Date Coupon GNMA FHLMC
Gold
Ten-Year
Treasury
GNMA
Spread
FNMA
Spread
02/18/04 4.5 4.96 5.05 4.05 91.0 100.0
02/19/04 4.5 4.95 5.03 4.05 90.0 98.0
02/23/04 4.5 4.96 5.03 4.05 91.0 98.0
02/24/04 4.5 4.95 5.02 4.03 92.0 99.0
02/25/04 4.5 4.94 4.95 4.01 93.0 94.0

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