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Direct Agency CMO Spreads

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DIRECT AGENCY CMO SPREADS
Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 06/07/06  158.0  171.0  183.0
 Previous Week  157.0  170.0  182.0
 1-Month Average  157.0  170.0  181.0
 12-Month Range  130-170  140-190  150-200
           
TAC
 06/07/06  50.0  117.0  159.0
 Previous Week  50.0  117.0  158.0
 1-Month Average  50.0  117.0  158.0
 12-Month Range  40-90  100-160  130-170
           
SEQ
 06/07/06  115.0  142.0  173.0
 Previous Week  116.0  141.0  172.0
 1-Month Average  115.0  142.0  172.0
 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

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Direct Agency CMO Spreads

<!– DIRECT AGENCY CMO SPREADS –> Average Life (Yrs.) 0 to 2 2 to 7 7+ PAC  03/07/07  130.0  145.0  151.0  Previous Week  128.0  144.0  151.0  1-Month Average  126.0  146.0  161.0  12-Month Range  100-140  120-160  130-170             TAC  03/07/07  58.0  105.0  145.0  Previous Week  57.0  106.0  143.0  1-Month Average  50.0  97.0  141.0 […]