| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 07/06/01 | 5.00 | 5.13 | 109.00 | 4.96 | 92.00 | 4.04 |
| 07/07/01 | 5.00 | 5.14 | 103.00 | 4.99 | 88.00 | 4.11 |
| 07/10/01 | 5.00 | 5.17 | 107.00 | 5.00 | 90.00 | 4.11 |
| 07/11/01 | 5.00 | 5.19 | 105.00 | 5.04 | 90.00 | 4.14 |
| 07/12/01 | 5.00 | 5.21 | 105.00 | 5.05 | 89.00 | 4.16 |
Current Coupon Yield Spreads
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