| DIRECT AGENCY CMO SPREADS | |||
| Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
| PAC | |||
| 09/20/06 | 130.0 | 152.0 | 166.0 |
| Previous Week | 131.0 | 153.0 | 167.0 |
| 1-Month Average | 133.0 | 154.0 | 168.0 |
| 12-Month Range | 120-160 | 140-190 | 150-200 |
| TAC | |||
| 09/20/06 | 50.0 | 101.0 | 144.0 |
| Previous Week | 50.0 | 101.0 | 145.0 |
| 1-Month Average | 50.0 | 102.0 | 145.0 |
| 12-Month Range | 40-90 | 90-130 | 130-170 |
| SEQ | |||
| 09/20/06 | 101.0 | 124.0 | 152.0 |
| Previous Week | 102.0 | 125.0 | 152.0 |
| 1-Month Average | 102.0 | 125.0 | 153.0 |
| 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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