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Table 2

Coupon
OAS 8/23/02
OAS 9/13/02
% Change
5.5
79.42
79.23
-0.2%
6.0
71.65
70.09
-2.2%
6.5
73.46
65.84
-10.4%
7.0
79.51
63.49
-20.1%
7.5
74.76
61.57
-17.6%
8.0
99.99
103.09
3.1%
8.5
152.23
177.32
15.7%

Table 3

Coupon
OAS 8/23/02
OAS 9/13/02
% Change
5.5
80.86
78.77
-2.6%
6.0
68.69
68.20
-0.7%
6.5
72.17
65.31
-9.5%
7.0
80.23
64.98
-19.0%
7.5
90.67
85.89
-5.3%
8.0
103.86
107.86
3.8%
8.5
148.00
183.69
24.1%