| MBS CURRENT COUPON | |||
| WEEK ENDING 08/08 | |||
| SPREAD TO INTERPOLATED TREASURY YIELD | |||
| Prices | 06 Aug | 05 Aug | 04 Aug |
| GN30yr/6s | 255.0 | 323.0 | 333.0 |
| FN30yr/6s | 294.0 | 361.0 | 371.0 |
| PC30yr/6s | 310.0 | 379.0 | 389.0 |
| GN30yr/6.5s | 237.0 | 262.0 | 267.0 |
| FN30yr/6.5s | 274.0 | 298.0 | 303.0 |
| PC30yr/6.5s | 284.0 | 308.0 | 313.0 |
| GN30yr/7s | 241.0 | 250.0 | 252.0 |
| FN30yr/7s | 253.0 | 262.0 | 265.0 |
| PC30yr/7s | 271.0 | 281.0 | 284.0 |
| GN15yr/5.5s | 204.0 | 246.0 | 256.0 |
| FN15yr/5.5s | 246.0 | 288.0 | 298.0 |
| PC15yr/5.5s | 257.0 | 299.0 | 308.0 |
| GN15yr/6s | 128.0 | 158.0 | 168.0 |
| FN15yr/6s | 170.0 | 199.0 | 209.0 |
| PC15yr/6s | 204.0 | 243.0 | 254.0 |
| Source: Mortgage Data | |||
MBS Current Coupon
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