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          <BC_3YEAR>4.46</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0604</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.18</BC_1MONTH>
          <BC_3MONTH>4.48</BC_3MONTH>
          <BC_6MONTH>4.62</BC_6MONTH>
          <BC_1YEAR>4.59</BC_1YEAR>
          <BC_2YEAR>4.52</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0605</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.37</BC_1MONTH>
          <BC_3MONTH>4.47</BC_3MONTH>
          <BC_6MONTH>4.59</BC_6MONTH>
          <BC_1YEAR>4.58</BC_1YEAR>
          <BC_2YEAR>4.54</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.47</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0605</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.33</BC_1MONTH>
          <BC_3MONTH>4.47</BC_3MONTH>
          <BC_6MONTH>4.6</BC_6MONTH>
          <BC_1YEAR>4.6</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0605</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.32</BC_1MONTH>
          <BC_3MONTH>4.48</BC_3MONTH>
          <BC_6MONTH>4.62</BC_6MONTH>
          <BC_1YEAR>4.61</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0605</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.31</BC_1MONTH>
          <BC_3MONTH>4.48</BC_3MONTH>
          <BC_6MONTH>4.63</BC_6MONTH>
          <BC_1YEAR>4.62</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0605</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.32</BC_1MONTH>
          <BC_3MONTH>4.48</BC_3MONTH>
          <BC_6MONTH>4.68</BC_6MONTH>
          <BC_1YEAR>4.66</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0606</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.33</BC_1MONTH>
          <BC_3MONTH>4.49</BC_3MONTH>
          <BC_6MONTH>4.67</BC_6MONTH>
          <BC_1YEAR>4.65</BC_1YEAR>
          <BC_2YEAR>4.61</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0606</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.34</BC_1MONTH>
          <BC_3MONTH>4.5</BC_3MONTH>
          <BC_6MONTH>4.67</BC_6MONTH>
          <BC_1YEAR>4.66</BC_1YEAR>
          <BC_2YEAR>4.64</BC_2YEAR>
          <BC_3YEAR>4.61</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>N/A</BC_30YEAR>
          <WEEK_OF_MONTH>0606</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.32</BC_1MONTH>
          <BC_3MONTH>4.52</BC_3MONTH>
          <BC_6MONTH>4.67</BC_6MONTH>
          <BC_1YEAR>4.66</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0606</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.36</BC_1MONTH>
          <BC_3MONTH>4.53</BC_3MONTH>
          <BC_6MONTH>4.7</BC_6MONTH>
          <BC_1YEAR>4.7</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0606</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.38</BC_1MONTH>
          <BC_3MONTH>4.55</BC_3MONTH>
          <BC_6MONTH>4.71</BC_6MONTH>
          <BC_1YEAR>4.7</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0607</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.42</BC_1MONTH>
          <BC_3MONTH>4.55</BC_3MONTH>
          <BC_6MONTH>4.72</BC_6MONTH>
          <BC_1YEAR>4.71</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.80</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0607</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.39</BC_1MONTH>
          <BC_3MONTH>4.55</BC_3MONTH>
          <BC_6MONTH>4.7</BC_6MONTH>
          <BC_1YEAR>4.7</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0607</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.38</BC_1MONTH>
          <BC_3MONTH>4.55</BC_3MONTH>
          <BC_6MONTH>4.69</BC_6MONTH>
          <BC_1YEAR>4.69</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0607</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.39</BC_1MONTH>
          <BC_3MONTH>4.54</BC_3MONTH>
          <BC_6MONTH>4.69</BC_6MONTH>
          <BC_1YEAR>4.68</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0607</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0608</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-20-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.42</BC_1MONTH>
          <BC_3MONTH>4.56</BC_3MONTH>
          <BC_6MONTH>4.73</BC_6MONTH>
          <BC_1YEAR>4.73</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0608</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.44</BC_1MONTH>
          <BC_3MONTH>4.57</BC_3MONTH>
          <BC_6MONTH>4.7</BC_6MONTH>
          <BC_1YEAR>4.69</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.68</BC_20YEAR>
          <BC_30YEAR>  4.48</BC_30YEAR>
          <WEEK_OF_MONTH>0608</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.44</BC_1MONTH>
          <BC_3MONTH>4.59</BC_3MONTH>
          <BC_6MONTH>4.73</BC_6MONTH>
          <BC_1YEAR>4.73</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0608</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.6</BC_3MONTH>
          <BC_6MONTH>4.73</BC_6MONTH>
          <BC_1YEAR>4.73</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0608</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.48</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.76</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0609</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.47</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.74</BC_6MONTH>
          <BC_1YEAR>4.73</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0609</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.6</BC_3MONTH>
          <BC_6MONTH>4.75</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0609</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.75</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.80</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0609</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.75</BC_6MONTH>
          <BC_1YEAR>4.75</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0609</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.44</BC_1MONTH>
          <BC_3MONTH>4.6</BC_3MONTH>
          <BC_6MONTH>4.77</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0610</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.47</BC_1MONTH>
          <BC_3MONTH>4.6</BC_3MONTH>
          <BC_6MONTH>4.77</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0610</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.58</BC_3MONTH>
          <BC_6MONTH>4.77</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0610</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.44</BC_1MONTH>
          <BC_3MONTH>4.6</BC_3MONTH>
          <BC_6MONTH>4.77</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0610</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.46</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.78</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0610</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.45</BC_1MONTH>
          <BC_3MONTH>4.61</BC_3MONTH>
          <BC_6MONTH>4.83</BC_6MONTH>
          <BC_1YEAR>4.8</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0611</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.49</BC_1MONTH>
          <BC_3MONTH>4.59</BC_3MONTH>
          <BC_6MONTH>4.8</BC_6MONTH>
          <BC_1YEAR>4.75</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0611</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.50</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>0611</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.49</BC_1MONTH>
          <BC_3MONTH>4.62</BC_3MONTH>
          <BC_6MONTH>4.77</BC_6MONTH>
          <BC_1YEAR>4.72</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0611</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.50</BC_1MONTH>
          <BC_3MONTH>4.64</BC_3MONTH>
          <BC_6MONTH>4.78</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.63</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0611</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.56</BC_1MONTH>
          <BC_3MONTH>4.66</BC_3MONTH>
          <BC_6MONTH>4.79</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.62</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0612</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.67</BC_1MONTH>
          <BC_3MONTH>4.69</BC_3MONTH>
          <BC_6MONTH>4.82</BC_6MONTH>
          <BC_1YEAR>4.79</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0612</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.67</BC_1MONTH>
          <BC_3MONTH>4.69</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.78</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0612</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.67</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.8</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>0612</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.65</BC_3MONTH>
          <BC_6MONTH>4.78</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0612</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.8</BC_6MONTH>
          <BC_1YEAR>4.77</BC_1YEAR>
          <BC_2YEAR>4.72</BC_2YEAR>
          <BC_3YEAR>4.69</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0613</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.71</BC_1MONTH>
          <BC_3MONTH>4.65</BC_3MONTH>
          <BC_6MONTH>4.83</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>4.79</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0613</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.69</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.83</BC_6MONTH>
          <BC_1YEAR>4.83</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>4.79</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0613</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.67</BC_1MONTH>
          <BC_3MONTH>4.61</BC_3MONTH>
          <BC_6MONTH>4.84</BC_6MONTH>
          <BC_1YEAR>4.84</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.83</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0613</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.65</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0613</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.67</BC_3MONTH>
          <BC_6MONTH>4.86</BC_6MONTH>
          <BC_1YEAR>4.86</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>  5.08</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0614</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.68</BC_3MONTH>
          <BC_6MONTH>4.85</BC_6MONTH>
          <BC_1YEAR>4.85</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0614</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-04-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.62</BC_1MONTH>
          <BC_3MONTH>4.67</BC_3MONTH>
          <BC_6MONTH>4.83</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0614</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.65</BC_1MONTH>
          <BC_3MONTH>4.68</BC_3MONTH>
          <BC_6MONTH>4.85</BC_6MONTH>
          <BC_1YEAR>4.85</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.84</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.9</BC_10YEAR>
          <BC_20YEAR>  5.13</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0614</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.69</BC_3MONTH>
          <BC_6MONTH>4.85</BC_6MONTH>
          <BC_1YEAR>4.86</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.89</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.20</BC_20YEAR>
          <BC_30YEAR>  5.04</BC_30YEAR>
          <WEEK_OF_MONTH>0614</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.69</BC_3MONTH>
          <BC_6MONTH>4.89</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.89</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.04</BC_30YEAR>
          <WEEK_OF_MONTH>0615</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.63</BC_1MONTH>
          <BC_3MONTH>4.7</BC_3MONTH>
          <BC_6MONTH>4.88</BC_6MONTH>
          <BC_1YEAR>4.88</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.88</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0615</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.62</BC_1MONTH>
          <BC_3MONTH>4.7</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.05</BC_30YEAR>
          <WEEK_OF_MONTH>0615</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.54</BC_1MONTH>
          <BC_3MONTH>4.7</BC_3MONTH>
          <BC_6MONTH>4.94</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.11</BC_30YEAR>
          <WEEK_OF_MONTH>0615</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0615</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>USER DEFINED CLOSE</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-14-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.55</BC_1MONTH>
          <BC_3MONTH>4.72</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.91</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.01</BC_10YEAR>
          <BC_20YEAR>  5.25</BC_20YEAR>
          <BC_30YEAR>  5.08</BC_30YEAR>
          <WEEK_OF_MONTH>0616</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.54</BC_1MONTH>
          <BC_3MONTH>4.72</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.88</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.87</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0616</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.54</BC_1MONTH>
          <BC_3MONTH>4.73</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.87</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.13</BC_30YEAR>
          <WEEK_OF_MONTH>0616</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.55</BC_1MONTH>
          <BC_3MONTH>4.73</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0616</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.58</BC_1MONTH>
          <BC_3MONTH>4.75</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.9</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>5.01</BC_10YEAR>
          <BC_20YEAR>  5.25</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0616</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.58</BC_1MONTH>
          <BC_3MONTH>4.75</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.88</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0617</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.63</BC_1MONTH>
          <BC_3MONTH>4.79</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.95</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.16</BC_30YEAR>
          <WEEK_OF_MONTH>0617</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.65</BC_1MONTH>
          <BC_3MONTH>4.79</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.99</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0617</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.78</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0617</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.60</BC_1MONTH>
          <BC_3MONTH>4.77</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.87</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.17</BC_30YEAR>
          <WEEK_OF_MONTH>0617</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.61</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.95</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.04</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.38</BC_20YEAR>
          <BC_30YEAR>  5.23</BC_30YEAR>
          <WEEK_OF_MONTH>0618</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.35</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0618</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.65</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>5.01</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.38</BC_20YEAR>
          <BC_30YEAR>  5.24</BC_30YEAR>
          <WEEK_OF_MONTH>0618</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.61</BC_1MONTH>
          <BC_3MONTH>4.8</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.99</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.38</BC_20YEAR>
          <BC_30YEAR>  5.23</BC_30YEAR>
          <WEEK_OF_MONTH>0618</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-04-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.61</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.35</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0618</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.87</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.99</BC_3YEAR>
          <BC_5YEAR>5.01</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0619</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.98</BC_3YEAR>
          <BC_5YEAR>5.01</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.35</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0619</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.69</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>5</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0619</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.07</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.38</BC_20YEAR>
          <BC_30YEAR>  5.23</BC_30YEAR>
          <WEEK_OF_MONTH>0619</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>5.08</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>  5.44</BC_20YEAR>
          <BC_30YEAR>  5.29</BC_30YEAR>
          <WEEK_OF_MONTH>0619</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.68</BC_1MONTH>
          <BC_3MONTH>4.86</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.41</BC_20YEAR>
          <BC_30YEAR>  5.26</BC_30YEAR>
          <WEEK_OF_MONTH>0620</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>  5.36</BC_20YEAR>
          <BC_30YEAR>  5.22</BC_30YEAR>
          <WEEK_OF_MONTH>0620</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>5</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.42</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0620</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.96</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.08</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0620</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.95</BC_3YEAR>
          <BC_5YEAR>4.96</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0620</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.13</BC_30YEAR>
          <WEEK_OF_MONTH>0621</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.30</BC_20YEAR>
          <BC_30YEAR>  5.16</BC_30YEAR>
          <WEEK_OF_MONTH>0621</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.03</BC_10YEAR>
          <BC_20YEAR>  5.27</BC_20YEAR>
          <BC_30YEAR>  5.13</BC_30YEAR>
          <WEEK_OF_MONTH>0621</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.17</BC_30YEAR>
          <WEEK_OF_MONTH>0621</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5.06</BC_10YEAR>
          <BC_20YEAR>  5.30</BC_20YEAR>
          <BC_30YEAR>  5.16</BC_30YEAR>
          <WEEK_OF_MONTH>0621</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0622</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-29-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.99</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.33</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0622</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.86</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>5.04</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.35</BC_20YEAR>
          <BC_30YEAR>  5.21</BC_30YEAR>
          <WEEK_OF_MONTH>0622</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>5.04</BC_2YEAR>
          <BC_3YEAR>5.02</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0622</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.91</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>  5.24</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0622</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.95</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5.02</BC_10YEAR>
          <BC_20YEAR>  5.24</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0623</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.86</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.01</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.08</BC_30YEAR>
          <WEEK_OF_MONTH>0623</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.86</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>5.02</BC_2YEAR>
          <BC_3YEAR>4.99</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.02</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.09</BC_30YEAR>
          <WEEK_OF_MONTH>0623</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.87</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>  5.20</BC_20YEAR>
          <BC_30YEAR>  5.06</BC_30YEAR>
          <WEEK_OF_MONTH>0623</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.03</BC_30YEAR>
          <WEEK_OF_MONTH>0623</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>5.02</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.03</BC_30YEAR>
          <WEEK_OF_MONTH>0624</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>5.02</BC_2YEAR>
          <BC_3YEAR>4.96</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.15</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0624</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.68</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.15</BC_1YEAR>
          <BC_2YEAR>5.11</BC_2YEAR>
          <BC_3YEAR>5.06</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.04</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.09</BC_30YEAR>
          <WEEK_OF_MONTH>0624</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.60</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.15</BC_1YEAR>
          <BC_2YEAR>5.14</BC_2YEAR>
          <BC_3YEAR>5.1</BC_3YEAR>
          <BC_5YEAR>5.08</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>  5.27</BC_20YEAR>
          <BC_30YEAR>  5.13</BC_30YEAR>
          <WEEK_OF_MONTH>0624</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.63</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.18</BC_1YEAR>
          <BC_2YEAR>5.16</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.17</BC_30YEAR>
          <WEEK_OF_MONTH>0624</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.67</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.23</BC_1YEAR>
          <BC_2YEAR>5.19</BC_2YEAR>
          <BC_3YEAR>5.15</BC_3YEAR>
          <BC_5YEAR>5.12</BC_5YEAR>
          <BC_7YEAR>5.13</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0625</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.70</BC_1MONTH>
          <BC_3MONTH>4.92</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.23</BC_1YEAR>
          <BC_2YEAR>5.19</BC_2YEAR>
          <BC_3YEAR>5.16</BC_3YEAR>
          <BC_5YEAR>5.13</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.33</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0625</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.66</BC_1MONTH>
          <BC_3MONTH>4.92</BC_3MONTH>
          <BC_6MONTH>5.23</BC_6MONTH>
          <BC_1YEAR>5.22</BC_1YEAR>
          <BC_2YEAR>5.2</BC_2YEAR>
          <BC_3YEAR>5.16</BC_3YEAR>
          <BC_5YEAR>5.14</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0625</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.55</BC_1MONTH>
          <BC_3MONTH>4.92</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.24</BC_1YEAR>
          <BC_2YEAR>5.23</BC_2YEAR>
          <BC_3YEAR>5.21</BC_3YEAR>
          <BC_5YEAR>5.18</BC_5YEAR>
          <BC_7YEAR>5.18</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>  5.37</BC_20YEAR>
          <BC_30YEAR>  5.23</BC_30YEAR>
          <WEEK_OF_MONTH>0625</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.61</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.27</BC_1YEAR>
          <BC_2YEAR>5.27</BC_2YEAR>
          <BC_3YEAR>5.23</BC_3YEAR>
          <BC_5YEAR>5.21</BC_5YEAR>
          <BC_7YEAR>5.21</BC_7YEAR>
          <BC_10YEAR>5.23</BC_10YEAR>
          <BC_20YEAR>  5.40</BC_20YEAR>
          <BC_30YEAR>  5.26</BC_30YEAR>
          <WEEK_OF_MONTH>0625</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.3</BC_1YEAR>
          <BC_2YEAR>5.27</BC_2YEAR>
          <BC_3YEAR>5.25</BC_3YEAR>
          <BC_5YEAR>5.22</BC_5YEAR>
          <BC_7YEAR>5.23</BC_7YEAR>
          <BC_10YEAR>5.25</BC_10YEAR>
          <BC_20YEAR>  5.42</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0626</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.86</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.28</BC_1YEAR>
          <BC_2YEAR>5.24</BC_2YEAR>
          <BC_3YEAR>5.22</BC_3YEAR>
          <BC_5YEAR>5.19</BC_5YEAR>
          <BC_7YEAR>5.2</BC_7YEAR>
          <BC_10YEAR>5.21</BC_10YEAR>
          <BC_20YEAR>  5.38</BC_20YEAR>
          <BC_30YEAR>  5.24</BC_30YEAR>
          <WEEK_OF_MONTH>0626</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.79</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.3</BC_1YEAR>
          <BC_2YEAR>5.29</BC_2YEAR>
          <BC_3YEAR>5.26</BC_3YEAR>
          <BC_5YEAR>5.23</BC_5YEAR>
          <BC_7YEAR>5.23</BC_7YEAR>
          <BC_10YEAR>5.25</BC_10YEAR>
          <BC_20YEAR>  5.42</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0626</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.68</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.25</BC_1YEAR>
          <BC_2YEAR>5.21</BC_2YEAR>
          <BC_3YEAR>5.19</BC_3YEAR>
          <BC_5YEAR>5.17</BC_5YEAR>
          <BC_7YEAR>5.18</BC_7YEAR>
          <BC_10YEAR>5.22</BC_10YEAR>
          <BC_20YEAR>  5.39</BC_20YEAR>
          <BC_30YEAR>  5.26</BC_30YEAR>
          <WEEK_OF_MONTH>0626</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.54</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.21</BC_1YEAR>
          <BC_2YEAR>5.16</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0626</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.69</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.26</BC_1YEAR>
          <BC_2YEAR>5.17</BC_2YEAR>
          <BC_3YEAR>5.14</BC_3YEAR>
          <BC_5YEAR>5.11</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.33</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0627</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0627</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-04-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.29</BC_1YEAR>
          <BC_2YEAR>5.24</BC_2YEAR>
          <BC_3YEAR>5.21</BC_3YEAR>
          <BC_5YEAR>5.19</BC_5YEAR>
          <BC_7YEAR>5.19</BC_7YEAR>
          <BC_10YEAR>5.23</BC_10YEAR>
          <BC_20YEAR>  5.39</BC_20YEAR>
          <BC_30YEAR>  5.27</BC_30YEAR>
          <WEEK_OF_MONTH>0627</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.28</BC_1YEAR>
          <BC_2YEAR>5.22</BC_2YEAR>
          <BC_3YEAR>5.17</BC_3YEAR>
          <BC_5YEAR>5.15</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>  5.35</BC_20YEAR>
          <BC_30YEAR>  5.23</BC_30YEAR>
          <WEEK_OF_MONTH>0627</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.83</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.25</BC_1YEAR>
          <BC_2YEAR>5.17</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0627</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.86</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.27</BC_1YEAR>
          <BC_2YEAR>5.17</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.17</BC_30YEAR>
          <WEEK_OF_MONTH>0628</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.90</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.26</BC_1YEAR>
          <BC_2YEAR>5.17</BC_2YEAR>
          <BC_3YEAR>5.11</BC_3YEAR>
          <BC_5YEAR>5.07</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>  5.26</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0628</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.92</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.26</BC_1YEAR>
          <BC_2YEAR>5.17</BC_2YEAR>
          <BC_3YEAR>5.12</BC_3YEAR>
          <BC_5YEAR>5.08</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>  5.26</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0628</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.88</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.22</BC_1YEAR>
          <BC_2YEAR>5.12</BC_2YEAR>
          <BC_3YEAR>5.07</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.08</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.12</BC_30YEAR>
          <WEEK_OF_MONTH>0628</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.2</BC_1YEAR>
          <BC_2YEAR>5.08</BC_2YEAR>
          <BC_3YEAR>5.05</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.11</BC_30YEAR>
          <WEEK_OF_MONTH>0628</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.91</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.24</BC_1YEAR>
          <BC_2YEAR>5.12</BC_2YEAR>
          <BC_3YEAR>5.07</BC_3YEAR>
          <BC_5YEAR>5.04</BC_5YEAR>
          <BC_7YEAR>5.04</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.23</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0629</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.28</BC_1YEAR>
          <BC_2YEAR>5.19</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.16</BC_30YEAR>
          <WEEK_OF_MONTH>0629</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.91</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.22</BC_1YEAR>
          <BC_2YEAR>5.12</BC_2YEAR>
          <BC_3YEAR>5.06</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.06</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0629</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.18</BC_1YEAR>
          <BC_2YEAR>5.06</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.03</BC_10YEAR>
          <BC_20YEAR>  5.20</BC_20YEAR>
          <BC_30YEAR>  5.08</BC_30YEAR>
          <WEEK_OF_MONTH>0629</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.88</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.19</BC_1YEAR>
          <BC_2YEAR>5.08</BC_2YEAR>
          <BC_3YEAR>5.02</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0629</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.91</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.21</BC_1YEAR>
          <BC_2YEAR>5.1</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.11</BC_30YEAR>
          <WEEK_OF_MONTH>0630</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.21</BC_1YEAR>
          <BC_2YEAR>5.11</BC_2YEAR>
          <BC_3YEAR>5.05</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.24</BC_20YEAR>
          <BC_30YEAR>  5.13</BC_30YEAR>
          <WEEK_OF_MONTH>0630</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.21</BC_6MONTH>
          <BC_1YEAR>5.16</BC_1YEAR>
          <BC_2YEAR>5.06</BC_2YEAR>
          <BC_3YEAR>5.02</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0630</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.02</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.2</BC_6MONTH>
          <BC_1YEAR>5.16</BC_1YEAR>
          <BC_2YEAR>5.07</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5</BC_7YEAR>
          <BC_10YEAR>5.07</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.11</BC_30YEAR>
          <WEEK_OF_MONTH>0630</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.98</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.1</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0630</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.02</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.93</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0631</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.91</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.99</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0631</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>4.96</BC_10YEAR>
          <BC_20YEAR>  5.14</BC_20YEAR>
          <BC_30YEAR>  5.05</BC_30YEAR>
          <WEEK_OF_MONTH>0631</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.12</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>4.91</BC_7YEAR>
          <BC_10YEAR>4.96</BC_10YEAR>
          <BC_20YEAR>  5.13</BC_20YEAR>
          <BC_30YEAR>  5.04</BC_30YEAR>
          <WEEK_OF_MONTH>0631</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.84</BC_5YEAR>
          <BC_7YEAR>4.85</BC_7YEAR>
          <BC_10YEAR>4.91</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0631</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-04-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.2</BC_6MONTH>
          <BC_1YEAR>5.12</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0632</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.11</BC_20YEAR>
          <BC_30YEAR>  5.02</BC_30YEAR>
          <WEEK_OF_MONTH>0632</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.14</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.88</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>  5.13</BC_20YEAR>
          <BC_30YEAR>  5.05</BC_30YEAR>
          <WEEK_OF_MONTH>0632</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.12</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.93</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.15</BC_20YEAR>
          <BC_30YEAR>  5.06</BC_30YEAR>
          <WEEK_OF_MONTH>0632</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.12</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.2</BC_6MONTH>
          <BC_1YEAR>5.12</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.93</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.18</BC_20YEAR>
          <BC_30YEAR>  5.09</BC_30YEAR>
          <WEEK_OF_MONTH>0632</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.17</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>4.98</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.12</BC_30YEAR>
          <WEEK_OF_MONTH>0633</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.91</BC_3YEAR>
          <BC_5YEAR>4.88</BC_5YEAR>
          <BC_7YEAR>4.89</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.13</BC_20YEAR>
          <BC_30YEAR>  5.05</BC_30YEAR>
          <WEEK_OF_MONTH>0633</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>  5.08</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0633</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>  5.08</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0633</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.13</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.82</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>  5.05</BC_20YEAR>
          <BC_30YEAR>  4.97</BC_30YEAR>
          <WEEK_OF_MONTH>0633</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>  5.04</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0634</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0634</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0634</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.94</BC_30YEAR>
          <WEEK_OF_MONTH>0634</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0634</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.94</BC_30YEAR>
          <WEEK_OF_MONTH>0635</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0635</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.14</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.76</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0635</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.12</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.79</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0635</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.07</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0635</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0636</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-04-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.96</BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.73</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0636</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.89</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.76</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0636</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.89</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.76</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.94</BC_30YEAR>
          <WEEK_OF_MONTH>0636</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.83</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.73</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0636</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.85</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0637</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0637</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  4.97</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0637</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0637</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0637</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0638</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.79</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0638</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.73</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0638</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.92</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.61</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0638</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0638</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.88</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0639</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.64</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0639</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.60</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0639</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.53</BC_1MONTH>
          <BC_3MONTH>4.87</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0639</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.60</BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0639</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.67</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0640</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.71</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0640</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.87</BC_1YEAR>
          <BC_2YEAR>4.6</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0640</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-04-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0640</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0640</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0641</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-09-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.71</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0641</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.90</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0641</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.93</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0641</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.93</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.77</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.94</BC_30YEAR>
          <WEEK_OF_MONTH>0641</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0642</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.06</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0642</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.14</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  4.97</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0642</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.02</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0642</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.14</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0642</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.9</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0643</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-23-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.1</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0643</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.14</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0643</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-25-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0643</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.14</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.64</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0643</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.78</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.64</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0644</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0644</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-31-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.56</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0644</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.80</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0644</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-02-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0644</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-03-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0645</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.69</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.63</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0645</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.65</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0645</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0645</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-09-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0645</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-10-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.80</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0646</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0646</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.69</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.62</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.80</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0646</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0646</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-16-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.14</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0646</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-17-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.19</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0647</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.26</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.65</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0647</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.25</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0647</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0647</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-23-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.21</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0647</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-24-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.14</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0648</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.27</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.5</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>0648</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.26</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.69</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0648</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-NOV-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.46</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0648</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-30-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.21</BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.87</BC_1YEAR>
          <BC_2YEAR>4.52</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0648</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-01-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.13</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.87</BC_1YEAR>
          <BC_2YEAR>4.52</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.43</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0649</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-04-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.88</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.86</BC_1YEAR>
          <BC_2YEAR>4.52</BC_2YEAR>
          <BC_3YEAR>4.43</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.4</BC_7YEAR>
          <BC_10YEAR>4.45</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0649</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-05-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.91</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.44</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0649</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-06-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.92</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0649</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-07-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.89</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.53</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0649</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-08-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.85</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.5</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0650</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-11-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.61</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0650</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-12-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.86</BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.7</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0650</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-13-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0650</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-14-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0650</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-15-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0651</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-18-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.84</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0651</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-19-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0651</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-20-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.84</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0651</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-21-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.82</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0651</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-22-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_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>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0652</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-25-2006    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.61</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0652</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-26-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.69</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.64</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0652</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-27-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0652</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-28-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-DEC-06</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.7</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0652</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-29-2006</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
