| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 09/06/06 | 132.0 | 154.0 | 168.0 |
| Previous Week | 134.0 | 155.0 | 169.0 |
| 1-Month Average | 135.0 | 156.0 | 170.0 |
| 12-Month Range | 120-160 | 140-190 | 150-200 |
| TAC | |||
| 09/06/06 | 50.0 | 102.0 | 146.0 |
| Previous Week | 50.0 | 103.0 | 147.0 |
| 1-Month Average | 50.0 | 104.0 | 147.0 |
| 12-Month Range | 40-90 | 90-130 | 130-170 |
| SEQ | |||
| 09/06/06 | 103.0 | 126.0 | 153.0 |
| Previous Week | 104.0 | 127.0 | 155.0 |
| 1-Month Average | 104.0 | 127.0 | 155.0 |
| 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
Published
1 Min Read
