| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 12/01/04 | 157.0 | 166.0 | 172.0 |
| Previous Week | 158.0 | 167.0 | 173.0 |
| 1-Month Average | 159.0 | 167.0 | 173.0 |
| 12-Month Range | 130-170 | 140-190 | 150-190 |
| TAC | |||
| 12/01/04 | 50.0 | 126.0 | 159.0 |
| Previous Week | 50.0 | 127.0 | 160.0 |
| 1-Month Average | 50.0 | 127.0 | 160.0 |
| 12-Month Range | 40-90 | 100-160 | 150-190 |
| SEQ | |||
| 12/01/04 | 107.0 | 142.0 | 180.0 |
| Previous Week | 106.0 | 143.0 | 181.0 |
| 1-Month Average | 106.0 | 144.0 | 181.0 |
| 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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