<?xml version="1.0"?>
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      <NEW_DATE>01-07-2010</NEW_DATE>
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          <WEEK_OF_MONTH>1002</WEEK_OF_MONTH>
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      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
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          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
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          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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          <BC_20YEAR>  4.38</BC_20YEAR>
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          <WEEK_OF_MONTH>1003</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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      <BID_CURVE_DATE>25-JAN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
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        <G_BC_30YEAR>
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          <BC_6MONTH>.14</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
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          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
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          <WEEK_OF_MONTH>1004</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JAN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.14</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
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          <BC_3YEAR>1.4</BC_3YEAR>
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          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1004</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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      <NEW_DATE>01-26-2010</NEW_DATE>
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    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JAN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
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          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.33</BC_1YEAR>
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          <WEEK_OF_MONTH>1004</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JAN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
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          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
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          <BC_5YEAR>2.41</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>1004</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-28-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.34</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>1004</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-29-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.33</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.41</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1005</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-01-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.33</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.41</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>1005</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.4</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>1005</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-03-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.09</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.8</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>2.29</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.39</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>1005</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-04-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.77</BC_2YEAR>
          <BC_3YEAR>1.28</BC_3YEAR>
          <BC_5YEAR>2.23</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.59</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>1005</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-05-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.79</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>2.26</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>1006</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-08-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.84</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>2.32</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>1006</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.39</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>1006</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-10-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.39</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>1006</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-11-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.84</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.35</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>1006</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-10</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>1007</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-15-2010    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.32</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>1007</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.4</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>1007</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-17-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>1007</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-18-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.51</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>3.24</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>1007</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.48</BC_3YEAR>
          <BC_5YEAR>2.47</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>1008</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-22-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>1008</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.4</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>1008</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-24-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.33</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.64</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>1008</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-25-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.81</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.3</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>1008</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.8</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>2.28</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1009</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-01-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.8</BC_2YEAR>
          <BC_3YEAR>1.33</BC_3YEAR>
          <BC_5YEAR>2.27</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>1009</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.33</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>2.27</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>1009</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-03-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.28</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1009</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-04-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.35</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>1009</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-05-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>1010</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-08-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.34</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.53</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>1010</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>2.39</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>  4.53</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>1010</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-10-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>1010</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-11-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.42</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>1010</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.42</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>1011</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-15-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>1011</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1011</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-17-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.44</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>1011</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-18-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.56</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>1011</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>1012</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-22-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.55</BC_3YEAR>
          <BC_5YEAR>2.44</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>1012</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.08</BC_2YEAR>
          <BC_3YEAR>1.67</BC_3YEAR>
          <BC_5YEAR>2.62</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>1012</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-24-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.1</BC_2YEAR>
          <BC_3YEAR>1.69</BC_3YEAR>
          <BC_5YEAR>2.65</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>1012</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-25-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.64</BC_3YEAR>
          <BC_5YEAR>2.59</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>1012</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>1013</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-29-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.06</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.59</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>1013</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-30-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.6</BC_3YEAR>
          <BC_5YEAR>2.55</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>1013</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-31-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.63</BC_3YEAR>
          <BC_5YEAR>2.59</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>1013</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-01-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.11</BC_2YEAR>
          <BC_3YEAR>1.7</BC_3YEAR>
          <BC_5YEAR>2.67</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.96</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>1013</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.18</BC_2YEAR>
          <BC_3YEAR>1.77</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.46</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>1014</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-05-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.14</BC_2YEAR>
          <BC_3YEAR>1.74</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.68</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>1014</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-06-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.06</BC_2YEAR>
          <BC_3YEAR>1.66</BC_3YEAR>
          <BC_5YEAR>2.62</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>1014</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-07-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.68</BC_3YEAR>
          <BC_5YEAR>2.64</BC_5YEAR>
          <BC_7YEAR>3.36</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>1014</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-08-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.08</BC_2YEAR>
          <BC_3YEAR>1.68</BC_3YEAR>
          <BC_5YEAR>2.65</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.9</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>1014</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.07</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>3.87</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>1015</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.07</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.58</BC_5YEAR>
          <BC_7YEAR>3.27</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>1015</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-13-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.07</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.61</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>1015</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-14-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.62</BC_3YEAR>
          <BC_5YEAR>2.57</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>1015</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-15-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.56</BC_3YEAR>
          <BC_5YEAR>2.49</BC_5YEAR>
          <BC_7YEAR>3.2</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>1015</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.59</BC_3YEAR>
          <BC_5YEAR>2.54</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>1016</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.62</BC_3YEAR>
          <BC_5YEAR>2.56</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.82</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>1016</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-20-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.6</BC_3YEAR>
          <BC_5YEAR>2.52</BC_5YEAR>
          <BC_7YEAR>3.2</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.45</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>1016</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-21-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.07</BC_2YEAR>
          <BC_3YEAR>1.64</BC_3YEAR>
          <BC_5YEAR>2.57</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>1016</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-22-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.1</BC_2YEAR>
          <BC_3YEAR>1.68</BC_3YEAR>
          <BC_5YEAR>2.61</BC_5YEAR>
          <BC_7YEAR>3.3</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>1016</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.67</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>1017</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.55</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>1017</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-27-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.61</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>1017</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-28-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.58</BC_3YEAR>
          <BC_5YEAR>2.49</BC_5YEAR>
          <BC_7YEAR>3.19</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>1017</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-29-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.51</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>1017</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-30-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.56</BC_3YEAR>
          <BC_5YEAR>2.47</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>1018</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-03-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.07</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.27</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>1018</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-04-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.31</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.58</BC_10YEAR>
          <BC_20YEAR>  4.23</BC_20YEAR>
          <BC_30YEAR>  4.39</BC_30YEAR>
          <WEEK_OF_MONTH>1018</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-05-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.75</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>2.13</BC_5YEAR>
          <BC_7YEAR>2.83</BC_7YEAR>
          <BC_10YEAR>3.41</BC_10YEAR>
          <BC_20YEAR>  4.03</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>1018</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-06-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.83</BC_2YEAR>
          <BC_3YEAR>1.32</BC_3YEAR>
          <BC_5YEAR>2.17</BC_5YEAR>
          <BC_7YEAR>2.87</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.11</BC_20YEAR>
          <BC_30YEAR>  4.28</BC_30YEAR>
          <WEEK_OF_MONTH>1018</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-07-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.27</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.57</BC_10YEAR>
          <BC_20YEAR>  4.23</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>1019</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-10-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.85</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>2.26</BC_5YEAR>
          <BC_7YEAR>2.97</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.24</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>1019</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-11-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.29</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>1019</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>2.27</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.55</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>1019</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-13-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.79</BC_2YEAR>
          <BC_3YEAR>1.28</BC_3YEAR>
          <BC_5YEAR>2.16</BC_5YEAR>
          <BC_7YEAR>2.87</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.13</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>1019</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-14-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.81</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>2.2</BC_5YEAR>
          <BC_7YEAR>2.9</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.17</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>1020</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-17-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.76</BC_2YEAR>
          <BC_3YEAR>1.23</BC_3YEAR>
          <BC_5YEAR>2.11</BC_5YEAR>
          <BC_7YEAR>2.82</BC_7YEAR>
          <BC_10YEAR>3.38</BC_10YEAR>
          <BC_20YEAR>  4.08</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>1020</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-18-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.8</BC_2YEAR>
          <BC_3YEAR>1.26</BC_3YEAR>
          <BC_5YEAR>2.13</BC_5YEAR>
          <BC_7YEAR>2.82</BC_7YEAR>
          <BC_10YEAR>3.36</BC_10YEAR>
          <BC_20YEAR>  4.07</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>1020</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.76</BC_2YEAR>
          <BC_3YEAR>1.2</BC_3YEAR>
          <BC_5YEAR>2.04</BC_5YEAR>
          <BC_7YEAR>2.71</BC_7YEAR>
          <BC_10YEAR>3.25</BC_10YEAR>
          <BC_20YEAR>  3.96</BC_20YEAR>
          <BC_30YEAR>  4.13</BC_30YEAR>
          <WEEK_OF_MONTH>1020</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-20-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.76</BC_2YEAR>
          <BC_3YEAR>1.19</BC_3YEAR>
          <BC_5YEAR>2.02</BC_5YEAR>
          <BC_7YEAR>2.67</BC_7YEAR>
          <BC_10YEAR>3.2</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>1020</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-21-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.77</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>2.04</BC_5YEAR>
          <BC_7YEAR>2.69</BC_7YEAR>
          <BC_10YEAR>3.23</BC_10YEAR>
          <BC_20YEAR>  3.96</BC_20YEAR>
          <BC_30YEAR>  4.12</BC_30YEAR>
          <WEEK_OF_MONTH>1021</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-24-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.81</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>2.01</BC_5YEAR>
          <BC_7YEAR>2.63</BC_7YEAR>
          <BC_10YEAR>3.18</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>1021</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-25-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.28</BC_3YEAR>
          <BC_5YEAR>2.06</BC_5YEAR>
          <BC_7YEAR>2.68</BC_7YEAR>
          <BC_10YEAR>3.21</BC_10YEAR>
          <BC_20YEAR>  3.94</BC_20YEAR>
          <BC_30YEAR>  4.11</BC_30YEAR>
          <WEEK_OF_MONTH>1021</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.35</BC_3YEAR>
          <BC_5YEAR>2.18</BC_5YEAR>
          <BC_7YEAR>2.81</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.08</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>1021</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-27-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.76</BC_2YEAR>
          <BC_3YEAR>1.26</BC_3YEAR>
          <BC_5YEAR>2.1</BC_5YEAR>
          <BC_7YEAR>2.75</BC_7YEAR>
          <BC_10YEAR>3.31</BC_10YEAR>
          <BC_20YEAR>  4.05</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>1021</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-28-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-10</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>1022</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-31-2010    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.78</BC_2YEAR>
          <BC_3YEAR>1.26</BC_3YEAR>
          <BC_5YEAR>2.09</BC_5YEAR>
          <BC_7YEAR>2.74</BC_7YEAR>
          <BC_10YEAR>3.29</BC_10YEAR>
          <BC_20YEAR>  4.03</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>1022</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-01-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>2.14</BC_5YEAR>
          <BC_7YEAR>2.81</BC_7YEAR>
          <BC_10YEAR>3.35</BC_10YEAR>
          <BC_20YEAR>  4.08</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>1022</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>2.17</BC_5YEAR>
          <BC_7YEAR>2.84</BC_7YEAR>
          <BC_10YEAR>3.39</BC_10YEAR>
          <BC_20YEAR>  4.12</BC_20YEAR>
          <BC_30YEAR>  4.29</BC_30YEAR>
          <WEEK_OF_MONTH>1022</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-03-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.72</BC_2YEAR>
          <BC_3YEAR>1.17</BC_3YEAR>
          <BC_5YEAR>1.98</BC_5YEAR>
          <BC_7YEAR>2.65</BC_7YEAR>
          <BC_10YEAR>3.2</BC_10YEAR>
          <BC_20YEAR>  3.95</BC_20YEAR>
          <BC_30YEAR>  4.13</BC_30YEAR>
          <WEEK_OF_MONTH>1022</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-04-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.17</BC_3YEAR>
          <BC_5YEAR>1.95</BC_5YEAR>
          <BC_7YEAR>2.62</BC_7YEAR>
          <BC_10YEAR>3.17</BC_10YEAR>
          <BC_20YEAR>  3.93</BC_20YEAR>
          <BC_30YEAR>  4.11</BC_30YEAR>
          <WEEK_OF_MONTH>1023</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-07-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>1.98</BC_5YEAR>
          <BC_7YEAR>2.63</BC_7YEAR>
          <BC_10YEAR>3.18</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  4.10</BC_30YEAR>
          <WEEK_OF_MONTH>1023</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-08-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.33</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.19</BC_3YEAR>
          <BC_5YEAR>1.99</BC_5YEAR>
          <BC_7YEAR>2.64</BC_7YEAR>
          <BC_10YEAR>3.2</BC_10YEAR>
          <BC_20YEAR>  3.94</BC_20YEAR>
          <BC_30YEAR>  4.12</BC_30YEAR>
          <WEEK_OF_MONTH>1023</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.79</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>2.12</BC_5YEAR>
          <BC_7YEAR>2.78</BC_7YEAR>
          <BC_10YEAR>3.33</BC_10YEAR>
          <BC_20YEAR>  4.06</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>1023</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-10-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.75</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>2.03</BC_5YEAR>
          <BC_7YEAR>2.68</BC_7YEAR>
          <BC_10YEAR>3.24</BC_10YEAR>
          <BC_20YEAR>  3.97</BC_20YEAR>
          <BC_30YEAR>  4.15</BC_30YEAR>
          <WEEK_OF_MONTH>1023</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-11-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.77</BC_2YEAR>
          <BC_3YEAR>1.23</BC_3YEAR>
          <BC_5YEAR>2.07</BC_5YEAR>
          <BC_7YEAR>2.73</BC_7YEAR>
          <BC_10YEAR>3.28</BC_10YEAR>
          <BC_20YEAR>  4.02</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>1024</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-14-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.09</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.79</BC_2YEAR>
          <BC_3YEAR>1.26</BC_3YEAR>
          <BC_5YEAR>2.1</BC_5YEAR>
          <BC_7YEAR>2.77</BC_7YEAR>
          <BC_10YEAR>3.32</BC_10YEAR>
          <BC_20YEAR>  4.06</BC_20YEAR>
          <BC_30YEAR>  4.23</BC_30YEAR>
          <WEEK_OF_MONTH>1024</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-15-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.75</BC_2YEAR>
          <BC_3YEAR>1.22</BC_3YEAR>
          <BC_5YEAR>2.06</BC_5YEAR>
          <BC_7YEAR>2.73</BC_7YEAR>
          <BC_10YEAR>3.27</BC_10YEAR>
          <BC_20YEAR>  4.00</BC_20YEAR>
          <BC_30YEAR>  4.18</BC_30YEAR>
          <WEEK_OF_MONTH>1024</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.09</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.28</BC_1YEAR>
          <BC_2YEAR>.72</BC_2YEAR>
          <BC_3YEAR>1.18</BC_3YEAR>
          <BC_5YEAR>2.01</BC_5YEAR>
          <BC_7YEAR>2.67</BC_7YEAR>
          <BC_10YEAR>3.21</BC_10YEAR>
          <BC_20YEAR>  3.95</BC_20YEAR>
          <BC_30YEAR>  4.13</BC_30YEAR>
          <WEEK_OF_MONTH>1024</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-17-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.2</BC_3YEAR>
          <BC_5YEAR>2.04</BC_5YEAR>
          <BC_7YEAR>2.7</BC_7YEAR>
          <BC_10YEAR>3.24</BC_10YEAR>
          <BC_20YEAR>  3.97</BC_20YEAR>
          <BC_30YEAR>  4.15</BC_30YEAR>
          <WEEK_OF_MONTH>1024</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-18-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>2.05</BC_5YEAR>
          <BC_7YEAR>2.72</BC_7YEAR>
          <BC_10YEAR>3.26</BC_10YEAR>
          <BC_20YEAR>  3.99</BC_20YEAR>
          <BC_30YEAR>  4.17</BC_30YEAR>
          <WEEK_OF_MONTH>1025</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-21-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.71</BC_2YEAR>
          <BC_3YEAR>1.15</BC_3YEAR>
          <BC_5YEAR>1.98</BC_5YEAR>
          <BC_7YEAR>2.64</BC_7YEAR>
          <BC_10YEAR>3.18</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  4.10</BC_30YEAR>
          <WEEK_OF_MONTH>1025</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-22-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.66</BC_2YEAR>
          <BC_3YEAR>1.11</BC_3YEAR>
          <BC_5YEAR>1.93</BC_5YEAR>
          <BC_7YEAR>2.58</BC_7YEAR>
          <BC_10YEAR>3.13</BC_10YEAR>
          <BC_20YEAR>  3.87</BC_20YEAR>
          <BC_30YEAR>  4.05</BC_30YEAR>
          <WEEK_OF_MONTH>1025</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.67</BC_2YEAR>
          <BC_3YEAR>1.1</BC_3YEAR>
          <BC_5YEAR>1.93</BC_5YEAR>
          <BC_7YEAR>2.59</BC_7YEAR>
          <BC_10YEAR>3.14</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>1025</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-24-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.65</BC_2YEAR>
          <BC_3YEAR>1.07</BC_3YEAR>
          <BC_5YEAR>1.9</BC_5YEAR>
          <BC_7YEAR>2.57</BC_7YEAR>
          <BC_10YEAR>3.12</BC_10YEAR>
          <BC_20YEAR>  3.89</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>1025</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-25-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.62</BC_2YEAR>
          <BC_3YEAR>1.03</BC_3YEAR>
          <BC_5YEAR>1.83</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>3.05</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>1026</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-28-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.99</BC_3YEAR>
          <BC_5YEAR>1.78</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>2.97</BC_10YEAR>
          <BC_20YEAR>  3.76</BC_20YEAR>
          <BC_30YEAR>  3.94</BC_30YEAR>
          <WEEK_OF_MONTH>1026</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-29-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>1</BC_3YEAR>
          <BC_5YEAR>1.79</BC_5YEAR>
          <BC_7YEAR>2.42</BC_7YEAR>
          <BC_10YEAR>2.97</BC_10YEAR>
          <BC_20YEAR>  3.74</BC_20YEAR>
          <BC_30YEAR>  3.91</BC_30YEAR>
          <WEEK_OF_MONTH>1026</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-30-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.63</BC_2YEAR>
          <BC_3YEAR>1.01</BC_3YEAR>
          <BC_5YEAR>1.8</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>2.96</BC_10YEAR>
          <BC_20YEAR>  3.71</BC_20YEAR>
          <BC_30YEAR>  3.88</BC_30YEAR>
          <WEEK_OF_MONTH>1026</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-01-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.63</BC_2YEAR>
          <BC_3YEAR>1.04</BC_3YEAR>
          <BC_5YEAR>1.82</BC_5YEAR>
          <BC_7YEAR>2.46</BC_7YEAR>
          <BC_10YEAR>3</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.94</BC_30YEAR>
          <WEEK_OF_MONTH>1026</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-10</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>1027</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-05-2010    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.32</BC_1YEAR>
          <BC_2YEAR>.62</BC_2YEAR>
          <BC_3YEAR>1</BC_3YEAR>
          <BC_5YEAR>1.76</BC_5YEAR>
          <BC_7YEAR>2.4</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.71</BC_20YEAR>
          <BC_30YEAR>  3.89</BC_30YEAR>
          <WEEK_OF_MONTH>1027</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-06-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.31</BC_1YEAR>
          <BC_2YEAR>.63</BC_2YEAR>
          <BC_3YEAR>1.01</BC_3YEAR>
          <BC_5YEAR>1.79</BC_5YEAR>
          <BC_7YEAR>2.45</BC_7YEAR>
          <BC_10YEAR>3</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  3.96</BC_30YEAR>
          <WEEK_OF_MONTH>1027</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-07-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.63</BC_2YEAR>
          <BC_3YEAR>1.01</BC_3YEAR>
          <BC_5YEAR>1.8</BC_5YEAR>
          <BC_7YEAR>2.48</BC_7YEAR>
          <BC_10YEAR>3.04</BC_10YEAR>
          <BC_20YEAR>  3.81</BC_20YEAR>
          <BC_30YEAR>  4.00</BC_30YEAR>
          <WEEK_OF_MONTH>1027</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-08-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.63</BC_2YEAR>
          <BC_3YEAR>1.03</BC_3YEAR>
          <BC_5YEAR>1.85</BC_5YEAR>
          <BC_7YEAR>2.52</BC_7YEAR>
          <BC_10YEAR>3.07</BC_10YEAR>
          <BC_20YEAR>  3.85</BC_20YEAR>
          <BC_30YEAR>  4.04</BC_30YEAR>
          <WEEK_OF_MONTH>1027</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.65</BC_2YEAR>
          <BC_3YEAR>1.06</BC_3YEAR>
          <BC_5YEAR>1.85</BC_5YEAR>
          <BC_7YEAR>2.51</BC_7YEAR>
          <BC_10YEAR>3.08</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  4.05</BC_30YEAR>
          <WEEK_OF_MONTH>1028</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.67</BC_2YEAR>
          <BC_3YEAR>1.09</BC_3YEAR>
          <BC_5YEAR>1.9</BC_5YEAR>
          <BC_7YEAR>2.57</BC_7YEAR>
          <BC_10YEAR>3.15</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  4.10</BC_30YEAR>
          <WEEK_OF_MONTH>1028</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-13-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.62</BC_2YEAR>
          <BC_3YEAR>1.02</BC_3YEAR>
          <BC_5YEAR>1.82</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>3.07</BC_10YEAR>
          <BC_20YEAR>  3.84</BC_20YEAR>
          <BC_30YEAR>  4.03</BC_30YEAR>
          <WEEK_OF_MONTH>1028</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-14-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.98</BC_3YEAR>
          <BC_5YEAR>1.76</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>3</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.97</BC_30YEAR>
          <WEEK_OF_MONTH>1028</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-15-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.28</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.94</BC_3YEAR>
          <BC_5YEAR>1.7</BC_5YEAR>
          <BC_7YEAR>2.37</BC_7YEAR>
          <BC_10YEAR>2.96</BC_10YEAR>
          <BC_20YEAR>  3.74</BC_20YEAR>
          <BC_30YEAR>  3.95</BC_30YEAR>
          <WEEK_OF_MONTH>1028</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.28</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.95</BC_3YEAR>
          <BC_5YEAR>1.73</BC_5YEAR>
          <BC_7YEAR>2.4</BC_7YEAR>
          <BC_10YEAR>2.99</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  3.99</BC_30YEAR>
          <WEEK_OF_MONTH>1029</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.94</BC_3YEAR>
          <BC_5YEAR>1.71</BC_5YEAR>
          <BC_7YEAR>2.39</BC_7YEAR>
          <BC_10YEAR>2.98</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  3.99</BC_30YEAR>
          <WEEK_OF_MONTH>1029</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-20-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.58</BC_2YEAR>
          <BC_3YEAR>.91</BC_3YEAR>
          <BC_5YEAR>1.66</BC_5YEAR>
          <BC_7YEAR>2.32</BC_7YEAR>
          <BC_10YEAR>2.9</BC_10YEAR>
          <BC_20YEAR>  3.68</BC_20YEAR>
          <BC_30YEAR>  3.89</BC_30YEAR>
          <WEEK_OF_MONTH>1029</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-21-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.6</BC_2YEAR>
          <BC_3YEAR>.92</BC_3YEAR>
          <BC_5YEAR>1.69</BC_5YEAR>
          <BC_7YEAR>2.38</BC_7YEAR>
          <BC_10YEAR>2.96</BC_10YEAR>
          <BC_20YEAR>  3.75</BC_20YEAR>
          <BC_30YEAR>  3.95</BC_30YEAR>
          <WEEK_OF_MONTH>1029</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-22-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.6</BC_2YEAR>
          <BC_3YEAR>.94</BC_3YEAR>
          <BC_5YEAR>1.75</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>3.02</BC_10YEAR>
          <BC_20YEAR>  3.81</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>1029</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.62</BC_2YEAR>
          <BC_3YEAR>.97</BC_3YEAR>
          <BC_5YEAR>1.76</BC_5YEAR>
          <BC_7YEAR>2.45</BC_7YEAR>
          <BC_10YEAR>3.03</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  4.03</BC_30YEAR>
          <WEEK_OF_MONTH>1030</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.65</BC_2YEAR>
          <BC_3YEAR>1.02</BC_3YEAR>
          <BC_5YEAR>1.82</BC_5YEAR>
          <BC_7YEAR>2.51</BC_7YEAR>
          <BC_10YEAR>3.08</BC_10YEAR>
          <BC_20YEAR>  3.88</BC_20YEAR>
          <BC_30YEAR>  4.08</BC_30YEAR>
          <WEEK_OF_MONTH>1030</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-27-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.61</BC_2YEAR>
          <BC_3YEAR>.95</BC_3YEAR>
          <BC_5YEAR>1.75</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>3.03</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>1030</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-28-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.3</BC_1YEAR>
          <BC_2YEAR>.59</BC_2YEAR>
          <BC_3YEAR>.92</BC_3YEAR>
          <BC_5YEAR>1.7</BC_5YEAR>
          <BC_7YEAR>2.4</BC_7YEAR>
          <BC_10YEAR>3.03</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  4.08</BC_30YEAR>
          <WEEK_OF_MONTH>1030</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-29-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.29</BC_1YEAR>
          <BC_2YEAR>.55</BC_2YEAR>
          <BC_3YEAR>.84</BC_3YEAR>
          <BC_5YEAR>1.6</BC_5YEAR>
          <BC_7YEAR>2.3</BC_7YEAR>
          <BC_10YEAR>2.94</BC_10YEAR>
          <BC_20YEAR>  3.74</BC_20YEAR>
          <BC_30YEAR>  3.98</BC_30YEAR>
          <WEEK_OF_MONTH>1030</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-30-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.28</BC_1YEAR>
          <BC_2YEAR>.56</BC_2YEAR>
          <BC_3YEAR>.85</BC_3YEAR>
          <BC_5YEAR>1.64</BC_5YEAR>
          <BC_7YEAR>2.35</BC_7YEAR>
          <BC_10YEAR>2.99</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  4.06</BC_30YEAR>
          <WEEK_OF_MONTH>1031</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-02-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.53</BC_2YEAR>
          <BC_3YEAR>.8</BC_3YEAR>
          <BC_5YEAR>1.55</BC_5YEAR>
          <BC_7YEAR>2.27</BC_7YEAR>
          <BC_10YEAR>2.94</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  4.04</BC_30YEAR>
          <WEEK_OF_MONTH>1031</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-03-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.28</BC_1YEAR>
          <BC_2YEAR>.56</BC_2YEAR>
          <BC_3YEAR>.86</BC_3YEAR>
          <BC_5YEAR>1.62</BC_5YEAR>
          <BC_7YEAR>2.33</BC_7YEAR>
          <BC_10YEAR>2.98</BC_10YEAR>
          <BC_20YEAR>  3.81</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>1031</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-04-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.53</BC_2YEAR>
          <BC_3YEAR>.81</BC_3YEAR>
          <BC_5YEAR>1.57</BC_5YEAR>
          <BC_7YEAR>2.28</BC_7YEAR>
          <BC_10YEAR>2.94</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  4.05</BC_30YEAR>
          <WEEK_OF_MONTH>1031</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-05-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.5</BC_2YEAR>
          <BC_3YEAR>.78</BC_3YEAR>
          <BC_5YEAR>1.51</BC_5YEAR>
          <BC_7YEAR>2.21</BC_7YEAR>
          <BC_10YEAR>2.86</BC_10YEAR>
          <BC_20YEAR>  3.71</BC_20YEAR>
          <BC_30YEAR>  4.00</BC_30YEAR>
          <WEEK_OF_MONTH>1031</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-06-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.54</BC_2YEAR>
          <BC_3YEAR>.81</BC_3YEAR>
          <BC_5YEAR>1.54</BC_5YEAR>
          <BC_7YEAR>2.21</BC_7YEAR>
          <BC_10YEAR>2.86</BC_10YEAR>
          <BC_20YEAR>  3.73</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>1032</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-09-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.52</BC_2YEAR>
          <BC_3YEAR>.78</BC_3YEAR>
          <BC_5YEAR>1.46</BC_5YEAR>
          <BC_7YEAR>2.14</BC_7YEAR>
          <BC_10YEAR>2.79</BC_10YEAR>
          <BC_20YEAR>  3.70</BC_20YEAR>
          <BC_30YEAR>  4.00</BC_30YEAR>
          <WEEK_OF_MONTH>1032</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-10-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.54</BC_2YEAR>
          <BC_3YEAR>.78</BC_3YEAR>
          <BC_5YEAR>1.44</BC_5YEAR>
          <BC_7YEAR>2.08</BC_7YEAR>
          <BC_10YEAR>2.72</BC_10YEAR>
          <BC_20YEAR>  3.62</BC_20YEAR>
          <BC_30YEAR>  3.93</BC_30YEAR>
          <WEEK_OF_MONTH>1032</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-11-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.55</BC_2YEAR>
          <BC_3YEAR>.81</BC_3YEAR>
          <BC_5YEAR>1.48</BC_5YEAR>
          <BC_7YEAR>2.11</BC_7YEAR>
          <BC_10YEAR>2.74</BC_10YEAR>
          <BC_20YEAR>  3.63</BC_20YEAR>
          <BC_30YEAR>  3.94</BC_30YEAR>
          <WEEK_OF_MONTH>1032</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-12-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.54</BC_2YEAR>
          <BC_3YEAR>.81</BC_3YEAR>
          <BC_5YEAR>1.47</BC_5YEAR>
          <BC_7YEAR>2.07</BC_7YEAR>
          <BC_10YEAR>2.68</BC_10YEAR>
          <BC_20YEAR>  3.56</BC_20YEAR>
          <BC_30YEAR>  3.87</BC_30YEAR>
          <WEEK_OF_MONTH>1032</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-13-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.51</BC_2YEAR>
          <BC_3YEAR>.76</BC_3YEAR>
          <BC_5YEAR>1.4</BC_5YEAR>
          <BC_7YEAR>2</BC_7YEAR>
          <BC_10YEAR>2.58</BC_10YEAR>
          <BC_20YEAR>  3.42</BC_20YEAR>
          <BC_30YEAR>  3.72</BC_30YEAR>
          <WEEK_OF_MONTH>1033</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-16-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.52</BC_2YEAR>
          <BC_3YEAR>.78</BC_3YEAR>
          <BC_5YEAR>1.44</BC_5YEAR>
          <BC_7YEAR>2.06</BC_7YEAR>
          <BC_10YEAR>2.64</BC_10YEAR>
          <BC_20YEAR>  3.47</BC_20YEAR>
          <BC_30YEAR>  3.77</BC_30YEAR>
          <WEEK_OF_MONTH>1033</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-17-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.51</BC_2YEAR>
          <BC_3YEAR>.77</BC_3YEAR>
          <BC_5YEAR>1.46</BC_5YEAR>
          <BC_7YEAR>2.06</BC_7YEAR>
          <BC_10YEAR>2.64</BC_10YEAR>
          <BC_20YEAR>  3.44</BC_20YEAR>
          <BC_30YEAR>  3.73</BC_30YEAR>
          <WEEK_OF_MONTH>1033</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-18-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.49</BC_2YEAR>
          <BC_3YEAR>.74</BC_3YEAR>
          <BC_5YEAR>1.41</BC_5YEAR>
          <BC_7YEAR>2.02</BC_7YEAR>
          <BC_10YEAR>2.58</BC_10YEAR>
          <BC_20YEAR>  3.37</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>1033</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-19-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.49</BC_2YEAR>
          <BC_3YEAR>.78</BC_3YEAR>
          <BC_5YEAR>1.47</BC_5YEAR>
          <BC_7YEAR>2.07</BC_7YEAR>
          <BC_10YEAR>2.62</BC_10YEAR>
          <BC_20YEAR>  3.38</BC_20YEAR>
          <BC_30YEAR>  3.67</BC_30YEAR>
          <WEEK_OF_MONTH>1033</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-20-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.49</BC_2YEAR>
          <BC_3YEAR>.76</BC_3YEAR>
          <BC_5YEAR>1.43</BC_5YEAR>
          <BC_7YEAR>2.04</BC_7YEAR>
          <BC_10YEAR>2.6</BC_10YEAR>
          <BC_20YEAR>  3.37</BC_20YEAR>
          <BC_30YEAR>  3.65</BC_30YEAR>
          <WEEK_OF_MONTH>1034</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-23-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.5</BC_2YEAR>
          <BC_3YEAR>.72</BC_3YEAR>
          <BC_5YEAR>1.36</BC_5YEAR>
          <BC_7YEAR>1.95</BC_7YEAR>
          <BC_10YEAR>2.5</BC_10YEAR>
          <BC_20YEAR>  3.28</BC_20YEAR>
          <BC_30YEAR>  3.57</BC_30YEAR>
          <WEEK_OF_MONTH>1034</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-24-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.53</BC_2YEAR>
          <BC_3YEAR>.77</BC_3YEAR>
          <BC_5YEAR>1.4</BC_5YEAR>
          <BC_7YEAR>2</BC_7YEAR>
          <BC_10YEAR>2.54</BC_10YEAR>
          <BC_20YEAR>  3.31</BC_20YEAR>
          <BC_30YEAR>  3.59</BC_30YEAR>
          <WEEK_OF_MONTH>1034</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-25-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.51</BC_2YEAR>
          <BC_3YEAR>.77</BC_3YEAR>
          <BC_5YEAR>1.38</BC_5YEAR>
          <BC_7YEAR>1.97</BC_7YEAR>
          <BC_10YEAR>2.5</BC_10YEAR>
          <BC_20YEAR>  3.25</BC_20YEAR>
          <BC_30YEAR>  3.53</BC_30YEAR>
          <WEEK_OF_MONTH>1034</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-26-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.27</BC_1YEAR>
          <BC_2YEAR>.56</BC_2YEAR>
          <BC_3YEAR>.83</BC_3YEAR>
          <BC_5YEAR>1.49</BC_5YEAR>
          <BC_7YEAR>2.09</BC_7YEAR>
          <BC_10YEAR>2.66</BC_10YEAR>
          <BC_20YEAR>  3.41</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>1034</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-27-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.26</BC_1YEAR>
          <BC_2YEAR>.5</BC_2YEAR>
          <BC_3YEAR>.75</BC_3YEAR>
          <BC_5YEAR>1.39</BC_5YEAR>
          <BC_7YEAR>1.98</BC_7YEAR>
          <BC_10YEAR>2.54</BC_10YEAR>
          <BC_20YEAR>  3.30</BC_20YEAR>
          <BC_30YEAR>  3.60</BC_30YEAR>
          <WEEK_OF_MONTH>1035</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-30-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-10</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.25</BC_1YEAR>
          <BC_2YEAR>.47</BC_2YEAR>
          <BC_3YEAR>.72</BC_3YEAR>
          <BC_5YEAR>1.33</BC_5YEAR>
          <BC_7YEAR>1.92</BC_7YEAR>
          <BC_10YEAR>2.47</BC_10YEAR>
          <BC_20YEAR>  3.23</BC_20YEAR>
          <BC_30YEAR>  3.52</BC_30YEAR>
          <WEEK_OF_MONTH>1035</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-31-2010</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
