| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 07/18/03 | 5.00 | 6.00 | 110.00 | 5.92 | 102.00 | 4.90 |
| 07/19/03 | 5.00 | 6.01 | 107.00 | 5.93 | 99.00 | 4.94 |
| 07/22/03 | 5.00 | 6.00 | 104.00 | 5.94 | 98.00 | 4.96 |
| 07/23/03 | 5.00 | 5.99 | 104.00 | 5.93 | 98.00 | 4.95 |
| 07/24/03 | 5.00 | 6.03 | 101.00 | 5.97 | 95.00 | 5.02 |
Current Coupon Yield Spreads
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