| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 05/31/02 | 5.00 | 6.03 | 92.00 | 5.84 | 73.00 | 5.11 |
| 06/01/02 | 5.00 | 5.90 | 91.00 | 5.72 | 73.00 | 4.99 |
| 06/04/02 | 5.00 | 5.94 | 92.00 | 5.76 | 74.00 | 5.02 |
| 06/05/02 | 5.00 | 5.93 | 92.00 | 5.78 | 77.00 | 5.01 |
| 06/06/02 | 5.00 | 5.96 | 94.00 | 5.79 | 77.00 | 5.02 |
Current Coupon Yield Spreads
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