| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 07/16/03 | 152 | 162 | 167 |
| Previous Week | 152 | 161 | 167 |
| 1-Month Average | 152 | 161 | 167 |
| 12-Month Range | 120-160 | 120-170 | 140-180 |
| TAC | |||
| 07/16/03 | 50 | 137 | 160 |
| Previous Week | 50 | 136 | 161 |
| 1-Month Average | 51 | 136 | 161 |
| 12-Month Range | 40-90 | 90-150 | 130-170 |
| SEQ | |||
| 07/16/03 | 101 | 134 | 167 |
| Previous Week | 100 | 135 | 168 |
| 1-Month Average | 100 | 135 | 167 |
| 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 | |||
Direct Agency CMO Spreads
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