MBS CLOSE: PRICE SNAPSHOT

Fn 4.0-> -0-10 to 101-01                Gn 4.0-> unchanged at 100-09+

Fn 4.5-> -0-02+ to 102-15+            Gn 4.5-> -0-03+ to 103-09

Fn 5.0-> -0-02+ to 103-08              Gn 5.0-> -0-00+ to 103-28

Fn 5.5-> -0-01 to 103-19                Gn 5.5-> +0-01+ to 104-06

Fn 6.0-> -0-03+ to 103-26              Gn 6.0-> -0-02 to 104-04

Basing our lock/float decisions on the MBS market: sail on float boat