Fannie Mae (FNM) Senior CDS: 91.51
Fannie Mae Subordinated CDS: 99.99
Freddie Mac (FRE) Senior CDS: 94.00
Freddie Mac Subordinated CDS: 98.00
Source Creditex/Markit
Add:
Some people are surprised that the sub recover more than the senior; this is due to the cheapest-to-deliver effect. Both the FNM/FRE senior have zero coupon on the deliverable list, while there are no zero sub.
