© 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
 38,252  160  166  170
 Previous Week  159  167  171
 1-Month Average  159  167  171
 12-Month Range  130-170  140-190  150-190
           
TAC
 38,252  50  125  160
 Previous Week  50  126  161
 1-Month Average  50  126  160
 12-Month Range  40-90  100-160  150-190
           
SEQ
 38,252  102  143  183
 Previous Week  103  144  184
 1-Month Average  101  144  184
 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