Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 12/01/04  157.0  166.0  172.0
 Previous Week  158.0  167.0  173.0
 1-Month Average  159.0  167.0  173.0
 12-Month Range  130-170  140-190  150-190
           
TAC
 12/01/04  50.0  126.0  159.0
 Previous Week  50.0  127.0  160.0
 1-Month Average  50.0  127.0  160.0
 12-Month Range  40-90  100-160  150-190
           
SEQ
 12/01/04  107.0  142.0  180.0
 Previous Week  106.0  143.0  181.0
 1-Month Average  106.0  144.0  181.0
 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.