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          <BC_2YEAR>2.2</BC_2YEAR>
          <BC_3YEAR>2.27</BC_3YEAR>
          <BC_5YEAR>2.8</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.29</BC_30YEAR>
          <WEEK_OF_MONTH>0805</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.13</BC_1MONTH>
          <BC_3MONTH>2.28</BC_3MONTH>
          <BC_6MONTH>2.36</BC_6MONTH>
          <BC_1YEAR>2.33</BC_1YEAR>
          <BC_2YEAR>2.29</BC_2YEAR>
          <BC_3YEAR>2.33</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0805</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.93</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.29</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.3</BC_2YEAR>
          <BC_3YEAR>2.44</BC_3YEAR>
          <BC_5YEAR>2.96</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.45</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0805</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.64</BC_1MONTH>
          <BC_3MONTH>1.96</BC_3MONTH>
          <BC_6MONTH>2.07</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.17</BC_2YEAR>
          <BC_3YEAR>2.27</BC_3YEAR>
          <BC_5YEAR>2.82</BC_5YEAR>
          <BC_7YEAR>3.19</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0805</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-31-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.75</BC_1MONTH>
          <BC_3MONTH>2.1</BC_3MONTH>
          <BC_6MONTH>2.15</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.09</BC_2YEAR>
          <BC_3YEAR>2.22</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0805</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.15</BC_1MONTH>
          <BC_3MONTH>2.27</BC_3MONTH>
          <BC_6MONTH>2.22</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.08</BC_2YEAR>
          <BC_3YEAR>2.23</BC_3YEAR>
          <BC_5YEAR>2.78</BC_5YEAR>
          <BC_7YEAR>3.18</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.37</BC_30YEAR>
          <WEEK_OF_MONTH>0806</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.22</BC_1MONTH>
          <BC_3MONTH>2.19</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>1.93</BC_2YEAR>
          <BC_3YEAR>2.08</BC_3YEAR>
          <BC_5YEAR>2.66</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0806</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.12</BC_1MONTH>
          <BC_3MONTH>2.1</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>1.96</BC_2YEAR>
          <BC_3YEAR>2.11</BC_3YEAR>
          <BC_5YEAR>2.67</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.37</BC_30YEAR>
          <WEEK_OF_MONTH>0806</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.19</BC_1MONTH>
          <BC_3MONTH>2.17</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>1.99</BC_2YEAR>
          <BC_3YEAR>2.21</BC_3YEAR>
          <BC_5YEAR>2.79</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0806</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.24</BC_1MONTH>
          <BC_3MONTH>2.23</BC_3MONTH>
          <BC_6MONTH>2.12</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>1.93</BC_2YEAR>
          <BC_3YEAR>2.1</BC_3YEAR>
          <BC_5YEAR>2.69</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.64</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>0806</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.35</BC_1MONTH>
          <BC_3MONTH>2.31</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>1.93</BC_2YEAR>
          <BC_3YEAR>2.1</BC_3YEAR>
          <BC_5YEAR>2.67</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>0807</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.55</BC_1MONTH>
          <BC_3MONTH>2.31</BC_3MONTH>
          <BC_6MONTH>2.12</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>1.94</BC_2YEAR>
          <BC_3YEAR>2.13</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0807</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.50</BC_1MONTH>
          <BC_3MONTH>2.28</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.03</BC_1YEAR>
          <BC_2YEAR>1.91</BC_2YEAR>
          <BC_3YEAR>2.11</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0807</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.50</BC_1MONTH>
          <BC_3MONTH>2.31</BC_3MONTH>
          <BC_6MONTH>2.12</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>1.93</BC_2YEAR>
          <BC_3YEAR>2.18</BC_3YEAR>
          <BC_5YEAR>2.81</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>0807</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.40</BC_1MONTH>
          <BC_3MONTH>2.21</BC_3MONTH>
          <BC_6MONTH>2.07</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>1.91</BC_2YEAR>
          <BC_3YEAR>2.15</BC_3YEAR>
          <BC_5YEAR>2.76</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0807</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-08</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>0808</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-18-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.37</BC_1MONTH>
          <BC_3MONTH>2.28</BC_3MONTH>
          <BC_6MONTH>2.14</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.06</BC_2YEAR>
          <BC_3YEAR>2.31</BC_3YEAR>
          <BC_5YEAR>2.93</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0808</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.40</BC_1MONTH>
          <BC_3MONTH>2.25</BC_3MONTH>
          <BC_6MONTH>2.17</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.14</BC_2YEAR>
          <BC_3YEAR>2.43</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.93</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0808</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.35</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>1.98</BC_2YEAR>
          <BC_3YEAR>2.23</BC_3YEAR>
          <BC_5YEAR>2.8</BC_5YEAR>
          <BC_7YEAR>3.24</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0808</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.33</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.14</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>1.98</BC_2YEAR>
          <BC_3YEAR>2.24</BC_3YEAR>
          <BC_5YEAR>2.81</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0808</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.34</BC_1MONTH>
          <BC_3MONTH>2.2</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.13</BC_1YEAR>
          <BC_2YEAR>2.13</BC_2YEAR>
          <BC_3YEAR>2.39</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.41</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>0809</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.34</BC_1MONTH>
          <BC_3MONTH>2.14</BC_3MONTH>
          <BC_6MONTH>2.09</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.04</BC_2YEAR>
          <BC_3YEAR>2.32</BC_3YEAR>
          <BC_5YEAR>2.92</BC_5YEAR>
          <BC_7YEAR>3.36</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0809</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.21</BC_1MONTH>
          <BC_3MONTH>1.98</BC_3MONTH>
          <BC_6MONTH>2.02</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.01</BC_2YEAR>
          <BC_3YEAR>2.25</BC_3YEAR>
          <BC_5YEAR>2.89</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0809</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.08</BC_1MONTH>
          <BC_3MONTH>1.9</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>1.92</BC_1YEAR>
          <BC_2YEAR>1.87</BC_2YEAR>
          <BC_3YEAR>2.1</BC_3YEAR>
          <BC_5YEAR>2.73</BC_5YEAR>
          <BC_7YEAR>3.17</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0809</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-FEB-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.07</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>1.83</BC_6MONTH>
          <BC_1YEAR>1.77</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>1.87</BC_3YEAR>
          <BC_5YEAR>2.5</BC_5YEAR>
          <BC_7YEAR>2.96</BC_7YEAR>
          <BC_10YEAR>3.53</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>0809</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.99</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>1.8</BC_6MONTH>
          <BC_1YEAR>1.74</BC_1YEAR>
          <BC_2YEAR>1.61</BC_2YEAR>
          <BC_3YEAR>1.84</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>2.96</BC_7YEAR>
          <BC_10YEAR>3.54</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>0810</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.01</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.76</BC_6MONTH>
          <BC_1YEAR>1.72</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>1.86</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.02</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.46</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0810</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.91</BC_1MONTH>
          <BC_3MONTH>1.53</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>1.72</BC_1YEAR>
          <BC_2YEAR>1.66</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.59</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0810</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.39</BC_3MONTH>
          <BC_6MONTH>1.61</BC_6MONTH>
          <BC_1YEAR>1.59</BC_1YEAR>
          <BC_2YEAR>1.53</BC_2YEAR>
          <BC_3YEAR>1.77</BC_3YEAR>
          <BC_5YEAR>2.5</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0810</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.65</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>1.55</BC_1YEAR>
          <BC_2YEAR>1.53</BC_2YEAR>
          <BC_3YEAR>1.75</BC_3YEAR>
          <BC_5YEAR>2.45</BC_5YEAR>
          <BC_7YEAR>2.94</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0810</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.63</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.45</BC_6MONTH>
          <BC_1YEAR>1.46</BC_1YEAR>
          <BC_2YEAR>1.47</BC_2YEAR>
          <BC_3YEAR>1.67</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>2.84</BC_7YEAR>
          <BC_10YEAR>3.46</BC_10YEAR>
          <BC_20YEAR>  4.39</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0811</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.82</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>1.67</BC_1YEAR>
          <BC_2YEAR>1.74</BC_2YEAR>
          <BC_3YEAR>1.93</BC_3YEAR>
          <BC_5YEAR>2.61</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.6</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0811</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.68</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>1.58</BC_1YEAR>
          <BC_2YEAR>1.63</BC_2YEAR>
          <BC_3YEAR>1.81</BC_3YEAR>
          <BC_5YEAR>2.49</BC_5YEAR>
          <BC_7YEAR>2.93</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0811</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.56</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.5</BC_6MONTH>
          <BC_1YEAR>1.54</BC_1YEAR>
          <BC_2YEAR>1.63</BC_2YEAR>
          <BC_3YEAR>1.84</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0811</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.20</BC_1MONTH>
          <BC_3MONTH>1.18</BC_3MONTH>
          <BC_6MONTH>1.32</BC_6MONTH>
          <BC_1YEAR>1.37</BC_1YEAR>
          <BC_2YEAR>1.47</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>2.84</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0811</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.16</BC_1MONTH>
          <BC_3MONTH>1.11</BC_3MONTH>
          <BC_6MONTH>1.31</BC_6MONTH>
          <BC_1YEAR>1.32</BC_1YEAR>
          <BC_2YEAR>1.35</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.23</BC_5YEAR>
          <BC_7YEAR>2.71</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.24</BC_20YEAR>
          <BC_30YEAR>  4.29</BC_30YEAR>
          <WEEK_OF_MONTH>0812</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .71</BC_1MONTH>
          <BC_3MONTH>.92</BC_3MONTH>
          <BC_6MONTH>1.32</BC_6MONTH>
          <BC_1YEAR>1.4</BC_1YEAR>
          <BC_2YEAR>1.58</BC_2YEAR>
          <BC_3YEAR>1.74</BC_3YEAR>
          <BC_5YEAR>2.42</BC_5YEAR>
          <BC_7YEAR>2.88</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0812</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .26</BC_1MONTH>
          <BC_3MONTH>.61</BC_3MONTH>
          <BC_6MONTH>1.22</BC_6MONTH>
          <BC_1YEAR>1.33</BC_1YEAR>
          <BC_2YEAR>1.54</BC_2YEAR>
          <BC_3YEAR>1.68</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>2.8</BC_7YEAR>
          <BC_10YEAR>3.38</BC_10YEAR>
          <BC_20YEAR>  4.20</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0812</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .37</BC_1MONTH>
          <BC_3MONTH>.63</BC_3MONTH>
          <BC_6MONTH>1.2</BC_6MONTH>
          <BC_1YEAR>1.33</BC_1YEAR>
          <BC_2YEAR>1.59</BC_2YEAR>
          <BC_3YEAR>1.71</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>2.78</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.15</BC_20YEAR>
          <BC_30YEAR>  4.17</BC_30YEAR>
          <WEEK_OF_MONTH>0812</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0812</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>GOOD FRIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-21-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .67</BC_1MONTH>
          <BC_3MONTH>1.24</BC_3MONTH>
          <BC_6MONTH>1.6</BC_6MONTH>
          <BC_1YEAR>1.68</BC_1YEAR>
          <BC_2YEAR>1.84</BC_2YEAR>
          <BC_3YEAR>1.99</BC_3YEAR>
          <BC_5YEAR>2.64</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0813</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.47</BC_1MONTH>
          <BC_3MONTH>1.29</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>1.64</BC_1YEAR>
          <BC_2YEAR>1.79</BC_2YEAR>
          <BC_3YEAR>1.93</BC_3YEAR>
          <BC_5YEAR>2.61</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0813</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.36</BC_1MONTH>
          <BC_3MONTH>1.29</BC_3MONTH>
          <BC_6MONTH>1.48</BC_6MONTH>
          <BC_1YEAR>1.56</BC_1YEAR>
          <BC_2YEAR>1.71</BC_2YEAR>
          <BC_3YEAR>1.86</BC_3YEAR>
          <BC_5YEAR>2.55</BC_5YEAR>
          <BC_7YEAR>2.96</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0813</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.32</BC_1MONTH>
          <BC_3MONTH>1.3</BC_3MONTH>
          <BC_6MONTH>1.49</BC_6MONTH>
          <BC_1YEAR>1.57</BC_1YEAR>
          <BC_2YEAR>1.73</BC_2YEAR>
          <BC_3YEAR>1.88</BC_3YEAR>
          <BC_5YEAR>2.61</BC_5YEAR>
          <BC_7YEAR>3.02</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0813</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.29</BC_1MONTH>
          <BC_3MONTH>1.33</BC_3MONTH>
          <BC_6MONTH>1.5</BC_6MONTH>
          <BC_1YEAR>1.56</BC_1YEAR>
          <BC_2YEAR>1.67</BC_2YEAR>
          <BC_3YEAR>1.8</BC_3YEAR>
          <BC_5YEAR>2.51</BC_5YEAR>
          <BC_7YEAR>2.91</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0813</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.22</BC_1MONTH>
          <BC_3MONTH>1.38</BC_3MONTH>
          <BC_6MONTH>1.51</BC_6MONTH>
          <BC_1YEAR>1.55</BC_1YEAR>
          <BC_2YEAR>1.62</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>2.88</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0814</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-31-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.55</BC_1MONTH>
          <BC_3MONTH>1.4</BC_3MONTH>
          <BC_6MONTH>1.53</BC_6MONTH>
          <BC_1YEAR>1.62</BC_1YEAR>
          <BC_2YEAR>1.8</BC_2YEAR>
          <BC_3YEAR>1.94</BC_3YEAR>
          <BC_5YEAR>2.65</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.57</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0814</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.55</BC_1MONTH>
          <BC_3MONTH>1.41</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>1.67</BC_1YEAR>
          <BC_2YEAR>1.88</BC_2YEAR>
          <BC_3YEAR>2.05</BC_3YEAR>
          <BC_5YEAR>2.72</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.6</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0814</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.56</BC_1MONTH>
          <BC_3MONTH>1.4</BC_3MONTH>
          <BC_6MONTH>1.56</BC_6MONTH>
          <BC_1YEAR>1.68</BC_1YEAR>
          <BC_2YEAR>1.91</BC_2YEAR>
          <BC_3YEAR>2.08</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0814</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.50</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.53</BC_6MONTH>
          <BC_1YEAR>1.63</BC_1YEAR>
          <BC_2YEAR>1.83</BC_2YEAR>
          <BC_3YEAR>1.98</BC_3YEAR>
          <BC_5YEAR>2.63</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.5</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0814</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.42</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.61</BC_6MONTH>
          <BC_1YEAR>1.72</BC_1YEAR>
          <BC_2YEAR>1.95</BC_2YEAR>
          <BC_3YEAR>2.1</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.57</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0815</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.34</BC_1MONTH>
          <BC_3MONTH>1.41</BC_3MONTH>
          <BC_6MONTH>1.58</BC_6MONTH>
          <BC_1YEAR>1.68</BC_1YEAR>
          <BC_2YEAR>1.87</BC_2YEAR>
          <BC_3YEAR>2.06</BC_3YEAR>
          <BC_5YEAR>2.72</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.58</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.37</BC_30YEAR>
          <WEEK_OF_MONTH>0815</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.06</BC_1MONTH>
          <BC_3MONTH>1.31</BC_3MONTH>
          <BC_6MONTH>1.51</BC_6MONTH>
          <BC_1YEAR>1.6</BC_1YEAR>
          <BC_2YEAR>1.77</BC_2YEAR>
          <BC_3YEAR>1.95</BC_3YEAR>
          <BC_5YEAR>2.59</BC_5YEAR>
          <BC_7YEAR>2.97</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0815</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .98</BC_1MONTH>
          <BC_3MONTH>1.27</BC_3MONTH>
          <BC_6MONTH>1.49</BC_6MONTH>
          <BC_1YEAR>1.61</BC_1YEAR>
          <BC_2YEAR>1.84</BC_2YEAR>
          <BC_3YEAR>2.02</BC_3YEAR>
          <BC_5YEAR>2.66</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.55</BC_10YEAR>
          <BC_20YEAR>  4.33</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0815</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .90</BC_1MONTH>
          <BC_3MONTH>1.19</BC_3MONTH>
          <BC_6MONTH>1.4</BC_6MONTH>
          <BC_1YEAR>1.52</BC_1YEAR>
          <BC_2YEAR>1.76</BC_2YEAR>
          <BC_3YEAR>1.94</BC_3YEAR>
          <BC_5YEAR>2.57</BC_5YEAR>
          <BC_7YEAR>2.97</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.28</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0815</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .85</BC_1MONTH>
          <BC_3MONTH>1.08</BC_3MONTH>
          <BC_6MONTH>1.41</BC_6MONTH>
          <BC_1YEAR>1.53</BC_1YEAR>
          <BC_2YEAR>1.78</BC_2YEAR>
          <BC_3YEAR>1.97</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.53</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0816</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .84</BC_1MONTH>
          <BC_3MONTH>1.1</BC_3MONTH>
          <BC_6MONTH>1.42</BC_6MONTH>
          <BC_1YEAR>1.56</BC_1YEAR>
          <BC_2YEAR>1.84</BC_2YEAR>
          <BC_3YEAR>2.05</BC_3YEAR>
          <BC_5YEAR>2.68</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.6</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>0816</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .86</BC_1MONTH>
          <BC_3MONTH>1.12</BC_3MONTH>
          <BC_6MONTH>1.49</BC_6MONTH>
          <BC_1YEAR>1.65</BC_1YEAR>
          <BC_2YEAR>1.98</BC_2YEAR>
          <BC_3YEAR>2.2</BC_3YEAR>
          <BC_5YEAR>2.82</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0816</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .87</BC_1MONTH>
          <BC_3MONTH>1.23</BC_3MONTH>
          <BC_6MONTH>1.58</BC_6MONTH>
          <BC_1YEAR>1.77</BC_1YEAR>
          <BC_2YEAR>2.13</BC_2YEAR>
          <BC_3YEAR>2.31</BC_3YEAR>
          <BC_5YEAR>2.9</BC_5YEAR>
          <BC_7YEAR>3.27</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0816</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .90</BC_1MONTH>
          <BC_3MONTH>1.35</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>1.85</BC_1YEAR>
          <BC_2YEAR>2.19</BC_2YEAR>
          <BC_3YEAR>2.35</BC_3YEAR>
          <BC_5YEAR>2.95</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0816</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .90</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.68</BC_6MONTH>
          <BC_1YEAR>1.86</BC_1YEAR>
          <BC_2YEAR>2.2</BC_2YEAR>
          <BC_3YEAR>2.37</BC_3YEAR>
          <BC_5YEAR>2.95</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.48</BC_30YEAR>
          <WEEK_OF_MONTH>0817</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .72</BC_1MONTH>
          <BC_3MONTH>1.27</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>1.84</BC_1YEAR>
          <BC_2YEAR>2.24</BC_2YEAR>
          <BC_3YEAR>2.43</BC_3YEAR>
          <BC_5YEAR>2.96</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0817</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .78</BC_1MONTH>
          <BC_3MONTH>1.26</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>1.83</BC_1YEAR>
          <BC_2YEAR>2.22</BC_2YEAR>
          <BC_3YEAR>2.45</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.49</BC_30YEAR>
          <WEEK_OF_MONTH>0817</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .81</BC_1MONTH>
          <BC_3MONTH>1.26</BC_3MONTH>
          <BC_6MONTH>1.66</BC_6MONTH>
          <BC_1YEAR>1.91</BC_1YEAR>
          <BC_2YEAR>2.41</BC_2YEAR>
          <BC_3YEAR>2.61</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.44</BC_7YEAR>
          <BC_10YEAR>3.87</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0817</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .80</BC_1MONTH>
          <BC_3MONTH>1.34</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.64</BC_3YEAR>
          <BC_5YEAR>3.2</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0817</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .94</BC_1MONTH>
          <BC_3MONTH>1.43</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.95</BC_1YEAR>
          <BC_2YEAR>2.36</BC_2YEAR>
          <BC_3YEAR>2.58</BC_3YEAR>
          <BC_5YEAR>3.14</BC_5YEAR>
          <BC_7YEAR>3.44</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0818</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.28</BC_1MONTH>
          <BC_3MONTH>1.46</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.94</BC_1YEAR>
          <BC_2YEAR>2.35</BC_2YEAR>
          <BC_3YEAR>2.55</BC_3YEAR>
          <BC_5YEAR>3.11</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0818</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.17</BC_1MONTH>
          <BC_3MONTH>1.43</BC_3MONTH>
          <BC_6MONTH>1.64</BC_6MONTH>
          <BC_1YEAR>1.85</BC_1YEAR>
          <BC_2YEAR>2.29</BC_2YEAR>
          <BC_3YEAR>2.49</BC_3YEAR>
          <BC_5YEAR>3.03</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.49</BC_30YEAR>
          <WEEK_OF_MONTH>0818</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.23</BC_1MONTH>
          <BC_3MONTH>1.45</BC_3MONTH>
          <BC_6MONTH>1.73</BC_6MONTH>
          <BC_1YEAR>1.94</BC_1YEAR>
          <BC_2YEAR>2.37</BC_2YEAR>
          <BC_3YEAR>2.53</BC_3YEAR>
          <BC_5YEAR>3.06</BC_5YEAR>
          <BC_7YEAR>3.36</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.49</BC_30YEAR>
          <WEEK_OF_MONTH>0818</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.25</BC_1MONTH>
          <BC_3MONTH>1.5</BC_3MONTH>
          <BC_6MONTH>1.72</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.64</BC_3YEAR>
          <BC_5YEAR>3.18</BC_5YEAR>
          <BC_7YEAR>3.48</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0818</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.34</BC_1MONTH>
          <BC_3MONTH>1.53</BC_3MONTH>
          <BC_6MONTH>1.76</BC_6MONTH>
          <BC_1YEAR>1.98</BC_1YEAR>
          <BC_2YEAR>2.42</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.14</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0819</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.53</BC_1MONTH>
          <BC_3MONTH>1.63</BC_3MONTH>
          <BC_6MONTH>1.76</BC_6MONTH>
          <BC_1YEAR>1.96</BC_1YEAR>
          <BC_2YEAR>2.38</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>3.93</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0819</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.57</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>1.75</BC_6MONTH>
          <BC_1YEAR>1.94</BC_1YEAR>
          <BC_2YEAR>2.31</BC_2YEAR>
          <BC_3YEAR>2.56</BC_3YEAR>
          <BC_5YEAR>3.09</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.87</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0819</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.55</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.91</BC_1YEAR>
          <BC_2YEAR>2.25</BC_2YEAR>
          <BC_3YEAR>2.47</BC_3YEAR>
          <BC_5YEAR>2.99</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.50</BC_30YEAR>
          <WEEK_OF_MONTH>0819</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.60</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.91</BC_1YEAR>
          <BC_2YEAR>2.25</BC_2YEAR>
          <BC_3YEAR>2.5</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0819</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.77</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.01</BC_1YEAR>
          <BC_2YEAR>2.3</BC_2YEAR>
          <BC_3YEAR>2.54</BC_3YEAR>
          <BC_5YEAR>3</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0820</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.86</BC_1MONTH>
          <BC_3MONTH>1.83</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.7</BC_3YEAR>
          <BC_5YEAR>3.17</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>3.9</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0820</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.86</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.22</BC_5YEAR>
          <BC_7YEAR>3.5</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0820</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.84</BC_1MONTH>
          <BC_3MONTH>1.83</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.7</BC_3YEAR>
          <BC_5YEAR>3.1</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0820</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.85</BC_1MONTH>
          <BC_3MONTH>1.84</BC_3MONTH>
          <BC_6MONTH>1.91</BC_6MONTH>
          <BC_1YEAR>2.09</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.71</BC_3YEAR>
          <BC_5YEAR>3.12</BC_5YEAR>
          <BC_7YEAR>3.43</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0820</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.93</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.42</BC_2YEAR>
          <BC_3YEAR>2.67</BC_3YEAR>
          <BC_5YEAR>3.09</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0821</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.97</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>2.34</BC_2YEAR>
          <BC_3YEAR>2.58</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.35</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0821</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.95</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.41</BC_2YEAR>
          <BC_3YEAR>2.68</BC_3YEAR>
          <BC_5YEAR>3.09</BC_5YEAR>
          <BC_7YEAR>3.38</BC_7YEAR>
          <BC_10YEAR>3.81</BC_10YEAR>
          <BC_20YEAR>  4.53</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0821</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.97</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.24</BC_5YEAR>
          <BC_7YEAR>3.52</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0821</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.92</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>1.94</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.46</BC_2YEAR>
          <BC_3YEAR>2.73</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.43</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0821</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-08</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>0822</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-26-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.91</BC_1MONTH>
          <BC_3MONTH>1.89</BC_3MONTH>
          <BC_6MONTH>1.94</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.55</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.25</BC_5YEAR>
          <BC_7YEAR>3.52</BC_7YEAR>
          <BC_10YEAR>3.93</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0822</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.07</BC_1MONTH>
          <BC_3MONTH>1.89</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.62</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.36</BC_5YEAR>
          <BC_7YEAR>3.63</BC_7YEAR>
          <BC_10YEAR>4.03</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0822</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.02</BC_1MONTH>
          <BC_3MONTH>1.9</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.67</BC_2YEAR>
          <BC_3YEAR>2.94</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0822</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.98</BC_1MONTH>
          <BC_3MONTH>1.89</BC_3MONTH>
          <BC_6MONTH>2.01</BC_6MONTH>
          <BC_1YEAR>2.22</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0822</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.94</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.56</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0823</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.96</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.75</BC_3YEAR>
          <BC_5YEAR>3.21</BC_5YEAR>
          <BC_7YEAR>3.5</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0823</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.85</BC_1MONTH>
          <BC_3MONTH>1.84</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.26</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0823</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.79</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.52</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.34</BC_5YEAR>
          <BC_7YEAR>3.63</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>0823</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.75</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.4</BC_2YEAR>
          <BC_3YEAR>2.73</BC_3YEAR>
          <BC_5YEAR>3.2</BC_5YEAR>
          <BC_7YEAR>3.5</BC_7YEAR>
          <BC_10YEAR>3.94</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0823</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.80</BC_1MONTH>
          <BC_3MONTH>1.89</BC_3MONTH>
          <BC_6MONTH>2.12</BC_6MONTH>
          <BC_1YEAR>2.29</BC_1YEAR>
          <BC_2YEAR>2.73</BC_2YEAR>
          <BC_3YEAR>3.03</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>  4.68</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0824</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.00</BC_1MONTH>
          <BC_3MONTH>2.02</BC_3MONTH>
          <BC_6MONTH>2.24</BC_6MONTH>
          <BC_1YEAR>2.53</BC_1YEAR>
          <BC_2YEAR>2.91</BC_2YEAR>
          <BC_3YEAR>3.2</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0824</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.91</BC_1MONTH>
          <BC_3MONTH>1.96</BC_3MONTH>
          <BC_6MONTH>2.18</BC_6MONTH>
          <BC_1YEAR>2.47</BC_1YEAR>
          <BC_2YEAR>2.83</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.49</BC_5YEAR>
          <BC_7YEAR>3.73</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0824</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.92</BC_1MONTH>
          <BC_3MONTH>2</BC_3MONTH>
          <BC_6MONTH>2.28</BC_6MONTH>
          <BC_1YEAR>2.62</BC_1YEAR>
          <BC_2YEAR>3.03</BC_2YEAR>
          <BC_3YEAR>3.35</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0824</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.86</BC_1MONTH>
          <BC_3MONTH>1.99</BC_3MONTH>
          <BC_6MONTH>2.3</BC_6MONTH>
          <BC_1YEAR>2.64</BC_1YEAR>
          <BC_2YEAR>3.05</BC_2YEAR>
          <BC_3YEAR>3.38</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.95</BC_7YEAR>
          <BC_10YEAR>4.27</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0824</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.89</BC_1MONTH>
          <BC_3MONTH>2.07</BC_3MONTH>
          <BC_6MONTH>2.42</BC_6MONTH>
          <BC_1YEAR>2.68</BC_1YEAR>
          <BC_2YEAR>3.02</BC_2YEAR>
          <BC_3YEAR>3.33</BC_3YEAR>
          <BC_5YEAR>3.73</BC_5YEAR>
          <BC_7YEAR>3.94</BC_7YEAR>
          <BC_10YEAR>4.25</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0825</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.82</BC_1MONTH>
          <BC_3MONTH>1.99</BC_3MONTH>
          <BC_6MONTH>2.33</BC_6MONTH>
          <BC_1YEAR>2.58</BC_1YEAR>
          <BC_2YEAR>2.94</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.66</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0825</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.70</BC_1MONTH>
          <BC_3MONTH>1.93</BC_3MONTH>
          <BC_6MONTH>2.29</BC_6MONTH>
          <BC_1YEAR>2.53</BC_1YEAR>
          <BC_2YEAR>2.89</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.81</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0825</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.59</BC_1MONTH>
          <BC_3MONTH>1.91</BC_3MONTH>
          <BC_6MONTH>2.29</BC_6MONTH>
          <BC_1YEAR>2.58</BC_1YEAR>
          <BC_2YEAR>2.99</BC_2YEAR>
          <BC_3YEAR>3.28</BC_3YEAR>
          <BC_5YEAR>3.67</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.22</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0825</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.49</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>2.23</BC_6MONTH>
          <BC_1YEAR>2.49</BC_1YEAR>
          <BC_2YEAR>2.88</BC_2YEAR>
          <BC_3YEAR>3.17</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.81</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0825</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.55</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>2.31</BC_6MONTH>
          <BC_1YEAR>2.57</BC_1YEAR>
          <BC_2YEAR>2.98</BC_2YEAR>
          <BC_3YEAR>3.27</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>3.87</BC_7YEAR>
          <BC_10YEAR>4.19</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0826</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.58</BC_1MONTH>
          <BC_3MONTH>1.83</BC_3MONTH>
          <BC_6MONTH>2.25</BC_6MONTH>
          <BC_1YEAR>2.53</BC_1YEAR>
          <BC_2YEAR>2.87</BC_2YEAR>
          <BC_3YEAR>3.14</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.76</BC_7YEAR>
          <BC_10YEAR>4.1</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0826</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.49</BC_1MONTH>
          <BC_3MONTH>1.81</BC_3MONTH>
          <BC_6MONTH>2.22</BC_6MONTH>
          <BC_1YEAR>2.48</BC_1YEAR>
          <BC_2YEAR>2.82</BC_2YEAR>
          <BC_3YEAR>3.11</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0826</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.42</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>2.16</BC_6MONTH>
          <BC_1YEAR>2.39</BC_1YEAR>
          <BC_2YEAR>2.68</BC_2YEAR>
          <BC_3YEAR>2.97</BC_3YEAR>
          <BC_5YEAR>3.44</BC_5YEAR>
          <BC_7YEAR>3.69</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0826</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.29</BC_1MONTH>
          <BC_3MONTH>1.68</BC_3MONTH>
          <BC_6MONTH>2.12</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.65</BC_2YEAR>
          <BC_3YEAR>2.92</BC_3YEAR>
          <BC_5YEAR>3.36</BC_5YEAR>
          <BC_7YEAR>3.62</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0826</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.60</BC_1MONTH>
          <BC_3MONTH>1.9</BC_3MONTH>
          <BC_6MONTH>2.17</BC_6MONTH>
          <BC_1YEAR>2.36</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.34</BC_5YEAR>
          <BC_7YEAR>3.61</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.59</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0827</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.92</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>2.13</BC_6MONTH>
          <BC_1YEAR>2.38</BC_1YEAR>
          <BC_2YEAR>2.63</BC_2YEAR>
          <BC_3YEAR>2.9</BC_3YEAR>
          <BC_5YEAR>3.33</BC_5YEAR>
          <BC_7YEAR>3.62</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0827</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.87</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.6</BC_2YEAR>
          <BC_3YEAR>2.87</BC_3YEAR>
          <BC_5YEAR>3.31</BC_5YEAR>
          <BC_7YEAR>3.6</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0827</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.86</BC_1MONTH>
          <BC_3MONTH>1.84</BC_3MONTH>
          <BC_6MONTH>2.09</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.82</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.59</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0827</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0827</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-04-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.80</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>2.1</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.23</BC_5YEAR>
          <BC_7YEAR>3.53</BC_7YEAR>
          <BC_10YEAR>3.95</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0828</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.86</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>2.09</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.78</BC_3YEAR>
          <BC_5YEAR>3.19</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0828</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.82</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>2.05</BC_6MONTH>
          <BC_1YEAR>2.21</BC_1YEAR>
          <BC_2YEAR>2.41</BC_2YEAR>
          <BC_3YEAR>2.71</BC_3YEAR>
          <BC_5YEAR>3.11</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>0828</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.48</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>2.01</BC_6MONTH>
          <BC_1YEAR>2.2</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.72</BC_3YEAR>
          <BC_5YEAR>3.1</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>0828</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.38</BC_1MONTH>
          <BC_3MONTH>1.62</BC_3MONTH>
          <BC_6MONTH>2.02</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>2.88</BC_3YEAR>
          <BC_5YEAR>3.27</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>3.96</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0828</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.41</BC_1MONTH>
          <BC_3MONTH>1.52</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.23</BC_1YEAR>
          <BC_2YEAR>2.47</BC_2YEAR>
          <BC_3YEAR>2.79</BC_3YEAR>
          <BC_5YEAR>3.2</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>3.9</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0829</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.49</BC_1MONTH>
          <BC_3MONTH>1.39</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.39</BC_2YEAR>
          <BC_3YEAR>2.7</BC_3YEAR>
          <BC_5YEAR>3.12</BC_5YEAR>
          <BC_7YEAR>3.43</BC_7YEAR>
          <BC_10YEAR>3.87</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.48</BC_30YEAR>
          <WEEK_OF_MONTH>0829</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.36</BC_1MONTH>
          <BC_3MONTH>1.37</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.44</BC_2YEAR>
          <BC_3YEAR>2.75</BC_3YEAR>
          <BC_5YEAR>3.2</BC_5YEAR>
          <BC_7YEAR>3.52</BC_7YEAR>
          <BC_10YEAR>3.97</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>0829</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.31</BC_1MONTH>
          <BC_3MONTH>1.43</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.58</BC_2YEAR>
          <BC_3YEAR>2.89</BC_3YEAR>
          <BC_5YEAR>3.35</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0829</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.28</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.91</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>2.97</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.71</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0829</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.32</BC_1MONTH>
          <BC_3MONTH>1.48</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.3</BC_1YEAR>
          <BC_2YEAR>2.66</BC_2YEAR>
          <BC_3YEAR>2.97</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.69</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0830</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.50</BC_1MONTH>
          <BC_3MONTH>1.55</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.33</BC_1YEAR>
          <BC_2YEAR>2.74</BC_2YEAR>
          <BC_3YEAR>3.05</BC_3YEAR>
          <BC_5YEAR>3.48</BC_5YEAR>
          <BC_7YEAR>3.75</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>0830</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.59</BC_1MONTH>
          <BC_3MONTH>1.59</BC_3MONTH>
          <BC_6MONTH>1.91</BC_6MONTH>
          <BC_1YEAR>2.4</BC_1YEAR>
          <BC_2YEAR>2.81</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>4.16</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0830</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.69</BC_1MONTH>
          <BC_3MONTH>1.65</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.61</BC_2YEAR>
          <BC_3YEAR>2.92</BC_3YEAR>
          <BC_5YEAR>3.37</BC_5YEAR>
          <BC_7YEAR>3.64</BC_7YEAR>
          <BC_10YEAR>4.03</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0830</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.72</BC_1MONTH>
          <BC_3MONTH>1.75</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.35</BC_1YEAR>
          <BC_2YEAR>2.7</BC_2YEAR>
          <BC_3YEAR>3.01</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.73</BC_7YEAR>
          <BC_10YEAR>4.13</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0830</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.68</BC_1MONTH>
          <BC_3MONTH>1.73</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.28</BC_1YEAR>
          <BC_2YEAR>2.59</BC_2YEAR>
          <BC_3YEAR>2.9</BC_3YEAR>
          <BC_5YEAR>3.34</BC_5YEAR>
          <BC_7YEAR>3.64</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0831</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.96</BC_6MONTH>
          <BC_1YEAR>2.36</BC_1YEAR>
          <BC_2YEAR>2.65</BC_2YEAR>
          <BC_3YEAR>2.95</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.09</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0831</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.66</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.33</BC_1YEAR>
          <BC_2YEAR>2.64</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.36</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0831</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.55</BC_1MONTH>
          <BC_3MONTH>1.68</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.27</BC_1YEAR>
          <BC_2YEAR>2.52</BC_2YEAR>
          <BC_3YEAR>2.81</BC_3YEAR>
          <BC_5YEAR>3.25</BC_5YEAR>
          <BC_7YEAR>3.56</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>0831</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-31-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.52</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.88</BC_6MONTH>
          <BC_1YEAR>2.25</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.79</BC_3YEAR>
          <BC_5YEAR>3.23</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>3.97</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0831</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.61</BC_1MONTH>
          <BC_3MONTH>1.75</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.27</BC_1YEAR>
          <BC_2YEAR>2.53</BC_2YEAR>
          <BC_3YEAR>2.81</BC_3YEAR>
          <BC_5YEAR>3.23</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0832</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.75</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.54</BC_2YEAR>
          <BC_3YEAR>2.83</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.6</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0832</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.53</BC_1MONTH>
          <BC_3MONTH>1.64</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.26</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.85</BC_3YEAR>
          <BC_5YEAR>3.3</BC_5YEAR>
          <BC_7YEAR>3.62</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0832</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.53</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.43</BC_2YEAR>
          <BC_3YEAR>2.72</BC_3YEAR>
          <BC_5YEAR>3.16</BC_5YEAR>
          <BC_7YEAR>3.48</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0832</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.63</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.19</BC_1YEAR>
          <BC_2YEAR>2.51</BC_2YEAR>
          <BC_3YEAR>2.8</BC_3YEAR>
          <BC_5YEAR>3.21</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>3.94</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0832</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.77</BC_1MONTH>
          <BC_3MONTH>1.87</BC_3MONTH>
          <BC_6MONTH>2.05</BC_6MONTH>
          <BC_1YEAR>2.27</BC_1YEAR>
          <BC_2YEAR>2.56</BC_2YEAR>
          <BC_3YEAR>2.84</BC_3YEAR>
          <BC_5YEAR>3.27</BC_5YEAR>
          <BC_7YEAR>3.57</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0833</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.86</BC_3MONTH>
          <BC_6MONTH>2.05</BC_6MONTH>
          <BC_1YEAR>2.18</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.73</BC_3YEAR>
          <BC_5YEAR>3.16</BC_5YEAR>
          <BC_7YEAR>3.47</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0833</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.80</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.19</BC_1YEAR>
          <BC_2YEAR>2.5</BC_2YEAR>
          <BC_3YEAR>2.77</BC_3YEAR>
          <BC_5YEAR>3.21</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>3.94</BC_10YEAR>
          <BC_20YEAR>  4.61</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0833</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.76</BC_1MONTH>
          <BC_3MONTH>1.89</BC_3MONTH>
          <BC_6MONTH>2</BC_6MONTH>
          <BC_1YEAR>2.14</BC_1YEAR>
          <BC_2YEAR>2.45</BC_2YEAR>
          <BC_3YEAR>2.72</BC_3YEAR>
          <BC_5YEAR>3.15</BC_5YEAR>
          <BC_7YEAR>3.46</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0833</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.85</BC_3MONTH>
          <BC_6MONTH>1.99</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.4</BC_2YEAR>
          <BC_3YEAR>2.67</BC_3YEAR>
          <BC_5YEAR>3.11</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0833</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.77</BC_1MONTH>
          <BC_3MONTH>1.82</BC_3MONTH>
          <BC_6MONTH>2.03</BC_6MONTH>
          <BC_1YEAR>2.15</BC_1YEAR>
          <BC_2YEAR>2.35</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.07</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.82</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0834</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.83</BC_1MONTH>
          <BC_3MONTH>1.8</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.11</BC_1YEAR>
          <BC_2YEAR>2.32</BC_2YEAR>
          <BC_3YEAR>2.61</BC_3YEAR>
          <BC_5YEAR>3.07</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0834</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.74</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.25</BC_2YEAR>
          <BC_3YEAR>2.54</BC_3YEAR>
          <BC_5YEAR>3</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.46</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>0834</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.73</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.1</BC_1YEAR>
          <BC_2YEAR>2.33</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.08</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0834</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.67</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.42</BC_2YEAR>
          <BC_3YEAR>2.7</BC_3YEAR>
          <BC_5YEAR>3.14</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.87</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0834</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.66</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.96</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.33</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.04</BC_5YEAR>
          <BC_7YEAR>3.36</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0835</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.67</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.95</BC_6MONTH>
          <BC_1YEAR>2.19</BC_1YEAR>
          <BC_2YEAR>2.35</BC_2YEAR>
          <BC_3YEAR>2.64</BC_3YEAR>
          <BC_5YEAR>3.06</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0835</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.58</BC_1MONTH>
          <BC_3MONTH>1.67</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.16</BC_1YEAR>
          <BC_2YEAR>2.31</BC_2YEAR>
          <BC_3YEAR>2.58</BC_3YEAR>
          <BC_5YEAR>3.02</BC_5YEAR>
          <BC_7YEAR>3.34</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0835</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.63</BC_1MONTH>
          <BC_3MONTH>1.74</BC_3MONTH>
          <BC_6MONTH>1.98</BC_6MONTH>
          <BC_1YEAR>2.19</BC_1YEAR>
          <BC_2YEAR>2.37</BC_2YEAR>
          <BC_3YEAR>2.62</BC_3YEAR>
          <BC_5YEAR>3.09</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0835</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.63</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.97</BC_6MONTH>
          <BC_1YEAR>2.17</BC_1YEAR>
          <BC_2YEAR>2.36</BC_2YEAR>
          <BC_3YEAR>2.6</BC_3YEAR>
          <BC_5YEAR>3.1</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>0835</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-08</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>0836</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-01-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.64</BC_1MONTH>
          <BC_3MONTH>1.72</BC_3MONTH>
          <BC_6MONTH>1.93</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.26</BC_2YEAR>
          <BC_3YEAR>2.51</BC_3YEAR>
          <BC_5YEAR>3</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>  4.39</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0836</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.57</BC_1MONTH>
          <BC_3MONTH>1.7</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.08</BC_1YEAR>
          <BC_2YEAR>2.26</BC_2YEAR>
          <BC_3YEAR>2.48</BC_3YEAR>
          <BC_5YEAR>2.95</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0836</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.56</BC_1MONTH>
          <BC_3MONTH>1.69</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.04</BC_1YEAR>
          <BC_2YEAR>2.2</BC_2YEAR>
          <BC_3YEAR>2.41</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.64</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0836</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.53</BC_1MONTH>
          <BC_3MONTH>1.68</BC_3MONTH>
          <BC_6MONTH>1.9</BC_6MONTH>
          <BC_1YEAR>2.07</BC_1YEAR>
          <BC_2YEAR>2.23</BC_2YEAR>
          <BC_3YEAR>2.44</BC_3YEAR>
          <BC_5YEAR>2.91</BC_5YEAR>
          <BC_7YEAR>3.24</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0836</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.59</BC_1MONTH>
          <BC_3MONTH>1.71</BC_3MONTH>
          <BC_6MONTH>1.92</BC_6MONTH>
          <BC_1YEAR>2.12</BC_1YEAR>
          <BC_2YEAR>2.3</BC_2YEAR>
          <BC_3YEAR>2.49</BC_3YEAR>
          <BC_5YEAR>2.96</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>0837</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.59</BC_1MONTH>
          <BC_3MONTH>1.66</BC_3MONTH>
          <BC_6MONTH>1.89</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.23</BC_2YEAR>
          <BC_3YEAR>2.43</BC_3YEAR>
          <BC_5YEAR>2.9</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.62</BC_10YEAR>
          <BC_20YEAR>  4.24</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0837</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.58</BC_1MONTH>
          <BC_3MONTH>1.65</BC_3MONTH>
          <BC_6MONTH>1.87</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.22</BC_2YEAR>
          <BC_3YEAR>2.42</BC_3YEAR>
          <BC_5YEAR>2.91</BC_5YEAR>
          <BC_7YEAR>3.23</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.27</BC_20YEAR>
          <BC_30YEAR>  4.23</BC_30YEAR>
          <WEEK_OF_MONTH>0837</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.53</BC_1MONTH>
          <BC_3MONTH>1.61</BC_3MONTH>
          <BC_6MONTH>1.85</BC_6MONTH>
          <BC_1YEAR>2.01</BC_1YEAR>
          <BC_2YEAR>2.18</BC_2YEAR>
          <BC_3YEAR>2.38</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.64</BC_10YEAR>
          <BC_20YEAR>  4.25</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0837</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.37</BC_1MONTH>
          <BC_3MONTH>1.49</BC_3MONTH>
          <BC_6MONTH>1.84</BC_6MONTH>
          <BC_1YEAR>2.02</BC_1YEAR>
          <BC_2YEAR>2.23</BC_2YEAR>
          <BC_3YEAR>2.45</BC_3YEAR>
          <BC_5YEAR>2.97</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.74</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0837</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .36</BC_1MONTH>
          <BC_3MONTH>1.02</BC_3MONTH>
          <BC_6MONTH>1.55</BC_6MONTH>
          <BC_1YEAR>1.66</BC_1YEAR>
          <BC_2YEAR>1.78</BC_2YEAR>
          <BC_3YEAR>2.01</BC_3YEAR>
          <BC_5YEAR>2.59</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.12</BC_30YEAR>
          <WEEK_OF_MONTH>0838</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .23</BC_1MONTH>
          <BC_3MONTH>.84</BC_3MONTH>
          <BC_6MONTH>1.52</BC_6MONTH>
          <BC_1YEAR>1.72</BC_1YEAR>
          <BC_2YEAR>1.89</BC_2YEAR>
          <BC_3YEAR>2.12</BC_3YEAR>
          <BC_5YEAR>2.64</BC_5YEAR>
          <BC_7YEAR>3.02</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.12</BC_20YEAR>
          <BC_30YEAR>  4.08</BC_30YEAR>
          <WEEK_OF_MONTH>0838</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>1.03</BC_6MONTH>
          <BC_1YEAR>1.5</BC_1YEAR>
          <BC_2YEAR>1.64</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.52</BC_5YEAR>
          <BC_7YEAR>2.93</BC_7YEAR>
          <BC_10YEAR>3.41</BC_10YEAR>
          <BC_20YEAR>  4.12</BC_20YEAR>
          <BC_30YEAR>  4.08</BC_30YEAR>
          <WEEK_OF_MONTH>0838</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .26</BC_1MONTH>
          <BC_3MONTH>.23</BC_3MONTH>
          <BC_6MONTH>.79</BC_6MONTH>
          <BC_1YEAR>1.53</BC_1YEAR>
          <BC_2YEAR>1.78</BC_2YEAR>
          <BC_3YEAR>2.05</BC_3YEAR>
          <BC_5YEAR>2.67</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.54</BC_10YEAR>
          <BC_20YEAR>  4.19</BC_20YEAR>
          <BC_30YEAR>  4.14</BC_30YEAR>
          <WEEK_OF_MONTH>0838</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .75</BC_1MONTH>
          <BC_3MONTH>.99</BC_3MONTH>
          <BC_6MONTH>1.54</BC_6MONTH>
          <BC_1YEAR>2.05</BC_1YEAR>
          <BC_2YEAR>2.16</BC_2YEAR>
          <BC_3YEAR>2.42</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.78</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0838</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .76</BC_1MONTH>
          <BC_3MONTH>1.28</BC_3MONTH>
          <BC_6MONTH>1.76</BC_6MONTH>
          <BC_1YEAR>2.06</BC_1YEAR>
          <BC_2YEAR>2.13</BC_2YEAR>
          <BC_3YEAR>2.41</BC_3YEAR>
          <BC_5YEAR>3.04</BC_5YEAR>
          <BC_7YEAR>3.42</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>0839</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .30</BC_1MONTH>
          <BC_3MONTH>.8</BC_3MONTH>
          <BC_6MONTH>1.63</BC_6MONTH>
          <BC_1YEAR>2.01</BC_1YEAR>
          <BC_2YEAR>2.11</BC_2YEAR>
          <BC_3YEAR>2.4</BC_3YEAR>
          <BC_5YEAR>3.03</BC_5YEAR>
          <BC_7YEAR>3.41</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>0839</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.49</BC_3MONTH>
          <BC_6MONTH>1.45</BC_6MONTH>
          <BC_1YEAR>1.9</BC_1YEAR>
          <BC_2YEAR>2.03</BC_2YEAR>
          <BC_3YEAR>2.26</BC_3YEAR>
          <BC_5YEAR>2.91</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0839</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .39</BC_1MONTH>
          <BC_3MONTH>.76</BC_3MONTH>
          <BC_6MONTH>1.57</BC_6MONTH>
          <BC_1YEAR>1.97</BC_1YEAR>
          <BC_2YEAR>2.16</BC_2YEAR>
          <BC_3YEAR>2.42</BC_3YEAR>
          <BC_5YEAR>3.09</BC_5YEAR>
          <BC_7YEAR>3.44</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.48</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0839</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .21</BC_1MONTH>
          <BC_3MONTH>.87</BC_3MONTH>
          <BC_6MONTH>1.54</BC_6MONTH>
          <BC_1YEAR>1.81</BC_1YEAR>
          <BC_2YEAR>2.11</BC_2YEAR>
          <BC_3YEAR>2.38</BC_3YEAR>
          <BC_5YEAR>3.05</BC_5YEAR>
          <BC_7YEAR>3.41</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0839</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.94</BC_3MONTH>
          <BC_6MONTH>1.49</BC_6MONTH>
          <BC_1YEAR>1.6</BC_1YEAR>
          <BC_2YEAR>1.7</BC_2YEAR>
          <BC_3YEAR>1.96</BC_3YEAR>
          <BC_5YEAR>2.7</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.21</BC_20YEAR>
          <BC_30YEAR>  4.13</BC_30YEAR>
          <WEEK_OF_MONTH>0840</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-SEP-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  1.02</BC_1MONTH>
          <BC_3MONTH>.92</BC_3MONTH>
          <BC_6MONTH>1.6</BC_6MONTH>
          <BC_1YEAR>1.78</BC_1YEAR>
          <BC_2YEAR>2</BC_2YEAR>
          <BC_3YEAR>2.28</BC_3YEAR>
          <BC_5YEAR>2.98</BC_5YEAR>
          <BC_7YEAR>3.38</BC_7YEAR>
          <BC_10YEAR>3.85</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0840</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .66</BC_1MONTH>
          <BC_3MONTH>.85</BC_3MONTH>
          <BC_6MONTH>1.49</BC_6MONTH>
          <BC_1YEAR>1.72</BC_1YEAR>
          <BC_2YEAR>1.82</BC_2YEAR>
          <BC_3YEAR>2.12</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>3.77</BC_10YEAR>
          <BC_20YEAR>  4.33</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0840</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .21</BC_1MONTH>
          <BC_3MONTH>.63</BC_3MONTH>
          <BC_6MONTH>1.21</BC_6MONTH>
          <BC_1YEAR>1.45</BC_1YEAR>
          <BC_2YEAR>1.62</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.68</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.28</BC_20YEAR>
          <BC_30YEAR>  4.16</BC_30YEAR>
          <WEEK_OF_MONTH>0840</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.51</BC_3MONTH>
          <BC_6MONTH>1.14</BC_6MONTH>
          <BC_1YEAR>1.41</BC_1YEAR>
          <BC_2YEAR>1.6</BC_2YEAR>
          <BC_3YEAR>1.86</BC_3YEAR>
          <BC_5YEAR>2.64</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.11</BC_30YEAR>
          <WEEK_OF_MONTH>0840</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .19</BC_1MONTH>
          <BC_3MONTH>.54</BC_3MONTH>
          <BC_6MONTH>1.12</BC_6MONTH>
          <BC_1YEAR>1.23</BC_1YEAR>
          <BC_2YEAR>1.43</BC_2YEAR>
          <BC_3YEAR>1.69</BC_3YEAR>
          <BC_5YEAR>2.45</BC_5YEAR>
          <BC_7YEAR>2.92</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.12</BC_20YEAR>
          <BC_30YEAR>  3.99</BC_30YEAR>
          <WEEK_OF_MONTH>0841</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .39</BC_1MONTH>
          <BC_3MONTH>.82</BC_3MONTH>
          <BC_6MONTH>1.14</BC_6MONTH>
          <BC_1YEAR>1.27</BC_1YEAR>
          <BC_2YEAR>1.47</BC_2YEAR>
          <BC_3YEAR>1.69</BC_3YEAR>
          <BC_5YEAR>2.45</BC_5YEAR>
          <BC_7YEAR>2.91</BC_7YEAR>
          <BC_10YEAR>3.5</BC_10YEAR>
          <BC_20YEAR>  4.15</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>0841</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .23</BC_1MONTH>
          <BC_3MONTH>.68</BC_3MONTH>
          <BC_6MONTH>1.07</BC_6MONTH>
          <BC_1YEAR>1.28</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>1.88</BC_3YEAR>
          <BC_5YEAR>2.7</BC_5YEAR>
          <BC_7YEAR>3.15</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0841</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .19</BC_1MONTH>
          <BC_3MONTH>.6</BC_3MONTH>
          <BC_6MONTH>1.07</BC_6MONTH>
          <BC_1YEAR>1.33</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>1.93</BC_3YEAR>
          <BC_5YEAR>2.79</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.14</BC_30YEAR>
          <WEEK_OF_MONTH>0841</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.25</BC_3MONTH>
          <BC_6MONTH>.84</BC_6MONTH>
          <BC_1YEAR>1.08</BC_1YEAR>
          <BC_2YEAR>1.62</BC_2YEAR>
          <BC_3YEAR>1.87</BC_3YEAR>
          <BC_5YEAR>2.77</BC_5YEAR>
          <BC_7YEAR>3.27</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.41</BC_20YEAR>
          <BC_30YEAR>  4.15</BC_30YEAR>
          <WEEK_OF_MONTH>0841</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-08</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>0842</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-13-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.34</BC_3MONTH>
          <BC_6MONTH>1.07</BC_6MONTH>
          <BC_1YEAR>1.22</BC_1YEAR>
          <BC_2YEAR>1.82</BC_2YEAR>
          <BC_3YEAR>2.06</BC_3YEAR>
          <BC_5YEAR>3.01</BC_5YEAR>
          <BC_7YEAR>3.48</BC_7YEAR>
          <BC_10YEAR>4.08</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0842</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.92</BC_6MONTH>
          <BC_1YEAR>1.14</BC_1YEAR>
          <BC_2YEAR>1.64</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.9</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0842</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.46</BC_3MONTH>
          <BC_6MONTH>1.18</BC_6MONTH>
          <BC_1YEAR>1.29</BC_1YEAR>
          <BC_2YEAR>1.61</BC_2YEAR>
          <BC_3YEAR>1.9</BC_3YEAR>
          <BC_5YEAR>2.84</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.99</BC_10YEAR>
          <BC_20YEAR>  4.59</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0842</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.83</BC_3MONTH>
          <BC_6MONTH>1.25</BC_6MONTH>
          <BC_1YEAR>1.34</BC_1YEAR>
          <BC_2YEAR>1.64</BC_2YEAR>
          <BC_3YEAR>1.9</BC_3YEAR>
          <BC_5YEAR>2.83</BC_5YEAR>
          <BC_7YEAR>3.3</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0842</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .53</BC_1MONTH>
          <BC_3MONTH>1.24</BC_3MONTH>
          <BC_6MONTH>1.74</BC_6MONTH>
          <BC_1YEAR>1.69</BC_1YEAR>
          <BC_2YEAR>1.71</BC_2YEAR>
          <BC_3YEAR>2</BC_3YEAR>
          <BC_5YEAR>2.82</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>0843</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .71</BC_1MONTH>
          <BC_3MONTH>1.1</BC_3MONTH>
          <BC_6MONTH>1.61</BC_6MONTH>
          <BC_1YEAR>1.74</BC_1YEAR>
          <BC_2YEAR>1.58</BC_2YEAR>
          <BC_3YEAR>1.86</BC_3YEAR>
          <BC_5YEAR>2.63</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0843</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .60</BC_1MONTH>
          <BC_3MONTH>1.05</BC_3MONTH>
          <BC_6MONTH>1.53</BC_6MONTH>
          <BC_1YEAR>1.64</BC_1YEAR>
          <BC_2YEAR>1.53</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.56</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>0843</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .39</BC_1MONTH>
          <BC_3MONTH>.98</BC_3MONTH>
          <BC_6MONTH>1.51</BC_6MONTH>
          <BC_1YEAR>1.61</BC_1YEAR>
          <BC_2YEAR>1.54</BC_2YEAR>
          <BC_3YEAR>1.76</BC_3YEAR>
          <BC_5YEAR>2.57</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.34</BC_20YEAR>
          <BC_30YEAR>  3.99</BC_30YEAR>
          <WEEK_OF_MONTH>0843</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .33</BC_1MONTH>
          <BC_3MONTH>.89</BC_3MONTH>
          <BC_6MONTH>1.43</BC_6MONTH>
          <BC_1YEAR>1.6</BC_1YEAR>
          <BC_2YEAR>1.57</BC_2YEAR>
          <BC_3YEAR>1.8</BC_3YEAR>
          <BC_5YEAR>2.64</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.11</BC_30YEAR>
          <WEEK_OF_MONTH>0843</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .31</BC_1MONTH>
          <BC_3MONTH>.84</BC_3MONTH>
          <BC_6MONTH>1.36</BC_6MONTH>
          <BC_1YEAR>1.57</BC_1YEAR>
          <BC_2YEAR>1.59</BC_2YEAR>
          <BC_3YEAR>1.83</BC_3YEAR>
          <BC_5YEAR>2.67</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.12</BC_30YEAR>
          <WEEK_OF_MONTH>0844</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-27-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .42</BC_1MONTH>
          <BC_3MONTH>.77</BC_3MONTH>
          <BC_6MONTH>1.25</BC_6MONTH>
          <BC_1YEAR>1.53</BC_1YEAR>
          <BC_2YEAR>1.65</BC_2YEAR>
          <BC_3YEAR>1.85</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>0844</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .41</BC_1MONTH>
          <BC_3MONTH>.62</BC_3MONTH>
          <BC_6MONTH>1.1</BC_6MONTH>
          <BC_1YEAR>1.41</BC_1YEAR>
          <BC_2YEAR>1.58</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.77</BC_5YEAR>
          <BC_7YEAR>3.24</BC_7YEAR>
          <BC_10YEAR>3.93</BC_10YEAR>
          <BC_20YEAR>  4.59</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>0844</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.41</BC_3MONTH>
          <BC_6MONTH>1</BC_6MONTH>
          <BC_1YEAR>1.36</BC_1YEAR>
          <BC_2YEAR>1.59</BC_2YEAR>
          <BC_3YEAR>1.82</BC_3YEAR>
          <BC_5YEAR>2.84</BC_5YEAR>
          <BC_7YEAR>3.3</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0844</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.46</BC_3MONTH>
          <BC_6MONTH>.94</BC_6MONTH>
          <BC_1YEAR>1.34</BC_1YEAR>
          <BC_2YEAR>1.56</BC_2YEAR>
          <BC_3YEAR>1.8</BC_3YEAR>
          <BC_5YEAR>2.8</BC_5YEAR>
          <BC_7YEAR>3.29</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0844</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-31-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .20</BC_1MONTH>
          <BC_3MONTH>.49</BC_3MONTH>
          <BC_6MONTH>1.07</BC_6MONTH>
          <BC_1YEAR>1.31</BC_1YEAR>
          <BC_2YEAR>1.45</BC_2YEAR>
          <BC_3YEAR>1.69</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.96</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0845</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .29</BC_1MONTH>
          <BC_3MONTH>.48</BC_3MONTH>
          <BC_6MONTH>1.03</BC_6MONTH>
          <BC_1YEAR>1.28</BC_1YEAR>
          <BC_2YEAR>1.39</BC_2YEAR>
          <BC_3YEAR>1.59</BC_3YEAR>
          <BC_5YEAR>2.56</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.81</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0845</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.4</BC_3MONTH>
          <BC_6MONTH>.9</BC_6MONTH>
          <BC_1YEAR>1.22</BC_1YEAR>
          <BC_2YEAR>1.36</BC_2YEAR>
          <BC_3YEAR>1.64</BC_3YEAR>
          <BC_5YEAR>2.5</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.73</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.13</BC_30YEAR>
          <WEEK_OF_MONTH>0845</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.32</BC_3MONTH>
          <BC_6MONTH>.83</BC_6MONTH>
          <BC_1YEAR>1.17</BC_1YEAR>
          <BC_2YEAR>1.28</BC_2YEAR>
          <BC_3YEAR>1.63</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>0845</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-06-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.31</BC_3MONTH>
          <BC_6MONTH>.83</BC_6MONTH>
          <BC_1YEAR>1.2</BC_1YEAR>
          <BC_2YEAR>1.33</BC_2YEAR>
          <BC_3YEAR>1.71</BC_3YEAR>
          <BC_5YEAR>2.56</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0845</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-07-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.29</BC_3MONTH>
          <BC_6MONTH>.91</BC_6MONTH>
          <BC_1YEAR>1.16</BC_1YEAR>
          <BC_2YEAR>1.27</BC_2YEAR>
          <BC_3YEAR>1.78</BC_3YEAR>
          <BC_5YEAR>2.51</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.82</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.21</BC_30YEAR>
          <WEEK_OF_MONTH>0846</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0846</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-11-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.75</BC_6MONTH>
          <BC_1YEAR>1.03</BC_1YEAR>
          <BC_2YEAR>1.19</BC_2YEAR>
          <BC_3YEAR>1.6</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.17</BC_30YEAR>
          <WEEK_OF_MONTH>0846</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.93</BC_6MONTH>
          <BC_1YEAR>1.16</BC_1YEAR>
          <BC_2YEAR>1.24</BC_2YEAR>
          <BC_3YEAR>1.62</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.07</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.57</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0846</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-13-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.9</BC_6MONTH>
          <BC_1YEAR>1.14</BC_1YEAR>
          <BC_2YEAR>1.22</BC_2YEAR>
          <BC_3YEAR>1.53</BC_3YEAR>
          <BC_5YEAR>2.33</BC_5YEAR>
          <BC_7YEAR>2.94</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0846</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-14-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.12</BC_3MONTH>
          <BC_6MONTH>.81</BC_6MONTH>
          <BC_1YEAR>1.08</BC_1YEAR>
          <BC_2YEAR>1.22</BC_2YEAR>
          <BC_3YEAR>1.53</BC_3YEAR>
          <BC_5YEAR>2.32</BC_5YEAR>
          <BC_7YEAR>2.92</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0847</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-NOV-08</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>.76</BC_6MONTH>
          <BC_1YEAR>1.05</BC_1YEAR>
          <BC_2YEAR>1.15</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.22</BC_5YEAR>
          <BC_7YEAR>2.79</BC_7YEAR>
          <BC_10YEAR>3.53</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.14</BC_30YEAR>
          <WEEK_OF_MONTH>0847</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.66</BC_6MONTH>
          <BC_1YEAR>.97</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.08</BC_5YEAR>
          <BC_7YEAR>2.64</BC_7YEAR>
          <BC_10YEAR>3.38</BC_10YEAR>
          <BC_20YEAR>  4.17</BC_20YEAR>
          <BC_30YEAR>  3.96</BC_30YEAR>
          <WEEK_OF_MONTH>0847</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>.52</BC_6MONTH>
          <BC_1YEAR>.87</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.2</BC_3YEAR>
          <BC_5YEAR>1.94</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>3.1</BC_10YEAR>
          <BC_20YEAR>  3.87</BC_20YEAR>
          <BC_30YEAR>  3.64</BC_30YEAR>
          <WEEK_OF_MONTH>0847</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-20-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.45</BC_6MONTH>
          <BC_1YEAR>.83</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.35</BC_3YEAR>
          <BC_5YEAR>2.02</BC_5YEAR>
          <BC_7YEAR>2.53</BC_7YEAR>
          <BC_10YEAR>3.2</BC_10YEAR>
          <BC_20YEAR>  3.93</BC_20YEAR>
          <BC_30YEAR>  3.70</BC_30YEAR>
          <WEEK_OF_MONTH>0847</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-21-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.54</BC_6MONTH>
          <BC_1YEAR>.95</BC_1YEAR>
          <BC_2YEAR>1.31</BC_2YEAR>
          <BC_3YEAR>1.53</BC_3YEAR>
          <BC_5YEAR>2.24</BC_5YEAR>
          <BC_7YEAR>2.71</BC_7YEAR>
          <BC_10YEAR>3.35</BC_10YEAR>
          <BC_20YEAR>  4.01</BC_20YEAR>
          <BC_30YEAR>  3.78</BC_30YEAR>
          <WEEK_OF_MONTH>0848</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-NOV-08</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>.53</BC_6MONTH>
          <BC_1YEAR>.95</BC_1YEAR>
          <BC_2YEAR>1.15</BC_2YEAR>
          <BC_3YEAR>1.41</BC_3YEAR>
          <BC_5YEAR>2.06</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>3.11</BC_10YEAR>
          <BC_20YEAR>  3.85</BC_20YEAR>
          <BC_30YEAR>  3.63</BC_30YEAR>
          <WEEK_OF_MONTH>0848</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-25-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.05</BC_3MONTH>
          <BC_6MONTH>.48</BC_6MONTH>
          <BC_1YEAR>.93</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.01</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>2.99</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.54</BC_30YEAR>
          <WEEK_OF_MONTH>0848</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0848</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-27-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.01</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.9</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.93</BC_5YEAR>
          <BC_7YEAR>2.35</BC_7YEAR>
          <BC_10YEAR>2.93</BC_10YEAR>
          <BC_20YEAR>  3.71</BC_20YEAR>
          <BC_30YEAR>  3.45</BC_30YEAR>
          <WEEK_OF_MONTH>0848</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-28-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.81</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.16</BC_3YEAR>
          <BC_5YEAR>1.71</BC_5YEAR>
          <BC_7YEAR>2.13</BC_7YEAR>
          <BC_10YEAR>2.72</BC_10YEAR>
          <BC_20YEAR>  3.51</BC_20YEAR>
          <BC_30YEAR>  3.22</BC_30YEAR>
          <WEEK_OF_MONTH>0849</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-01-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.06</BC_3MONTH>
          <BC_6MONTH>.42</BC_6MONTH>
          <BC_1YEAR>.77</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.12</BC_3YEAR>
          <BC_5YEAR>1.65</BC_5YEAR>
          <BC_7YEAR>2.08</BC_7YEAR>
          <BC_10YEAR>2.68</BC_10YEAR>
          <BC_20YEAR>  3.47</BC_20YEAR>
          <BC_30YEAR>  3.18</BC_30YEAR>
          <WEEK_OF_MONTH>0849</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-02-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.7</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.07</BC_3YEAR>
          <BC_5YEAR>1.6</BC_5YEAR>
          <BC_7YEAR>2.03</BC_7YEAR>
          <BC_10YEAR>2.67</BC_10YEAR>
          <BC_20YEAR>  3.45</BC_20YEAR>
          <BC_30YEAR>  3.17</BC_30YEAR>
          <WEEK_OF_MONTH>0849</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-03-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.61</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.02</BC_3YEAR>
          <BC_5YEAR>1.51</BC_5YEAR>
          <BC_7YEAR>1.93</BC_7YEAR>
          <BC_10YEAR>2.55</BC_10YEAR>
          <BC_20YEAR>  3.35</BC_20YEAR>
          <BC_30YEAR>  3.06</BC_30YEAR>
          <WEEK_OF_MONTH>0849</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-04-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.19</BC_3YEAR>
          <BC_5YEAR>1.67</BC_5YEAR>
          <BC_7YEAR>2.09</BC_7YEAR>
          <BC_10YEAR>2.67</BC_10YEAR>
          <BC_20YEAR>  3.41</BC_20YEAR>
          <BC_30YEAR>  3.11</BC_30YEAR>
          <WEEK_OF_MONTH>0849</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-05-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.76</BC_5YEAR>
          <BC_7YEAR>2.17</BC_7YEAR>
          <BC_10YEAR>2.77</BC_10YEAR>
          <BC_20YEAR>  3.45</BC_20YEAR>
          <BC_30YEAR>  3.16</BC_30YEAR>
          <WEEK_OF_MONTH>0850</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-08-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.84</BC_2YEAR>
          <BC_3YEAR>1.15</BC_3YEAR>
          <BC_5YEAR>1.61</BC_5YEAR>
          <BC_7YEAR>2.03</BC_7YEAR>
          <BC_10YEAR>2.67</BC_10YEAR>
          <BC_20YEAR>  3.35</BC_20YEAR>
          <BC_30YEAR>  3.06</BC_30YEAR>
          <WEEK_OF_MONTH>0850</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-09-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .00</BC_1MONTH>
          <BC_3MONTH>0</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>1.62</BC_5YEAR>
          <BC_7YEAR>2.05</BC_7YEAR>
          <BC_10YEAR>2.69</BC_10YEAR>
          <BC_20YEAR>  3.39</BC_20YEAR>
          <BC_30YEAR>  3.09</BC_30YEAR>
          <WEEK_OF_MONTH>0850</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-10-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .00</BC_1MONTH>
          <BC_3MONTH>.01</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>.79</BC_2YEAR>
          <BC_3YEAR>1.11</BC_3YEAR>
          <BC_5YEAR>1.55</BC_5YEAR>
          <BC_7YEAR>1.99</BC_7YEAR>
          <BC_10YEAR>2.64</BC_10YEAR>
          <BC_20YEAR>  3.35</BC_20YEAR>
          <BC_30YEAR>  3.07</BC_30YEAR>
          <WEEK_OF_MONTH>0850</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-11-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.78</BC_2YEAR>
          <BC_3YEAR>1.05</BC_3YEAR>
          <BC_5YEAR>1.55</BC_5YEAR>
          <BC_7YEAR>1.98</BC_7YEAR>
          <BC_10YEAR>2.6</BC_10YEAR>
          <BC_20YEAR>  3.36</BC_20YEAR>
          <BC_30YEAR>  3.07</BC_30YEAR>
          <WEEK_OF_MONTH>0850</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-12-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .00</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.75</BC_2YEAR>
          <BC_3YEAR>1.02</BC_3YEAR>
          <BC_5YEAR>1.5</BC_5YEAR>
          <BC_7YEAR>1.92</BC_7YEAR>
          <BC_10YEAR>2.53</BC_10YEAR>
          <BC_20YEAR>  3.29</BC_20YEAR>
          <BC_30YEAR>  2.98</BC_30YEAR>
          <WEEK_OF_MONTH>0851</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-15-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.04</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.65</BC_2YEAR>
          <BC_3YEAR>.88</BC_3YEAR>
          <BC_5YEAR>1.34</BC_5YEAR>
          <BC_7YEAR>1.77</BC_7YEAR>
          <BC_10YEAR>2.37</BC_10YEAR>
          <BC_20YEAR>  3.16</BC_20YEAR>
          <BC_30YEAR>  2.86</BC_30YEAR>
          <WEEK_OF_MONTH>0851</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-16-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.05</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.73</BC_2YEAR>
          <BC_3YEAR>.98</BC_3YEAR>
          <BC_5YEAR>1.35</BC_5YEAR>
          <BC_7YEAR>1.7</BC_7YEAR>
          <BC_10YEAR>2.2</BC_10YEAR>
          <BC_20YEAR>  3.01</BC_20YEAR>
          <BC_30YEAR>  2.66</BC_30YEAR>
          <WEEK_OF_MONTH>0851</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-17-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>0</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>.68</BC_2YEAR>
          <BC_3YEAR>.92</BC_3YEAR>
          <BC_5YEAR>1.26</BC_5YEAR>
          <BC_7YEAR>1.59</BC_7YEAR>
          <BC_10YEAR>2.08</BC_10YEAR>
          <BC_20YEAR>  2.86</BC_20YEAR>
          <BC_30YEAR>  2.53</BC_30YEAR>
          <WEEK_OF_MONTH>0851</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-18-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .00</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.14</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>.74</BC_2YEAR>
          <BC_3YEAR>1.02</BC_3YEAR>
          <BC_5YEAR>1.35</BC_5YEAR>
          <BC_7YEAR>1.66</BC_7YEAR>
          <BC_10YEAR>2.13</BC_10YEAR>
          <BC_20YEAR>  2.89</BC_20YEAR>
          <BC_30YEAR>  2.55</BC_30YEAR>
          <WEEK_OF_MONTH>0851</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-19-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.01</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.12</BC_3YEAR>
          <BC_5YEAR>1.4</BC_5YEAR>
          <BC_7YEAR>1.7</BC_7YEAR>
          <BC_10YEAR>2.16</BC_10YEAR>
          <BC_20YEAR>  2.92</BC_20YEAR>
          <BC_30YEAR>  2.60</BC_30YEAR>
          <WEEK_OF_MONTH>0852</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-22-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.02</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.13</BC_3YEAR>
          <BC_5YEAR>1.53</BC_5YEAR>
          <BC_7YEAR>1.81</BC_7YEAR>
          <BC_10YEAR>2.18</BC_10YEAR>
          <BC_20YEAR>  2.93</BC_20YEAR>
          <BC_30YEAR>  2.63</BC_30YEAR>
          <WEEK_OF_MONTH>0852</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-23-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .00</BC_1MONTH>
          <BC_3MONTH>0</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.14</BC_3YEAR>
          <BC_5YEAR>1.54</BC_5YEAR>
          <BC_7YEAR>1.83</BC_7YEAR>
          <BC_10YEAR>2.2</BC_10YEAR>
          <BC_20YEAR>  2.94</BC_20YEAR>
          <BC_30YEAR>  2.63</BC_30YEAR>
          <WEEK_OF_MONTH>0852</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-24-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0852</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-25-2008    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.03</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.08</BC_3YEAR>
          <BC_5YEAR>1.51</BC_5YEAR>
          <BC_7YEAR>1.8</BC_7YEAR>
          <BC_10YEAR>2.16</BC_10YEAR>
          <BC_20YEAR>  2.91</BC_20YEAR>
          <BC_30YEAR>  2.61</BC_30YEAR>
          <WEEK_OF_MONTH>0852</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-26-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.06</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.78</BC_2YEAR>
          <BC_3YEAR>.96</BC_3YEAR>
          <BC_5YEAR>1.45</BC_5YEAR>
          <BC_7YEAR>1.75</BC_7YEAR>
          <BC_10YEAR>2.13</BC_10YEAR>
          <BC_20YEAR>  2.94</BC_20YEAR>
          <BC_30YEAR>  2.63</BC_30YEAR>
          <WEEK_OF_MONTH>0901</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-29-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.75</BC_2YEAR>
          <BC_3YEAR>.94</BC_3YEAR>
          <BC_5YEAR>1.47</BC_5YEAR>
          <BC_7YEAR>1.76</BC_7YEAR>
          <BC_10YEAR>2.11</BC_10YEAR>
          <BC_20YEAR>  2.88</BC_20YEAR>
          <BC_30YEAR>  2.58</BC_30YEAR>
          <WEEK_OF_MONTH>0901</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-30-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-DEC-08</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.76</BC_2YEAR>
          <BC_3YEAR>1</BC_3YEAR>
          <BC_5YEAR>1.55</BC_5YEAR>
          <BC_7YEAR>1.87</BC_7YEAR>
          <BC_10YEAR>2.25</BC_10YEAR>
          <BC_20YEAR>  3.05</BC_20YEAR>
          <BC_30YEAR>  2.69</BC_30YEAR>
          <WEEK_OF_MONTH>0901</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-31-2008</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>

