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      <NEW_DATE>01-06-2005</NEW_DATE>
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      <BID_CURVE_DATE>07-JAN-05</BID_CURVE_DATE>
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          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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          <WEEK_OF_MONTH>0504</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
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          <BC_7YEAR>4</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
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          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <WEEK_OF_MONTH>0504</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.06</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.79</BC_6MONTH>
          <BC_1YEAR>2.96</BC_1YEAR>
          <BC_2YEAR>3.29</BC_2YEAR>
          <BC_3YEAR>3.43</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0505</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-31-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.23</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.77</BC_6MONTH>
          <BC_1YEAR>2.95</BC_1YEAR>
          <BC_2YEAR>3.29</BC_2YEAR>
          <BC_3YEAR>3.43</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0505</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.22</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.76</BC_6MONTH>
          <BC_1YEAR>2.95</BC_1YEAR>
          <BC_2YEAR>3.32</BC_2YEAR>
          <BC_3YEAR>3.47</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.63</BC_20YEAR>
          <WEEK_OF_MONTH>0505</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.18</BC_1MONTH>
          <BC_3MONTH>2.48</BC_3MONTH>
          <BC_6MONTH>2.76</BC_6MONTH>
          <BC_1YEAR>2.96</BC_1YEAR>
          <BC_2YEAR>3.34</BC_2YEAR>
          <BC_3YEAR>3.51</BC_3YEAR>
          <BC_5YEAR>3.76</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0505</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.2</BC_1MONTH>
          <BC_3MONTH>2.47</BC_3MONTH>
          <BC_6MONTH>2.75</BC_6MONTH>
          <BC_1YEAR>2.93</BC_1YEAR>
          <BC_2YEAR>3.29</BC_2YEAR>
          <BC_3YEAR>3.44</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.54</BC_20YEAR>
          <WEEK_OF_MONTH>0505</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.27</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.78</BC_6MONTH>
          <BC_1YEAR>2.96</BC_1YEAR>
          <BC_2YEAR>3.31</BC_2YEAR>
          <BC_3YEAR>3.46</BC_3YEAR>
          <BC_5YEAR>3.67</BC_5YEAR>
          <BC_7YEAR>3.87</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0506</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.34</BC_1MONTH>
          <BC_3MONTH>2.49</BC_3MONTH>
          <BC_6MONTH>2.78</BC_6MONTH>
          <BC_1YEAR>2.97</BC_1YEAR>
          <BC_2YEAR>3.33</BC_2YEAR>
          <BC_3YEAR>3.47</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0506</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.34</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.77</BC_6MONTH>
          <BC_1YEAR>2.93</BC_1YEAR>
          <BC_2YEAR>3.24</BC_2YEAR>
          <BC_3YEAR>3.38</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>3.79</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>4.43</BC_20YEAR>
          <WEEK_OF_MONTH>0506</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.35</BC_1MONTH>
          <BC_3MONTH>2.51</BC_3MONTH>
          <BC_6MONTH>2.78</BC_6MONTH>
          <BC_1YEAR>2.96</BC_1YEAR>
          <BC_2YEAR>3.29</BC_2YEAR>
          <BC_3YEAR>3.43</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0506</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.36</BC_1MONTH>
          <BC_3MONTH>2.55</BC_3MONTH>
          <BC_6MONTH>2.83</BC_6MONTH>
          <BC_1YEAR>3</BC_1YEAR>
          <BC_2YEAR>3.34</BC_2YEAR>
          <BC_3YEAR>3.48</BC_3YEAR>
          <BC_5YEAR>3.7</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.55</BC_20YEAR>
          <WEEK_OF_MONTH>0506</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.37</BC_1MONTH>
          <BC_3MONTH>2.59</BC_3MONTH>
          <BC_6MONTH>2.84</BC_6MONTH>
          <BC_1YEAR>3.03</BC_1YEAR>
          <BC_2YEAR>3.38</BC_2YEAR>
          <BC_3YEAR>3.51</BC_3YEAR>
          <BC_5YEAR>3.7</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.51</BC_20YEAR>
          <WEEK_OF_MONTH>0507</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.4</BC_1MONTH>
          <BC_3MONTH>2.59</BC_3MONTH>
          <BC_6MONTH>2.86</BC_6MONTH>
          <BC_1YEAR>3.03</BC_1YEAR>
          <BC_2YEAR>3.37</BC_2YEAR>
          <BC_3YEAR>3.51</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>4.55</BC_20YEAR>
          <WEEK_OF_MONTH>0507</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.39</BC_1MONTH>
          <BC_3MONTH>2.57</BC_3MONTH>
          <BC_6MONTH>2.86</BC_6MONTH>
          <BC_1YEAR>3.05</BC_1YEAR>
          <BC_2YEAR>3.41</BC_2YEAR>
          <BC_3YEAR>3.56</BC_3YEAR>
          <BC_5YEAR>3.78</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0507</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.4</BC_1MONTH>
          <BC_3MONTH>2.58</BC_3MONTH>
          <BC_6MONTH>2.85</BC_6MONTH>
          <BC_1YEAR>3.03</BC_1YEAR>
          <BC_2YEAR>3.38</BC_2YEAR>
          <BC_3YEAR>3.55</BC_3YEAR>
          <BC_5YEAR>3.78</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0507</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.39</BC_1MONTH>
          <BC_3MONTH>2.61</BC_3MONTH>
          <BC_6MONTH>2.9</BC_6MONTH>
          <BC_1YEAR>3.09</BC_1YEAR>
          <BC_2YEAR>3.45</BC_2YEAR>
          <BC_3YEAR>3.62</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.72</BC_20YEAR>
          <WEEK_OF_MONTH>0507</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0508</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-21-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.43</BC_1MONTH>
          <BC_3MONTH>2.67</BC_3MONTH>
          <BC_6MONTH>2.94</BC_6MONTH>
          <BC_1YEAR>3.12</BC_1YEAR>
          <BC_2YEAR>3.46</BC_2YEAR>
          <BC_3YEAR>3.62</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.29</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0508</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.47</BC_1MONTH>
          <BC_3MONTH>2.67</BC_3MONTH>
          <BC_6MONTH>2.94</BC_6MONTH>
          <BC_1YEAR>3.12</BC_1YEAR>
          <BC_2YEAR>3.46</BC_2YEAR>
          <BC_3YEAR>3.63</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <WEEK_OF_MONTH>0508</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.48</BC_1MONTH>
          <BC_3MONTH>2.69</BC_3MONTH>
          <BC_6MONTH>2.94</BC_6MONTH>
          <BC_1YEAR>3.13</BC_1YEAR>
          <BC_2YEAR>3.52</BC_2YEAR>
          <BC_3YEAR>3.67</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.29</BC_10YEAR>
          <BC_20YEAR>4.74</BC_20YEAR>
          <WEEK_OF_MONTH>0508</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.5</BC_1MONTH>
          <BC_3MONTH>2.74</BC_3MONTH>
          <BC_6MONTH>2.95</BC_6MONTH>
          <BC_1YEAR>3.15</BC_1YEAR>
          <BC_2YEAR>3.54</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.72</BC_20YEAR>
          <WEEK_OF_MONTH>0508</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.51</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.01</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>4</BC_5YEAR>
          <BC_7YEAR>4.18</BC_7YEAR>
          <BC_10YEAR>4.36</BC_10YEAR>
          <BC_20YEAR>4.79</BC_20YEAR>
          <WEEK_OF_MONTH>0509</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.55</BC_1MONTH>
          <BC_3MONTH>2.75</BC_3MONTH>
          <BC_6MONTH>3</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>4.02</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0509</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.54</BC_1MONTH>
          <BC_3MONTH>2.74</BC_3MONTH>
          <BC_6MONTH>3</BC_6MONTH>
          <BC_1YEAR>3.19</BC_1YEAR>
          <BC_2YEAR>3.57</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>4</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <WEEK_OF_MONTH>0509</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.55</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3</BC_6MONTH>
          <BC_1YEAR>3.19</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>4.02</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <WEEK_OF_MONTH>0509</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.56</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.01</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>3.57</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <WEEK_OF_MONTH>0509</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.59</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.02</BC_6MONTH>
          <BC_1YEAR>3.22</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.31</BC_10YEAR>
          <BC_20YEAR>4.7</BC_20YEAR>
          <WEEK_OF_MONTH>0510</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.61</BC_1MONTH>
          <BC_3MONTH>2.75</BC_3MONTH>
          <BC_6MONTH>3.03</BC_6MONTH>
          <BC_1YEAR>3.23</BC_1YEAR>
          <BC_2YEAR>3.62</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>4.05</BC_5YEAR>
          <BC_7YEAR>4.22</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <WEEK_OF_MONTH>0510</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.03</BC_6MONTH>
          <BC_1YEAR>3.24</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.87</BC_3YEAR>
          <BC_5YEAR>4.16</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <WEEK_OF_MONTH>0510</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.75</BC_3MONTH>
          <BC_6MONTH>3.04</BC_6MONTH>
          <BC_1YEAR>3.25</BC_1YEAR>
          <BC_2YEAR>3.68</BC_2YEAR>
          <BC_3YEAR>3.87</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0510</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.06</BC_6MONTH>
          <BC_1YEAR>3.28</BC_1YEAR>
          <BC_2YEAR>3.73</BC_2YEAR>
          <BC_3YEAR>3.94</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <WEEK_OF_MONTH>0510</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.62</BC_1MONTH>
          <BC_3MONTH>2.8</BC_3MONTH>
          <BC_6MONTH>3.1</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.95</BC_3YEAR>
          <BC_5YEAR>4.2</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <WEEK_OF_MONTH>0511</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.81</BC_3MONTH>
          <BC_6MONTH>3.1</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.96</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <WEEK_OF_MONTH>0511</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.68</BC_1MONTH>
          <BC_3MONTH>2.8</BC_3MONTH>
          <BC_6MONTH>3.09</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.92</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.91</BC_20YEAR>
          <WEEK_OF_MONTH>0511</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.68</BC_1MONTH>
          <BC_3MONTH>2.79</BC_3MONTH>
          <BC_6MONTH>3.08</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.7</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>4.14</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.87</BC_20YEAR>
          <WEEK_OF_MONTH>0511</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.81</BC_3MONTH>
          <BC_6MONTH>3.11</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>4.92</BC_20YEAR>
          <WEEK_OF_MONTH>0511</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.72</BC_1MONTH>
          <BC_3MONTH>2.85</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.33</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>4.94</BC_20YEAR>
          <WEEK_OF_MONTH>0512</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.77</BC_1MONTH>
          <BC_3MONTH>2.89</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.4</BC_1YEAR>
          <BC_2YEAR>3.86</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.31</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>5.01</BC_20YEAR>
          <WEEK_OF_MONTH>0512</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.72</BC_1MONTH>
          <BC_3MONTH>2.83</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.38</BC_1YEAR>
          <BC_2YEAR>3.84</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.3</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>4.99</BC_20YEAR>
          <WEEK_OF_MONTH>0512</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.84</BC_3MONTH>
          <BC_6MONTH>3.16</BC_6MONTH>
          <BC_1YEAR>3.41</BC_1YEAR>
          <BC_2YEAR>3.88</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.3</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>4.97</BC_20YEAR>
          <WEEK_OF_MONTH>0512</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0512</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>MARKET HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-25-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.69</BC_1MONTH>
          <BC_3MONTH>2.84</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.43</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.33</BC_5YEAR>
          <BC_7YEAR>4.48</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>5.01</BC_20YEAR>
          <WEEK_OF_MONTH>0513</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.84</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.41</BC_1YEAR>
          <BC_2YEAR>3.87</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.3</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>4.98</BC_20YEAR>
          <WEEK_OF_MONTH>0513</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.71</BC_1MONTH>
          <BC_3MONTH>2.83</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.86</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.26</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <WEEK_OF_MONTH>0513</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.63</BC_1MONTH>
          <BC_3MONTH>2.79</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.8</BC_2YEAR>
          <BC_3YEAR>3.96</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>4.88</BC_20YEAR>
          <WEEK_OF_MONTH>0513</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-31-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.66</BC_1MONTH>
          <BC_3MONTH>2.8</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.9</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0513</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.64</BC_1MONTH>
          <BC_3MONTH>2.8</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.74</BC_2YEAR>
          <BC_3YEAR>3.9</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <WEEK_OF_MONTH>0514</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.63</BC_1MONTH>
          <BC_3MONTH>2.79</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>4.15</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>4.87</BC_20YEAR>
          <WEEK_OF_MONTH>0514</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.11</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.7</BC_2YEAR>
          <BC_3YEAR>3.86</BC_3YEAR>
          <BC_5YEAR>4.09</BC_5YEAR>
          <BC_7YEAR>4.26</BC_7YEAR>
          <BC_10YEAR>4.44</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0514</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.61</BC_1MONTH>
          <BC_3MONTH>2.77</BC_3MONTH>
          <BC_6MONTH>3.12</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <WEEK_OF_MONTH>0514</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.61</BC_1MONTH>
          <BC_3MONTH>2.79</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>3.94</BC_3YEAR>
          <BC_5YEAR>4.17</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>4.88</BC_20YEAR>
          <WEEK_OF_MONTH>0514</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.37</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.28</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <WEEK_OF_MONTH>0515</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.62</BC_1MONTH>
          <BC_3MONTH>2.76</BC_3MONTH>
          <BC_6MONTH>3.16</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.85</BC_3YEAR>
          <BC_5YEAR>4.05</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <WEEK_OF_MONTH>0515</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.62</BC_1MONTH>
          <BC_3MONTH>2.77</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.83</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0515</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.62</BC_1MONTH>
          <BC_3MONTH>2.78</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.6</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.17</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0515</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.63</BC_1MONTH>
          <BC_3MONTH>2.79</BC_3MONTH>
          <BC_6MONTH>3.12</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.54</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <WEEK_OF_MONTH>0515</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.67</BC_1MONTH>
          <BC_3MONTH>2.9</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.55</BC_2YEAR>
          <BC_3YEAR>3.69</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.7</BC_20YEAR>
          <WEEK_OF_MONTH>0516</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.73</BC_1MONTH>
          <BC_3MONTH>2.91</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.5</BC_2YEAR>
          <BC_3YEAR>3.64</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>4.02</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0516</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.65</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.11</BC_6MONTH>
          <BC_1YEAR>3.25</BC_1YEAR>
          <BC_2YEAR>3.52</BC_2YEAR>
          <BC_3YEAR>3.65</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <WEEK_OF_MONTH>0516</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.59</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.65</BC_2YEAR>
          <BC_3YEAR>3.77</BC_3YEAR>
          <BC_5YEAR>3.97</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <WEEK_OF_MONTH>0516</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.64</BC_1MONTH>
          <BC_3MONTH>2.93</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.62</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>4.68</BC_20YEAR>
          <WEEK_OF_MONTH>0516</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.67</BC_1MONTH>
          <BC_3MONTH>2.93</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0517</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.91</BC_3MONTH>
          <BC_6MONTH>3.18</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.67</BC_2YEAR>
          <BC_3YEAR>3.77</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>4.67</BC_20YEAR>
          <WEEK_OF_MONTH>0517</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.65</BC_1MONTH>
          <BC_3MONTH>2.89</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.33</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0517</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.67</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0517</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.7</BC_1MONTH>
          <BC_3MONTH>2.9</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.33</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <WEEK_OF_MONTH>0517</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.68</BC_1MONTH>
          <BC_3MONTH>2.93</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>4.02</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <WEEK_OF_MONTH>0518</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.65</BC_1MONTH>
          <BC_3MONTH>2.91</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.68</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0518</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.59</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.63</BC_2YEAR>
          <BC_3YEAR>3.7</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0518</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.81</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.58</BC_2YEAR>
          <BC_3YEAR>3.65</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>3.98</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0518</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.64</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.37</BC_1YEAR>
          <BC_2YEAR>3.73</BC_2YEAR>
          <BC_3YEAR>3.8</BC_3YEAR>
          <BC_5YEAR>3.95</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>4.69</BC_20YEAR>
          <WEEK_OF_MONTH>0518</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.66</BC_1MONTH>
          <BC_3MONTH>2.91</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.4</BC_1YEAR>
          <BC_2YEAR>3.76</BC_2YEAR>
          <BC_3YEAR>3.83</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.29</BC_10YEAR>
          <BC_20YEAR>4.69</BC_20YEAR>
          <WEEK_OF_MONTH>0519</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.9</BC_3MONTH>
          <BC_6MONTH>3.2</BC_6MONTH>
          <BC_1YEAR>3.37</BC_1YEAR>
          <BC_2YEAR>3.69</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.04</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0519</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.18</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.68</BC_2YEAR>
          <BC_3YEAR>3.78</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <WEEK_OF_MONTH>0519</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.58</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.59</BC_20YEAR>
          <WEEK_OF_MONTH>0519</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.47</BC_1MONTH>
          <BC_3MONTH>2.83</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.56</BC_20YEAR>
          <WEEK_OF_MONTH>0519</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.48</BC_1MONTH>
          <BC_3MONTH>2.89</BC_3MONTH>
          <BC_6MONTH>3.18</BC_6MONTH>
          <BC_1YEAR>3.33</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.56</BC_20YEAR>
          <WEEK_OF_MONTH>0520</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.54</BC_20YEAR>
          <WEEK_OF_MONTH>0520</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.6</BC_1MONTH>
          <BC_3MONTH>2.86</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.29</BC_1YEAR>
          <BC_2YEAR>3.56</BC_2YEAR>
          <BC_3YEAR>3.67</BC_3YEAR>
          <BC_5YEAR>3.77</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0520</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.63</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.84</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0520</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.66</BC_1MONTH>
          <BC_3MONTH>2.9</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.69</BC_2YEAR>
          <BC_3YEAR>3.77</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0520</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.69</BC_1MONTH>
          <BC_3MONTH>2.97</BC_3MONTH>
          <BC_6MONTH>3.19</BC_6MONTH>
          <BC_1YEAR>3.35</BC_1YEAR>
          <BC_2YEAR>3.65</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0521</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.82</BC_1MONTH>
          <BC_3MONTH>2.94</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.78</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>4.43</BC_20YEAR>
          <WEEK_OF_MONTH>0521</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.79</BC_1MONTH>
          <BC_3MONTH>2.95</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.81</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.48</BC_20YEAR>
          <WEEK_OF_MONTH>0521</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.77</BC_1MONTH>
          <BC_3MONTH>2.94</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.72</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0521</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.77</BC_1MONTH>
          <BC_3MONTH>2.97</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.72</BC_3YEAR>
          <BC_5YEAR>3.82</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0521</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0522</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-30-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.8</BC_1MONTH>
          <BC_3MONTH>2.99</BC_3MONTH>
          <BC_6MONTH>3.18</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.6</BC_2YEAR>
          <BC_3YEAR>3.65</BC_3YEAR>
          <BC_5YEAR>3.76</BC_5YEAR>
          <BC_7YEAR>3.86</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>4.4</BC_20YEAR>
          <WEEK_OF_MONTH>0522</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-31-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.79</BC_1MONTH>
          <BC_3MONTH>2.97</BC_3MONTH>
          <BC_6MONTH>3.12</BC_6MONTH>
          <BC_1YEAR>3.25</BC_1YEAR>
          <BC_2YEAR>3.5</BC_2YEAR>
          <BC_3YEAR>3.55</BC_3YEAR>
          <BC_5YEAR>3.63</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>4.31</BC_20YEAR>
          <WEEK_OF_MONTH>0522</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.8</BC_1MONTH>
          <BC_3MONTH>2.97</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.52</BC_2YEAR>
          <BC_3YEAR>3.56</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>4.28</BC_20YEAR>
          <WEEK_OF_MONTH>0522</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.82</BC_1MONTH>
          <BC_3MONTH>3.01</BC_3MONTH>
          <BC_6MONTH>3.13</BC_6MONTH>
          <BC_1YEAR>3.28</BC_1YEAR>
          <BC_2YEAR>3.57</BC_2YEAR>
          <BC_3YEAR>3.63</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>4.34</BC_20YEAR>
          <WEEK_OF_MONTH>0522</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.83</BC_1MONTH>
          <BC_3MONTH>3.02</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.64</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.82</BC_7YEAR>
          <BC_10YEAR>3.96</BC_10YEAR>
          <BC_20YEAR>4.31</BC_20YEAR>
          <WEEK_OF_MONTH>0523</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.82</BC_1MONTH>
          <BC_3MONTH>3.02</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.28</BC_1YEAR>
          <BC_2YEAR>3.57</BC_2YEAR>
          <BC_3YEAR>3.62</BC_3YEAR>
          <BC_5YEAR>3.7</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>4.26</BC_20YEAR>
          <WEEK_OF_MONTH>0523</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.83</BC_1MONTH>
          <BC_3MONTH>3.02</BC_3MONTH>
          <BC_6MONTH>3.15</BC_6MONTH>
          <BC_1YEAR>3.3</BC_1YEAR>
          <BC_2YEAR>3.6</BC_2YEAR>
          <BC_3YEAR>3.65</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.81</BC_7YEAR>
          <BC_10YEAR>3.95</BC_10YEAR>
          <BC_20YEAR>4.29</BC_20YEAR>
          <WEEK_OF_MONTH>0523</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.81</BC_1MONTH>
          <BC_3MONTH>2.99</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.64</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.76</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>4.31</BC_20YEAR>
          <WEEK_OF_MONTH>0523</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.82</BC_1MONTH>
          <BC_3MONTH>3.01</BC_3MONTH>
          <BC_6MONTH>3.14</BC_6MONTH>
          <BC_1YEAR>3.33</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.84</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.39</BC_20YEAR>
          <WEEK_OF_MONTH>0523</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.82</BC_1MONTH>
          <BC_3MONTH>3.03</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.38</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.77</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.44</BC_20YEAR>
          <WEEK_OF_MONTH>0524</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.78</BC_1MONTH>
          <BC_3MONTH>3.01</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.78</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0524</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.78</BC_1MONTH>
          <BC_3MONTH>3</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0524</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.76</BC_1MONTH>
          <BC_3MONTH>2.98</BC_3MONTH>
          <BC_6MONTH>3.21</BC_6MONTH>
          <BC_1YEAR>3.38</BC_1YEAR>
          <BC_2YEAR>3.7</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.45</BC_20YEAR>
          <WEEK_OF_MONTH>0524</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.79</BC_1MONTH>
          <BC_3MONTH>2.99</BC_3MONTH>
          <BC_6MONTH>3.23</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.76</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.44</BC_20YEAR>
          <WEEK_OF_MONTH>0524</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.81</BC_1MONTH>
          <BC_3MONTH>3.02</BC_3MONTH>
          <BC_6MONTH>3.26</BC_6MONTH>
          <BC_1YEAR>3.42</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.78</BC_3YEAR>
          <BC_5YEAR>3.88</BC_5YEAR>
          <BC_7YEAR>3.98</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0525</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.85</BC_1MONTH>
          <BC_3MONTH>3.02</BC_3MONTH>
          <BC_6MONTH>3.28</BC_6MONTH>
          <BC_1YEAR>3.42</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.84</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>4.4</BC_20YEAR>
          <WEEK_OF_MONTH>0525</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.84</BC_1MONTH>
          <BC_3MONTH>3.03</BC_3MONTH>
          <BC_6MONTH>3.25</BC_6MONTH>
          <BC_1YEAR>3.37</BC_1YEAR>
          <BC_2YEAR>3.62</BC_2YEAR>
          <BC_3YEAR>3.65</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>3.81</BC_7YEAR>
          <BC_10YEAR>3.95</BC_10YEAR>
          <BC_20YEAR>4.31</BC_20YEAR>
          <WEEK_OF_MONTH>0525</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.79</BC_1MONTH>
          <BC_3MONTH>3.07</BC_3MONTH>
          <BC_6MONTH>3.27</BC_6MONTH>
          <BC_1YEAR>3.39</BC_1YEAR>
          <BC_2YEAR>3.63</BC_2YEAR>
          <BC_3YEAR>3.66</BC_3YEAR>
          <BC_5YEAR>3.74</BC_5YEAR>
          <BC_7YEAR>3.82</BC_7YEAR>
          <BC_10YEAR>3.96</BC_10YEAR>
          <BC_20YEAR>4.32</BC_20YEAR>
          <WEEK_OF_MONTH>0525</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.78</BC_1MONTH>
          <BC_3MONTH>3.09</BC_3MONTH>
          <BC_6MONTH>3.27</BC_6MONTH>
          <BC_1YEAR>3.38</BC_1YEAR>
          <BC_2YEAR>3.59</BC_2YEAR>
          <BC_3YEAR>3.63</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>4.28</BC_20YEAR>
          <WEEK_OF_MONTH>0525</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.85</BC_1MONTH>
          <BC_3MONTH>3.15</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.42</BC_1YEAR>
          <BC_2YEAR>3.6</BC_2YEAR>
          <BC_3YEAR>3.62</BC_3YEAR>
          <BC_5YEAR>3.69</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>3.9</BC_10YEAR>
          <BC_20YEAR>4.25</BC_20YEAR>
          <WEEK_OF_MONTH>0526</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.99</BC_1MONTH>
          <BC_3MONTH>3.14</BC_3MONTH>
          <BC_6MONTH>3.35</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.65</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.76</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>3.97</BC_10YEAR>
          <BC_20YEAR>4.3</BC_20YEAR>
          <WEEK_OF_MONTH>0526</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.95</BC_1MONTH>
          <BC_3MONTH>3.13</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.44</BC_1YEAR>
          <BC_2YEAR>3.65</BC_2YEAR>
          <BC_3YEAR>3.69</BC_3YEAR>
          <BC_5YEAR>3.77</BC_5YEAR>
          <BC_7YEAR>3.85</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>4.33</BC_20YEAR>
          <WEEK_OF_MONTH>0526</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.99</BC_1MONTH>
          <BC_3MONTH>3.13</BC_3MONTH>
          <BC_6MONTH>3.34</BC_6MONTH>
          <BC_1YEAR>3.45</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.67</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>3.94</BC_10YEAR>
          <BC_20YEAR>4.28</BC_20YEAR>
          <WEEK_OF_MONTH>0526</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.02</BC_1MONTH>
          <BC_3MONTH>3.17</BC_3MONTH>
          <BC_6MONTH>3.38</BC_6MONTH>
          <BC_1YEAR>3.51</BC_1YEAR>
          <BC_2YEAR>3.76</BC_2YEAR>
          <BC_3YEAR>3.77</BC_3YEAR>
          <BC_5YEAR>3.84</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>4.37</BC_20YEAR>
          <WEEK_OF_MONTH>0526</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0527</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-04-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.03</BC_1MONTH>
          <BC_3MONTH>3.22</BC_3MONTH>
          <BC_6MONTH>3.43</BC_6MONTH>
          <BC_1YEAR>3.55</BC_1YEAR>
          <BC_2YEAR>3.79</BC_2YEAR>
          <BC_3YEAR>3.82</BC_3YEAR>
          <BC_5YEAR>3.9</BC_5YEAR>
          <BC_7YEAR>3.98</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.43</BC_20YEAR>
          <WEEK_OF_MONTH>0527</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.04</BC_1MONTH>
          <BC_3MONTH>3.19</BC_3MONTH>
          <BC_6MONTH>3.41</BC_6MONTH>
          <BC_1YEAR>3.53</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>3.8</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>4.4</BC_20YEAR>
          <WEEK_OF_MONTH>0527</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3</BC_1MONTH>
          <BC_3MONTH>3.15</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.48</BC_1YEAR>
          <BC_2YEAR>3.71</BC_2YEAR>
          <BC_3YEAR>3.75</BC_3YEAR>
          <BC_5YEAR>3.83</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>4.37</BC_20YEAR>
          <WEEK_OF_MONTH>0527</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.99</BC_1MONTH>
          <BC_3MONTH>3.17</BC_3MONTH>
          <BC_6MONTH>3.39</BC_6MONTH>
          <BC_1YEAR>3.52</BC_1YEAR>
          <BC_2YEAR>3.78</BC_2YEAR>
          <BC_3YEAR>3.82</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>3.98</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.42</BC_20YEAR>
          <WEEK_OF_MONTH>0527</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.98</BC_1MONTH>
          <BC_3MONTH>3.19</BC_3MONTH>
          <BC_6MONTH>3.46</BC_6MONTH>
          <BC_1YEAR>3.58</BC_1YEAR>
          <BC_2YEAR>3.81</BC_2YEAR>
          <BC_3YEAR>3.85</BC_3YEAR>
          <BC_5YEAR>3.91</BC_5YEAR>
          <BC_7YEAR>3.99</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>4.42</BC_20YEAR>
          <WEEK_OF_MONTH>0528</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.02</BC_1MONTH>
          <BC_3MONTH>3.21</BC_3MONTH>
          <BC_6MONTH>3.48</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.82</BC_2YEAR>
          <BC_3YEAR>3.88</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0528</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.03</BC_1MONTH>
          <BC_3MONTH>3.22</BC_3MONTH>
          <BC_6MONTH>3.46</BC_6MONTH>
          <BC_1YEAR>3.59</BC_1YEAR>
          <BC_2YEAR>3.84</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.04</BC_7YEAR>
          <BC_10YEAR>4.17</BC_10YEAR>
          <BC_20YEAR>4.47</BC_20YEAR>
          <WEEK_OF_MONTH>0528</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.04</BC_1MONTH>
          <BC_3MONTH>3.23</BC_3MONTH>
          <BC_6MONTH>3.47</BC_6MONTH>
          <BC_1YEAR>3.6</BC_1YEAR>
          <BC_2YEAR>3.86</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>3.98</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0528</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.04</BC_1MONTH>
          <BC_3MONTH>3.26</BC_3MONTH>
          <BC_6MONTH>3.48</BC_6MONTH>
          <BC_1YEAR>3.61</BC_1YEAR>
          <BC_2YEAR>3.86</BC_2YEAR>
          <BC_3YEAR>3.92</BC_3YEAR>
          <BC_5YEAR>3.98</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.47</BC_20YEAR>
          <WEEK_OF_MONTH>0528</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.06</BC_1MONTH>
          <BC_3MONTH>3.3</BC_3MONTH>
          <BC_6MONTH>3.54</BC_6MONTH>
          <BC_1YEAR>3.66</BC_1YEAR>
          <BC_2YEAR>3.89</BC_2YEAR>
          <BC_3YEAR>3.94</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.53</BC_20YEAR>
          <WEEK_OF_MONTH>0529</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.13</BC_1MONTH>
          <BC_3MONTH>3.31</BC_3MONTH>
          <BC_6MONTH>3.54</BC_6MONTH>
          <BC_1YEAR>3.65</BC_1YEAR>
          <BC_2YEAR>3.88</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.5</BC_20YEAR>
          <WEEK_OF_MONTH>0529</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.11</BC_1MONTH>
          <BC_3MONTH>3.3</BC_3MONTH>
          <BC_6MONTH>3.54</BC_6MONTH>
          <BC_1YEAR>3.66</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.17</BC_10YEAR>
          <BC_20YEAR>4.47</BC_20YEAR>
          <WEEK_OF_MONTH>0529</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.13</BC_1MONTH>
          <BC_3MONTH>3.35</BC_3MONTH>
          <BC_6MONTH>3.6</BC_6MONTH>
          <BC_1YEAR>3.72</BC_1YEAR>
          <BC_2YEAR>3.96</BC_2YEAR>
          <BC_3YEAR>4.01</BC_3YEAR>
          <BC_5YEAR>4.09</BC_5YEAR>
          <BC_7YEAR>4.16</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>4.58</BC_20YEAR>
          <WEEK_OF_MONTH>0529</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.16</BC_1MONTH>
          <BC_3MONTH>3.38</BC_3MONTH>
          <BC_6MONTH>3.61</BC_6MONTH>
          <BC_1YEAR>3.72</BC_1YEAR>
          <BC_2YEAR>3.92</BC_2YEAR>
          <BC_3YEAR>3.97</BC_3YEAR>
          <BC_5YEAR>4.04</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0529</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.2</BC_1MONTH>
          <BC_3MONTH>3.44</BC_3MONTH>
          <BC_6MONTH>3.68</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>3.99</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>4.53</BC_20YEAR>
          <WEEK_OF_MONTH>0530</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.25</BC_1MONTH>
          <BC_3MONTH>3.43</BC_3MONTH>
          <BC_6MONTH>3.67</BC_6MONTH>
          <BC_1YEAR>3.76</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>4</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>4.53</BC_20YEAR>
          <WEEK_OF_MONTH>0530</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.23</BC_1MONTH>
          <BC_3MONTH>3.4</BC_3MONTH>
          <BC_6MONTH>3.67</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>3.99</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.09</BC_5YEAR>
          <BC_7YEAR>4.16</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.55</BC_20YEAR>
          <WEEK_OF_MONTH>0530</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.25</BC_1MONTH>
          <BC_3MONTH>3.41</BC_3MONTH>
          <BC_6MONTH>3.66</BC_6MONTH>
          <BC_1YEAR>3.75</BC_1YEAR>
          <BC_2YEAR>3.96</BC_2YEAR>
          <BC_3YEAR>4</BC_3YEAR>
          <BC_5YEAR>4.04</BC_5YEAR>
          <BC_7YEAR>4.1</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.48</BC_20YEAR>
          <WEEK_OF_MONTH>0530</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.25</BC_1MONTH>
          <BC_3MONTH>3.42</BC_3MONTH>
          <BC_6MONTH>3.69</BC_6MONTH>
          <BC_1YEAR>3.8</BC_1YEAR>
          <BC_2YEAR>4.02</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.12</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>4.56</BC_20YEAR>
          <WEEK_OF_MONTH>0530</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.3</BC_1MONTH>
          <BC_3MONTH>3.48</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>4.04</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.16</BC_5YEAR>
          <BC_7YEAR>4.22</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>4.59</BC_20YEAR>
          <WEEK_OF_MONTH>0531</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.35</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.84</BC_1YEAR>
          <BC_2YEAR>4.06</BC_2YEAR>
          <BC_3YEAR>4.1</BC_3YEAR>
          <BC_5YEAR>4.17</BC_5YEAR>
          <BC_7YEAR>4.24</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <WEEK_OF_MONTH>0531</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.46</BC_3MONTH>
          <BC_6MONTH>3.72</BC_6MONTH>
          <BC_1YEAR>3.82</BC_1YEAR>
          <BC_2YEAR>4.02</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>4.58</BC_20YEAR>
          <WEEK_OF_MONTH>0531</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.47</BC_3MONTH>
          <BC_6MONTH>3.72</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>4.04</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.15</BC_5YEAR>
          <BC_7YEAR>4.22</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0531</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.35</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.75</BC_6MONTH>
          <BC_1YEAR>3.87</BC_1YEAR>
          <BC_2YEAR>4.11</BC_2YEAR>
          <BC_3YEAR>4.16</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <WEEK_OF_MONTH>0531</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.38</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.82</BC_6MONTH>
          <BC_1YEAR>3.93</BC_1YEAR>
          <BC_2YEAR>4.16</BC_2YEAR>
          <BC_3YEAR>4.22</BC_3YEAR>
          <BC_5YEAR>4.28</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.42</BC_10YEAR>
          <BC_20YEAR>4.68</BC_20YEAR>
          <WEEK_OF_MONTH>0532</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.37</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.9</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.25</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <WEEK_OF_MONTH>0532</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.38</BC_1MONTH>
          <BC_3MONTH>3.51</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.9</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.18</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0532</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.31</BC_1MONTH>
          <BC_3MONTH>3.51</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.1</BC_2YEAR>
          <BC_3YEAR>4.14</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.24</BC_7YEAR>
          <BC_10YEAR>4.32</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0532</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.32</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.88</BC_1YEAR>
          <BC_2YEAR>4.05</BC_2YEAR>
          <BC_3YEAR>4.08</BC_3YEAR>
          <BC_5YEAR>4.11</BC_5YEAR>
          <BC_7YEAR>4.16</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0532</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.28</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.82</BC_6MONTH>
          <BC_1YEAR>3.91</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.11</BC_3YEAR>
          <BC_5YEAR>4.15</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>4.53</BC_20YEAR>
          <WEEK_OF_MONTH>0533</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.32</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.8</BC_6MONTH>
          <BC_1YEAR>3.88</BC_1YEAR>
          <BC_2YEAR>4.03</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.1</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>4.49</BC_20YEAR>
          <WEEK_OF_MONTH>0533</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.31</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.8</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.1</BC_3YEAR>
          <BC_5YEAR>4.15</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>4.53</BC_20YEAR>
          <WEEK_OF_MONTH>0533</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.3</BC_1MONTH>
          <BC_3MONTH>3.5</BC_3MONTH>
          <BC_6MONTH>3.78</BC_6MONTH>
          <BC_1YEAR>3.86</BC_1YEAR>
          <BC_2YEAR>4.01</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.48</BC_20YEAR>
          <WEEK_OF_MONTH>0533</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.33</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.03</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>4.47</BC_20YEAR>
          <WEEK_OF_MONTH>0533</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.82</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.03</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.48</BC_20YEAR>
          <WEEK_OF_MONTH>0534</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.88</BC_1YEAR>
          <BC_2YEAR>4.01</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.07</BC_5YEAR>
          <BC_7YEAR>4.12</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0534</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.53</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.87</BC_1YEAR>
          <BC_2YEAR>3.99</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0534</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.87</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.45</BC_20YEAR>
          <WEEK_OF_MONTH>0534</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.36</BC_1MONTH>
          <BC_3MONTH>3.55</BC_3MONTH>
          <BC_6MONTH>3.82</BC_6MONTH>
          <BC_1YEAR>3.9</BC_1YEAR>
          <BC_2YEAR>4.06</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.09</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0534</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.42</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.83</BC_6MONTH>
          <BC_1YEAR>3.91</BC_1YEAR>
          <BC_2YEAR>4.06</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>4.45</BC_20YEAR>
          <WEEK_OF_MONTH>0535</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.4</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.85</BC_1YEAR>
          <BC_2YEAR>3.97</BC_2YEAR>
          <BC_3YEAR>4.01</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>4.43</BC_20YEAR>
          <WEEK_OF_MONTH>0535</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.41</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.74</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>3.84</BC_2YEAR>
          <BC_3YEAR>3.83</BC_3YEAR>
          <BC_5YEAR>3.87</BC_5YEAR>
          <BC_7YEAR>3.93</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>4.3</BC_20YEAR>
          <WEEK_OF_MONTH>0535</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-31-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.35</BC_1MONTH>
          <BC_3MONTH>3.48</BC_3MONTH>
          <BC_6MONTH>3.62</BC_6MONTH>
          <BC_1YEAR>3.66</BC_1YEAR>
          <BC_2YEAR>3.72</BC_2YEAR>
          <BC_3YEAR>3.8</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>3.91</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>4.31</BC_20YEAR>
          <WEEK_OF_MONTH>0535</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.38</BC_1MONTH>
          <BC_3MONTH>3.46</BC_3MONTH>
          <BC_6MONTH>3.63</BC_6MONTH>
          <BC_1YEAR>3.67</BC_1YEAR>
          <BC_2YEAR>3.75</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>3.85</BC_5YEAR>
          <BC_7YEAR>3.92</BC_7YEAR>
          <BC_10YEAR>4.03</BC_10YEAR>
          <BC_20YEAR>4.33</BC_20YEAR>
          <WEEK_OF_MONTH>0535</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0536</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-05-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.39</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.73</BC_1YEAR>
          <BC_2YEAR>3.8</BC_2YEAR>
          <BC_3YEAR>3.83</BC_3YEAR>
          <BC_5YEAR>3.89</BC_5YEAR>
          <BC_7YEAR>3.97</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>4.39</BC_20YEAR>
          <WEEK_OF_MONTH>0536</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.36</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>3.87</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.46</BC_20YEAR>
          <WEEK_OF_MONTH>0536</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.31</BC_1MONTH>
          <BC_3MONTH>3.48</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.77</BC_1YEAR>
          <BC_2YEAR>3.87</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>4.45</BC_20YEAR>
          <WEEK_OF_MONTH>0536</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.32</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.73</BC_6MONTH>
          <BC_1YEAR>3.78</BC_1YEAR>
          <BC_2YEAR>3.88</BC_2YEAR>
          <BC_3YEAR>3.9</BC_3YEAR>
          <BC_5YEAR>3.94</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.45</BC_20YEAR>
          <WEEK_OF_MONTH>0536</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.33</BC_1MONTH>
          <BC_3MONTH>3.51</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>3.92</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>3.98</BC_5YEAR>
          <BC_7YEAR>4.06</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>4.5</BC_20YEAR>
          <WEEK_OF_MONTH>0537</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.3</BC_1MONTH>
          <BC_3MONTH>3.47</BC_3MONTH>
          <BC_6MONTH>3.77</BC_6MONTH>
          <BC_1YEAR>3.81</BC_1YEAR>
          <BC_2YEAR>3.88</BC_2YEAR>
          <BC_3YEAR>3.88</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>4.47</BC_20YEAR>
          <WEEK_OF_MONTH>0537</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.25</BC_1MONTH>
          <BC_3MONTH>3.42</BC_3MONTH>
          <BC_6MONTH>3.76</BC_6MONTH>
          <BC_1YEAR>3.81</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>3.91</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.04</BC_7YEAR>
          <BC_10YEAR>4.17</BC_10YEAR>
          <BC_20YEAR>4.5</BC_20YEAR>
          <WEEK_OF_MONTH>0537</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.23</BC_1MONTH>
          <BC_3MONTH>3.45</BC_3MONTH>
          <BC_6MONTH>3.77</BC_6MONTH>
          <BC_1YEAR>3.81</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>3.93</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>4.56</BC_20YEAR>
          <WEEK_OF_MONTH>0537</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.23</BC_1MONTH>
          <BC_3MONTH>3.5</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.86</BC_1YEAR>
          <BC_2YEAR>3.97</BC_2YEAR>
          <BC_3YEAR>4</BC_3YEAR>
          <BC_5YEAR>4.05</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <WEEK_OF_MONTH>0537</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.23</BC_1MONTH>
          <BC_3MONTH>3.58</BC_3MONTH>
          <BC_6MONTH>3.84</BC_6MONTH>
          <BC_1YEAR>3.87</BC_1YEAR>
          <BC_2YEAR>3.93</BC_2YEAR>
          <BC_3YEAR>3.95</BC_3YEAR>
          <BC_5YEAR>4.02</BC_5YEAR>
          <BC_7YEAR>4.11</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0538</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.29</BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>3.89</BC_6MONTH>
          <BC_1YEAR>3.92</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.01</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>4.59</BC_20YEAR>
          <WEEK_OF_MONTH>0538</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.02</BC_1MONTH>
          <BC_3MONTH>3.41</BC_3MONTH>
          <BC_6MONTH>3.83</BC_6MONTH>
          <BC_1YEAR>3.88</BC_1YEAR>
          <BC_2YEAR>3.96</BC_2YEAR>
          <BC_3YEAR>3.96</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.08</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0538</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>2.99</BC_1MONTH>
          <BC_3MONTH>3.47</BC_3MONTH>
          <BC_6MONTH>3.81</BC_6MONTH>
          <BC_1YEAR>3.86</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>3.95</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.07</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>4.52</BC_20YEAR>
          <WEEK_OF_MONTH>0538</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.06</BC_1MONTH>
          <BC_3MONTH>3.48</BC_3MONTH>
          <BC_6MONTH>3.82</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>4.02</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.07</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>4.57</BC_20YEAR>
          <WEEK_OF_MONTH>0538</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.19</BC_1MONTH>
          <BC_3MONTH>3.52</BC_3MONTH>
          <BC_6MONTH>3.88</BC_6MONTH>
          <BC_1YEAR>3.95</BC_1YEAR>
          <BC_2YEAR>4.07</BC_2YEAR>
          <BC_3YEAR>4.08</BC_3YEAR>
          <BC_5YEAR>4.11</BC_5YEAR>
          <BC_7YEAR>4.18</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0539</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.15</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.87</BC_6MONTH>
          <BC_1YEAR>3.95</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.13</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0539</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.12</BC_1MONTH>
          <BC_3MONTH>3.46</BC_3MONTH>
          <BC_6MONTH>3.87</BC_6MONTH>
          <BC_1YEAR>3.95</BC_1YEAR>
          <BC_2YEAR>4.09</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.11</BC_5YEAR>
          <BC_7YEAR>4.17</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>4.55</BC_20YEAR>
          <WEEK_OF_MONTH>0539</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.09</BC_1MONTH>
          <BC_3MONTH>3.54</BC_3MONTH>
          <BC_6MONTH>3.89</BC_6MONTH>
          <BC_1YEAR>3.97</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.13</BC_3YEAR>
          <BC_5YEAR>4.14</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.29</BC_10YEAR>
          <BC_20YEAR>4.59</BC_20YEAR>
          <WEEK_OF_MONTH>0539</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-SEP-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.15</BC_1MONTH>
          <BC_3MONTH>3.55</BC_3MONTH>
          <BC_6MONTH>3.93</BC_6MONTH>
          <BC_1YEAR>4.01</BC_1YEAR>
          <BC_2YEAR>4.18</BC_2YEAR>
          <BC_3YEAR>4.18</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.23</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <WEEK_OF_MONTH>0539</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.22</BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>4.02</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>4.21</BC_2YEAR>
          <BC_3YEAR>4.23</BC_3YEAR>
          <BC_5YEAR>4.25</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>4.67</BC_20YEAR>
          <WEEK_OF_MONTH>0540</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.35</BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>4.02</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.22</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.66</BC_20YEAR>
          <WEEK_OF_MONTH>0540</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.58</BC_3MONTH>
          <BC_6MONTH>4</BC_6MONTH>
          <BC_1YEAR>4.07</BC_1YEAR>
          <BC_2YEAR>4.21</BC_2YEAR>
          <BC_3YEAR>4.2</BC_3YEAR>
          <BC_5YEAR>4.23</BC_5YEAR>
          <BC_7YEAR>4.28</BC_7YEAR>
          <BC_10YEAR>4.36</BC_10YEAR>
          <BC_20YEAR>4.63</BC_20YEAR>
          <WEEK_OF_MONTH>0540</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.34</BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>4</BC_6MONTH>
          <BC_1YEAR>4.07</BC_1YEAR>
          <BC_2YEAR>4.2</BC_2YEAR>
          <BC_3YEAR>4.21</BC_3YEAR>
          <BC_5YEAR>4.23</BC_5YEAR>
          <BC_7YEAR>4.28</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>4.64</BC_20YEAR>
          <WEEK_OF_MONTH>0540</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.35</BC_1MONTH>
          <BC_3MONTH>3.63</BC_3MONTH>
          <BC_6MONTH>4</BC_6MONTH>
          <BC_1YEAR>4.06</BC_1YEAR>
          <BC_2YEAR>4.18</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.23</BC_5YEAR>
          <BC_7YEAR>4.28</BC_7YEAR>
          <BC_10YEAR>4.35</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <WEEK_OF_MONTH>0540</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0541</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-10-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.41</BC_1MONTH>
          <BC_3MONTH>3.73</BC_3MONTH>
          <BC_6MONTH>4.1</BC_6MONTH>
          <BC_1YEAR>4.14</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.23</BC_3YEAR>
          <BC_5YEAR>4.27</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>4.65</BC_20YEAR>
          <WEEK_OF_MONTH>0541</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-11-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.49</BC_1MONTH>
          <BC_3MONTH>3.7</BC_3MONTH>
          <BC_6MONTH>4.1</BC_6MONTH>
          <BC_1YEAR>4.14</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.27</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.71</BC_20YEAR>
          <WEEK_OF_MONTH>0541</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.5</BC_1MONTH>
          <BC_3MONTH>3.75</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.14</BC_1YEAR>
          <BC_2YEAR>4.24</BC_2YEAR>
          <BC_3YEAR>4.27</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <WEEK_OF_MONTH>0541</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.49</BC_1MONTH>
          <BC_3MONTH>3.78</BC_3MONTH>
          <BC_6MONTH>4.08</BC_6MONTH>
          <BC_1YEAR>4.15</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <WEEK_OF_MONTH>0541</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.53</BC_1MONTH>
          <BC_3MONTH>3.86</BC_3MONTH>
          <BC_6MONTH>4.17</BC_6MONTH>
          <BC_1YEAR>4.21</BC_1YEAR>
          <BC_2YEAR>4.29</BC_2YEAR>
          <BC_3YEAR>4.31</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <WEEK_OF_MONTH>0542</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.57</BC_1MONTH>
          <BC_3MONTH>3.85</BC_3MONTH>
          <BC_6MONTH>4.15</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.3</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <WEEK_OF_MONTH>0542</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.57</BC_1MONTH>
          <BC_3MONTH>3.86</BC_3MONTH>
          <BC_6MONTH>4.15</BC_6MONTH>
          <BC_1YEAR>4.18</BC_1YEAR>
          <BC_2YEAR>4.25</BC_2YEAR>
          <BC_3YEAR>4.28</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <WEEK_OF_MONTH>0542</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.46</BC_1MONTH>
          <BC_3MONTH>3.85</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.2</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.29</BC_3YEAR>
          <BC_5YEAR>4.33</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0542</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.48</BC_1MONTH>
          <BC_3MONTH>3.87</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.18</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.23</BC_3YEAR>
          <BC_5YEAR>4.26</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>4.68</BC_20YEAR>
          <WEEK_OF_MONTH>0542</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.51</BC_1MONTH>
          <BC_3MONTH>3.92</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.22</BC_1YEAR>
          <BC_2YEAR>4.25</BC_2YEAR>
          <BC_3YEAR>4.28</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.74</BC_20YEAR>
          <WEEK_OF_MONTH>0543</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-24-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.71</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.21</BC_6MONTH>
          <BC_1YEAR>4.26</BC_1YEAR>
          <BC_2YEAR>4.34</BC_2YEAR>
          <BC_3YEAR>4.36</BC_3YEAR>
          <BC_5YEAR>4.41</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0543</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.7</BC_1MONTH>
          <BC_3MONTH>3.9</BC_3MONTH>
          <BC_6MONTH>4.21</BC_6MONTH>
          <BC_1YEAR>4.27</BC_1YEAR>
          <BC_2YEAR>4.38</BC_2YEAR>
          <BC_3YEAR>4.42</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>4.87</BC_20YEAR>
          <WEEK_OF_MONTH>0543</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-26-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.72</BC_1MONTH>
          <BC_3MONTH>3.88</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.26</BC_1YEAR>
          <BC_2YEAR>4.36</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <WEEK_OF_MONTH>0543</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.75</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.22</BC_6MONTH>
          <BC_1YEAR>4.28</BC_1YEAR>
          <BC_2YEAR>4.4</BC_2YEAR>
          <BC_3YEAR>4.42</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <WEEK_OF_MONTH>0543</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.77</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.26</BC_6MONTH>
          <BC_1YEAR>4.31</BC_1YEAR>
          <BC_2YEAR>4.4</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>4.84</BC_20YEAR>
          <WEEK_OF_MONTH>0544</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-31-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.78</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.25</BC_6MONTH>
          <BC_1YEAR>4.31</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.44</BC_3YEAR>
          <BC_5YEAR>4.47</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0544</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.77</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.25</BC_6MONTH>
          <BC_1YEAR>4.31</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.46</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>4.88</BC_20YEAR>
          <WEEK_OF_MONTH>0544</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.81</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>4.94</BC_20YEAR>
          <WEEK_OF_MONTH>0544</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-03-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.8</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>4.95</BC_20YEAR>
          <WEEK_OF_MONTH>0544</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-04-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.81</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.36</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <WEEK_OF_MONTH>0545</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.88</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>4.86</BC_20YEAR>
          <WEEK_OF_MONTH>0545</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.91</BC_1MONTH>
          <BC_3MONTH>3.99</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.37</BC_1YEAR>
          <BC_2YEAR>4.49</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>4.93</BC_20YEAR>
          <WEEK_OF_MONTH>0545</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.89</BC_1MONTH>
          <BC_3MONTH>3.97</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.44</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0545</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-10-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0545</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-11-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.93</BC_1MONTH>
          <BC_3MONTH>4.02</BC_3MONTH>
          <BC_6MONTH>4.35</BC_6MONTH>
          <BC_1YEAR>4.4</BC_1YEAR>
          <BC_2YEAR>4.5</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>4.9</BC_20YEAR>
          <WEEK_OF_MONTH>0546</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4.01</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.34</BC_6MONTH>
          <BC_1YEAR>4.38</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <WEEK_OF_MONTH>0546</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4</BC_1MONTH>
          <BC_3MONTH>4</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.77</BC_20YEAR>
          <WEEK_OF_MONTH>0546</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.98</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.32</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.42</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0546</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-17-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.95</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.4</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>4.79</BC_20YEAR>
          <WEEK_OF_MONTH>0546</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-18-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.93</BC_1MONTH>
          <BC_3MONTH>4</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.39</BC_2YEAR>
          <BC_3YEAR>4.39</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.42</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <WEEK_OF_MONTH>0547</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.94</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.23</BC_6MONTH>
          <BC_1YEAR>4.26</BC_1YEAR>
          <BC_2YEAR>4.32</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <WEEK_OF_MONTH>0547</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.94</BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>4.29</BC_6MONTH>
          <BC_1YEAR>4.31</BC_1YEAR>
          <BC_2YEAR>4.36</BC_2YEAR>
          <BC_3YEAR>4.36</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0547</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0547</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-24-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.91</BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.29</BC_1YEAR>
          <BC_2YEAR>4.33</BC_2YEAR>
          <BC_3YEAR>4.33</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>4.76</BC_20YEAR>
          <WEEK_OF_MONTH>0547</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-25-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.94</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.32</BC_1YEAR>
          <BC_2YEAR>4.33</BC_2YEAR>
          <BC_3YEAR>4.32</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>4.71</BC_20YEAR>
          <WEEK_OF_MONTH>0548</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.99</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.4</BC_2YEAR>
          <BC_3YEAR>4.4</BC_3YEAR>
          <BC_5YEAR>4.4</BC_5YEAR>
          <BC_7YEAR>4.42</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>4.78</BC_20YEAR>
          <WEEK_OF_MONTH>0548</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-NOV-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4</BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.81</BC_20YEAR>
          <WEEK_OF_MONTH>0548</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.99</BC_1MONTH>
          <BC_3MONTH>3.97</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.36</BC_1YEAR>
          <BC_2YEAR>4.45</BC_2YEAR>
          <BC_3YEAR>4.44</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <WEEK_OF_MONTH>0548</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-01-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4</BC_1MONTH>
          <BC_3MONTH>3.99</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.48</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.81</BC_20YEAR>
          <WEEK_OF_MONTH>0548</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-02-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4.01</BC_1MONTH>
          <BC_3MONTH>4.04</BC_3MONTH>
          <BC_6MONTH>4.35</BC_6MONTH>
          <BC_1YEAR>4.39</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>4.85</BC_20YEAR>
          <WEEK_OF_MONTH>0549</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-05-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.84</BC_1MONTH>
          <BC_3MONTH>4.04</BC_3MONTH>
          <BC_6MONTH>4.33</BC_6MONTH>
          <BC_1YEAR>4.36</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.79</BC_20YEAR>
          <WEEK_OF_MONTH>0549</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-06-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.84</BC_1MONTH>
          <BC_3MONTH>4.03</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.42</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>4.8</BC_20YEAR>
          <WEEK_OF_MONTH>0549</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-07-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.67</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.3</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.36</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0549</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-08-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.62</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.44</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>4.83</BC_20YEAR>
          <WEEK_OF_MONTH>0549</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-09-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.59</BC_1MONTH>
          <BC_3MONTH>3.9</BC_3MONTH>
          <BC_6MONTH>4.34</BC_6MONTH>
          <BC_1YEAR>4.38</BC_1YEAR>
          <BC_2YEAR>4.45</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>4.82</BC_20YEAR>
          <WEEK_OF_MONTH>0550</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-12-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.61</BC_1MONTH>
          <BC_3MONTH>3.91</BC_3MONTH>
          <BC_6MONTH>4.34</BC_6MONTH>
          <BC_1YEAR>4.37</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.44</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>4.81</BC_20YEAR>
          <WEEK_OF_MONTH>0550</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-13-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.61</BC_1MONTH>
          <BC_3MONTH>3.89</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.32</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.36</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.73</BC_20YEAR>
          <WEEK_OF_MONTH>0550</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-14-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.6</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0550</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-15-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.56</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.32</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.35</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.72</BC_20YEAR>
          <WEEK_OF_MONTH>0550</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-16-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.56</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.37</BC_6MONTH>
          <BC_1YEAR>4.38</BC_1YEAR>
          <BC_2YEAR>4.38</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.37</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>4.72</BC_20YEAR>
          <WEEK_OF_MONTH>0551</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-19-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.55</BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>4.37</BC_6MONTH>
          <BC_1YEAR>4.39</BC_1YEAR>
          <BC_2YEAR>4.42</BC_2YEAR>
          <BC_3YEAR>4.41</BC_3YEAR>
          <BC_5YEAR>4.4</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>4.74</BC_20YEAR>
          <WEEK_OF_MONTH>0551</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-20-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.56</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.35</BC_6MONTH>
          <BC_1YEAR>4.38</BC_1YEAR>
          <BC_2YEAR>4.43</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>4.75</BC_20YEAR>
          <WEEK_OF_MONTH>0551</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-21-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.55</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.4</BC_2YEAR>
          <BC_3YEAR>4.38</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.44</BC_10YEAR>
          <BC_20YEAR>4.69</BC_20YEAR>
          <WEEK_OF_MONTH>0551</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-22-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.48</BC_1MONTH>
          <BC_3MONTH>3.99</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.34</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.63</BC_20YEAR>
          <WEEK_OF_MONTH>0551</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-23-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <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>
          <WEEK_OF_MONTH>0552</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-26-2005    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.51</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.35</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.35</BC_2YEAR>
          <BC_3YEAR>4.31</BC_3YEAR>
          <BC_5YEAR>4.3</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>4.58</BC_20YEAR>
          <WEEK_OF_MONTH>0552</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-27-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.57</BC_1MONTH>
          <BC_3MONTH>3.95</BC_3MONTH>
          <BC_6MONTH>4.33</BC_6MONTH>
          <BC_1YEAR>4.34</BC_1YEAR>
          <BC_2YEAR>4.37</BC_2YEAR>
          <BC_3YEAR>4.34</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>4.62</BC_20YEAR>
          <WEEK_OF_MONTH>0552</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-28-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>3.67</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.34</BC_6MONTH>
          <BC_1YEAR>4.35</BC_1YEAR>
          <BC_2YEAR>4.38</BC_2YEAR>
          <BC_3YEAR>4.35</BC_3YEAR>
          <BC_5YEAR>4.33</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>4.6</BC_20YEAR>
          <WEEK_OF_MONTH>0552</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-29-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-DEC-05</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></BC_30YEAR>
          <BC_1MONTH>4.01</BC_1MONTH>
          <BC_3MONTH>4.08</BC_3MONTH>
          <BC_6MONTH>4.37</BC_6MONTH>
          <BC_1YEAR>4.38</BC_1YEAR>
          <BC_2YEAR>4.41</BC_2YEAR>
          <BC_3YEAR>4.37</BC_3YEAR>
          <BC_5YEAR>4.35</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>4.61</BC_20YEAR>
          <WEEK_OF_MONTH>0552</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-30-2005</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
