Direct Agency CMO Spreads

October 04, 2004, 12:00 a.m. EDT 1 Min Read

Average Life (Yrs.)	0 to 2	2 to 7	7+

PAC
38,259	160	165	171
Previous Week	160	166	170
1-Month Average	160	166	171
12-Month Range	130-170	140-190	150-190

TAC
38,259	50	124	161
Previous Week	50	125	160
1-Month Average	50	125	160
12-Month Range	40-90	100-160	150-190

SEQ
38,259	101	142	183
Previous Week	102	143	183
1-Month Average	101	144	183
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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