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Live data as of September 03, 2010 1:39 PM Eastern

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Treasury Security Data
Agencies - GNMA Issues
FNMA Issues

Interest Rate Swaps

	Swap Yields			Swap Spreads⁽¹⁾⁽²⁾

	Bid	Ask	Mid	Bid	Ask	Mid
1 Year	1.78	1.81	1.80	18	21	19.5
2 Year	2.40	2.43	2.42	35	38	36.5
5 Year	3.86	3.89	3.88	53	56	54.5
10 Year	4.90	4.93	4.92	51	54	52.5
30 Year	5.67	5.70	5.69	45	48	46.5

⁽¹⁾ Spread of Swap yield over like-term Treasury yield, stated in basis points.

⁽²⁾ Bridger's swap data is provided from Garban Intercapital, PLC, one of the largest market makers in the interest rate swap market. Because the swap market is an "over the counter" market, swap rates often differ slightly between market makers. Accordingly, the above figures may be 0-3 basis points (on average) different than those quoted by other market makers or third party services that report average market swap rates.

Detailed Treasury Security Data

Treasury Bills

								Yield History

	Matures	Bid	Ask	Chg Price	Yield	High	Low	Yest	M. Ago	Y. Ago
3MO	10/31/02	1.64	1.63	-0.03	1.67	1.68	1.64	1.70	1.71	3.45
6MO	01/30/03	1.62	1.61	-0.03	1.66	1.66	1.62	1.68	1.75	3.44
1YR	02/28/02	3.30	3.28	0.11	3.40	3.31	3.19	3.28	3.44	6.17

Treasury Notes and Bonds

									Yield History

	Coupon	Matures	Bid	Ask	Chg Price	Yield	High	Low	Yest	M. Ago	Y. Ago
2YR	2.250	07/31/04	100.22	100.25	0.19	2.13	100.25	100.03	2.22	2.87	3.81
5YR	4.375	05/15/07	104.50	104.53	0.5	3.35	104.50	104.06	3.46	4.04	4.55
10YR	4.875	02/15/12	103.72	103.75	0.53	4.39	103.72	103.13	4.46	4.81	5.07
30YR	5.375	02/15/31	101.28	101.31	0.34	5.29	101.31	100.69	5.31	5.50	5.52

Yield Curve History ⁽¹⁾

Yld Spread	Now	Yest	M. Ago	Y. Ago
2YR-1YR	37	34	45	-9
5YR- 2YR	122	124	117	74
10YR- 5YR	105	100	77	52
30YR-10YR	89	85	69	45

⁽¹⁾ In basis points.

Next Treasury Auctions

	Date
3 MO	08/05/02
6 MO	08/05/02
1 YR	09/10/01
2 YR	08/28/02
5 YR	N/A
10 YR	N/A
30 YR	N/A

Agencies - GNMA Issues

Issue	Cur Yield	Chg Yield	Cur Price	Chg Price	Bid	Ask	High	Low
30 Year (5.50 Coupon)	N/A	N/A	99.34	0.00	99.11	99.12	0.00	N/A
30 Year (6.00 Coupon)	N/A	N/A	101.88	0.00	101.28	101.29	0.00	N/A
30 Year (6.50 Coupon)	N/A	N/A	103.41	0.00	103.13	103.14	0.00	N/A
30 Year (7.00 Coupon)	N/A	N/A	104.63	0.00	104.20	104.21	0.00	N/A
30 Year (7.50 Coupon)	N/A	N/A	105.91	0.00	105.29	105.30	0.00	N/A
30 Year (8.00 Coupon)	N/A	N/A	106.88	0.00	106.28	106.29	0.00	N/A
30 Year (8.50 Coupon)	N/A	N/A	108.19	0.00	108.06	108.07	0.00	N/A
30 Year (9.00 Coupon)	N/A	N/A	108.38	0.00	108.12	108.13	0.00	N/A
30 Year (9.50 Coupon)	N/A	N/A	108.66	0.00	108.21	108.22	0.00	N/A

FNMA Issues

Coupon	Matures	Cur Yield	Chg Yield	Cur Price	Chg Price	Bid	Ask	High	Low
5.75	4-03	1.63	+0.01	102.38	0.00	102.12	102.13	102.12	102.12
6.50	8-04	2.31	+0.07	108.09	-0.06	108.03	108.05	108.04	108.03
7.00	7-05	2.87	+0.03	111.25	-0.06	111.08	111.10	111.10	111.08
7.25	1-10	4.56	+0.03	116.38	-0.09	116.12	116.14	116.14	116.11
7.12	6-10	4.66	+0.03	116.00	-0.13	116.00	116.02	116.02	115.15
7.12	1-30	5.91	0.00	116.19	+0.03	116.06	116.10	116.06	116.01
7.25	5-30	5.91	0.00	118.06	+0.03	118.02	118.06	118.03	117.13

Data supplied by S & P Comstock and delayed at least 20 minutes.