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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 03/03/04  164  174  159
 Previous Week  164  175  158
 1-Month Average  164  175  158
 12-Month Range  130-170  140-190  150-190
           
TAC
 03/03/04  50  141  168
 Previous Week  50  142  168
 1-Month Average  51  142  168
 12-Month Range  40-90  100-160  150-190
           
SEQ
 03/03/04  115  147  180
 Previous Week  116  147  181
 1-Month Average  116  146  180
 12-Month Range  100-140  130-170  140-200
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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