| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 07/11/03 | 5.00 | 6.06 | 94.00 | 6.03 | 91.00 | 5.12 |
| 07/12/03 | 5.00 | 6.05 | 94.00 | 6.00 | 89.00 | 5.11 |
| 07/15/03 | 5.00 | 6.01 | 97.00 | 5.95 | 91.00 | 5.04 |
| 07/16/03 | 5.00 | 6.05 | 97.00 | 6.00 | 92.00 | 5.08 |
| 07/17/03 | 5.00 | 6.00 | 99.00 | 5.95 | 94.00 | 5.01 |
Current Coupon Yield Spreads
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