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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
 10/25/06  128.0  149.0  164.0
 Previous Week  128.0  150.0  165.0
 1-Month Average  129.0  150.0  165.0
 12-Month Range  110-150  120-170  130-180
           
TAC
 10/25/06  50.0  98.0  142.0
 Previous Week  50.0  99.0  143.0
 1-Month Average  50.0  99.0  143.0
 12-Month Range  40-90  80-120  120-160
           
SEQ
 10/25/06  99.0  121.0  147.0
 Previous Week  100.0  122.0  148.0
 1-Month Average  100.0  122.0  149.0
 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

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Direct Agency CMO Spreads

<!– DIRECT AGENCY CMO SPREADS –> Average Life (Yrs.) 0 to 2 2 to 7 7+ PAC  03/07/07  130.0  145.0  151.0  Previous Week  128.0  144.0  151.0  1-Month Average  126.0  146.0  161.0  12-Month Range  100-140  120-160  130-170             TAC  03/07/07  58.0  105.0  145.0  Previous Week  57.0  106.0  143.0  1-Month Average  50.0  97.0  141.0 […]