Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 08/03/04  160  168  169
 Previous Week  161  170  168
 1-Month Average  161  170  168
 12-Month Range  130-170  140-190  150-190
           
TAC
 08/03/04  50  131  158
 Previous Week  50  130  157
 1-Month Average  50  131  157
 12-Month Range  40-90  100-160  150-190
           
SEQ
 08/03/04  105  144  185
 Previous Week  104  145  184
 1-Month Average  105  145  184
 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

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.