| MBS CURRENT COUPON | |||
| WEEK ENDING 08/15 | |||
| SPREAD TO INTERPOLATED TREASURY YIELD | |||
| Prices | 13 Aug | 12 Aug | 11 Aug |
| GN30yr/6s | 345.0 | 280.0 | 277.0 |
| FN30yr/6s | 372.0 | 309.0 | 306.0 |
| PC30yr/6s | 390.0 | 325.0 | 322.0 |
| GN30yr/6.5s | 257.0 | 219.0 | 214.0 |
| FN30yr/6.5s | 292.0 | 256.0 | 250.0 |
| PC30yr/6.5s | 310.0 | 273.0 | 267.0 |
| GN30yr/7s | 238.0 | 224.0 | 218.0 |
| FN30yr/7s | 247.0 | 238.0 | 232.0 |
| PC30yr/7s | 267.0 | 257.0 | 251.0 |
| GN15yr/5.5s | 233.0 | 203.0 | 202.0 |
| FN15yr/5.5s | 272.0 | 243.0 | 242.0 |
| PC15yr/5.5s | 284.0 | 254.0 | 253.0 |
| GN15yr/6s | 156.0 | 128.0 | 130.0 |
| FN15yr/6s | 194.0 | 167.0 | 168.0 |
| PC15yr/6s | 223.0 | 198.0 | 199.0 |
| Source: Mortgage Data | |||
MBS Current Coupon
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