Direct Agency CMO Spreads

Published April 28, 2003 12:00 AM EDT 1 Min Read

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DIRECT AGENCY CMO SPREADS
Average Life (Yrs.)	0 to 2	2 to 7	7+

PAC
04/09/03	147.0	146.0	165.0
Previous Week	148.0	157.0	164.0
1-Month Average	148.0	157.0	165.0
12-Month Range	120-160	120-170	140-180

TAC
04/09/03	51.0	135.0	161.0
Previous Week	51.0	135.0	162.0
1-Month Average	51.0	135.0	162.0
12-Month Range	40-90	90-150	130-170

SEQ
04/09/03	96.0	132.0	166.0
Previous Week	97.0	133.0	167.0
1-Month Average	97.0	133.0	166.0
12-Month Range	70-110	110-150	130-180

All nominal spreads are in basis points over the equivalent maturity Treasury and are derived from actual transactions in each of the sectors defined.Source: Capital Management Sciences

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