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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 09/10/03  152  164  168
 Previous Week  152  163  169
 1-Month Average  152  163  168
 12-Month Range  120-160  120-170  140-180
           
TAC
 09/10/03  50  134  158
 Previous Week  50  133  157
 1-Month Average  51  133  159
 12-Month Range  40-90  90-150  130-170
           
SEQ
 09/10/03  102  137  166
 Previous Week  101  136  165
 1-Month Average  102  136  166
 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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