| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 08/30/02 | 5.00 | 5.69 | 96.00 | 5.55 | 82.00 | 4.73 |
| 08/31/02 | 5.00 | 5.68 | 96.00 | 5.53 | 81.00 | 4.72 |
| 09/03/02 | 5.00 | 5.68 | 96.00 | 5.53 | 81.00 | 4.72 |
| 09/04/02 | 5.00 | 5.71 | 93.00 | 5.56 | 78.00 | 4.78 |
| 09/05/02 | 5.00 | 5.72 | 92.00 | 5.58 | 78.00 | 4.80 |
Current Coupon Yield Spreads
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