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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
 07/26/06  143.0  163.0  176.0
 Previous Week  145.0  164.0  178.0
 1-Month Average  149.0  166.0  179.0
 12-Month Range  120-160  140-190  150-200
           
TAC
 07/26/06  50.0  110.0  154.0
 Previous Week  50.0  112.0  156.0
 1-Month Average  50.0  112.0  156.0
 12-Month Range  40-90  90-130  130-170
           
SEQ
 07/26/06  108.0  133.0  163.0
 Previous Week  109.0  134.0  165.0
 Change from Previous Week  -1  -1  -2
 1-Month Average  109.0  134.0  165.0
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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