Date Coupon GNMA FHLMC
Gold
Ten-Year
Treasury
GNMA
Spread
FNMA
Spread
09/02/04 5.5 5.15 5.17 4.20 95.0 97.0
09/03/04 5.5 5.25 5.28 4.29 96.0 99.0
09/06/04 LABOR DAY          
09/07/04 5.5 5.24 5.24 4.24 100.0 95.0
09/08/04 5.5 5.05 5.05 4.17 88.0 89.0

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