of an offer to buy securities. The information does not constitute a sufficient basis for making a decision with respect to the purchase and sale of any security and is directed only at, andis intended for distribution to and use by, qualified persons or entities in jurisdictions where such distribution and use is permitted and would not be contrary to law or regulation. All information regardingor relating to Freddie Mac securities is qualified in its entirety by the relevant offering circular and any related supplements. You should review the relevant offering circular and any related supplementsbefore making a decision with respect to the purchase or sale of any security. In addition, before purchasing any security, please consult your legal and financial advisors for information about andanalysis of the security, its risks and its suitability as an investment in your particular circumstances.
Data as of: 1/11/2021
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Bond Spreads (BPs)
Freddie Mac K Series -- Historical Bond Spreads(10-Year Fixed Rate A2's / 7-Year Floating Rate A's)
7-Year Floating Rate A Class LIBOR
7-Year Floating Rate A Class SOFR
10-Year Fixed Rate A2 Class
Data as of: 1/11/2021
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