Historical Market Data
All values stored daily from Bloomberg Terminal. Data accumulates over time.
Excess Spread & Securitization Economics
Economics Data
| Date | 10Y Treasury | Sec Cost | Excess Spread | Hedge? |
|---|
US Treasury Yields
Treasury Data
| Date |
|---|
SOFR & Key Rates
SOFR Data
| Date |
|---|
SOFR Swap Rates
Swap Data
| Date |
|---|
Credit Spreads (OAS, bps)
Spread Data
| Date |
|---|
Macro Indicators
Macro Data
| Date |
|---|
Porchline Capital — Historical data stored daily from Bloomberg Terminal