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      <BID_CURVE_DATE>29-JAN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.87</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.29</BC_1YEAR>
          <BC_2YEAR>1.88</BC_2YEAR>
          <BC_3YEAR>2.39</BC_3YEAR>
          <BC_5YEAR>3.22</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0405</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.85</BC_1MONTH>
          <BC_3MONTH>.92</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.28</BC_1YEAR>
          <BC_2YEAR>1.84</BC_2YEAR>
          <BC_3YEAR>2.35</BC_3YEAR>
          <BC_5YEAR>3.17</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>5</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0405</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.87</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.03</BC_6MONTH>
          <BC_1YEAR>1.29</BC_1YEAR>
          <BC_2YEAR>1.83</BC_2YEAR>
          <BC_3YEAR>2.36</BC_3YEAR>
          <BC_5YEAR>3.18</BC_5YEAR>
          <BC_7YEAR>3.7</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0406</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.27</BC_1YEAR>
          <BC_2YEAR>1.78</BC_2YEAR>
          <BC_3YEAR>2.3</BC_3YEAR>
          <BC_5YEAR>3.12</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.98</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0406</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.27</BC_1YEAR>
          <BC_2YEAR>1.8</BC_2YEAR>
          <BC_3YEAR>2.32</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.67</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>5</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0406</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.29</BC_1YEAR>
          <BC_2YEAR>1.85</BC_2YEAR>
          <BC_3YEAR>2.4</BC_3YEAR>
          <BC_5YEAR>3.21</BC_5YEAR>
          <BC_7YEAR>3.72</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0406</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.26</BC_1YEAR>
          <BC_2YEAR>1.77</BC_2YEAR>
          <BC_3YEAR>2.29</BC_3YEAR>
          <BC_5YEAR>3.12</BC_5YEAR>
          <BC_7YEAR>3.63</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0406</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.25</BC_1YEAR>
          <BC_2YEAR>1.76</BC_2YEAR>
          <BC_3YEAR>2.26</BC_3YEAR>
          <BC_5YEAR>3.08</BC_5YEAR>
          <BC_7YEAR>3.6</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0407</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.27</BC_1YEAR>
          <BC_2YEAR>1.82</BC_2YEAR>
          <BC_3YEAR>2.33</BC_3YEAR>
          <BC_5YEAR>3.13</BC_5YEAR>
          <BC_7YEAR>3.64</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0407</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.73</BC_2YEAR>
          <BC_3YEAR>2.23</BC_3YEAR>
          <BC_5YEAR>3.03</BC_5YEAR>
          <BC_7YEAR>3.56</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0407</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-11-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.24</BC_1YEAR>
          <BC_2YEAR>1.75</BC_2YEAR>
          <BC_3YEAR>2.26</BC_3YEAR>
          <BC_5YEAR>3.07</BC_5YEAR>
          <BC_7YEAR>3.58</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.94</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0407</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>.92</BC_3MONTH>
          <BC_6MONTH>.98</BC_6MONTH>
          <BC_1YEAR>1.21</BC_1YEAR>
          <BC_2YEAR>1.7</BC_2YEAR>
          <BC_3YEAR>2.19</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0407</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-04</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>0408</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>02-16-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.21</BC_1YEAR>
          <BC_2YEAR>1.7</BC_2YEAR>
          <BC_3YEAR>2.2</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0408</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.72</BC_2YEAR>
          <BC_3YEAR>2.22</BC_3YEAR>
          <BC_5YEAR>3.03</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0408</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.7</BC_2YEAR>
          <BC_3YEAR>2.2</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0408</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.26</BC_1YEAR>
          <BC_2YEAR>1.75</BC_2YEAR>
          <BC_3YEAR>2.25</BC_3YEAR>
          <BC_5YEAR>3.08</BC_5YEAR>
          <BC_7YEAR>3.59</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.96</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0408</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.22</BC_1YEAR>
          <BC_2YEAR>1.69</BC_2YEAR>
          <BC_3YEAR>2.21</BC_3YEAR>
          <BC_5YEAR>3.03</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0409</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.69</BC_2YEAR>
          <BC_3YEAR>2.2</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.53</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0409</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.67</BC_2YEAR>
          <BC_3YEAR>2.16</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>4.89</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0409</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.69</BC_2YEAR>
          <BC_3YEAR>2.18</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0409</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.21</BC_1YEAR>
          <BC_2YEAR>1.66</BC_2YEAR>
          <BC_3YEAR>2.13</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.48</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0409</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.67</BC_2YEAR>
          <BC_3YEAR>2.15</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>4.86</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0410</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.98</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.03</BC_6MONTH>
          <BC_1YEAR>1.26</BC_1YEAR>
          <BC_2YEAR>1.74</BC_2YEAR>
          <BC_3YEAR>2.21</BC_3YEAR>
          <BC_5YEAR>3.04</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0410</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.26</BC_1YEAR>
          <BC_2YEAR>1.74</BC_2YEAR>
          <BC_3YEAR>2.23</BC_3YEAR>
          <BC_5YEAR>3.06</BC_5YEAR>
          <BC_7YEAR>3.57</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0410</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.25</BC_1YEAR>
          <BC_2YEAR>1.73</BC_2YEAR>
          <BC_3YEAR>2.21</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.53</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>4.89</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0410</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>.99</BC_6MONTH>
          <BC_1YEAR>1.16</BC_1YEAR>
          <BC_2YEAR>1.57</BC_2YEAR>
          <BC_3YEAR>2.02</BC_3YEAR>
          <BC_5YEAR>2.81</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0410</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.15</BC_1YEAR>
          <BC_2YEAR>1.52</BC_2YEAR>
          <BC_3YEAR>1.95</BC_3YEAR>
          <BC_5YEAR>2.74</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>4.69</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0411</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.98</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.15</BC_1YEAR>
          <BC_2YEAR>1.51</BC_2YEAR>
          <BC_3YEAR>1.92</BC_3YEAR>
          <BC_5YEAR>2.68</BC_5YEAR>
          <BC_7YEAR>3.2</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0411</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
          <BC_2YEAR>1.54</BC_2YEAR>
          <BC_3YEAR>1.94</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0411</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.15</BC_1YEAR>
          <BC_2YEAR>1.52</BC_2YEAR>
          <BC_3YEAR>1.95</BC_3YEAR>
          <BC_5YEAR>2.72</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0411</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-11-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.18</BC_1YEAR>
          <BC_2YEAR>1.54</BC_2YEAR>
          <BC_3YEAR>1.95</BC_3YEAR>
          <BC_5YEAR>2.73</BC_5YEAR>
          <BC_7YEAR>3.24</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>4.68</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0411</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.18</BC_1YEAR>
          <BC_2YEAR>1.56</BC_2YEAR>
          <BC_3YEAR>1.97</BC_3YEAR>
          <BC_5YEAR>2.74</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>4.67</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0412</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
          <BC_2YEAR>1.51</BC_2YEAR>
          <BC_3YEAR>1.89</BC_3YEAR>
          <BC_5YEAR>2.65</BC_5YEAR>
          <BC_7YEAR>3.17</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0412</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.18</BC_1YEAR>
          <BC_2YEAR>1.53</BC_2YEAR>
          <BC_3YEAR>1.92</BC_3YEAR>
          <BC_5YEAR>2.66</BC_5YEAR>
          <BC_7YEAR>3.18</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0412</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
          <BC_2YEAR>1.55</BC_2YEAR>
          <BC_3YEAR>1.96</BC_3YEAR>
          <BC_5YEAR>2.72</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0412</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.19</BC_1YEAR>
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          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>4.68</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0412</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
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          <BC_3YEAR>1.93</BC_3YEAR>
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          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>4.63</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0413</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
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          <BC_3YEAR>1.92</BC_3YEAR>
          <BC_5YEAR>2.69</BC_5YEAR>
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          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0413</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.16</BC_1YEAR>
          <BC_2YEAR>1.5</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.68</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0413</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>.99</BC_6MONTH>
          <BC_1YEAR>1.15</BC_1YEAR>
          <BC_2YEAR>1.51</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.7</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0413</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.19</BC_1YEAR>
          <BC_2YEAR>1.59</BC_2YEAR>
          <BC_3YEAR>2</BC_3YEAR>
          <BC_5YEAR>2.81</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0413</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.21</BC_1YEAR>
          <BC_2YEAR>1.63</BC_2YEAR>
          <BC_3YEAR>2.05</BC_3YEAR>
          <BC_5YEAR>2.86</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0414</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.21</BC_1YEAR>
          <BC_2YEAR>1.63</BC_2YEAR>
          <BC_3YEAR>2.05</BC_3YEAR>
          <BC_5YEAR>2.86</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0414</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.01</BC_6MONTH>
          <BC_1YEAR>1.2</BC_1YEAR>
          <BC_2YEAR>1.6</BC_2YEAR>
          <BC_3YEAR>1.99</BC_3YEAR>
          <BC_5YEAR>2.8</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0414</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-31-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1.02</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>2.06</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.38</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0414</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.03</BC_6MONTH>
          <BC_1YEAR>1.3</BC_1YEAR>
          <BC_2YEAR>1.86</BC_2YEAR>
          <BC_3YEAR>2.33</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0414</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.06</BC_6MONTH>
          <BC_1YEAR>1.34</BC_1YEAR>
          <BC_2YEAR>1.91</BC_2YEAR>
          <BC_3YEAR>2.4</BC_3YEAR>
          <BC_5YEAR>3.24</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0415</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.04</BC_6MONTH>
          <BC_1YEAR>1.31</BC_1YEAR>
          <BC_2YEAR>1.86</BC_2YEAR>
          <BC_3YEAR>2.35</BC_3YEAR>
          <BC_5YEAR>3.19</BC_5YEAR>
          <BC_7YEAR>3.7</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>5.01</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0415</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.04</BC_6MONTH>
          <BC_1YEAR>1.31</BC_1YEAR>
          <BC_2YEAR>1.87</BC_2YEAR>
          <BC_3YEAR>2.36</BC_3YEAR>
          <BC_5YEAR>3.19</BC_5YEAR>
          <BC_7YEAR>3.71</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0415</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.93</BC_3MONTH>
          <BC_6MONTH>1.04</BC_6MONTH>
          <BC_1YEAR>1.32</BC_1YEAR>
          <BC_2YEAR>1.88</BC_2YEAR>
          <BC_3YEAR>2.37</BC_3YEAR>
          <BC_5YEAR>3.22</BC_5YEAR>
          <BC_7YEAR>3.73</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>5.04</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0415</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-04</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>0415</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>MARKET HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>04-09-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.92</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.06</BC_6MONTH>
          <BC_1YEAR>1.34</BC_1YEAR>
          <BC_2YEAR>1.91</BC_2YEAR>
          <BC_3YEAR>2.41</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>5.08</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0416</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.08</BC_6MONTH>
          <BC_1YEAR>1.39</BC_1YEAR>
          <BC_2YEAR>2.01</BC_2YEAR>
          <BC_3YEAR>2.52</BC_3YEAR>
          <BC_5YEAR>3.37</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.35</BC_10YEAR>
          <BC_20YEAR>5.17</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0416</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.92</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.13</BC_6MONTH>
          <BC_1YEAR>1.48</BC_1YEAR>
          <BC_2YEAR>2.13</BC_2YEAR>
          <BC_3YEAR>2.6</BC_3YEAR>
          <BC_5YEAR>3.44</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>5.21</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0416</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.92</BC_1MONTH>
          <BC_3MONTH>.95</BC_3MONTH>
          <BC_6MONTH>1.12</BC_6MONTH>
          <BC_1YEAR>1.46</BC_1YEAR>
          <BC_2YEAR>2.1</BC_2YEAR>
          <BC_3YEAR>2.59</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.42</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0416</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.08</BC_6MONTH>
          <BC_1YEAR>1.4</BC_1YEAR>
          <BC_2YEAR>2.03</BC_2YEAR>
          <BC_3YEAR>2.53</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0416</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.92</BC_1MONTH>
          <BC_3MONTH>.96</BC_3MONTH>
          <BC_6MONTH>1.11</BC_6MONTH>
          <BC_1YEAR>1.43</BC_1YEAR>
          <BC_2YEAR>2.07</BC_2YEAR>
          <BC_3YEAR>2.58</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0417</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.13</BC_6MONTH>
          <BC_1YEAR>1.46</BC_1YEAR>
          <BC_2YEAR>2.11</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0417</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>.99</BC_3MONTH>
          <BC_6MONTH>1.17</BC_6MONTH>
          <BC_1YEAR>1.52</BC_1YEAR>
          <BC_2YEAR>2.22</BC_2YEAR>
          <BC_3YEAR>2.71</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>5.25</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0417</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.81</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.14</BC_6MONTH>
          <BC_1YEAR>1.49</BC_1YEAR>
          <BC_2YEAR>2.15</BC_2YEAR>
          <BC_3YEAR>2.64</BC_3YEAR>
          <BC_5YEAR>3.46</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0417</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.87</BC_1MONTH>
          <BC_3MONTH>.98</BC_3MONTH>
          <BC_6MONTH>1.2</BC_6MONTH>
          <BC_1YEAR>1.59</BC_1YEAR>
          <BC_2YEAR>2.29</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>5.27</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0417</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.88</BC_1MONTH>
          <BC_3MONTH>.99</BC_3MONTH>
          <BC_6MONTH>1.19</BC_6MONTH>
          <BC_1YEAR>1.57</BC_1YEAR>
          <BC_2YEAR>2.28</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>4.05</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>5.25</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0418</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>.98</BC_3MONTH>
          <BC_6MONTH>1.17</BC_6MONTH>
          <BC_1YEAR>1.53</BC_1YEAR>
          <BC_2YEAR>2.21</BC_2YEAR>
          <BC_3YEAR>2.74</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0418</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.87</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.16</BC_6MONTH>
          <BC_1YEAR>1.54</BC_1YEAR>
          <BC_2YEAR>2.3</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.6</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.28</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0418</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.85</BC_1MONTH>
          <BC_3MONTH>.97</BC_3MONTH>
          <BC_6MONTH>1.15</BC_6MONTH>
          <BC_1YEAR>1.55</BC_1YEAR>
          <BC_2YEAR>2.34</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>5.33</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0418</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.83</BC_1MONTH>
          <BC_3MONTH>.98</BC_3MONTH>
          <BC_6MONTH>1.17</BC_6MONTH>
          <BC_1YEAR>1.55</BC_1YEAR>
          <BC_2YEAR>2.31</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.63</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>5.31</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0418</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.83</BC_1MONTH>
          <BC_3MONTH>1</BC_3MONTH>
          <BC_6MONTH>1.21</BC_6MONTH>
          <BC_1YEAR>1.6</BC_1YEAR>
          <BC_2YEAR>2.34</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.63</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>5.3</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0419</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.93</BC_1MONTH>
          <BC_3MONTH>1</BC_3MONTH>
          <BC_6MONTH>1.19</BC_6MONTH>
          <BC_1YEAR>1.57</BC_1YEAR>
          <BC_2YEAR>2.32</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0419</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>.99</BC_3MONTH>
          <BC_6MONTH>1.17</BC_6MONTH>
          <BC_1YEAR>1.56</BC_1YEAR>
          <BC_2YEAR>2.34</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>4.18</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>5.38</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0419</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>1</BC_3MONTH>
          <BC_6MONTH>1.21</BC_6MONTH>
          <BC_1YEAR>1.61</BC_1YEAR>
          <BC_2YEAR>2.39</BC_2YEAR>
          <BC_3YEAR>2.94</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0419</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>1.07</BC_3MONTH>
          <BC_6MONTH>1.35</BC_6MONTH>
          <BC_1YEAR>1.83</BC_1YEAR>
          <BC_2YEAR>2.64</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.53</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0419</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.89</BC_1MONTH>
          <BC_3MONTH>1.08</BC_3MONTH>
          <BC_6MONTH>1.36</BC_6MONTH>
          <BC_1YEAR>1.85</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.95</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0420</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>1.05</BC_3MONTH>
          <BC_6MONTH>1.35</BC_6MONTH>
          <BC_1YEAR>1.83</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.53</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0420</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-11-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>1.04</BC_3MONTH>
          <BC_6MONTH>1.33</BC_6MONTH>
          <BC_1YEAR>1.81</BC_1YEAR>
          <BC_2YEAR>2.62</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>5.57</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0420</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.88</BC_1MONTH>
          <BC_3MONTH>1</BC_3MONTH>
          <BC_6MONTH>1.34</BC_6MONTH>
          <BC_1YEAR>1.84</BC_1YEAR>
          <BC_2YEAR>2.67</BC_2YEAR>
          <BC_3YEAR>3.24</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.85</BC_10YEAR>
          <BC_20YEAR>5.61</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0420</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.87</BC_1MONTH>
          <BC_3MONTH>.99</BC_3MONTH>
          <BC_6MONTH>1.34</BC_6MONTH>
          <BC_1YEAR>1.81</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0420</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>1.06</BC_3MONTH>
          <BC_6MONTH>1.35</BC_6MONTH>
          <BC_1YEAR>1.8</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>3.07</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>5.47</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0421</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>1.05</BC_3MONTH>
          <BC_6MONTH>1.37</BC_6MONTH>
          <BC_1YEAR>1.83</BC_1YEAR>
          <BC_2YEAR>2.58</BC_2YEAR>
          <BC_3YEAR>3.13</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>5.48</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0421</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>1.04</BC_3MONTH>
          <BC_6MONTH>1.38</BC_6MONTH>
          <BC_1YEAR>1.85</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0421</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.9</BC_1MONTH>
          <BC_3MONTH>1.03</BC_3MONTH>
          <BC_6MONTH>1.36</BC_6MONTH>
          <BC_1YEAR>1.81</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>3.12</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>5.47</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0421</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.91</BC_1MONTH>
          <BC_3MONTH>1.03</BC_3MONTH>
          <BC_6MONTH>1.39</BC_6MONTH>
          <BC_1YEAR>1.84</BC_1YEAR>
          <BC_2YEAR>2.6</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0421</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.92</BC_1MONTH>
          <BC_3MONTH>1.07</BC_3MONTH>
          <BC_6MONTH>1.41</BC_6MONTH>
          <BC_1YEAR>1.86</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>5.48</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0422</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.95</BC_1MONTH>
          <BC_3MONTH>1.07</BC_3MONTH>
          <BC_6MONTH>1.41</BC_6MONTH>
          <BC_1YEAR>1.84</BC_1YEAR>
          <BC_2YEAR>2.58</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0422</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>1.08</BC_3MONTH>
          <BC_6MONTH>1.39</BC_6MONTH>
          <BC_1YEAR>1.81</BC_1YEAR>
          <BC_2YEAR>2.52</BC_2YEAR>
          <BC_3YEAR>3.08</BC_3YEAR>
          <BC_5YEAR>3.81</BC_5YEAR>
          <BC_7YEAR>4.27</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0422</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>1.06</BC_3MONTH>
          <BC_6MONTH>1.37</BC_6MONTH>
          <BC_1YEAR>1.77</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>3.02</BC_3YEAR>
          <BC_5YEAR>3.74</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0422</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.94</BC_1MONTH>
          <BC_3MONTH>1.08</BC_3MONTH>
          <BC_6MONTH>1.39</BC_6MONTH>
          <BC_1YEAR>1.83</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.81</BC_5YEAR>
          <BC_7YEAR>4.26</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>5.39</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0422</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-04</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>0423</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>05-31-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>1.17</BC_3MONTH>
          <BC_6MONTH>1.44</BC_6MONTH>
          <BC_1YEAR>1.89</BC_1YEAR>
          <BC_2YEAR>2.6</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>5.45</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0423</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>1.17</BC_3MONTH>
          <BC_6MONTH>1.45</BC_6MONTH>
          <BC_1YEAR>1.92</BC_1YEAR>
          <BC_2YEAR>2.65</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>5.47</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0423</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>1.17</BC_3MONTH>
          <BC_6MONTH>1.45</BC_6MONTH>
          <BC_1YEAR>1.91</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>5.46</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0423</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.96</BC_1MONTH>
          <BC_3MONTH>1.21</BC_3MONTH>
          <BC_6MONTH>1.51</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.7</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.51</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0423</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>.97</BC_1MONTH>
          <BC_3MONTH>1.24</BC_3MONTH>
          <BC_6MONTH>1.54</BC_6MONTH>
          <BC_1YEAR>1.96</BC_1YEAR>
          <BC_2YEAR>2.67</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.95</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.51</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0424</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.03</BC_1MONTH>
          <BC_3MONTH>1.27</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.73</BC_2YEAR>
          <BC_3YEAR>3.24</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>5.5</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0424</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.03</BC_1MONTH>
          <BC_3MONTH>1.27</BC_3MONTH>
          <BC_6MONTH>1.61</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.79</BC_2YEAR>
          <BC_3YEAR>3.31</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>5.54</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0424</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.02</BC_1MONTH>
          <BC_3MONTH>1.3</BC_3MONTH>
          <BC_6MONTH>1.65</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>4</BC_5YEAR>
          <BC_7YEAR>4.43</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>5.52</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0424</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-04</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>0424</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>06-11-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.07</BC_1MONTH>
          <BC_3MONTH>1.41</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.25</BC_1YEAR>
          <BC_2YEAR>2.97</BC_2YEAR>
          <BC_3YEAR>3.45</BC_3YEAR>
          <BC_5YEAR>4.1</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.89</BC_10YEAR>
          <BC_20YEAR>5.59</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0425</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.09</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.77</BC_2YEAR>
          <BC_3YEAR>3.26</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0425</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.05</BC_1MONTH>
          <BC_3MONTH>1.3</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>2.84</BC_2YEAR>
          <BC_3YEAR>3.31</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>5.46</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0425</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.02</BC_1MONTH>
          <BC_3MONTH>1.28</BC_3MONTH>
          <BC_6MONTH>1.66</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>5.42</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0425</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.03</BC_1MONTH>
          <BC_3MONTH>1.29</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0425</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.04</BC_1MONTH>
          <BC_3MONTH>1.33</BC_3MONTH>
          <BC_6MONTH>1.7</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.26</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>5.42</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0426</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.08</BC_1MONTH>
          <BC_3MONTH>1.32</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>5.43</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0426</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.08</BC_1MONTH>
          <BC_3MONTH>1.29</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.78</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0426</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.1</BC_1MONTH>
          <BC_3MONTH>1.29</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.74</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>4.27</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>5.36</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0426</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.1</BC_1MONTH>
          <BC_3MONTH>1.31</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.74</BC_2YEAR>
          <BC_3YEAR>3.2</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>4.27</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>5.37</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0426</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.12</BC_1MONTH>
          <BC_3MONTH>1.38</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.86</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>5.46</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0427</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.19</BC_1MONTH>
          <BC_3MONTH>1.38</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.83</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>5.41</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0427</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.17</BC_1MONTH>
          <BC_3MONTH>1.33</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.7</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.81</BC_5YEAR>
          <BC_7YEAR>4.24</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>5.33</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0427</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.01</BC_1MONTH>
          <BC_3MONTH>1.22</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.64</BC_2YEAR>
          <BC_3YEAR>3.08</BC_3YEAR>
          <BC_5YEAR>3.74</BC_5YEAR>
          <BC_7YEAR>4.18</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>5.31</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0427</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.07</BC_1MONTH>
          <BC_3MONTH>1.3</BC_3MONTH>
          <BC_6MONTH>1.61</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.96</BC_3YEAR>
          <BC_5YEAR>3.62</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0427</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-04</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>0428</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>07-05-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.11</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.99</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0428</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.16</BC_1MONTH>
          <BC_3MONTH>1.3</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>2</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.99</BC_3YEAR>
          <BC_5YEAR>3.67</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0428</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.14</BC_1MONTH>
          <BC_3MONTH>1.27</BC_3MONTH>
          <BC_6MONTH>1.63</BC_6MONTH>
          <BC_1YEAR>1.99</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.97</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0428</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.14</BC_1MONTH>
          <BC_3MONTH>1.28</BC_3MONTH>
          <BC_6MONTH>1.63</BC_6MONTH>
          <BC_1YEAR>2</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.96</BC_3YEAR>
          <BC_5YEAR>3.64</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>5.23</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0428</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.16</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.67</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.96</BC_3YEAR>
          <BC_5YEAR>3.62</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0429</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.19</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>2.58</BC_2YEAR>
          <BC_3YEAR>3</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.25</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0429</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.17</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.69</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.62</BC_2YEAR>
          <BC_3YEAR>3.02</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0429</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.15</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.64</BC_2YEAR>
          <BC_3YEAR>3.04</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0429</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.15</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.66</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.56</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>5.14</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0429</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.16</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>2.1</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.94</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>5.14</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0430</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.22</BC_1MONTH>
          <BC_3MONTH>1.36</BC_3MONTH>
          <BC_6MONTH>1.7</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.67</BC_2YEAR>
          <BC_3YEAR>3.06</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>5.21</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0430</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.21</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.71</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.71</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0430</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.21</BC_1MONTH>
          <BC_3MONTH>1.37</BC_3MONTH>
          <BC_6MONTH>1.71</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.69</BC_2YEAR>
          <BC_3YEAR>3.09</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0430</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.23</BC_1MONTH>
          <BC_3MONTH>1.38</BC_3MONTH>
          <BC_6MONTH>1.71</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.69</BC_2YEAR>
          <BC_3YEAR>3.08</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0430</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.29</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.78</BC_6MONTH>
          <BC_1YEAR>2.18</BC_1YEAR>
          <BC_2YEAR>2.75</BC_2YEAR>
          <BC_3YEAR>3.13</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>5.23</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0431</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.35</BC_1MONTH>
          <BC_3MONTH>1.46</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.19</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.23</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>4.25</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>5.35</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0431</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.32</BC_1MONTH>
          <BC_3MONTH>1.46</BC_3MONTH>
          <BC_6MONTH>1.78</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.78</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>4.23</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>5.35</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0431</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.29</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.75</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.8</BC_5YEAR>
          <BC_7YEAR>4.23</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>5.34</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0431</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.27</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.68</BC_2YEAR>
          <BC_3YEAR>3.09</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>5.24</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0431</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.28</BC_1MONTH>
          <BC_3MONTH>1.5</BC_3MONTH>
          <BC_6MONTH>1.78</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>3.06</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>5.22</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0432</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.37</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>3.05</BC_3YEAR>
          <BC_5YEAR>3.67</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0432</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.34</BC_1MONTH>
          <BC_3MONTH>1.49</BC_3MONTH>
          <BC_6MONTH>1.76</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>3.05</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>5.2</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0432</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.34</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.64</BC_2YEAR>
          <BC_3YEAR>3.04</BC_3YEAR>
          <BC_5YEAR>3.64</BC_5YEAR>
          <BC_7YEAR>4.05</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>5.18</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0432</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.36</BC_1MONTH>
          <BC_3MONTH>1.44</BC_3MONTH>
          <BC_6MONTH>1.67</BC_6MONTH>
          <BC_1YEAR>1.91</BC_1YEAR>
          <BC_2YEAR>2.4</BC_2YEAR>
          <BC_3YEAR>2.79</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>5.04</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0432</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.4</BC_1MONTH>
          <BC_3MONTH>1.51</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>5.06</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0433</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.42</BC_1MONTH>
          <BC_3MONTH>1.5</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>2.01</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.94</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.94</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>5.08</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0433</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.4</BC_1MONTH>
          <BC_3MONTH>1.44</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>2</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>5.07</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0433</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-11-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.31</BC_1MONTH>
          <BC_3MONTH>1.43</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>1.99</BC_1YEAR>
          <BC_2YEAR>2.52</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.47</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>5.05</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0433</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.32</BC_1MONTH>
          <BC_3MONTH>1.44</BC_3MONTH>
          <BC_6MONTH>1.72</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0433</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.36</BC_1MONTH>
          <BC_3MONTH>1.49</BC_3MONTH>
          <BC_6MONTH>1.77</BC_6MONTH>
          <BC_1YEAR>2.01</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.87</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>5.06</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0434</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.38</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>1.98</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.81</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0434</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.37</BC_1MONTH>
          <BC_3MONTH>1.49</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>5.04</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0434</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.35</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>1.96</BC_1YEAR>
          <BC_2YEAR>2.43</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0434</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.34</BC_1MONTH>
          <BC_3MONTH>1.49</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.98</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0434</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.33</BC_1MONTH>
          <BC_3MONTH>1.54</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.87</BC_3YEAR>
          <BC_5YEAR>3.46</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>5.08</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0435</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.39</BC_1MONTH>
          <BC_3MONTH>1.54</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.87</BC_3YEAR>
          <BC_5YEAR>3.46</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>5.08</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0435</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.38</BC_1MONTH>
          <BC_3MONTH>1.54</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.46</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>5.06</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0435</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.4</BC_1MONTH>
          <BC_3MONTH>1.55</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.48</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0435</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.43</BC_1MONTH>
          <BC_3MONTH>1.56</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>2.48</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.43</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>5.02</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0435</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.45</BC_1MONTH>
          <BC_3MONTH>1.61</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>2.04</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.82</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.99</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0436</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.45</BC_1MONTH>
          <BC_3MONTH>1.59</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>1.99</BC_1YEAR>
          <BC_2YEAR>2.41</BC_2YEAR>
          <BC_3YEAR>2.75</BC_3YEAR>
          <BC_5YEAR>3.33</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0436</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-31-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.43</BC_1MONTH>
          <BC_3MONTH>1.58</BC_3MONTH>
          <BC_6MONTH>1.79</BC_6MONTH>
          <BC_1YEAR>1.99</BC_1YEAR>
          <BC_2YEAR>2.41</BC_2YEAR>
          <BC_3YEAR>2.74</BC_3YEAR>
          <BC_5YEAR>3.32</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0436</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.46</BC_1MONTH>
          <BC_3MONTH>1.6</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.99</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0436</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.49</BC_1MONTH>
          <BC_3MONTH>1.65</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>2.94</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>5.07</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0436</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-SEP-04</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>0437</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>09-06-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.53</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.91</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.58</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.48</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0437</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.57</BC_1MONTH>
          <BC_3MONTH>1.65</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.96</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0437</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.57</BC_1MONTH>
          <BC_3MONTH>1.64</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.99</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0437</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.6</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.79</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0437</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.59</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.1</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.38</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.94</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0438</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.57</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.81</BC_3YEAR>
          <BC_5YEAR>3.35</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0438</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.56</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.96</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0438</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.55</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.75</BC_3YEAR>
          <BC_5YEAR>3.29</BC_5YEAR>
          <BC_7YEAR>3.69</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.86</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0438</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.58</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.35</BC_5YEAR>
          <BC_7YEAR>3.75</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0438</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.6</BC_1MONTH>
          <BC_3MONTH>1.73</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.1</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>2.75</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0439</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.62</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.49</BC_2YEAR>
          <BC_3YEAR>2.79</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0439</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.53</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.62</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0439</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.53</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.57</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.3</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0439</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.53</BC_1MONTH>
          <BC_3MONTH>1.73</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.62</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.33</BC_5YEAR>
          <BC_7YEAR>3.69</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0439</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.59</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.29</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0440</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.62</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.18</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0440</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.52</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.37</BC_5YEAR>
          <BC_7YEAR>3.75</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0440</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-SEP-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.47</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.38</BC_5YEAR>
          <BC_7YEAR>3.79</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.89</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0440</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.52</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.92</BC_3YEAR>
          <BC_5YEAR>3.44</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0440</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.54</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2.04</BC_6MONTH>
          <BC_1YEAR>2.25</BC_1YEAR>
          <BC_2YEAR>2.65</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.44</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0441</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.57</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2.03</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>2.65</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.44</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0441</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.56</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2.04</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.7</BC_2YEAR>
          <BC_3YEAR>2.99</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0441</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.56</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>2.03</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.72</BC_2YEAR>
          <BC_3YEAR>3.01</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>5</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0441</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.56</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>2.01</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0441</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-OCT-04</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>0442</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>10-11-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.59</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>2.02</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.35</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.88</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0442</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.59</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.32</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.86</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0442</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.6</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.48</BC_2YEAR>
          <BC_3YEAR>2.76</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.03</BC_10YEAR>
          <BC_20YEAR>4.81</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0442</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.59</BC_1MONTH>
          <BC_3MONTH>1.76</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.18</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.31</BC_5YEAR>
          <BC_7YEAR>3.72</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0442</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.61</BC_1MONTH>
          <BC_3MONTH>1.81</BC_3MONTH>
          <BC_6MONTH>2.05</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.31</BC_5YEAR>
          <BC_7YEAR>3.72</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0443</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.63</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>2.05</BC_6MONTH>
          <BC_1YEAR>2.22</BC_1YEAR>
          <BC_2YEAR>2.57</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.32</BC_5YEAR>
          <BC_7YEAR>3.73</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0443</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.62</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>2.04</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0443</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.64</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2.06</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>2.57</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.29</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0443</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.65</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2.07</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.79</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0443</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.73</BC_1MONTH>
          <BC_3MONTH>1.9</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.25</BC_5YEAR>
          <BC_7YEAR>3.63</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>4.74</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0444</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-25-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.82</BC_1MONTH>
          <BC_3MONTH>1.91</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.24</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0444</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.78</BC_1MONTH>
          <BC_3MONTH>1.92</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.37</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0444</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.71</BC_1MONTH>
          <BC_3MONTH>1.91</BC_3MONTH>
          <BC_6MONTH>2.14</BC_6MONTH>
          <BC_1YEAR>2.29</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.34</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0444</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.73</BC_1MONTH>
          <BC_3MONTH>1.91</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.28</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.3</BC_5YEAR>
          <BC_7YEAR>3.7</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.79</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0444</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.79</BC_1MONTH>
          <BC_3MONTH>1.99</BC_3MONTH>
          <BC_6MONTH>2.2</BC_6MONTH>
          <BC_1YEAR>2.34</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.36</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0445</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.86</BC_1MONTH>
          <BC_3MONTH>1.97</BC_3MONTH>
          <BC_6MONTH>2.19</BC_6MONTH>
          <BC_1YEAR>2.33</BC_1YEAR>
          <BC_2YEAR>2.6</BC_2YEAR>
          <BC_3YEAR>2.86</BC_3YEAR>
          <BC_5YEAR>3.34</BC_5YEAR>
          <BC_7YEAR>3.75</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0445</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.83</BC_1MONTH>
          <BC_3MONTH>1.96</BC_3MONTH>
          <BC_6MONTH>2.18</BC_6MONTH>
          <BC_1YEAR>2.32</BC_1YEAR>
          <BC_2YEAR>2.6</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.35</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0445</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.85</BC_1MONTH>
          <BC_3MONTH>1.98</BC_3MONTH>
          <BC_6MONTH>2.19</BC_6MONTH>
          <BC_1YEAR>2.34</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.37</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0445</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-04-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.86</BC_1MONTH>
          <BC_3MONTH>2.03</BC_3MONTH>
          <BC_6MONTH>2.27</BC_6MONTH>
          <BC_1YEAR>2.44</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.04</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0445</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-05-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.88</BC_1MONTH>
          <BC_3MONTH>2.07</BC_3MONTH>
          <BC_6MONTH>2.3</BC_6MONTH>
          <BC_1YEAR>2.47</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.08</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0446</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.89</BC_1MONTH>
          <BC_3MONTH>2.08</BC_3MONTH>
          <BC_6MONTH>2.29</BC_6MONTH>
          <BC_1YEAR>2.46</BC_1YEAR>
          <BC_2YEAR>2.8</BC_2YEAR>
          <BC_3YEAR>3.05</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0446</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.88</BC_1MONTH>
          <BC_3MONTH>2.08</BC_3MONTH>
          <BC_6MONTH>2.29</BC_6MONTH>
          <BC_1YEAR>2.47</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.07</BC_3YEAR>
          <BC_5YEAR>3.56</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0446</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-NOV-04</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>0446</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-11-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.91</BC_1MONTH>
          <BC_3MONTH>2.08</BC_3MONTH>
          <BC_6MONTH>2.31</BC_6MONTH>
          <BC_1YEAR>2.49</BC_1YEAR>
          <BC_2YEAR>2.86</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0446</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-12-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.92</BC_1MONTH>
          <BC_3MONTH>2.12</BC_3MONTH>
          <BC_6MONTH>2.34</BC_6MONTH>
          <BC_1YEAR>2.53</BC_1YEAR>
          <BC_2YEAR>2.89</BC_2YEAR>
          <BC_3YEAR>3.12</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0447</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.93</BC_1MONTH>
          <BC_3MONTH>2.14</BC_3MONTH>
          <BC_6MONTH>2.36</BC_6MONTH>
          <BC_1YEAR>2.54</BC_1YEAR>
          <BC_2YEAR>2.91</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.56</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0447</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.9</BC_1MONTH>
          <BC_3MONTH>2.13</BC_3MONTH>
          <BC_6MONTH>2.33</BC_6MONTH>
          <BC_1YEAR>2.5</BC_1YEAR>
          <BC_2YEAR>2.85</BC_2YEAR>
          <BC_3YEAR>3.07</BC_3YEAR>
          <BC_5YEAR>3.47</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0447</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.91</BC_1MONTH>
          <BC_3MONTH>2.13</BC_3MONTH>
          <BC_6MONTH>2.34</BC_6MONTH>
          <BC_1YEAR>2.51</BC_1YEAR>
          <BC_2YEAR>2.86</BC_2YEAR>
          <BC_3YEAR>3.08</BC_3YEAR>
          <BC_5YEAR>3.48</BC_5YEAR>
          <BC_7YEAR>3.81</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0447</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-18-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.98</BC_1MONTH>
          <BC_3MONTH>2.15</BC_3MONTH>
          <BC_6MONTH>2.36</BC_6MONTH>
          <BC_1YEAR>2.56</BC_1YEAR>
          <BC_2YEAR>2.95</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.89</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0447</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-19-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.98</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.43</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>2.95</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.56</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0448</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.99</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.41</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>2.98</BC_2YEAR>
          <BC_3YEAR>3.2</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0448</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.98</BC_1MONTH>
          <BC_3MONTH>2.18</BC_3MONTH>
          <BC_6MONTH>2.4</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>3.01</BC_2YEAR>
          <BC_3YEAR>3.23</BC_3YEAR>
          <BC_5YEAR>3.61</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0448</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-24-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-NOV-04</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>0448</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-25-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.01</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.4</BC_6MONTH>
          <BC_1YEAR>2.61</BC_1YEAR>
          <BC_2YEAR>3.03</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.64</BC_5YEAR>
          <BC_7YEAR>3.98</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0448</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-26-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.02</BC_1MONTH>
          <BC_3MONTH>2.23</BC_3MONTH>
          <BC_6MONTH>2.46</BC_6MONTH>
          <BC_1YEAR>2.66</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.31</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>4.99</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0449</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-NOV-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.07</BC_1MONTH>
          <BC_3MONTH>2.23</BC_3MONTH>
          <BC_6MONTH>2.44</BC_6MONTH>
          <BC_1YEAR>2.63</BC_1YEAR>
          <BC_2YEAR>3.02</BC_2YEAR>
          <BC_3YEAR>3.29</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.36</BC_10YEAR>
          <BC_20YEAR>5.03</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0449</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.06</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.4</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>3.01</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>5.04</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0449</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-01-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.06</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.41</BC_6MONTH>
          <BC_1YEAR>2.62</BC_1YEAR>
          <BC_2YEAR>3.04</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>3.75</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>5.07</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0449</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-02-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.06</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.39</BC_6MONTH>
          <BC_1YEAR>2.58</BC_1YEAR>
          <BC_2YEAR>2.94</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.61</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0449</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-03-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.09</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.44</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>2.93</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.59</BC_5YEAR>
          <BC_7YEAR>3.94</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0450</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-06-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.08</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.43</BC_6MONTH>
          <BC_1YEAR>2.6</BC_1YEAR>
          <BC_2YEAR>2.95</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.6</BC_5YEAR>
          <BC_7YEAR>3.94</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0450</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-07-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.08</BC_1MONTH>
          <BC_3MONTH>2.24</BC_3MONTH>
          <BC_6MONTH>2.42</BC_6MONTH>
          <BC_1YEAR>2.59</BC_1YEAR>
          <BC_2YEAR>2.91</BC_2YEAR>
          <BC_3YEAR>3.12</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0450</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-08-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.07</BC_1MONTH>
          <BC_3MONTH>2.24</BC_3MONTH>
          <BC_6MONTH>2.42</BC_6MONTH>
          <BC_1YEAR>2.59</BC_1YEAR>
          <BC_2YEAR>2.93</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.87</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0450</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-09-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.07</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.44</BC_6MONTH>
          <BC_1YEAR>2.61</BC_1YEAR>
          <BC_2YEAR>2.95</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0450</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-10-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.04</BC_1MONTH>
          <BC_3MONTH>2.24</BC_3MONTH>
          <BC_6MONTH>2.5</BC_6MONTH>
          <BC_1YEAR>2.66</BC_1YEAR>
          <BC_2YEAR>2.98</BC_2YEAR>
          <BC_3YEAR>3.18</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.81</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0451</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-13-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.01</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.48</BC_6MONTH>
          <BC_1YEAR>2.65</BC_1YEAR>
          <BC_2YEAR>2.99</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.79</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0451</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-14-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.98</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.47</BC_6MONTH>
          <BC_1YEAR>2.64</BC_1YEAR>
          <BC_2YEAR>2.97</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.48</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.72</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0451</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-15-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.93</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.47</BC_6MONTH>
          <BC_1YEAR>2.66</BC_1YEAR>
          <BC_2YEAR>3.01</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0451</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-16-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.95</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.48</BC_6MONTH>
          <BC_1YEAR>2.67</BC_1YEAR>
          <BC_2YEAR>3.03</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.59</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0451</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-17-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.97</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.54</BC_6MONTH>
          <BC_1YEAR>2.72</BC_1YEAR>
          <BC_2YEAR>3.06</BC_2YEAR>
          <BC_3YEAR>3.23</BC_3YEAR>
          <BC_5YEAR>3.59</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0452</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-20-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.92</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.54</BC_6MONTH>
          <BC_1YEAR>2.72</BC_1YEAR>
          <BC_2YEAR>3.05</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0452</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-21-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.84</BC_1MONTH>
          <BC_3MONTH>2.18</BC_3MONTH>
          <BC_6MONTH>2.53</BC_6MONTH>
          <BC_1YEAR>2.71</BC_1YEAR>
          <BC_2YEAR>3.04</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0452</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-22-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.83</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.54</BC_6MONTH>
          <BC_1YEAR>2.7</BC_1YEAR>
          <BC_2YEAR>3.02</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.86</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0452</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-23-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-DEC-04</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>0452</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>12-24-2004    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.9</BC_1MONTH>
          <BC_3MONTH>2.26</BC_3MONTH>
          <BC_6MONTH>2.63</BC_6MONTH>
          <BC_1YEAR>2.78</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.26</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0453</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-27-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.88</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.62</BC_6MONTH>
          <BC_1YEAR>2.77</BC_1YEAR>
          <BC_2YEAR>3.08</BC_2YEAR>
          <BC_3YEAR>3.27</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>4</BC_7YEAR>
          <BC_10YEAR>4.31</BC_10YEAR>
          <BC_20YEAR>4.94</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0453</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-28-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.76</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.6</BC_6MONTH>
          <BC_1YEAR>2.77</BC_1YEAR>
          <BC_2YEAR>3.12</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.33</BC_10YEAR>
          <BC_20YEAR>4.96</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>0453</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-29-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.68</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.59</BC_6MONTH>
          <BC_1YEAR>2.76</BC_1YEAR>
          <BC_2YEAR>3.1</BC_2YEAR>
          <BC_3YEAR>3.27</BC_3YEAR>
          <BC_5YEAR>3.64</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0453</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-30-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-DEC-04</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>1.89</BC_1MONTH>
          <BC_3MONTH>2.22</BC_3MONTH>
          <BC_6MONTH>2.59</BC_6MONTH>
          <BC_1YEAR>2.75</BC_1YEAR>
          <BC_2YEAR>3.08</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.63</BC_5YEAR>
          <BC_7YEAR>3.94</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>0453</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-31-2004</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
