Date MBS
Coupon
FHLMC PC
Gold Yield
Spread Ginnie Mae
Yield
Spread 10y Tsy
Yield
             
             
08/31/01 5.00 5.13 111.00 4.93 91.00 4.02
09/01/01 5.00 5.15 112.00 4.94 91.00 4.03
09/04/01 5.00 5.15 112.00 4.94 91.00 4.03
09/05/01 5.00 5.20 112.00 5.00 92.00 4.08
09/06/01 5.00 5.24 110.00 5.06 92.00 4.14

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