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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 38,294  161  168  172
 Previous Week  161  167  173
 1-Month Average  161  167  173
 12-Month Range  130-170  140-190  150-190
           
TAC
 38,294  50  127  162
 Previous Week  50  126  161
 1-Month Average  50  125  161
 12-Month Range  40-90  100-160  150-190
           
SEQ
 38,294  106  143  183
 Previous Week  105  144  185
 1-Month Average  105  144  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
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