|
|
 |

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%
|

|