Direct Agency CMO Spreads

July 30, 2007, 12:00 a.m. EDT 1 Min Read

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

PAC
03/07/07	130.0	145.0	151.0
Previous Week	128.0	144.0	151.0
1-Month Average	126.0	146.0	161.0
12-Month Range	100-140	120-160	130-170

TAC
03/07/07	58.0	105.0	145.0
Previous Week	57.0	106.0	143.0
1-Month Average	50.0	97.0	141.0
12-Month Range	40-90	70-120	120-160

SEQ
03/07/07	99.0	125.0	146.0
Previous Week	97.0	124.0	145.0
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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