| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 10/05/01 | 5.00 | 5.43 | 106.00 | 5.28 | 91.00 | 4.37 |
| 10/06/01 | 5.00 | 5.45 | 109.00 | 5.29 | 93.00 | 4.36 |
| 10/09/01 | 5.00 | 5.45 | 109.00 | 5.29 | 93.00 | 4.36 |
| 10/10/01 | 5.00 | 5.47 | 109.00 | 5.30 | 92.00 | 4.38 |
| 10/11/01 | 5.00 | 5.51 | 107.00 | 5.36 | 92.00 | 4.44 |
Current Coupon Yield Spreads
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