| 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 |
| 12-Month Range | 40-90 | 70-120 | 120-160 |
| SEQ | |||
| 03/07/07 | 99.0 | 125.0 | 146.0 |
| Previous Week | 97.0 | 124.0 | 145.0 |
| 1-Month Average | 99.0 | 120.0 | 146.0 |
| 12-Month Range | 70-130 | 100-150 | 120-170 |
| 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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