© 2026 Arizent. All rights reserved.

Direct Agency CMO Spreads

Published 1 Min Read
<!–

–>

DIRECT AGENCY CMO SPREADS
Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 06/04/03  148  159  167
 Previous Week  147  158  166
 1-Month Average  147  158  166
 12-Month Range  120-160  120-170  140-180
           
TAC
 06/04/03  50  135  163
 Previous Week  50  134  162
 1-Month Average  51  135  162
 12-Month Range  40-90  90-150  130-170
           
SEQ
 06/04/03  98  135  166
 Previous Week  97  134  165
 1-Month Average  97  134  165
 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

For reprint and licensing requests for this article, click here.

More From Asset Securitization Report

BNY beats estimates, stays mum on merger rumors

CEO Robin Vince refused to comment on "rumors or speculation" about a potential merger between the custody banking giant and its smaller rival, Northern Trust. He also said that the bar for BNY to engage in M&A is "very high."

By Nathan Place
National Reporter
American Banker