Bloomberg Functions to Track Agency MBS performances?
Hi All,
Here's what I know:
1) MOAS : This gives a big picture of each TBA coupon levels' daily change, also their OAS. 2) MTGEFNCL & MTGEGNSF: these are two benchmark yield could be quickly used for charting to get FN and GN pools' spreads.
Could anyone give more bloomberg functions I could use to track agency MBS?
Thank you &Kind regards, BChen
MCCN and FMCI could be useful...
Dear Martinghoul,
Thank you! In FMCI, what are the curve pairs you would normally pay attention to for rates trading?
I so far know only a little on how to use curve comparison, mainly just compare UST to US Swaps...
What else are important?
Thank you!
Whatever curves you're interested in, those are the ones you should look at... It doesn't have to be pairs, either.
It's a pretty flexible and useful tool.
Yes thank you :) ... I just dont know what are the ones I should be paying attentions to and interested in... Besides UST curve and Swap curve, what else curves are useful for MBS? ... I recently just started to learn and follow
Just look at the list and see if there's anything interesting... It should be pretty self-explanatory.
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