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JESSE H. JONES SCHOOL OF BUSINESS, RICE UNIVERSITY EL PASO CORPORATION FINANCE CENTER Economics and Overview
ECO, ECOS ECST, ECRP WB PX1, BTMM MAPD CDS, GCDS Economic indicators, Economic estimates World econ stats, Chart with economic impact (survey, actual, revised) World Bond Markets US Treasury Summary, Treasury Market Summary Debt volume by sector CDS main menu, browse historical CDS values
US Treasuries
G <GOVT> T <GOVT> S <GOVT> CT10 GT10 PX, PX1, PX2-8 T3
3 8
Displays on-the-run Treas. & YTM Displays Treas. in coupon order Displays Treas. strips Current 10 Yr (CB1,2,3,6,12 CT2,3,5,7,10,30) Generic 10 Yr (CB1,2,3,6,12, GT2,3,5,7,10,30) Agency/Government menu, current & near-off-the-run, later maturity Treas. Load Treas. with 3 3/8 coupon and maturity of 11/15/19
11/15/19 Govt
Relative Value
RV, RVM RVF RVFP CBS COMP Historical yield spread relative to maturity Compares yield to BB fair value curve Compares price to BB fair price Comparable bond spreads Comparative returns
Mortgages
GEO CLC CLD, PDI PDD PDS CFG, CFT CPG, CPH VALL WALG OAS1 Geographic distribution of loans Collateral composition Historical PSA factors History of principal and interest payments Historical payment speeds Project cash flows at different speeds (graph, table) Generic prepayment history (graph, table) Dealer forecasts of speed Weighted average life chart (by dealer) Analyze option adjusted spreads