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Mortgage Backed Securities
Mortgage Backed Securities: FNMA, FHLMC, GNMA
Fannie Mae (FNMA)
- 15 or 30 year maturity types
- Mega
- MBS
Freddie Mac Clearing (FHLMC)
- 15 or 30 year maturity types
- Gold
- Giant
Ginnie Mae Clearing (GNMA - Government National Mortgage Association)
- 15 or 30 year maturity types
- Ginnie Mae I
- Ginnie Mae II
Allowable Attributes:
- fixed rate
- conventional
- multi or single family
Mandatory Criteria for the Direct Acceptance of Mortgage Backed Securities
- Must have an active price as carried by the Bloomberg Generic Pricing System
- Must be delivered with repo-tracking code of STRP in field 22F of Fed Wire message to Bank of New York and JP Morgan Chase. Please see Federal Reserve Bank Services website at http://www.frbservices.org/ for more information on repo-tracking
Limits
U.S. Agencies, Mortgage Backed Securities, Letters of Credit, and IEF 5 on a combined basis are eligible for 40% of firm’s core requirement. Haircut is 11% on a market value. Letters of Credit are not acceptable for Forwards or Swaps.
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