| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 10/12/01 | 5.00 | 5.54 | 107.00 | 5.39 | 92.00 | 4.47 |
| 10/13/01 | 5.00 | 5.55 | 106.00 | 5.39 | 90.00 | 4.49 |
| 10/16/01 | 5.00 | 5.55 | 106.00 | 5.39 | 90.00 | 4.49 |
| 10/17/01 | 5.00 | 5.54 | 106.00 | 5.38 | 90.00 | 4.48 |
| 10/18/01 | 5.00 | 5.53 | 107.00 | 5.36 | 90.00 | 4.46 |
Current Coupon Yield Spreads
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