MBS UPDATE: PRICE UPDATE

By:

Fn 4.0-> +0-01  to 100-03+           Gn 4.0-> +0-02 at 100-00+

Fn 4.5-> -0-03+  to 101-14            Gn 4.5-> -0-03  to 101-19+

Fn 5.0-> -0-03 to 102-14               Gn 5.0-> -0-04+ to 102-22+

Fn 5.5-> -0-06  to 102-31              Gn 5.5-> -0-05 to 103-04+

Fn 6.0-> -0-01  to 103-17              Gn 6.0-> -0-02  to 103-15