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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
 01/14/04  161  172  181
 Previous Week  160  171  180
 1-Month Average  160  171  180
 12-Month Range  130-170  140-190  150-190
           
TAC
 01/14/04  50  142  169
 Previous Week  50  141  168
 1-Month Average  51  141  168
 12-Month Range  40-90  90-150  130-170
           
SEQ
 01/14/04  113  143  177
 Previous Week  112  142  176
 1-Month Average  112  142  176
 12-Month Range  80-120  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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