Pending Settlement SETTLEMENT TRADE DATE DATE TRANSACTOR cf SCR PTION 0180. CUSP 09/13/02 09/13/02 09/16/02 07/19/02 BOUGHT FN MA-30YR( EN MA) G1 D SETT.09,02 DUE 09042032 06.000,4 REF # 07/19/02 CANCEL BUY FNMA-3OYR(FNMA) GTD SETT,09/O2 DUE 09/01/2032 06.000% REF # AS OF 07119/02