| MBS CURRENT COUPON | |||
| WEEK ENDING 07/11 | |||
| SPREAD TO INTERPOLATED TREASURY YIELD | |||
| Prices | 09 Jul | 08 Jul | 03 Jul |
| GN30yr/6s | 144.0 | 149.0 | 143.0 |
| FN30yr/6s | 193.0 | 198.0 | 192.0 |
| PC30yr/6s | 217.0 | 221.0 | 215.0 |
| GN30yr/6.5s | 193.0 | 195.0 | 194.0 |
| FN30yr/6.5s | 237.0 | 239.0 | 238.0 |
| PC30yr/6.5s | 259.0 | 260.0 | 259.0 |
| GN30yr/7s | 237.0 | 241.0 | 250.0 |
| FN30yr/7s | 262.0 | 265.0 | 274.0 |
| PC30yr/7s | 295.0 | 299.0 | 307.0 |
| GN15yr/5.5s | 143.0 | 143.0 | 144.0 |
| FN15yr/5.5s | 202.0 | 203.0 | 203.0 |
| PC15yr/5.5s | 218.0 | 218.0 | 219.0 |
| GN15yr/6s | 91.0 | 93.0 | 93.0 |
| FN15yr/6s | 137.0 | 139.0 | 140.0 |
| PC15yr/6s | 195.0 | 197.0 | 198.0 |
| Source: Mortgage Data | |||
MBS Current Coupon
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