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Direct Agency CMO Spreads

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DIRECT AGENCY CMO SPREADS
Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 07/23/03  153  161  168
 Previous Week  152  162  167
 1-Month Average  152  161  167
 12-Month Range  120-160  120-170  140-180
           
TAC
 07/23/03  50  136  160
 Previous Week  50  137  160
 1-Month Average  51  136  161
 12-Month Range  40-90  90-150  130-170
           
SEQ
 07/23/03  102  135  168
 Previous Week  101  134  167
 1-Month Average  101  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

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