| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 08/10/01 | 5.00 | 5.34 | 101.00 | 5.20 | 87.00 | 4.33 |
| 08/11/01 | 5.00 | 5.28 | 104.00 | 5.13 | 89.00 | 4.24 |
| 08/14/01 | 5.00 | 5.32 | 105.00 | 5.17 | 90.00 | 4.27 |
| 08/15/01 | 5.00 | 5.28 | 105.00 | 5.12 | 89.00 | 4.23 |
| 08/16/01 | 5.00 | 5.33 | 106.00 | 5.18 | 91.00 | 4.27 |
Current Coupon Yield Spreads
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