Date Coupon GNMA FHLMC
Gold
Ten-Year
Treasury
GNMA
Spread
FNMA
Spread
07/24/03 5.0 5.23 5.29 4.17 106.0 112.0
07/25/03 5.0 5.24 5.30 4.18 106.0 112.0
07/28/03 5.0 5.41 5.43 4.28 113.0 115.0
07/29/03 5.5 5.55 5.60 4.40 115.0 120.0
07/30/03 5.0 5.53 5.54 4.31 122.0 123.0

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