<QR_BC_CM><LIST_G_WEEK_OF_MONTH><G_WEEK_OF_MONTH><WEEK_OF_MONTH>1205</WEEK_OF_MONTH><LIST_G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>01-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.05</BC_1MONTH><BC_3MONTH>.06</BC_3MONTH><BC_6MONTH>.09</BC_6MONTH><BC_1YEAR>.13</BC_1YEAR><BC_2YEAR>.23</BC_2YEAR><BC_3YEAR>.31</BC_3YEAR><BC_5YEAR>.72</BC_5YEAR><BC_7YEAR>1.27</BC_7YEAR><BC_10YEAR>1.87</BC_10YEAR><BC_20YEAR>2.65</BC_20YEAR><BC_30YEAR>3.01</BC_30YEAR><BC_30YEARDISPLAY>3.01</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-01-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>02-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.07</BC_1MONTH><BC_3MONTH>.08</BC_3MONTH><BC_6MONTH>.1</BC_6MONTH><BC_1YEAR>.14</BC_1YEAR><BC_2YEAR>.23</BC_2YEAR><BC_3YEAR>.31</BC_3YEAR><BC_5YEAR>.71</BC_5YEAR><BC_7YEAR>1.25</BC_7YEAR><BC_10YEAR>1.86</BC_10YEAR><BC_20YEAR>2.64</BC_20YEAR><BC_30YEAR>3.01</BC_30YEAR><BC_30YEARDISPLAY>3.01</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-02-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>03-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.06</BC_1MONTH><BC_3MONTH>.08</BC_3MONTH><BC_6MONTH>.1</BC_6MONTH><BC_1YEAR>.14</BC_1YEAR><BC_2YEAR>.23</BC_2YEAR><BC_3YEAR>.33</BC_3YEAR><BC_5YEAR>.78</BC_5YEAR><BC_7YEAR>1.35</BC_7YEAR><BC_10YEAR>1.97</BC_10YEAR><BC_20YEAR>2.76</BC_20YEAR><BC_30YEAR>3.13</BC_30YEAR><BC_30YEARDISPLAY>3.13</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-03-2012</NEW_DATE></G_NEW_DATE></LIST_G_NEW_DATE><NUM_DAYS_IN_WEEK>3</NUM_DAYS_IN_WEEK><NUM_DAYS_FOR_CALCULATION>3</NUM_DAYS_FOR_CALCULATION><SUM_1MONTH>.18</SUM_1MONTH><SUM_3MONTH>.22</SUM_3MONTH><SUM_6MONTH>.29</SUM_6MONTH><SUM_1YEAR>.41</SUM_1YEAR><SUM_2YEAR>.69</SUM_2YEAR><SUM_3YEAR>.95</SUM_3YEAR><SUM_5YEAR>2.21</SUM_5YEAR><SUM_7YEAR>3.87</SUM_7YEAR><SUM_10YEAR>5.7</SUM_10YEAR><SUM_20YEAR>8.05</SUM_20YEAR><SUM_30YEAR>9.15</SUM_30YEAR><AVERAGE_1MONTH>.06</AVERAGE_1MONTH><AVERAGE_3MONTH>.073333333333333333</AVERAGE_3MONTH><AVERAGE_6MONTH>.096666666666666667</AVERAGE_6MONTH><AVERAGE_1YEAR>.136666666666666667</AVERAGE_1YEAR><AVERAGE_2YEAR>.23</AVERAGE_2YEAR><AVERAGE_3YEAR>.316666666666666667</AVERAGE_3YEAR><AVERAGE_5YEAR>.736666666666666667</AVERAGE_5YEAR><AVERAGE_7YEAR>1.29</AVERAGE_7YEAR><AVERAGE_10YEAR>1.9</AVERAGE_10YEAR><AVERAGE_20YEAR>2.683333333333333333</AVERAGE_20YEAR><AVERAGE_30YEAR>3.05</AVERAGE_30YEAR></G_WEEK_OF_MONTH><G_WEEK_OF_MONTH><WEEK_OF_MONTH>1206</WEEK_OF_MONTH><LIST_G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>06-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.04</BC_1MONTH><BC_3MONTH>.08</BC_3MONTH><BC_6MONTH>.1</BC_6MONTH><BC_1YEAR>.14</BC_1YEAR><BC_2YEAR>.24</BC_2YEAR><BC_3YEAR>.32</BC_3YEAR><BC_5YEAR>.76</BC_5YEAR><BC_7YEAR>1.32</BC_7YEAR><BC_10YEAR>1.93</BC_10YEAR><BC_20YEAR>2.71</BC_20YEAR><BC_30YEAR>3.08</BC_30YEAR><BC_30YEARDISPLAY>3.08</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-06-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>07-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.06</BC_1MONTH><BC_3MONTH>.08</BC_3MONTH><BC_6MONTH>.11</BC_6MONTH><BC_1YEAR>.14</BC_1YEAR><BC_2YEAR>.25</BC_2YEAR><BC_3YEAR>.35</BC_3YEAR><BC_5YEAR>.82</BC_5YEAR><BC_7YEAR>1.39</BC_7YEAR><BC_10YEAR>2</BC_10YEAR><BC_20YEAR>2.78</BC_20YEAR><BC_30YEAR>3.14</BC_30YEAR><BC_30YEARDISPLAY>3.14</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-07-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>08-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.06</BC_1MONTH><BC_3MONTH>.09</BC_3MONTH><BC_6MONTH>.11</BC_6MONTH><BC_1YEAR>.15</BC_1YEAR><BC_2YEAR>.27</BC_2YEAR><BC_3YEAR>.35</BC_3YEAR><BC_5YEAR>.82</BC_5YEAR><BC_7YEAR>1.39</BC_7YEAR><BC_10YEAR>2.01</BC_10YEAR><BC_20YEAR>2.78</BC_20YEAR><BC_30YEAR>3.14</BC_30YEAR><BC_30YEARDISPLAY>3.14</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-08-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>09-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.06</BC_1MONTH><BC_3MONTH>.09</BC_3MONTH><BC_6MONTH>.12</BC_6MONTH><BC_1YEAR>.15</BC_1YEAR><BC_2YEAR>.27</BC_2YEAR><BC_3YEAR>.38</BC_3YEAR><BC_5YEAR>.86</BC_5YEAR><BC_7YEAR>1.43</BC_7YEAR><BC_10YEAR>2.04</BC_10YEAR><BC_20YEAR>2.83</BC_20YEAR><BC_30YEAR>3.2</BC_30YEAR><BC_30YEARDISPLAY>3.2</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-09-2012</NEW_DATE></G_NEW_DATE><G_NEW_DATE><BID_CURVE_DATE>10-FEB-12</BID_CURVE_DATE><DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK><LIST_G_BC_CAT><G_BC_CAT><BC_1MONTH>.05</BC_1MONTH><BC_3MONTH>.09</BC_3MONTH><BC_6MONTH>.12</BC_6MONTH><BC_1YEAR>.15</BC_1YEAR><BC_2YEAR>.27</BC_2YEAR><BC_3YEAR>.36</BC_3YEAR><BC_5YEAR>.81</BC_5YEAR><BC_7YEAR>1.36</BC_7YEAR><BC_10YEAR>1.96</BC_10YEAR><BC_20YEAR>2.75</BC_20YEAR><BC_30YEAR>3.11</BC_30YEAR><BC_30YEARDISPLAY>3.11</BC_30YEARDISPLAY><BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL></G_BC_CAT></LIST_G_BC_CAT><NEW_DATE>02-10-2012</NEW_DATE></G_NEW_DATE></LIST_G_NEW_DATE><NUM_DAYS_IN_WEEK>5</NUM_DAYS_IN_WEEK><NUM_DAYS_FOR_CALCULATION>5</NUM_DAYS_FOR_CALCULATION><SUM_1MONTH>.27</SUM_1MONTH><SUM_3MONTH>.43</SUM_3MONTH><SUM_6MONTH>.56</SUM_6MONTH><SUM_1YEAR>.73</SUM_1YEAR><SUM_2YEAR>1.3</SUM_2YEAR><SUM_3YEAR>1.76</SUM_3YEAR><SUM_5YEAR>4.07</SUM_5YEAR><SUM_7YEAR>6.89</SUM_7YEAR><SUM_10YEAR>9.94</SUM_10YEAR><SUM_20YEAR>13.85</SUM_20YEAR><SUM_30YEAR>15.67</SUM_30YEAR><AVERAGE_1MONTH>.054</AVERAGE_1MONTH><AVERAGE_3MONTH>.086</AVERAGE_3MONTH><AVERAGE_6MONTH>.112</AVERAGE_6MONTH><AVERAGE_1YEAR>.146</AVERAGE_1YEAR><AVERAGE_2YEAR>.26</AVERAGE_2YEAR><AVERAGE_3YEAR>.352</AVERAGE_3YEAR><AVERAGE_5YEAR>.814</AVERAGE_5YEAR><AVERAGE_7YEAR>1.378</AVERAGE_7YEAR><AVERAGE_10YEAR>1.988</AVERAGE_10YEAR><AVERAGE_20YEAR>2.77</AVERAGE_20YEAR><AVERAGE_30YEAR>3.134</AVERAGE_30YEAR></G_WEEK_OF_MONTH></LIST_G_WEEK_OF_MONTH><CF_YEARHIGH_1MONTH_RATE>   0.07</CF_YEARHIGH_1MONTH_RATE><CP_YEARHIGH_1MONTH_DATE>02/02/12</CP_YEARHIGH_1MONTH_DATE><CF_YEARHIGH_3MONTH_RATE>   0.09</CF_YEARHIGH_3MONTH_RATE><CP_YEARHIGH_3MONTH_DATE>02/10/12</CP_YEARHIGH_3MONTH_DATE><CF_YEARHIGH_6MONTH_RATE>   0.12</CF_YEARHIGH_6MONTH_RATE><CP_YEARHIGH_6MONTH_DATE>02/10/12</CP_YEARHIGH_6MONTH_DATE><CF_YEARHIGH_1YEAR_RATE>   0.15</CF_YEARHIGH_1YEAR_RATE><CP_YEARHIGH_1YEAR_DATE>02/10/12</CP_YEARHIGH_1YEAR_DATE><CF_YEARHIGH_2YEAR_RATE>   0.27</CF_YEARHIGH_2YEAR_RATE><CP_YEARHIGH_2YEAR_DATE>01/05/12</CP_YEARHIGH_2YEAR_DATE><CF_YEARHIGH_3YEAR_RATE>   0.40</CF_YEARHIGH_3YEAR_RATE><CP_YEARHIGH_3YEAR_DATE>01/05/12</CP_YEARHIGH_3YEAR_DATE><CF_YEARHIGH_5YEAR_RATE>   0.93</CF_YEARHIGH_5YEAR_RATE><CP_YEARHIGH_5YEAR_DATE>01/23/12</CP_YEARHIGH_5YEAR_DATE><CF_YEARHIGH_7YEAR_RATE>   1.51</CF_YEARHIGH_7YEAR_RATE><CP_YEARHIGH_7YEAR_DATE>01/23/12</CP_YEARHIGH_7YEAR_DATE><CF_YEARHIGH_10YEAR_RATE>   2.09</CF_YEARHIGH_10YEAR_RATE><CP_YEARHIGH_10YEAR_DATE>01/23/12</CP_YEARHIGH_10YEAR_DATE><CF_YEARHIGH_20YEAR_RATE>   2.83</CF_YEARHIGH_20YEAR_RATE><CP_YEARHIGH_20YEAR_DATE>02/09/12</CP_YEARHIGH_20YEAR_DATE><CF_YEARHIGH_30YEAR_RATE>   3.20</CF_YEARHIGH_30YEAR_RATE><CP_YEARHIGH_30YEAR_DATE>02/09/12</CP_YEARHIGH_30YEAR_DATE><CF_YEARLOW_1MONTH_RATE>   0.01</CF_YEARLOW_1MONTH_RATE><CP_YEARLOW_1MONTH_DATE>01/05/12</CP_YEARLOW_1MONTH_DATE><CF_YEARLOW_3MONTH_RATE>   0.01</CF_YEARLOW_3MONTH_RATE><CP_YEARLOW_3MONTH_DATE>01/09/12</CP_YEARLOW_3MONTH_DATE><CF_YEARLOW_6MONTH_RATE>   0.05</CF_YEARLOW_6MONTH_RATE><CP_YEARLOW_6MONTH_DATE>01/09/12</CP_YEARLOW_6MONTH_DATE><CF_YEARLOW_1YEAR_RATE>   0.10</CF_YEARLOW_1YEAR_RATE><CP_YEARLOW_1YEAR_DATE>01/13/12</CP_YEARLOW_1YEAR_DATE><CF_YEARLOW_2YEAR_RATE>   0.21</CF_YEARLOW_2YEAR_RATE><CP_YEARLOW_2YEAR_DATE>01/17/12</CP_YEARLOW_2YEAR_DATE><CF_YEARLOW_3YEAR_RATE>   0.30</CF_YEARLOW_3YEAR_RATE><CP_YEARLOW_3YEAR_DATE>01/31/12</CP_YEARLOW_3YEAR_DATE><CF_YEARLOW_5YEAR_RATE>   0.71</CF_YEARLOW_5YEAR_RATE><CP_YEARLOW_5YEAR_DATE>01/31/12</CP_YEARLOW_5YEAR_DATE><CF_YEARLOW_7YEAR_RATE>   1.24</CF_YEARLOW_7YEAR_RATE><CP_YEARLOW_7YEAR_DATE>01/31/12</CP_YEARLOW_7YEAR_DATE><CF_YEARLOW_10YEAR_RATE>   1.83</CF_YEARLOW_10YEAR_RATE><CP_YEARLOW_10YEAR_DATE>01/31/12</CP_YEARLOW_10YEAR_DATE><CF_YEARLOW_20YEAR_RATE>   2.57</CF_YEARLOW_20YEAR_RATE><CP_YEARLOW_20YEAR_DATE>01/17/12</CP_YEARLOW_20YEAR_DATE><CF_YEARLOW_30YEAR_RATE>   2.89</CF_YEARLOW_30YEAR_RATE><CP_YEARLOW_30YEAR_DATE>01/17/12</CP_YEARLOW_30YEAR_DATE><CF_ALLTIMEHIGH_1MONTH_RATE>   5.27</CF_ALLTIMEHIGH_1MONTH_RATE><CP_ALLTIMEHIGH_1MONTH_DATE>11/28/06</CP_ALLTIMEHIGH_1MONTH_DATE><CF_ALLTIMEHIGH_3MONTH_RATE>  16.53</CF_ALLTIMEHIGH_3MONTH_RATE><CP_ALLTIMEHIGH_3MONTH_DATE>09/02/81</CP_ALLTIMEHIGH_3MONTH_DATE><CF_ALLTIMEHIGH_6MONTH_RATE>  17.41</CF_ALLTIMEHIGH_6MONTH_RATE><CP_ALLTIMEHIGH_6MONTH_DATE>09/08/81</CP_ALLTIMEHIGH_6MONTH_DATE><CF_ALLTIMEHIGH_1YEAR_RATE>  17.31</CF_ALLTIMEHIGH_1YEAR_RATE><CP_ALLTIMEHIGH_1YEAR_DATE>09/03/81</CP_ALLTIMEHIGH_1YEAR_DATE><CF_ALLTIMEHIGH_2YEAR_RATE>  16.95</CF_ALLTIMEHIGH_2YEAR_RATE><CP_ALLTIMEHIGH_2YEAR_DATE>09/08/81</CP_ALLTIMEHIGH_2YEAR_DATE><CF_ALLTIMEHIGH_3YEAR_RATE>  16.59</CF_ALLTIMEHIGH_3YEAR_RATE><CP_ALLTIMEHIGH_3YEAR_DATE>09/09/81</CP_ALLTIMEHIGH_3YEAR_DATE><CF_ALLTIMEHIGH_5YEAR_RATE>  16.27</CF_ALLTIMEHIGH_5YEAR_RATE><CP_ALLTIMEHIGH_5YEAR_DATE>09/30/81</CP_ALLTIMEHIGH_5YEAR_DATE><CF_ALLTIMEHIGH_7YEAR_RATE>  16.06</CF_ALLTIMEHIGH_7YEAR_RATE><CP_ALLTIMEHIGH_7YEAR_DATE>09/30/81</CP_ALLTIMEHIGH_7YEAR_DATE><CF_ALLTIMEHIGH_10YEAR_RATE>  15.84</CF_ALLTIMEHIGH_10YEAR_RATE><CP_ALLTIMEHIGH_10YEAR_DATE>09/30/81</CP_ALLTIMEHIGH_10YEAR_DATE><CF_ALLTIMEHIGH_20YEAR_RATE>  15.78</CF_ALLTIMEHIGH_20YEAR_RATE><CP_ALLTIMEHIGH_20YEAR_DATE>09/30/81</CP_ALLTIMEHIGH_20YEAR_DATE><CF_ALLTIMEHIGH_30YEAR_RATE>  15.21</CF_ALLTIMEHIGH_30YEAR_RATE><CP_ALLTIMEHIGH_30YEAR_DATE>09/29/81</CP_ALLTIMEHIGH_30YEAR_DATE><CF_ALLTIMELOW_1MONTH_RATE>   0.00</CF_ALLTIMELOW_1MONTH_RATE><CP_ALLTIMELOW_1MONTH_DATE>12/15/08</CP_ALLTIMELOW_1MONTH_DATE><CF_ALLTIMELOW_3MONTH_RATE>   0.00</CF_ALLTIMELOW_3MONTH_RATE><CP_ALLTIMELOW_3MONTH_DATE>12/18/08</CP_ALLTIMELOW_3MONTH_DATE><CF_ALLTIMELOW_6MONTH_RATE>   0.02</CF_ALLTIMELOW_6MONTH_RATE><CP_ALLTIMELOW_6MONTH_DATE>09/23/11</CP_ALLTIMELOW_6MONTH_DATE><CF_ALLTIMELOW_1YEAR_RATE>   0.08</CF_ALLTIMELOW_1YEAR_RATE><CP_ALLTIMELOW_1YEAR_DATE>09/19/11</CP_ALLTIMELOW_1YEAR_DATE><CF_ALLTIMELOW_2YEAR_RATE>   0.16</CF_ALLTIMELOW_2YEAR_RATE><CP_ALLTIMELOW_2YEAR_DATE>09/19/11</CP_ALLTIMELOW_2YEAR_DATE><CF_ALLTIMELOW_3YEAR_RATE>   0.29</CF_ALLTIMELOW_3YEAR_RATE><CP_ALLTIMELOW_3YEAR_DATE>09/19/11</CP_ALLTIMELOW_3YEAR_DATE><CF_ALLTIMELOW_5YEAR_RATE>   0.71</CF_ALLTIMELOW_5YEAR_RATE><CP_ALLTIMELOW_5YEAR_DATE>01/31/12</CP_ALLTIMELOW_5YEAR_DATE><CF_ALLTIMELOW_7YEAR_RATE>   1.24</CF_ALLTIMELOW_7YEAR_RATE><CP_ALLTIMELOW_7YEAR_DATE>09/22/11</CP_ALLTIMELOW_7YEAR_DATE><CF_ALLTIMELOW_10YEAR_RATE>   1.72</CF_ALLTIMELOW_10YEAR_RATE><CP_ALLTIMELOW_10YEAR_DATE>09/22/11</CP_ALLTIMELOW_10YEAR_DATE><CF_ALLTIMELOW_20YEAR_RATE>   2.48</CF_ALLTIMELOW_20YEAR_RATE><CP_ALLTIMELOW_20YEAR_DATE>12/19/11</CP_ALLTIMELOW_20YEAR_DATE><CF_ALLTIMELOW_30YEAR_RATE>   2.53</CF_ALLTIMELOW_30YEAR_RATE><CP_ALLTIMELOW_30YEAR_DATE>12/18/08</CP_ALLTIMELOW_30YEAR_DATE></QR_BC_CM>
