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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 05/14/03  145  157  166
 Previous Week  146  158  165
 1-Month Average  146  157  165
 12-Month Range  120-160  120-170  140-180
           
TAC
 05/14/03  50  135  162
 Previous Week  50  135  161
 1-Month Average  51  135  161
 12-Month Range  40-90  90-150  130-170
           
SEQ
 05/14/03  97  132  165
 Previous Week  96  133  164
 1-Month Average  96  132  165
 12-Month Range  70-110  110-150  130-180
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
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