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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 09/01/04  158  166  172
 Previous Week  159  167  171
 1-Month Average  159  168  171
 12-Month Range  130-170  140-190  150-190
           
TAC
 09/01/04  50  127  160
 Previous Week  50  128  161
 1-Month Average  50  128  160
 12-Month Range  40-90  100-160  150-190
           
SEQ
 09/01/04  101  145  185
 Previous Week  102  144  184
 1-Month Average  102  144  185
 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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