What will the OAS of TBA FNCL 5.5% MBS be on each of these dates?
Ends: 09/01/08 @ 03:00 PM PDT
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| PREDICTIONS | CURRENT VALUE | TODAY |
| August 1, 2008 | $51.00/ $57.00 | (closed) |
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trades: 387 •
markets run: 6 •
member since: 10/25/07
To be more specific, I am referring to the implied-volatility OAS. Also, I apologize for the change, but in order to avoid confusion, instead of taking the number at 3:00 p.m. on August 1, 2008, I will be taking the closing implied-volatility OAS for August 1 as listed on the ‘TBA Snapshot’ page of the “Citi Mortgage Key Issue Package” which is found on Citi’s Fixed Income Direct website (fidirect.citigroup.com).
stock information
August 1, 2008
The price of this stock should be the prediction for what the OAS for TBA FNCL 5.5% MBS will be at 3:00 p.m. on August 1, 2008, where $1.00 = 1 basis point.