Help with Fannie and Freddie spreads

by Russ Roberts on March 25, 2010

in Financial Markets

Between 2000 and 2007, the quality of the mortgages in Fannie and Freddie’s portfolios became riskier and riskier. And yet F and F were able to continue to borrow at rates very close to those of Treasuries. In fact, the spread narrowed over time.

I am looking for a nice chart (or better yet the data itself) that illustrates this. There is this Bloomberg series but it is hard to paste into a document that looks consistent with the other charts I am using. it also is of a limited time frame. Does anyone out there have a cleaner version and an explanation of what the chart is actually measuring?


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