FN30                                                           Treasuries

4.0's  -  100-00  - +0-12               2 yr-  +0-02  - 0.73%

4.5's - 101-11 - +0-09                 5 yr -  +0-07  - 1.55%

5.0's - 102-09 - +0-06                 10yr - +0-08  - 2.50%

                                              30 yr - +0-09  - 3.11%

GN 30

4.5's - 101-15 - +0-06

5.0's - 102-24 - +0-12

5.5's - 103-09 +0-14