| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 04/27/05 | 150.0 | 162.0 | 170.0 |
| Previous Week | 149.0 | 160.0 | 171.0 |
| 1-Month Average | 150.0 | 160.0 | 171.0 |
| 12-Month Range | 130-170 | 140-190 | 150-190 |
| TAC | |||
| 04/27/05 | 50.0 | 124.0 | 152.0 |
| Previous Week | 50.0 | 122.0 | 153.0 |
| 1-Month Average | 50.0 | 123.0 | 152.0 |
| 12-Month Range | 40-90 | 100-160 | 130-170 |
| SEQ | |||
| 04/27/05 | 100.0 | 134.0 | 167.0 |
| Previous Week | 100.0 | 133.0 | 168.0 |
| 1-Month Average | 100.0 | 132.0 | 168.0 |
| 12-Month Range | 80-130 | 120-160 | 140-190 |
| 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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