The highest degree of accuracy in delivering the most objective
and comprehensive price discovery for U.S. TBA mortgage-backed passthrough securities
MBS Sector Composite Page
MortgageMarker provides real-time indicative pricing on the most actively traded
TBA mortgage-backed pass-through securities, spanning 15-year, 20-year and 30-year
fixed-rates within the Ginnie Mae (GNMA), Freddie Mac (GOLD) and Fannie Mae (FNMA)
sectors. |
Each sector covers a wide coupon range and goes out 2 to 4 months.
Prices are accountable
and reflective of Tullett Prebon’s leading position within the primary inter-dealer
market.
MortgageMarker objectively addresses TBA price with up-to-the-moment updates
on over 270 issues in full view of Treasury benchmarks, facilitating quick recognition
of market dislocations, sector trends and relative value.
GNMA spread to Treasury
Data is available within intuitive
page displays and in logical record format for use in analytical applications and
Excel spreadsheets.
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MortgageMarker allows for a more complete view of the TBA market from the vantage
point of the primary dealers. The subscriber will have access to prices representative of levels at which dealers are willing to trade
with each other. MortgageMarker provides essential real-time yield calculations,
inclusive of:
- Bond equivalent (BEY)
- Mortgage (MBS) yield
- Duration (DUR)
-
Weighted-average life (WAL)
- Weighted-average maturity (WAM)
- Prepayment assumptions
(PSA)
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