| MBS CURRENT COUPON | |||
| WEEK ENDING 09/05 | |||
| SPREAD TO INTERPOLATED TREASURY YIELD | |||
| Prices | 03 Sep | 20 Aug | 19 Aug |
| GN30yr/6s | 298.0 | 269.0 | 249.0 |
| FN30yr/6s | 327.0 | 298.0 | 278.0 |
| PC30yr/6s | 344.0 | 313.0 | 293.0 |
| GN30yr/6.5s | 217.0 | 212.0 | 201.0 |
| FN30yr/6.5s | 253.0 | 248.0 | 238.0 |
| PC30yr/6.5s | 270.0 | 265.0 | 255.0 |
| GN30yr/7s | 205.0 | 217.0 | 213.0 |
| FN30yr/7s | 216.0 | 229.0 | 226.0 |
| PC30yr/7s | 236.0 | 248.0 | 245.0 |
| GN15yr/5.5s | 205.0 | 194.0 | 188.0 |
| FN15yr/5.5s | 245.0 | 234.0 | 227.0 |
| PC15yr/5.5s | 256.0 | 245.0 | 238.0 |
| GN15yr/6s | 132.0 | 124.0 | 109.0 |
| FN15yr/6s | 170.0 | 162.0 | 148.0 |
| PC15yr/6s | 201.0 | 193.0 | 180.0 |
| Source: Mortgage Data | |||
MBS Current Coupon
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