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Direct Agency CMO Spreads

Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 02/21/07  127.0  143.0  150.0
 Previous Week  126.0  142.0  149.0
 1-Month Average  126.0  146.0  161.0
 12-Month Range  100-140  120-160  130-170
           
TAC
 02/21/07  56.0  104.0  141.0
 Previous Week  55.0  102.0  139.0
 1-Month Average  50.0  97.0  141.0
 12-Month Range  40-90  70-120  120-160
           
SEQ
 02/21/07  95.0  123.0  144.0
 Previous Week  93.0  122.0  143.0
 1-Month Average  99.0  120.0  146.0
 12-Month Range  70-130  100-150  120-170
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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