| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 07/19/06 | 145.0 | 164.0 | 178.0 |
| Previous Week | 147.0 | 166.0 | 180.0 |
| 1-Month Average | 149.0 | 167.0 | 180.0 |
| 12-Month Range | 120-160 | 140-190 | 150-200 |
| TAC | |||
| 07/19/06 | 50.0 | 112.0 | 156.0 |
| Previous Week | 50.0 | 113.0 | 157.0 |
| 1-Month Average | 50.0 | 114.0 | 159.0 |
| 12-Month Range | 40-90 | 100-140 | 130-170 |
| SEQ | |||
| 07/19/06 | 109.0 | 134.0 | 165.0 |
| Previous Week | 111.0 | 136.0 | 167.0 |
| 1-Month Average | 112.0 | 136.0 | 169.0 |
| 12-Month Range | 80-130 | 110-160 | 130-180 |
| 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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