| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 06/09/04 | 159 | 171 | 162 |
| Previous Week | 160 | 172 | 160 |
| 1-Month Average | 160 | 171 | 160 |
| 12-Month Range | 130-170 | 140-190 | 150-190 |
| TAC | |||
| 06/09/04 | 50 | 134 | 158 |
| Previous Week | 50 | 135 | 159 |
| 1-Month Average | 50 | 135 | 159 |
| 12-Month Range | 40-90 | 100-160 | 150-190 |
| SEQ | |||
| 06/09/04 | 105 | 144 | 179 |
| Previous Week | 106 | 143 | 178 |
| 1-Month Average | 106 | 143 | 178 |
| 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 | |||
Direct Agency CMO Spreads
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