| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 06/08/05 | 152.0 | 165.0 | 172.0 |
| Previous Week | 151.0 | 164.0 | 170.0 |
| 1-Month Average | 150.0 | 164.0 | 170.0 |
| 12-Month Range | 130-170 | 140-190 | 150-190 |
| TAC | |||
| 06/08/05 | 50.0 | 127.0 | 156.0 |
| Previous Week | 50.0 | 128.0 | 155.0 |
| 1-Month Average | 50.0 | 126.0 | 154.0 |
| 12-Month Range | 40-90 | 100-160 | 130-170 |
| SEQ | |||
| 06/08/05 | 108.0 | 140.0 | 169.0 |
| Previous Week | 108.0 | 141.0 | 170.0 |
| 1-Month Average | 107.0 | 140.0 | 170.0 |
| 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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