| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 01/25/06 | 149.0 | 159.0 | 173.0 |
| Previous Week | 149.0 | 158.0 | 171.0 |
| 1-Month Average | 149.0 | 158.0 | 170.0 |
| 12-Month Range | 130-170 | 140-190 | 150-190 |
| TAC | |||
| 01/25/06 | 50.0 | 114.0 | 152.0 |
| Previous Week | 50.0 | 113.0 | 151.0 |
| 1-Month Average | 50.0 | 115.0 | 151.0 |
| 12-Month Range | 40-90 | 100-160 | 130-170 |
| SEQ | |||
| 01/25/06 | 116.0 | 137.0 | 168.0 |
| Previous Week | 115.0 | 135.0 | 167.0 |
| 1-Month Average | 115.0 | 136.0 | 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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