| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 08/02/02 | 5.00 | 5.88 | 93.00 | 5.76 | 81.00 | 4.95 |
| 08/03/02 | 5.00 | 5.83 | 93.00 | 5.71 | 81.00 | 4.90 |
| 08/06/02 | 5.00 | 5.85 | 93.00 | 5.75 | 83.00 | 4.92 |
| 08/07/02 | 5.00 | 5.83 | 91.00 | 5.73 | 81.00 | 4.92 |
| 08/08/02 | 5.00 | 5.83 | 89.00 | 5.73 | 79.00 | 4.94 |
Current Coupon Yield Spreads
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