The yield to maturities of select sovereign bond yields.

Country CompositeRating 6-Month 1-Year 3-Year 5-Year 10-Year

Australia AAA NA5.365.365.555.62

New Zealand AAA5.455.475.525.675.78

Hungary A+12.6312.6211.239.998.71

Poland A-5.556.006.586.987.02

South Africa A8.008.478.95 9.23 9.47

UK AAA4.064.054.454.624.7

Canada AAA2.252.222.723.484.40

Sweden AAA2.462.513.523.914.58

Dollar-denominated Brady Bonds

Turkey B- NA3.345.246.057.56

Brazil B-1.383.005.527.388.55

United States AAA0.991.32.243.014.03

Source: Bloomberg; data as of 2/12/04