U.S. Securities Prices

Prices as of 4 p.m. EDT., Source: GovPX Inc.'s Prophesy Treasury Pricing

Treasury Bills

Yesterday's Prev. Day's Yesterday's Total

(in percent of discount) Bid/Offer Bid/Offer Yield Volume

3M - 8/28/97 4.740/-- 4.820/810 4.840 447

6M - 11/28/97 5.180/175 5.190/-- 5.385 329

1Y - 5/28/98 5.460/460 5.467/450 5.773 1,349

Treasury Notes and Bonds

Yesterday's Prev. Day's Yesterday's Total

(in points and 32ds) Bid/Offer Bid/Offer Yield Volume

2Y - 6#1/4 due 5/99 100-020/02+ 100-026/030 6.212 4,159

3Y - 6#3/8 due 5/00 100-016/016 100-02+/02+ 6.353 2,711

5Y - 6#1/2 due 5/02 99-312/31+ 99-312/31+ 6.504 7,246

10Y - 6#5/8 due 5/07 99-250/25+ 99-230/23+ 6.655 4,402

30Y - 6#5/8 due 2/27 96-170/180 96--/130 6.899 1,224

TOTAL VOLUME $67,811

Plus signs indicate an additional one-64th. Total volume represents the portion of dealer trades executed through GovPX Broker Contributors, in millions of dollars.

Lehman Brothers Long Treasury Bond Index

Price Index Yield Index Total

Yesterday Prev. Day Change Yesterday Prev. Day Change Return

Close 1468.72 1466.36 +10.22 6.97 6.98 -0.01 6676.67

High 1469.23 - - - - - 6678.99

Low 1464.24 - - - - - 6656.32

The Lehman Brothers Long Treasury Bond Index represents the weighted average of all publicly held issues with maturities between 10 and 30 years (Dec. 31, 1980 = 1000).