PRICES @ 10:00 AM

10 yr note:                    -5/32 (15 bp) 2.42% +1 bp

5 yr note:                      -2/32 (6 bp) 1.59% +1 bp

2 Yr note:                      -1/32 (3 bp) 0.44% +1 bp

30 yr bond:                    -12/32 (37 bp) 3.23% +2 bp

Libor Rates:                  1 mo 0.155%; 3 mo 0.234%; 6 mo 0.328%; 1 yr 0.552%

30 yr FNMA 3.5 Sept:   @9:30 102.42 -6 bp (-30 bp from 9:30 yesterday) 4.0 coupon 105.58 -3 bp (-27 bp from 9:30 yesterday)

15 yr FNMA 3.0:           @9:30 103.47 +1 bp (-16 bp from 9:30 yesterday)

30 yr GNMA 3.5 Sept:   @9:30 103.52 -11 bp (-24 bp from 9:30 yesterday) 4.0 coupon 106.27 -3 bp (-23 bp from 9:30 yesterday)

Dollar/Yen:                  103.33 +0.41 yen

Dollar/Euro:                $1.3287 -$0.0033

Gold:                           $1297.30 +$0.60

Crude Oil:                   $95.76 +$1.28

DJIA:                          16,916.93 -2.66

NASDAQ:                   4520.33 -7.18

S&P 500:                    1980.58 -1.02