| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 02/15/02 | 5.00 | 5.65 | 106.00 | 5.41 | 82.00 | 4.59 |
| 02/16/02 | 5.00 | 5.58 | 104.00 | 5.31 | 77.00 | 4.54 |
| 02/19/02 | 5.00 | 5.58 | 104.00 | 5.31 | 77.00 | 4.54 |
| 02/20/02 | 5.00 | 5.60 | 104.00 | 5.33 | 77.00 | 4.56 |
| 02/21/02 | 5.00 | 5.57 | 104.00 | 5.32 | 79.00 | 4.53 |
Current Coupon Yield Spreads
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