| CURRENT COUPON YIELD SPREADS | ||||||
| OVER THE 10 YEAR TREASURY | ||||||
| Date | MBS Coupon |
FHLMC PC Gold Yield |
Spread | Ginnie Mae Yield |
Spread | 10y Tsy Yield |
| 08/08/03 | 5.00 | 5.94 | 119.00 | 5.79 | 104.00 | 4.75 |
| 08/09/03 | 5.00 | 5.90 | 120.00 | 5.74 | 104.00 | 4.70 |
| 08/12/03 | 5.00 | 5.92 | 119.00 | 5.76 | 103.00 | 4.73 |
| 08/13/03 | 5.00 | 5.91 | 116.00 | 5.73 | 98.00 | 4.75 |
| 08/14/03 | 5.00 | 5.96 | 110.00 | 5.70 | 84.00 | 4.86 |
Current Coupon Yield Spreads
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