© 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
 04/21/04  164  170  159
 Previous Week  165  171  160
 1-Month Average  165  171  160
 12-Month Range  130-170  140-190  150-190
           
TAC
 04/21/04  50  140  164
 Previous Week  50  141  165
 1-Month Average  50  141  165
 12-Month Range  40-90  100-160  150-190
           
SEQ
 04/21/04  112  146  182
 Previous Week  113  147  182
 1-Month Average  113  147  182
 12-Month Range  100-140  130-170  140-200
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