| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 08/09/06 | 139.0 | 160.0 | 172.0 |
| Previous Week | 141.0 | 162.0 | 174.0 |
| 1-Month Average | 142.0 | 162.0 | 175.0 |
| 12-Month Range | 120-160 | 140-190 | 150-200 |
| TAC | |||
| 08/09/06 | 50.0 | 107.0 | 150.0 |
| Previous Week | 50.0 | 109.0 | 152.0 |
| 1-Month Average | 50.0 | 110.0 | 152.0 |
| 12-Month Range | 40-90 | 90-130 | 130-170 |
| SEQ | |||
| 08/09/06 | 106.0 | 130.0 | 159.0 |
| Previous Week | 107.0 | 131.0 | 161.0 |
| 1-Month Average | 108.0 | 132.0 | 162.0 |
| 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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