ABX update (mTuB)

DT , Dienstag, 18.12.2007, 14:19 (vor 6188 Tagen)

Hallo,

die ABX sind heute südwärts gegangen. Trotz 350 Mrd EUR Tender und Fed Plan.

18-Dec-07 Overview
Index Series Version Coupon RED ID Price High Low
ABX-HE-AAA 07-2 7 2 76 0A08AHAD4 75.75 99.33 66.41
ABX-HE-AA 07-2 7 2 192 0A08AGAD6 47.11 97.00 34.67
ABX-HE-A 07-2 7 2 369 0A08AFAD8 33.42 81.94 23.97
ABX-HE-BBB 07-2 7 2 500 0A08AIAD2 25.19 56.61 19.88
ABX-HE-BBB- 07-2 7 2 500 0A08AOAD9 22.78 50.33 18.90
ABX-HE-AAA 07-1 7 1 9 0A08AHAC6 76.92 100.09 68.92
ABX-HE-AA 07-1 7 1 15 0A08AGAC8 48.28 100.09 37.47
ABX-HE-A 07-1 7 1 64 0A08AFAC0 26.81 100.01 24.00
ABX-HE-BBB 07-1 7 1 224 0A08AIAC4 20.11 98.35 17.56
ABX-HE-BBB- 07-1 7 1 389 0A08AOAC1 19.31 97.47 16.84
ABX-HE-AAA 06-2 6 2 11 0A08AHAB8 86.78 100.12 79.97
ABX-HE-AA 06-2 6 2 17 0A08AGAB0 64.25 100.12 51.47
ABX-HE-A 06-2 6 2 44 0A08AFAB2 42.36 100.12 33.59
ABX-HE-BBB 06-2 6 2 133 0A08AIAB6 21.86 100.59 18.61
ABX-HE-BBB- 06-2 6 2 242 0A08AOAB3 19.22 100.94 16.63
ABX-HE-AAA 06-1 6 1 18 0A08AHAA1 93.83 100.38 90.09
ABX-HE-AA 06-1 6 1 32 0A08AGAA9 86.47 100.73 77.58
ABX-HE-A 06-1 6 1 54 0A08AFAA7 63.94 100.51 47.11
ABX-HE-BBB 06-1 6 1 154 0A08AIAA4 36.28 101.20 25.00
ABX-HE-BBB- 06-1 6 1 267 0A08AOAA2 30.00 102.19 21.83

TOMO 10.2 Mrd, davon 8 Mrd zu 4.3% Agency Dreck (FNM+FRE Bonds).

Gruß DT