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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 06/23/04  159  170  163
 Previous Week  160  171  164
 1-Month Average  160  171  163
 12-Month Range  130-170  140-190  150-190
           
TAC
 06/23/04  50  134  156
 Previous Week  50  133  157
 1-Month Average  50  134  157
 12-Month Range  40-90  100-160  150-190
           
SEQ
 06/23/04  107  145  181
 Previous Week  106  145  180
 1-Month Average  106  145  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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