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Agency/Corporate/Muni Number of Issues Amt O/S
($bn)
Average Coupon Average Maturity Average
Price
Effective Duration
Fannie Mae 1,095 200.7 2.277 3.63    
Freddie Mac 1,076 178.0 2.067 2.66    
Federal Home Loan Banks 2,304 200.2 2.029 2.82    
Federal Farm Credit Banks 2,175 104.2 2.031 4.28    
Interest Rates
Treasury (%)
3-mth
    
6-mth
    
2-yr
    
3-yr
    
5-yr
    
7-yr
    
10-yr
    
30-yr
    
Rates From:
LIBOR Swap (%)
3-mth
    
6-mth
    
2-yr
    
3-yr
    
5-yr
    
7-yr
    
10-yr
    
30-yr
    
Elapsed Time
Valuation
 
 
Risk
 
 
Results For Selected Bond Previous Bond Next Bond
FEDERAL FARM CREDIT BANKS 2.97's due 09/18/2025
Issued 09/18/2015
Callable at 100.000 on 09/18/2018 (AMERICAN)
Pmt Frequency
Semiannual
Amt Outstanding
20,000,000
Terms From:
Valuation
  Price
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Analysis
  Duration Convexity DV 01         Scenario Analysis (1-yr Horizon)
Effective                              OAS to Trsy (bps)
        
  Yield Curve
Shift (bps)
-50 0 +50
Modified                              Volatility
30%
  Horizon
Return (%)
                          
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