| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 02/01/02 | 5.00 | 5.63 | 107.00 | 5.34 | 78.00 | 4.56 |
| 02/02/02 | 5.00 | 5.61 | 108.00 | 5.33 | 80.00 | 4.53 |
| 02/05/02 | 5.00 | 5.61 | 107.00 | 5.32 | 78.00 | 4.54 |
| 02/06/02 | 5.00 | 5.61 | 104.00 | 5.32 | 75.00 | 4.57 |
| 02/07/02 | 5.00 | 5.64 | 105.00 | 5.36 | 77.00 | 4.59 |
Current Coupon Yield Spreads
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