Date Coupon GNMA FHLMC
Gold
Ten-Year
Treasury
GNMA
Spread
FNMA
Spread
08/07/03 5.0 5.33 5.40 4.21 112.0 119.0
08/08/03 5.0 5.39 5.45 4.29 110.0 116.0
08/11/03 5.5 5.54 5.59 4.37 117.0 122.0
08/12/03 5.0 5.51 5.57 4.36 115.0 121.0
08/13/03 5.5 5.75 5.80 4.56 119.0 124.0

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