Deutsche Bank USD Agency Spread Report
Deutsche Bank·2024-08-13 09:58
Trade Date: 08-Aug-24 Deutsche Bank USD Agency Spread Report Deutsche Bank 61-day Data History Global Relative Value Research Spreads to Treasury Spline 150 100 50 ■ A � � � � � 0 � � ■ -50 -100 Aug-24 Aug-25 Aug-26 Aug-27 Aug-28 �FNMA ■ FHLMC A FHLB ×FFCB Swap Spreads 75 ■ n 50 A ■ ■ ■ ■ 25 n ■ X ■ 0 x ■ -25 -50 -75 Aug-25 Aug-26. Aug-24 Aug-27 Aug-28 Aug-29 ■ FNMA ■FHLB A FHLMC × FFCB FNMA Treasury Spline and Swap Analysis Trade Date: 08-Aug-24 61-day Data History Deutsche Bank Global Relative Value Resea ...