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          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0104</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.78</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5.25</BC_7YEAR>
          <BC_10YEAR>5.32</BC_10YEAR>
          <BC_20YEAR>5.78</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0105</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.68</BC_1YEAR>
          <BC_2YEAR>4.7</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>5.17</BC_7YEAR>
          <BC_10YEAR>5.24</BC_10YEAR>
          <BC_20YEAR>5.68</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0105</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.54</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>4.83</BC_6MONTH>
          <BC_1YEAR>4.6</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>5.65</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0105</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.56</BC_1YEAR>
          <BC_2YEAR>4.55</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>5.55</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0105</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.51</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.67</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.17</BC_10YEAR>
          <BC_20YEAR>5.6</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0105</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.7</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.18</BC_10YEAR>
          <BC_20YEAR>5.58</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0106</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.51</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.76</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>5.13</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0106</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.73</BC_1YEAR>
          <BC_2YEAR>4.7</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0106</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.44</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>5.13</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0106</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>4.92</BC_6MONTH>
          <BC_1YEAR>4.68</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.03</BC_10YEAR>
          <BC_20YEAR>5.55</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0106</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.42</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>4.94</BC_6MONTH>
          <BC_1YEAR>4.7</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>5.6</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0107</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.43</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0107</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.44</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.84</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.87</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.64</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0107</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.5</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>5.06</BC_5YEAR>
          <BC_7YEAR>5.23</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>5.71</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0107</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.78</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>5.67</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0107</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0108</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>02-19-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.13</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0108</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.49</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.96</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>5.7</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0108</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>4.87</BC_6MONTH>
          <BC_1YEAR>4.68</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>5.72</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0108</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.49</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>4.72</BC_6MONTH>
          <BC_1YEAR>4.58</BC_1YEAR>
          <BC_2YEAR>4.53</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0108</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>4.69</BC_6MONTH>
          <BC_1YEAR>4.48</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0109</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.34</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.64</BC_6MONTH>
          <BC_1YEAR>4.47</BC_1YEAR>
          <BC_2YEAR>4.44</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>4.96</BC_10YEAR>
          <BC_20YEAR>5.51</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0109</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.34</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>4.7</BC_6MONTH>
          <BC_1YEAR>4.47</BC_1YEAR>
          <BC_2YEAR>4.41</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>5.51</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0109</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.29</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>4.68</BC_6MONTH>
          <BC_1YEAR>4.45</BC_1YEAR>
          <BC_2YEAR>4.41</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.88</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0109</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>4.69</BC_6MONTH>
          <BC_1YEAR>4.48</BC_1YEAR>
          <BC_2YEAR>4.48</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>4.95</BC_10YEAR>
          <BC_20YEAR>5.55</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0109</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.7</BC_6MONTH>
          <BC_1YEAR>4.51</BC_1YEAR>
          <BC_2YEAR>4.49</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.55</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0110</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.79</BC_3MONTH>
          <BC_6MONTH>4.68</BC_6MONTH>
          <BC_1YEAR>4.5</BC_1YEAR>
          <BC_2YEAR>4.49</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>5.56</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0110</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.69</BC_3MONTH>
          <BC_6MONTH>4.63</BC_6MONTH>
          <BC_1YEAR>4.44</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>5.49</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0110</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.68</BC_3MONTH>
          <BC_6MONTH>4.59</BC_6MONTH>
          <BC_1YEAR>4.42</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>4.89</BC_10YEAR>
          <BC_20YEAR>5.48</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0110</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.72</BC_3MONTH>
          <BC_6MONTH>4.63</BC_6MONTH>
          <BC_1YEAR>4.46</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>4.95</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0110</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.31</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.66</BC_3MONTH>
          <BC_6MONTH>4.6</BC_6MONTH>
          <BC_1YEAR>4.43</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>5.48</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0111</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.34</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.66</BC_3MONTH>
          <BC_6MONTH>4.57</BC_6MONTH>
          <BC_1YEAR>4.43</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>4.95</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0111</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.28</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.54</BC_3MONTH>
          <BC_6MONTH>4.46</BC_6MONTH>
          <BC_1YEAR>4.29</BC_1YEAR>
          <BC_2YEAR>4.32</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0111</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.29</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.52</BC_3MONTH>
          <BC_6MONTH>4.42</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.31</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0111</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.28</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.54</BC_3MONTH>
          <BC_6MONTH>4.38</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.26</BC_2YEAR>
          <BC_3YEAR>4.35</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.79</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0111</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.53</BC_3MONTH>
          <BC_6MONTH>4.4</BC_6MONTH>
          <BC_1YEAR>4.25</BC_1YEAR>
          <BC_2YEAR>4.32</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>5.44</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0112</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.27</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.49</BC_3MONTH>
          <BC_6MONTH>4.34</BC_6MONTH>
          <BC_1YEAR>4.18</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0112</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.28</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.31</BC_3MONTH>
          <BC_6MONTH>4.29</BC_6MONTH>
          <BC_1YEAR>4.14</BC_1YEAR>
          <BC_2YEAR>4.21</BC_2YEAR>
          <BC_3YEAR>4.29</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>5.42</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0112</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.25</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.26</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>4.17</BC_2YEAR>
          <BC_3YEAR>4.26</BC_3YEAR>
          <BC_5YEAR>4.44</BC_5YEAR>
          <BC_7YEAR>4.71</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0112</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.29</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.17</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0112</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.29</BC_3MONTH>
          <BC_6MONTH>4.26</BC_6MONTH>
          <BC_1YEAR>4.18</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.85</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0113</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.35</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.29</BC_1YEAR>
          <BC_2YEAR>4.41</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0113</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.47</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.34</BC_3MONTH>
          <BC_6MONTH>4.17</BC_6MONTH>
          <BC_1YEAR>4.22</BC_1YEAR>
          <BC_2YEAR>4.3</BC_2YEAR>
          <BC_3YEAR>4.42</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0113</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.32</BC_3MONTH>
          <BC_6MONTH>4.14</BC_6MONTH>
          <BC_1YEAR>4.16</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.63</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0113</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.3</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>4.18</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>5.6</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0113</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.49</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.22</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.64</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0114</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.15</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.01</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.94</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0114</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.5</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.1</BC_3MONTH>
          <BC_6MONTH>4.05</BC_6MONTH>
          <BC_1YEAR>3.97</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.27</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.94</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0114</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.11</BC_3MONTH>
          <BC_6MONTH>4.08</BC_6MONTH>
          <BC_1YEAR>4.01</BC_1YEAR>
          <BC_2YEAR>4.19</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.91</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0114</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>3.95</BC_6MONTH>
          <BC_1YEAR>3.9</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.22</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.89</BC_10YEAR>
          <BC_20YEAR>5.57</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0114</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.5</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>3.95</BC_6MONTH>
          <BC_1YEAR>3.94</BC_1YEAR>
          <BC_2YEAR>4.1</BC_2YEAR>
          <BC_3YEAR>4.26</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0115</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.63</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4</BC_6MONTH>
          <BC_1YEAR>4.04</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>5.76</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0115</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.6</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.08</BC_3MONTH>
          <BC_6MONTH>4.11</BC_6MONTH>
          <BC_1YEAR>4.11</BC_1YEAR>
          <BC_2YEAR>4.29</BC_2YEAR>
          <BC_3YEAR>4.44</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>5.75</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0115</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.61</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.11</BC_6MONTH>
          <BC_1YEAR>4.17</BC_1YEAR>
          <BC_2YEAR>4.36</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.83</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.17</BC_10YEAR>
          <BC_20YEAR>5.77</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0115</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0115</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>MARKET HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>04-13-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.15</BC_3MONTH>
          <BC_6MONTH>4.21</BC_6MONTH>
          <BC_1YEAR>4.26</BC_1YEAR>
          <BC_2YEAR>4.49</BC_2YEAR>
          <BC_3YEAR>4.65</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.2</BC_7YEAR>
          <BC_10YEAR>5.28</BC_10YEAR>
          <BC_20YEAR>5.86</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0116</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.12</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.17</BC_1YEAR>
          <BC_2YEAR>4.41</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.87</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.21</BC_10YEAR>
          <BC_20YEAR>5.8</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0116</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.91</BC_3MONTH>
          <BC_6MONTH>3.95</BC_6MONTH>
          <BC_1YEAR>3.97</BC_1YEAR>
          <BC_2YEAR>4.26</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>5.79</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0116</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.77</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.87</BC_3MONTH>
          <BC_6MONTH>3.94</BC_6MONTH>
          <BC_1YEAR>3.94</BC_1YEAR>
          <BC_2YEAR>4.29</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>5.15</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.91</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0116</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.79</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.77</BC_3MONTH>
          <BC_6MONTH>3.83</BC_6MONTH>
          <BC_1YEAR>3.88</BC_1YEAR>
          <BC_2YEAR>4.26</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.29</BC_10YEAR>
          <BC_20YEAR>5.92</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0116</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.73</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.75</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.38</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.84</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0117</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.8</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.76</BC_1YEAR>
          <BC_2YEAR>4.16</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5.07</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.87</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0117</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.84</BC_3MONTH>
          <BC_6MONTH>3.87</BC_6MONTH>
          <BC_1YEAR>3.85</BC_1YEAR>
          <BC_2YEAR>4.2</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.28</BC_10YEAR>
          <BC_20YEAR>5.91</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0117</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.71</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.83</BC_3MONTH>
          <BC_6MONTH>3.83</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>4.14</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.82</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0117</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.81</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.85</BC_3MONTH>
          <BC_6MONTH>3.89</BC_6MONTH>
          <BC_1YEAR>3.91</BC_1YEAR>
          <BC_2YEAR>4.28</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.2</BC_7YEAR>
          <BC_10YEAR>5.34</BC_10YEAR>
          <BC_20YEAR>5.94</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0117</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>3.97</BC_6MONTH>
          <BC_1YEAR>3.94</BC_1YEAR>
          <BC_2YEAR>4.3</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5.22</BC_7YEAR>
          <BC_10YEAR>5.35</BC_10YEAR>
          <BC_20YEAR>5.92</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0118</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.92</BC_3MONTH>
          <BC_6MONTH>3.92</BC_6MONTH>
          <BC_1YEAR>3.91</BC_1YEAR>
          <BC_2YEAR>4.23</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.17</BC_7YEAR>
          <BC_10YEAR>5.3</BC_10YEAR>
          <BC_20YEAR>5.87</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0118</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.71</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.89</BC_3MONTH>
          <BC_6MONTH>3.93</BC_6MONTH>
          <BC_1YEAR>3.95</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>5.18</BC_7YEAR>
          <BC_10YEAR>5.31</BC_10YEAR>
          <BC_20YEAR>5.83</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0118</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.84</BC_3MONTH>
          <BC_6MONTH>3.89</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.87</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.75</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0118</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.74</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.79</BC_1YEAR>
          <BC_2YEAR>4.14</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.83</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.21</BC_10YEAR>
          <BC_20YEAR>5.77</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0118</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.74</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.73</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.21</BC_10YEAR>
          <BC_20YEAR>5.78</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0119</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.7</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.7</BC_1YEAR>
          <BC_2YEAR>4.1</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>5.07</BC_7YEAR>
          <BC_10YEAR>5.24</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0119</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.67</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.72</BC_3MONTH>
          <BC_6MONTH>3.66</BC_6MONTH>
          <BC_1YEAR>3.69</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.27</BC_3YEAR>
          <BC_5YEAR>4.65</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.76</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0119</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.74</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.78</BC_1YEAR>
          <BC_2YEAR>4.17</BC_2YEAR>
          <BC_3YEAR>4.38</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>5.13</BC_7YEAR>
          <BC_10YEAR>5.31</BC_10YEAR>
          <BC_20YEAR>5.86</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0119</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.78</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.36</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.34</BC_7YEAR>
          <BC_10YEAR>5.51</BC_10YEAR>
          <BC_20YEAR>6.02</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0119</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.85</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.71</BC_3MONTH>
          <BC_6MONTH>3.76</BC_6MONTH>
          <BC_1YEAR>3.79</BC_1YEAR>
          <BC_2YEAR>4.29</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.28</BC_7YEAR>
          <BC_10YEAR>5.46</BC_10YEAR>
          <BC_20YEAR>5.99</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0120</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.89</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.75</BC_1YEAR>
          <BC_2YEAR>4.28</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>5.33</BC_7YEAR>
          <BC_10YEAR>5.5</BC_10YEAR>
          <BC_20YEAR>6.03</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0120</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.86</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.57</BC_3MONTH>
          <BC_6MONTH>3.67</BC_6MONTH>
          <BC_1YEAR>3.72</BC_1YEAR>
          <BC_2YEAR>4.25</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>5.3</BC_7YEAR>
          <BC_10YEAR>5.48</BC_10YEAR>
          <BC_20YEAR>6.01</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0120</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.8</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.57</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.75</BC_1YEAR>
          <BC_2YEAR>4.33</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.29</BC_7YEAR>
          <BC_10YEAR>5.46</BC_10YEAR>
          <BC_20YEAR>5.96</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0120</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.76</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.79</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.28</BC_7YEAR>
          <BC_10YEAR>5.41</BC_10YEAR>
          <BC_20YEAR>5.93</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0120</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.65</BC_3MONTH>
          <BC_6MONTH>3.77</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.29</BC_7YEAR>
          <BC_10YEAR>5.41</BC_10YEAR>
          <BC_20YEAR>5.92</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0121</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.64</BC_3MONTH>
          <BC_6MONTH>3.76</BC_6MONTH>
          <BC_1YEAR>3.79</BC_1YEAR>
          <BC_2YEAR>4.34</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.29</BC_7YEAR>
          <BC_10YEAR>5.42</BC_10YEAR>
          <BC_20YEAR>5.95</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0121</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.79</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.64</BC_3MONTH>
          <BC_6MONTH>3.72</BC_6MONTH>
          <BC_1YEAR>3.75</BC_1YEAR>
          <BC_2YEAR>4.29</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.96</BC_5YEAR>
          <BC_7YEAR>5.29</BC_7YEAR>
          <BC_10YEAR>5.41</BC_10YEAR>
          <BC_20YEAR>5.95</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0121</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.87</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.7</BC_3MONTH>
          <BC_6MONTH>3.72</BC_6MONTH>
          <BC_1YEAR>3.79</BC_1YEAR>
          <BC_2YEAR>4.32</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>5.05</BC_5YEAR>
          <BC_7YEAR>5.38</BC_7YEAR>
          <BC_10YEAR>5.52</BC_10YEAR>
          <BC_20YEAR>6.04</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0121</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.86</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.66</BC_3MONTH>
          <BC_6MONTH>3.69</BC_6MONTH>
          <BC_1YEAR>3.76</BC_1YEAR>
          <BC_2YEAR>4.31</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.38</BC_7YEAR>
          <BC_10YEAR>5.52</BC_10YEAR>
          <BC_20YEAR>6.04</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0121</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0122</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>05-28-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.86</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.71</BC_3MONTH>
          <BC_6MONTH>3.68</BC_6MONTH>
          <BC_1YEAR>3.76</BC_1YEAR>
          <BC_2YEAR>4.33</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>5.06</BC_5YEAR>
          <BC_7YEAR>5.4</BC_7YEAR>
          <BC_10YEAR>5.54</BC_10YEAR>
          <BC_20YEAR>6.05</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0122</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.86</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.68</BC_3MONTH>
          <BC_6MONTH>3.65</BC_6MONTH>
          <BC_1YEAR>3.75</BC_1YEAR>
          <BC_2YEAR>4.34</BC_2YEAR>
          <BC_3YEAR>4.61</BC_3YEAR>
          <BC_5YEAR>5.07</BC_5YEAR>
          <BC_7YEAR>5.39</BC_7YEAR>
          <BC_10YEAR>5.54</BC_10YEAR>
          <BC_20YEAR>6.04</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0122</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.59</BC_6MONTH>
          <BC_1YEAR>3.63</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.27</BC_7YEAR>
          <BC_10YEAR>5.43</BC_10YEAR>
          <BC_20YEAR>5.95</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0122</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.71</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.67</BC_3MONTH>
          <BC_6MONTH>3.61</BC_6MONTH>
          <BC_1YEAR>3.67</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>5.24</BC_7YEAR>
          <BC_10YEAR>5.39</BC_10YEAR>
          <BC_20YEAR>5.89</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0122</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.68</BC_3MONTH>
          <BC_6MONTH>3.64</BC_6MONTH>
          <BC_1YEAR>3.68</BC_1YEAR>
          <BC_2YEAR>4.19</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>5.22</BC_7YEAR>
          <BC_10YEAR>5.35</BC_10YEAR>
          <BC_20YEAR>5.87</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0123</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.6</BC_6MONTH>
          <BC_1YEAR>3.61</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.84</BC_5YEAR>
          <BC_7YEAR>5.15</BC_7YEAR>
          <BC_10YEAR>5.29</BC_10YEAR>
          <BC_20YEAR>5.85</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0123</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.62</BC_3MONTH>
          <BC_6MONTH>3.6</BC_6MONTH>
          <BC_1YEAR>3.62</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.38</BC_3YEAR>
          <BC_5YEAR>4.83</BC_5YEAR>
          <BC_7YEAR>5.15</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.83</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0123</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.6</BC_6MONTH>
          <BC_1YEAR>3.63</BC_1YEAR>
          <BC_2YEAR>4.14</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.21</BC_7YEAR>
          <BC_10YEAR>5.33</BC_10YEAR>
          <BC_20YEAR>5.89</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0123</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.73</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.64</BC_3MONTH>
          <BC_6MONTH>3.63</BC_6MONTH>
          <BC_1YEAR>3.64</BC_1YEAR>
          <BC_2YEAR>4.17</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>5.25</BC_7YEAR>
          <BC_10YEAR>5.38</BC_10YEAR>
          <BC_20YEAR>5.9</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0123</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.6</BC_3MONTH>
          <BC_6MONTH>3.62</BC_6MONTH>
          <BC_1YEAR>3.64</BC_1YEAR>
          <BC_2YEAR>4.11</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.87</BC_5YEAR>
          <BC_7YEAR>5.19</BC_7YEAR>
          <BC_10YEAR>5.32</BC_10YEAR>
          <BC_20YEAR>5.85</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0124</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.6</BC_6MONTH>
          <BC_1YEAR>3.62</BC_1YEAR>
          <BC_2YEAR>4.09</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0124</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.55</BC_3MONTH>
          <BC_6MONTH>3.58</BC_6MONTH>
          <BC_1YEAR>3.6</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.35</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>5.15</BC_7YEAR>
          <BC_10YEAR>5.28</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0124</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.59</BC_6MONTH>
          <BC_1YEAR>3.56</BC_1YEAR>
          <BC_2YEAR>4.04</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.26</BC_10YEAR>
          <BC_20YEAR>5.8</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0124</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.55</BC_6MONTH>
          <BC_1YEAR>3.53</BC_1YEAR>
          <BC_2YEAR>4.01</BC_2YEAR>
          <BC_3YEAR>4.26</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.83</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0124</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.49</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.24</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.84</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0125</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.51</BC_3MONTH>
          <BC_6MONTH>3.49</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.99</BC_2YEAR>
          <BC_3YEAR>4.25</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.26</BC_10YEAR>
          <BC_20YEAR>5.82</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0125</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.67</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.45</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.24</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.24</BC_10YEAR>
          <BC_20YEAR>5.8</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0125</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.51</BC_3MONTH>
          <BC_6MONTH>3.48</BC_6MONTH>
          <BC_1YEAR>3.47</BC_1YEAR>
          <BC_2YEAR>3.99</BC_2YEAR>
          <BC_3YEAR>4.25</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.77</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0125</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.45</BC_3MONTH>
          <BC_6MONTH>3.42</BC_6MONTH>
          <BC_1YEAR>3.41</BC_1YEAR>
          <BC_2YEAR>3.93</BC_2YEAR>
          <BC_3YEAR>4.18</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>5.7</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0125</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.46</BC_3MONTH>
          <BC_6MONTH>3.46</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.96</BC_2YEAR>
          <BC_3YEAR>4.22</BC_3YEAR>
          <BC_5YEAR>4.65</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>5.72</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0126</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.46</BC_3MONTH>
          <BC_6MONTH>3.49</BC_6MONTH>
          <BC_1YEAR>3.53</BC_1YEAR>
          <BC_2YEAR>4.03</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.24</BC_10YEAR>
          <BC_20YEAR>5.78</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0126</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.62</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.55</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>4.06</BC_2YEAR>
          <BC_3YEAR>4.36</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.26</BC_10YEAR>
          <BC_20YEAR>5.77</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0126</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.64</BC_3MONTH>
          <BC_6MONTH>3.64</BC_6MONTH>
          <BC_1YEAR>3.69</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>5.23</BC_7YEAR>
          <BC_10YEAR>5.35</BC_10YEAR>
          <BC_20YEAR>5.85</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0126</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.65</BC_3MONTH>
          <BC_6MONTH>3.63</BC_6MONTH>
          <BC_1YEAR>3.72</BC_1YEAR>
          <BC_2YEAR>4.25</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5.28</BC_7YEAR>
          <BC_10YEAR>5.42</BC_10YEAR>
          <BC_20YEAR>5.91</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0126</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.67</BC_3MONTH>
          <BC_6MONTH>3.61</BC_6MONTH>
          <BC_1YEAR>3.74</BC_1YEAR>
          <BC_2YEAR>4.21</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.21</BC_7YEAR>
          <BC_10YEAR>5.37</BC_10YEAR>
          <BC_20YEAR>5.86</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0127</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.73</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.66</BC_3MONTH>
          <BC_6MONTH>3.63</BC_6MONTH>
          <BC_1YEAR>3.71</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>5.25</BC_7YEAR>
          <BC_10YEAR>5.41</BC_10YEAR>
          <BC_20YEAR>5.9</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0127</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0127</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>07-04-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.76</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.65</BC_3MONTH>
          <BC_6MONTH>3.63</BC_6MONTH>
          <BC_1YEAR>3.7</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>5.29</BC_7YEAR>
          <BC_10YEAR>5.44</BC_10YEAR>
          <BC_20YEAR>5.94</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0127</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.57</BC_6MONTH>
          <BC_1YEAR>3.63</BC_1YEAR>
          <BC_2YEAR>4.16</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>5.24</BC_7YEAR>
          <BC_10YEAR>5.41</BC_10YEAR>
          <BC_20YEAR>5.92</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0127</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.65</BC_3MONTH>
          <BC_6MONTH>3.62</BC_6MONTH>
          <BC_1YEAR>3.66</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>5.21</BC_7YEAR>
          <BC_10YEAR>5.37</BC_10YEAR>
          <BC_20YEAR>5.87</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0128</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>3.58</BC_6MONTH>
          <BC_1YEAR>3.61</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.34</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>5.15</BC_7YEAR>
          <BC_10YEAR>5.32</BC_10YEAR>
          <BC_20YEAR>5.83</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0128</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.58</BC_3MONTH>
          <BC_6MONTH>3.55</BC_6MONTH>
          <BC_1YEAR>3.6</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.31</BC_10YEAR>
          <BC_20YEAR>5.84</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0128</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.6</BC_3MONTH>
          <BC_6MONTH>3.56</BC_6MONTH>
          <BC_1YEAR>3.6</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.8</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0128</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.62</BC_3MONTH>
          <BC_6MONTH>3.59</BC_6MONTH>
          <BC_1YEAR>3.64</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.27</BC_10YEAR>
          <BC_20YEAR>5.79</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0128</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.64</BC_3MONTH>
          <BC_6MONTH>3.61</BC_6MONTH>
          <BC_1YEAR>3.63</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.32</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.21</BC_10YEAR>
          <BC_20YEAR>5.74</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0129</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>3.59</BC_6MONTH>
          <BC_1YEAR>3.63</BC_1YEAR>
          <BC_2YEAR>4.09</BC_2YEAR>
          <BC_3YEAR>4.34</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.74</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0129</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.51</BC_6MONTH>
          <BC_1YEAR>3.57</BC_1YEAR>
          <BC_2YEAR>3.96</BC_2YEAR>
          <BC_3YEAR>4.26</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>5.65</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0129</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.55</BC_3MONTH>
          <BC_6MONTH>3.54</BC_6MONTH>
          <BC_1YEAR>3.6</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.28</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0129</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.54</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.53</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.29</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>5.67</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0129</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.55</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.28</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0130</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.52</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.97</BC_2YEAR>
          <BC_3YEAR>4.26</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.64</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0130</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.54</BC_6MONTH>
          <BC_1YEAR>3.62</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.7</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0130</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.56</BC_3MONTH>
          <BC_6MONTH>3.52</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.94</BC_2YEAR>
          <BC_3YEAR>4.24</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>5.71</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0130</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.55</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.55</BC_3MONTH>
          <BC_6MONTH>3.48</BC_6MONTH>
          <BC_1YEAR>3.57</BC_1YEAR>
          <BC_2YEAR>3.87</BC_2YEAR>
          <BC_3YEAR>4.15</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.65</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0130</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>3.57</BC_3MONTH>
          <BC_6MONTH>3.49</BC_6MONTH>
          <BC_1YEAR>3.56</BC_1YEAR>
          <BC_2YEAR>3.86</BC_2YEAR>
          <BC_3YEAR>4.14</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.91</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>5.63</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0131</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.51</BC_30YEAR>
          <BC_1MONTH>3.67</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.53</BC_1YEAR>
          <BC_2YEAR>3.79</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0131</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH>3.65</BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.56</BC_1YEAR>
          <BC_2YEAR>3.83</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>5.63</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0131</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.57</BC_30YEAR>
          <BC_1MONTH>3.65</BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.46</BC_6MONTH>
          <BC_1YEAR>3.57</BC_1YEAR>
          <BC_2YEAR>3.89</BC_2YEAR>
          <BC_3YEAR>4.17</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5.17</BC_10YEAR>
          <BC_20YEAR>5.68</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0131</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH>3.63</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.57</BC_1YEAR>
          <BC_2YEAR>3.91</BC_2YEAR>
          <BC_3YEAR>4.22</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.7</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0131</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH>3.62</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.56</BC_1YEAR>
          <BC_2YEAR>3.88</BC_2YEAR>
          <BC_3YEAR>4.17</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>5.7</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0132</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.6</BC_30YEAR>
          <BC_1MONTH>3.63</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.56</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.71</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0132</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>3.61</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.41</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0132</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.54</BC_30YEAR>
          <BC_1MONTH>3.61</BC_1MONTH>
          <BC_3MONTH>3.45</BC_3MONTH>
          <BC_6MONTH>3.4</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>5.64</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0132</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>3.58</BC_1MONTH>
          <BC_3MONTH>3.43</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.45</BC_1YEAR>
          <BC_2YEAR>3.73</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.88</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0132</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>3.57</BC_1MONTH>
          <BC_3MONTH>3.45</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.43</BC_1YEAR>
          <BC_2YEAR>3.7</BC_2YEAR>
          <BC_3YEAR>4</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>5.6</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0133</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.51</BC_30YEAR>
          <BC_1MONTH>3.54</BC_1MONTH>
          <BC_3MONTH>3.43</BC_3MONTH>
          <BC_6MONTH>3.38</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.74</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0133</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>3.52</BC_1MONTH>
          <BC_3MONTH>3.43</BC_3MONTH>
          <BC_6MONTH>3.41</BC_6MONTH>
          <BC_1YEAR>3.47</BC_1YEAR>
          <BC_2YEAR>3.8</BC_2YEAR>
          <BC_3YEAR>4.11</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0133</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH>3.48</BC_1MONTH>
          <BC_3MONTH>3.39</BC_3MONTH>
          <BC_6MONTH>3.36</BC_6MONTH>
          <BC_1YEAR>3.43</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>4.95</BC_10YEAR>
          <BC_20YEAR>5.58</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0133</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.43</BC_30YEAR>
          <BC_1MONTH>3.46</BC_1MONTH>
          <BC_3MONTH>3.36</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.67</BC_2YEAR>
          <BC_3YEAR>3.95</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>5.51</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0133</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.46</BC_30YEAR>
          <BC_1MONTH>3.48</BC_1MONTH>
          <BC_3MONTH>3.42</BC_3MONTH>
          <BC_6MONTH>3.4</BC_6MONTH>
          <BC_1YEAR>3.44</BC_1YEAR>
          <BC_2YEAR>3.74</BC_2YEAR>
          <BC_3YEAR>4.02</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.91</BC_10YEAR>
          <BC_20YEAR>5.55</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0134</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.44</BC_30YEAR>
          <BC_1MONTH>3.46</BC_1MONTH>
          <BC_3MONTH>3.39</BC_3MONTH>
          <BC_6MONTH>3.35</BC_6MONTH>
          <BC_1YEAR>3.41</BC_1YEAR>
          <BC_2YEAR>3.69</BC_2YEAR>
          <BC_3YEAR>3.96</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.79</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0134</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.44</BC_30YEAR>
          <BC_1MONTH>3.46</BC_1MONTH>
          <BC_3MONTH>3.38</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.44</BC_1YEAR>
          <BC_2YEAR>3.76</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.53</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.91</BC_10YEAR>
          <BC_20YEAR>5.53</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0134</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.41</BC_30YEAR>
          <BC_1MONTH>3.49</BC_1MONTH>
          <BC_3MONTH>3.4</BC_3MONTH>
          <BC_6MONTH>3.36</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.99</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.79</BC_7YEAR>
          <BC_10YEAR>4.89</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0134</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH>3.49</BC_1MONTH>
          <BC_3MONTH>3.42</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.76</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0134</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.47</BC_30YEAR>
          <BC_1MONTH>3.52</BC_1MONTH>
          <BC_3MONTH>3.45</BC_3MONTH>
          <BC_6MONTH>3.4</BC_6MONTH>
          <BC_1YEAR>3.51</BC_1YEAR>
          <BC_2YEAR>3.78</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.94</BC_10YEAR>
          <BC_20YEAR>5.56</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0135</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.41</BC_30YEAR>
          <BC_1MONTH>3.53</BC_1MONTH>
          <BC_3MONTH>3.41</BC_3MONTH>
          <BC_6MONTH>3.35</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.97</BC_3YEAR>
          <BC_5YEAR>4.48</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.85</BC_10YEAR>
          <BC_20YEAR>5.49</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0135</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH>3.48</BC_1MONTH>
          <BC_3MONTH>3.42</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.44</BC_1YEAR>
          <BC_2YEAR>3.67</BC_2YEAR>
          <BC_3YEAR>3.92</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.44</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0135</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.37</BC_30YEAR>
          <BC_1MONTH>3.41</BC_1MONTH>
          <BC_3MONTH>3.36</BC_3MONTH>
          <BC_6MONTH>3.28</BC_6MONTH>
          <BC_1YEAR>3.38</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.88</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0135</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>3.4</BC_1MONTH>
          <BC_3MONTH>3.37</BC_3MONTH>
          <BC_6MONTH>3.31</BC_6MONTH>
          <BC_1YEAR>3.41</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.85</BC_10YEAR>
          <BC_20YEAR>5.47</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0135</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0136</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>09-03-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.5</BC_30YEAR>
          <BC_1MONTH>3.43</BC_1MONTH>
          <BC_3MONTH>3.44</BC_3MONTH>
          <BC_6MONTH>3.43</BC_6MONTH>
          <BC_1YEAR>3.55</BC_1YEAR>
          <BC_2YEAR>3.83</BC_2YEAR>
          <BC_3YEAR>4.1</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.88</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>5.59</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0136</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH>3.49</BC_1MONTH>
          <BC_3MONTH>3.41</BC_3MONTH>
          <BC_6MONTH>3.39</BC_6MONTH>
          <BC_1YEAR>3.47</BC_1YEAR>
          <BC_2YEAR>3.79</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>5.57</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0136</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.41</BC_30YEAR>
          <BC_1MONTH>3.44</BC_1MONTH>
          <BC_3MONTH>3.34</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.4</BC_1YEAR>
          <BC_2YEAR>3.65</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>4.48</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0136</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>3.4</BC_1MONTH>
          <BC_3MONTH>3.27</BC_3MONTH>
          <BC_6MONTH>3.2</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.53</BC_2YEAR>
          <BC_3YEAR>3.82</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0136</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.43</BC_30YEAR>
          <BC_1MONTH>3.4</BC_1MONTH>
          <BC_3MONTH>3.26</BC_3MONTH>
          <BC_6MONTH>3.23</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.53</BC_2YEAR>
          <BC_3YEAR>3.82</BC_3YEAR>
          <BC_5YEAR>4.41</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0137</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>2.73</BC_1MONTH>
          <BC_3MONTH>2.74</BC_3MONTH>
          <BC_6MONTH>2.75</BC_6MONTH>
          <BC_1YEAR>2.81</BC_1YEAR>
          <BC_2YEAR>2.99</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0137</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.35</BC_30YEAR>
          <BC_1MONTH>2.54</BC_1MONTH>
          <BC_3MONTH>2.64</BC_3MONTH>
          <BC_6MONTH>2.67</BC_6MONTH>
          <BC_1YEAR>2.73</BC_1YEAR>
          <BC_2YEAR>2.87</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0137</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.41</BC_30YEAR>
          <BC_1MONTH>2.47</BC_1MONTH>
          <BC_3MONTH>2.59</BC_3MONTH>
          <BC_6MONTH>2.62</BC_6MONTH>
          <BC_1YEAR>2.72</BC_1YEAR>
          <BC_2YEAR>2.96</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>5.44</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0138</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.55</BC_30YEAR>
          <BC_1MONTH>2.34</BC_1MONTH>
          <BC_3MONTH>2.48</BC_3MONTH>
          <BC_6MONTH>2.56</BC_6MONTH>
          <BC_1YEAR>2.69</BC_1YEAR>
          <BC_2YEAR>2.96</BC_2YEAR>
          <BC_3YEAR>3.31</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>5.59</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0138</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.56</BC_30YEAR>
          <BC_1MONTH>2</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.33</BC_6MONTH>
          <BC_1YEAR>2.49</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>5.59</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0138</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.62</BC_30YEAR>
          <BC_1MONTH>2.04</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.38</BC_6MONTH>
          <BC_1YEAR>2.56</BC_1YEAR>
          <BC_2YEAR>2.91</BC_2YEAR>
          <BC_3YEAR>3.27</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>5.67</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0138</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH>2.12</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.34</BC_6MONTH>
          <BC_1YEAR>2.53</BC_1YEAR>
          <BC_2YEAR>2.91</BC_2YEAR>
          <BC_3YEAR>3.27</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.43</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>5.62</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0138</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.58</BC_30YEAR>
          <BC_1MONTH>2.38</BC_1MONTH>
          <BC_3MONTH>2.38</BC_3MONTH>
          <BC_6MONTH>2.39</BC_6MONTH>
          <BC_1YEAR>2.56</BC_1YEAR>
          <BC_2YEAR>2.94</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>4</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0139</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.58</BC_30YEAR>
          <BC_1MONTH>2.58</BC_1MONTH>
          <BC_3MONTH>2.4</BC_3MONTH>
          <BC_6MONTH>2.37</BC_6MONTH>
          <BC_1YEAR>2.51</BC_1YEAR>
          <BC_2YEAR>2.88</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>5.6</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0139</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.5</BC_30YEAR>
          <BC_1MONTH>2.51</BC_1MONTH>
          <BC_3MONTH>2.38</BC_3MONTH>
          <BC_6MONTH>2.34</BC_6MONTH>
          <BC_1YEAR>2.48</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>5.52</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0139</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH>2.34</BC_1MONTH>
          <BC_3MONTH>2.38</BC_3MONTH>
          <BC_6MONTH>2.31</BC_6MONTH>
          <BC_1YEAR>2.43</BC_1YEAR>
          <BC_2YEAR>2.78</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>5.46</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0139</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.42</BC_30YEAR>
          <BC_1MONTH>2.28</BC_1MONTH>
          <BC_3MONTH>2.4</BC_3MONTH>
          <BC_6MONTH>2.36</BC_6MONTH>
          <BC_1YEAR>2.49</BC_1YEAR>
          <BC_2YEAR>2.86</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0139</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH>2.26</BC_1MONTH>
          <BC_3MONTH>2.37</BC_3MONTH>
          <BC_6MONTH>2.37</BC_6MONTH>
          <BC_1YEAR>2.47</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>5.39</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0140</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.34</BC_30YEAR>
          <BC_1MONTH>2.27</BC_1MONTH>
          <BC_3MONTH>2.26</BC_3MONTH>
          <BC_6MONTH>2.27</BC_6MONTH>
          <BC_1YEAR>2.43</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>5.36</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0140</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH>2.21</BC_1MONTH>
          <BC_3MONTH>2.23</BC_3MONTH>
          <BC_6MONTH>2.24</BC_6MONTH>
          <BC_1YEAR>2.38</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0140</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.31</BC_30YEAR>
          <BC_1MONTH>2.22</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.21</BC_6MONTH>
          <BC_1YEAR>2.37</BC_1YEAR>
          <BC_2YEAR>2.75</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>5.33</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0140</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.31</BC_30YEAR>
          <BC_1MONTH>2.21</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.18</BC_6MONTH>
          <BC_1YEAR>2.33</BC_1YEAR>
          <BC_2YEAR>2.71</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.26</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0140</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0141</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>10-08-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>2.24</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.2</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.74</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>5.42</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0141</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH>2.3</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.2</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.78</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0141</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.41</BC_30YEAR>
          <BC_1MONTH>2.3</BC_1MONTH>
          <BC_3MONTH>2.27</BC_3MONTH>
          <BC_6MONTH>2.26</BC_6MONTH>
          <BC_1YEAR>2.44</BC_1YEAR>
          <BC_2YEAR>2.88</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.43</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0141</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.42</BC_30YEAR>
          <BC_1MONTH>2.31</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.24</BC_6MONTH>
          <BC_1YEAR>2.4</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.23</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0141</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH>2.33</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.22</BC_6MONTH>
          <BC_1YEAR>2.39</BC_1YEAR>
          <BC_2YEAR>2.78</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>5.4</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0142</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.35</BC_30YEAR>
          <BC_1MONTH>2.32</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.2</BC_6MONTH>
          <BC_1YEAR>2.37</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0142</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH>2.34</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.2</BC_6MONTH>
          <BC_1YEAR>2.37</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>5.35</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0142</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH>2.28</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.19</BC_6MONTH>
          <BC_1YEAR>2.36</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0142</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH>2.29</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.17</BC_6MONTH>
          <BC_1YEAR>2.34</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>5.39</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0142</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH>2.29</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.18</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.79</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.98</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0143</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-22-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.38</BC_30YEAR>
          <BC_1MONTH>2.32</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.16</BC_6MONTH>
          <BC_1YEAR>2.37</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.24</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>5.4</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0143</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.32</BC_30YEAR>
          <BC_1MONTH>2.3</BC_1MONTH>
          <BC_3MONTH>2.17</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.32</BC_1YEAR>
          <BC_2YEAR>2.72</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>5.32</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0143</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.28</BC_30YEAR>
          <BC_1MONTH>2.27</BC_1MONTH>
          <BC_3MONTH>2.14</BC_3MONTH>
          <BC_6MONTH>2.09</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>3.06</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>5.28</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0143</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-25-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.27</BC_30YEAR>
          <BC_1MONTH>2.26</BC_1MONTH>
          <BC_3MONTH>2.14</BC_3MONTH>
          <BC_6MONTH>2.09</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>3.06</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>4.26</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>5.27</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0143</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.25</BC_30YEAR>
          <BC_1MONTH>2.24</BC_1MONTH>
          <BC_3MONTH>2.09</BC_3MONTH>
          <BC_6MONTH>2.04</BC_6MONTH>
          <BC_1YEAR>2.18</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.99</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>4.22</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0144</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.22</BC_30YEAR>
          <BC_1MONTH>2.17</BC_1MONTH>
          <BC_3MONTH>2.05</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.48</BC_2YEAR>
          <BC_3YEAR>2.92</BC_3YEAR>
          <BC_5YEAR>3.76</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.44</BC_10YEAR>
          <BC_20YEAR>5.21</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0144</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.89</BC_30YEAR>
          <BC_1MONTH>2.15</BC_1MONTH>
          <BC_3MONTH>2.05</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.87</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0144</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.79</BC_30YEAR>
          <BC_1MONTH>2.18</BC_1MONTH>
          <BC_3MONTH>2.06</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.1</BC_1YEAR>
          <BC_2YEAR>2.49</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>5</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0144</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-01-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.96</BC_30YEAR>
          <BC_1MONTH>2.09</BC_1MONTH>
          <BC_3MONTH>2.01</BC_3MONTH>
          <BC_6MONTH>1.94</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.48</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.77</BC_5YEAR>
          <BC_7YEAR>4.12</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>5.14</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0144</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-02-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.86</BC_30YEAR>
          <BC_1MONTH>2.06</BC_1MONTH>
          <BC_3MONTH>2.01</BC_3MONTH>
          <BC_6MONTH>1.96</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.31</BC_10YEAR>
          <BC_20YEAR>5.06</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0145</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.86</BC_30YEAR>
          <BC_1MONTH>1.98</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.37</BC_2YEAR>
          <BC_3YEAR>2.76</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0145</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.79</BC_30YEAR>
          <BC_1MONTH>1.93</BC_1MONTH>
          <BC_3MONTH>1.8</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>1.93</BC_1YEAR>
          <BC_2YEAR>2.32</BC_2YEAR>
          <BC_3YEAR>2.7</BC_3YEAR>
          <BC_5YEAR>3.47</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0145</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.87</BC_30YEAR>
          <BC_1MONTH>1.93</BC_1MONTH>
          <BC_3MONTH>1.84</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2</BC_1YEAR>
          <BC_2YEAR>2.42</BC_2YEAR>
          <BC_3YEAR>2.81</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>4.05</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0145</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-08-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.88</BC_30YEAR>
          <BC_1MONTH>1.92</BC_1MONTH>
          <BC_3MONTH>1.83</BC_3MONTH>
          <BC_6MONTH>1.82</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.62</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0145</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-09-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0146</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-12-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>4.92</BC_30YEAR>
          <BC_1MONTH>1.94</BC_1MONTH>
          <BC_3MONTH>1.84</BC_3MONTH>
          <BC_6MONTH>1.86</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.96</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>4.17</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>5.1</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0146</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.02</BC_30YEAR>
          <BC_1MONTH>1.99</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.7</BC_2YEAR>
          <BC_3YEAR>3.11</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0146</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.22</BC_30YEAR>
          <BC_1MONTH>1.99</BC_1MONTH>
          <BC_3MONTH>1.92</BC_3MONTH>
          <BC_6MONTH>2.01</BC_6MONTH>
          <BC_1YEAR>2.34</BC_1YEAR>
          <BC_2YEAR>2.98</BC_2YEAR>
          <BC_3YEAR>3.41</BC_3YEAR>
          <BC_5YEAR>4.1</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0146</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-15-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.3</BC_30YEAR>
          <BC_1MONTH>2.02</BC_1MONTH>
          <BC_3MONTH>1.95</BC_3MONTH>
          <BC_6MONTH>2.06</BC_6MONTH>
          <BC_1YEAR>2.41</BC_1YEAR>
          <BC_2YEAR>3.09</BC_2YEAR>
          <BC_3YEAR>3.55</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.91</BC_10YEAR>
          <BC_20YEAR>5.52</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0146</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-16-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.22</BC_30YEAR>
          <BC_1MONTH>2.02</BC_1MONTH>
          <BC_3MONTH>1.94</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.31</BC_1YEAR>
          <BC_2YEAR>2.92</BC_2YEAR>
          <BC_3YEAR>3.38</BC_3YEAR>
          <BC_5YEAR>4.12</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>5.42</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0147</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.3</BC_30YEAR>
          <BC_1MONTH>2.02</BC_1MONTH>
          <BC_3MONTH>1.95</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.31</BC_1YEAR>
          <BC_2YEAR>2.96</BC_2YEAR>
          <BC_3YEAR>3.41</BC_3YEAR>
          <BC_5YEAR>4.17</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0147</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.35</BC_30YEAR>
          <BC_1MONTH>2</BC_1MONTH>
          <BC_3MONTH>1.96</BC_3MONTH>
          <BC_6MONTH>2.02</BC_6MONTH>
          <BC_1YEAR>2.38</BC_1YEAR>
          <BC_2YEAR>3.11</BC_2YEAR>
          <BC_3YEAR>3.58</BC_3YEAR>
          <BC_5YEAR>4.31</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.59</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0147</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0147</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-22-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>2</BC_1MONTH>
          <BC_3MONTH>1.95</BC_3MONTH>
          <BC_6MONTH>2.02</BC_6MONTH>
          <BC_1YEAR>2.41</BC_1YEAR>
          <BC_2YEAR>3.2</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>4.4</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>5.65</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0147</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-23-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.39</BC_30YEAR>
          <BC_1MONTH>2</BC_1MONTH>
          <BC_3MONTH>1.98</BC_3MONTH>
          <BC_6MONTH>2.04</BC_6MONTH>
          <BC_1YEAR>2.43</BC_1YEAR>
          <BC_2YEAR>3.22</BC_2YEAR>
          <BC_3YEAR>3.7</BC_3YEAR>
          <BC_5YEAR>4.41</BC_5YEAR>
          <BC_7YEAR>4.85</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>5.66</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0148</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.37</BC_30YEAR>
          <BC_1MONTH>2.01</BC_1MONTH>
          <BC_3MONTH>1.92</BC_3MONTH>
          <BC_6MONTH>1.98</BC_6MONTH>
          <BC_1YEAR>2.36</BC_1YEAR>
          <BC_2YEAR>3.11</BC_2YEAR>
          <BC_3YEAR>3.58</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.64</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0148</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.36</BC_30YEAR>
          <BC_1MONTH>1.96</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>3.12</BC_2YEAR>
          <BC_3YEAR>3.6</BC_3YEAR>
          <BC_5YEAR>4.33</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>5.63</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0148</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.24</BC_30YEAR>
          <BC_1MONTH>1.9</BC_1MONTH>
          <BC_3MONTH>1.8</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>2.87</BC_2YEAR>
          <BC_3YEAR>3.33</BC_3YEAR>
          <BC_5YEAR>4.1</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.52</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0148</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-29-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-NOV-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.27</BC_30YEAR>
          <BC_1MONTH>1.87</BC_1MONTH>
          <BC_3MONTH>1.78</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.84</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0148</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-30-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.26</BC_30YEAR>
          <BC_1MONTH>1.85</BC_1MONTH>
          <BC_3MONTH>1.78</BC_3MONTH>
          <BC_6MONTH>1.81</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>4.04</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>5.49</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0149</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-03-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.22</BC_30YEAR>
          <BC_1MONTH>1.81</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0149</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-04-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.35</BC_30YEAR>
          <BC_1MONTH>1.77</BC_1MONTH>
          <BC_3MONTH>1.77</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.27</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.55</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0149</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-05-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.47</BC_30YEAR>
          <BC_1MONTH>1.73</BC_1MONTH>
          <BC_3MONTH>1.75</BC_3MONTH>
          <BC_6MONTH>1.91</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>3.19</BC_2YEAR>
          <BC_3YEAR>3.7</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>5.72</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0149</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-06-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.6</BC_30YEAR>
          <BC_1MONTH>1.69</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.81</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>3.19</BC_2YEAR>
          <BC_3YEAR>3.72</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>5.9</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0149</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-07-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.58</BC_30YEAR>
          <BC_1MONTH>1.68</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>3.1</BC_2YEAR>
          <BC_3YEAR>3.63</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>5.17</BC_10YEAR>
          <BC_20YEAR>5.86</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0150</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-10-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.55</BC_30YEAR>
          <BC_1MONTH>1.66</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>3.03</BC_2YEAR>
          <BC_3YEAR>3.56</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.89</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.83</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0150</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-11-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.47</BC_30YEAR>
          <BC_1MONTH>1.69</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.97</BC_2YEAR>
          <BC_3YEAR>3.48</BC_3YEAR>
          <BC_5YEAR>4.29</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>5.02</BC_10YEAR>
          <BC_20YEAR>5.74</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0150</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-12-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.53</BC_30YEAR>
          <BC_1MONTH>1.69</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.78</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>3.09</BC_2YEAR>
          <BC_3YEAR>3.62</BC_3YEAR>
          <BC_5YEAR>4.4</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0150</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-13-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.59</BC_30YEAR>
          <BC_1MONTH>1.7</BC_1MONTH>
          <BC_3MONTH>1.73</BC_3MONTH>
          <BC_6MONTH>1.81</BC_6MONTH>
          <BC_1YEAR>2.22</BC_1YEAR>
          <BC_2YEAR>3.2</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.24</BC_10YEAR>
          <BC_20YEAR>5.89</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0150</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-14-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.61</BC_30YEAR>
          <BC_1MONTH>1.72</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.84</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>3.21</BC_2YEAR>
          <BC_3YEAR>3.74</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.26</BC_10YEAR>
          <BC_20YEAR>5.91</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0151</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-17-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>1.72</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.81</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>3.13</BC_2YEAR>
          <BC_3YEAR>3.66</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0151</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-18-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH>1.69</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>3.11</BC_2YEAR>
          <BC_3YEAR>3.63</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>5.08</BC_10YEAR>
          <BC_20YEAR>5.73</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0151</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-19-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.43</BC_30YEAR>
          <BC_1MONTH>1.67</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.22</BC_1YEAR>
          <BC_2YEAR>3.15</BC_2YEAR>
          <BC_3YEAR>3.67</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>5.08</BC_10YEAR>
          <BC_20YEAR>5.73</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0151</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-20-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.45</BC_30YEAR>
          <BC_1MONTH>1.67</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.81</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>3.17</BC_2YEAR>
          <BC_3YEAR>3.69</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.89</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>5.76</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0151</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-21-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.49</BC_30YEAR>
          <BC_1MONTH>1.66</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>3.22</BC_2YEAR>
          <BC_3YEAR>3.74</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>5.18</BC_10YEAR>
          <BC_20YEAR>5.81</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0152</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-24-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0152</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>12-25-2001    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.52</BC_30YEAR>
          <BC_1MONTH>1.77</BC_1MONTH>
          <BC_3MONTH>1.75</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.34</BC_1YEAR>
          <BC_2YEAR>3.26</BC_2YEAR>
          <BC_3YEAR>3.8</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>5.84</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0152</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-26-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.49</BC_30YEAR>
          <BC_1MONTH>1.75</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.84</BC_6MONTH>
          <BC_1YEAR>2.27</BC_1YEAR>
          <BC_2YEAR>3.19</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>5.78</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0152</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-27-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.54</BC_30YEAR>
          <BC_1MONTH>1.73</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>3.16</BC_2YEAR>
          <BC_3YEAR>3.69</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>5.82</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0152</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-28-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-DEC-01</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.48</BC_30YEAR>
          <BC_1MONTH>1.68</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.59</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>5.74</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0201</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-31-2001</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
