| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 07/26/02 | 5.00 | 5.99 | 95.00 | 5.89 | 85.00 | 5.04 |
| 07/27/02 | 5.00 | 5.93 | 94.00 | 5.83 | 84.00 | 4.99 |
| 07/30/02 | 5.00 | 5.92 | 94.00 | 5.81 | 83.00 | 4.98 |
| 07/31/02 | 5.00 | 5.91 | 93.00 | 5.80 | 82.00 | 4.98 |
| 08/01/02 | 5.00 | 5.88 | 92.00 | 5.77 | 81.00 | 4.96 |
Current Coupon Yield Spreads
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