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MBS/ABS Market At-A-Glance

GNMA

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as of 15:57 AUG 31, 2010
Cpn15 Years30 Years
3.0101.30/00.14--/----
3.5104.04/06.07101.11/13.19
4.0105.26/28.04104.05/07.09
4.5106.08/10.05106.04/06.07
5.0107.01/03.03107.15/17.05
5.5--/----108.07/09.03

FNMA

as of 15:57 AUG 31, 2010
Cpn15 Years30 Years
3.0101.17/19--/----
3.5103.22/24101.10/12.13
4.0105.01/03103.18/20.09
4.5105.26/28105.01/03.07
5.0106.12/14106.06/08.05
5.5--/----106.30/00.04

GOLD

as of 15:57 AUG 31, 2010
Cpn15 Years30 Years
3.0101.08/10.14--/----
3.5103.19/21.08101.01/03.14
4.0105.00/02.04103.13/15.09
4.5105.25/27.05104.28/30.06
5.0106.11/13.03106.03/05.04
5.5--/----106.23/25.03

source:Reuters Limited

Merrill Lynch
MBS Index

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source: Merril Lynch See data

Merrill Lynch
ABS Index

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source: Merril Lynch See data

Economic Indicators

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Indicator Current
Building permit... 0.565 jul

source: Reuters Limited, Details