<?xml version="1.0"?>
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      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
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          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
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        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.23</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.28</BC_7YEAR>
          <BC_10YEAR>2.87</BC_10YEAR>
          <BC_20YEAR>  3.85</BC_20YEAR>
          <BC_30YEAR>  3.57</BC_30YEAR>
          <WEEK_OF_MONTH>0905</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.24</BC_3MONTH>
          <BC_6MONTH>.36</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.32</BC_3YEAR>
          <BC_5YEAR>1.85</BC_5YEAR>
          <BC_7YEAR>2.27</BC_7YEAR>
          <BC_10YEAR>2.87</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  3.58</BC_30YEAR>
          <WEEK_OF_MONTH>0905</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .19</BC_1MONTH>
          <BC_3MONTH>.27</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.75</BC_5YEAR>
          <BC_7YEAR>2.16</BC_7YEAR>
          <BC_10YEAR>2.76</BC_10YEAR>
          <BC_20YEAR>  3.75</BC_20YEAR>
          <BC_30YEAR>  3.47</BC_30YEAR>
          <WEEK_OF_MONTH>0906</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .28</BC_1MONTH>
          <BC_3MONTH>.32</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>1.88</BC_5YEAR>
          <BC_7YEAR>2.28</BC_7YEAR>
          <BC_10YEAR>2.89</BC_10YEAR>
          <BC_20YEAR>  3.88</BC_20YEAR>
          <BC_30YEAR>  3.64</BC_30YEAR>
          <WEEK_OF_MONTH>0906</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .26</BC_1MONTH>
          <BC_3MONTH>.3</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>1.91</BC_5YEAR>
          <BC_7YEAR>2.32</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.88</BC_20YEAR>
          <BC_30YEAR>  3.65</BC_30YEAR>
          <WEEK_OF_MONTH>0906</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .21</BC_1MONTH>
          <BC_3MONTH>.29</BC_3MONTH>
          <BC_6MONTH>.43</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>1.89</BC_5YEAR>
          <BC_7YEAR>2.32</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  3.63</BC_30YEAR>
          <WEEK_OF_MONTH>0906</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .21</BC_1MONTH>
          <BC_3MONTH>.28</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.57</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>1.97</BC_5YEAR>
          <BC_7YEAR>2.4</BC_7YEAR>
          <BC_10YEAR>3.05</BC_10YEAR>
          <BC_20YEAR>  3.94</BC_20YEAR>
          <BC_30YEAR>  3.70</BC_30YEAR>
          <WEEK_OF_MONTH>0906</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .22</BC_1MONTH>
          <BC_3MONTH>.32</BC_3MONTH>
          <BC_6MONTH>.47</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>1.99</BC_5YEAR>
          <BC_7YEAR>2.42</BC_7YEAR>
          <BC_10YEAR>3.07</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>0907</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .24</BC_1MONTH>
          <BC_3MONTH>.31</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>1.79</BC_5YEAR>
          <BC_7YEAR>2.23</BC_7YEAR>
          <BC_10YEAR>2.9</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.54</BC_30YEAR>
          <WEEK_OF_MONTH>0907</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .22</BC_1MONTH>
          <BC_3MONTH>.3</BC_3MONTH>
          <BC_6MONTH>.46</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.32</BC_3YEAR>
          <BC_5YEAR>1.76</BC_5YEAR>
          <BC_7YEAR>2.17</BC_7YEAR>
          <BC_10YEAR>2.78</BC_10YEAR>
          <BC_20YEAR>  3.69</BC_20YEAR>
          <BC_30YEAR>  3.45</BC_30YEAR>
          <WEEK_OF_MONTH>0907</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .25</BC_1MONTH>
          <BC_3MONTH>.29</BC_3MONTH>
          <BC_6MONTH>.43</BC_6MONTH>
          <BC_1YEAR>.58</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.28</BC_3YEAR>
          <BC_5YEAR>1.73</BC_5YEAR>
          <BC_7YEAR>2.14</BC_7YEAR>
          <BC_10YEAR>2.75</BC_10YEAR>
          <BC_20YEAR>  3.71</BC_20YEAR>
          <BC_30YEAR>  3.47</BC_30YEAR>
          <WEEK_OF_MONTH>0907</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-12-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .23</BC_1MONTH>
          <BC_3MONTH>.29</BC_3MONTH>
          <BC_6MONTH>.46</BC_6MONTH>
          <BC_1YEAR>.61</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>1.88</BC_5YEAR>
          <BC_7YEAR>2.29</BC_7YEAR>
          <BC_10YEAR>2.89</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  3.68</BC_30YEAR>
          <WEEK_OF_MONTH>0907</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-09</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>0908</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-16-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .26</BC_1MONTH>
          <BC_3MONTH>.32</BC_3MONTH>
          <BC_6MONTH>.48</BC_6MONTH>
          <BC_1YEAR>.61</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.22</BC_3YEAR>
          <BC_5YEAR>1.65</BC_5YEAR>
          <BC_7YEAR>2.05</BC_7YEAR>
          <BC_10YEAR>2.64</BC_10YEAR>
          <BC_20YEAR>  3.70</BC_20YEAR>
          <BC_30YEAR>  3.47</BC_30YEAR>
          <WEEK_OF_MONTH>0908</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .23</BC_1MONTH>
          <BC_3MONTH>.31</BC_3MONTH>
          <BC_6MONTH>.5</BC_6MONTH>
          <BC_1YEAR>.64</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.33</BC_3YEAR>
          <BC_5YEAR>1.81</BC_5YEAR>
          <BC_7YEAR>2.18</BC_7YEAR>
          <BC_10YEAR>2.74</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.54</BC_30YEAR>
          <WEEK_OF_MONTH>0908</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .22</BC_1MONTH>
          <BC_3MONTH>.3</BC_3MONTH>
          <BC_6MONTH>.51</BC_6MONTH>
          <BC_1YEAR>.67</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>1.89</BC_5YEAR>
          <BC_7YEAR>2.28</BC_7YEAR>
          <BC_10YEAR>2.85</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  3.68</BC_30YEAR>
          <WEEK_OF_MONTH>0908</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .19</BC_1MONTH>
          <BC_3MONTH>.27</BC_3MONTH>
          <BC_6MONTH>.48</BC_6MONTH>
          <BC_1YEAR>.64</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>1.81</BC_5YEAR>
          <BC_7YEAR>2.21</BC_7YEAR>
          <BC_10YEAR>2.78</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  3.56</BC_30YEAR>
          <WEEK_OF_MONTH>0908</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .19</BC_1MONTH>
          <BC_3MONTH>.29</BC_3MONTH>
          <BC_6MONTH>.5</BC_6MONTH>
          <BC_1YEAR>.69</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>1.84</BC_5YEAR>
          <BC_7YEAR>2.22</BC_7YEAR>
          <BC_10YEAR>2.78</BC_10YEAR>
          <BC_20YEAR>  3.79</BC_20YEAR>
          <BC_30YEAR>  3.53</BC_30YEAR>
          <WEEK_OF_MONTH>0909</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .22</BC_1MONTH>
          <BC_3MONTH>.32</BC_3MONTH>
          <BC_6MONTH>.49</BC_6MONTH>
          <BC_1YEAR>.71</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>1.89</BC_5YEAR>
          <BC_7YEAR>2.26</BC_7YEAR>
          <BC_10YEAR>2.8</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.49</BC_30YEAR>
          <WEEK_OF_MONTH>0909</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .21</BC_1MONTH>
          <BC_3MONTH>.3</BC_3MONTH>
          <BC_6MONTH>.52</BC_6MONTH>
          <BC_1YEAR>.75</BC_1YEAR>
          <BC_2YEAR>1.09</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.06</BC_5YEAR>
          <BC_7YEAR>2.42</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.88</BC_20YEAR>
          <BC_30YEAR>  3.59</BC_30YEAR>
          <WEEK_OF_MONTH>0909</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-25-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .18</BC_1MONTH>
          <BC_3MONTH>.27</BC_3MONTH>
          <BC_6MONTH>.47</BC_6MONTH>
          <BC_1YEAR>.73</BC_1YEAR>
          <BC_2YEAR>1.08</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.07</BC_5YEAR>
          <BC_7YEAR>2.72</BC_7YEAR>
          <BC_10YEAR>2.98</BC_10YEAR>
          <BC_20YEAR>  3.93</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>0909</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.26</BC_3MONTH>
          <BC_6MONTH>.45</BC_6MONTH>
          <BC_1YEAR>.72</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>1.99</BC_5YEAR>
          <BC_7YEAR>2.69</BC_7YEAR>
          <BC_10YEAR>3.02</BC_10YEAR>
          <BC_20YEAR>  3.98</BC_20YEAR>
          <BC_30YEAR>  3.71</BC_30YEAR>
          <WEEK_OF_MONTH>0909</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.28</BC_3MONTH>
          <BC_6MONTH>.45</BC_6MONTH>
          <BC_1YEAR>.67</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.28</BC_3YEAR>
          <BC_5YEAR>1.86</BC_5YEAR>
          <BC_7YEAR>2.54</BC_7YEAR>
          <BC_10YEAR>2.91</BC_10YEAR>
          <BC_20YEAR>  3.89</BC_20YEAR>
          <BC_30YEAR>  3.64</BC_30YEAR>
          <WEEK_OF_MONTH>0910</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.27</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.68</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.58</BC_7YEAR>
          <BC_10YEAR>2.93</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  3.67</BC_30YEAR>
          <WEEK_OF_MONTH>0910</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.26</BC_3MONTH>
          <BC_6MONTH>.44</BC_6MONTH>
          <BC_1YEAR>.71</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>1.97</BC_5YEAR>
          <BC_7YEAR>2.67</BC_7YEAR>
          <BC_10YEAR>3.01</BC_10YEAR>
          <BC_20YEAR>  3.96</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>0910</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.66</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>1.82</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>2.83</BC_10YEAR>
          <BC_20YEAR>  3.76</BC_20YEAR>
          <BC_30YEAR>  3.51</BC_30YEAR>
          <WEEK_OF_MONTH>0910</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.21</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.67</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>1.83</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>2.83</BC_10YEAR>
          <BC_20YEAR>  3.74</BC_20YEAR>
          <BC_30YEAR>  3.50</BC_30YEAR>
          <WEEK_OF_MONTH>0910</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.23</BC_3MONTH>
          <BC_6MONTH>.47</BC_6MONTH>
          <BC_1YEAR>.69</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>1.9</BC_5YEAR>
          <BC_7YEAR>2.53</BC_7YEAR>
          <BC_10YEAR>2.89</BC_10YEAR>
          <BC_20YEAR>  3.83</BC_20YEAR>
          <BC_30YEAR>  3.59</BC_30YEAR>
          <WEEK_OF_MONTH>0911</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.24</BC_3MONTH>
          <BC_6MONTH>.47</BC_6MONTH>
          <BC_1YEAR>.71</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>1.99</BC_5YEAR>
          <BC_7YEAR>2.63</BC_7YEAR>
          <BC_10YEAR>2.99</BC_10YEAR>
          <BC_20YEAR>  3.94</BC_20YEAR>
          <BC_30YEAR>  3.70</BC_30YEAR>
          <WEEK_OF_MONTH>0911</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.23</BC_3MONTH>
          <BC_6MONTH>.46</BC_6MONTH>
          <BC_1YEAR>.71</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>1.96</BC_5YEAR>
          <BC_7YEAR>2.56</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.88</BC_20YEAR>
          <BC_30YEAR>  3.67</BC_30YEAR>
          <WEEK_OF_MONTH>0911</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.45</BC_6MONTH>
          <BC_1YEAR>.7</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>1.92</BC_5YEAR>
          <BC_7YEAR>2.5</BC_7YEAR>
          <BC_10YEAR>2.89</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  3.63</BC_30YEAR>
          <WEEK_OF_MONTH>0911</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-12-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.42</BC_6MONTH>
          <BC_1YEAR>.67</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.48</BC_7YEAR>
          <BC_10YEAR>2.89</BC_10YEAR>
          <BC_20YEAR>  3.84</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>0911</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.24</BC_3MONTH>
          <BC_6MONTH>.46</BC_6MONTH>
          <BC_1YEAR>.69</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.39</BC_3YEAR>
          <BC_5YEAR>1.91</BC_5YEAR>
          <BC_7YEAR>2.55</BC_7YEAR>
          <BC_10YEAR>2.97</BC_10YEAR>
          <BC_20YEAR>  3.93</BC_20YEAR>
          <BC_30YEAR>  3.76</BC_30YEAR>
          <WEEK_OF_MONTH>0912</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.24</BC_3MONTH>
          <BC_6MONTH>.45</BC_6MONTH>
          <BC_1YEAR>.69</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>2</BC_5YEAR>
          <BC_7YEAR>2.64</BC_7YEAR>
          <BC_10YEAR>3.02</BC_10YEAR>
          <BC_20YEAR>  3.99</BC_20YEAR>
          <BC_30YEAR>  3.83</BC_30YEAR>
          <WEEK_OF_MONTH>0912</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.21</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.82</BC_2YEAR>
          <BC_3YEAR>1.14</BC_3YEAR>
          <BC_5YEAR>1.54</BC_5YEAR>
          <BC_7YEAR>2.11</BC_7YEAR>
          <BC_10YEAR>2.51</BC_10YEAR>
          <BC_20YEAR>  3.65</BC_20YEAR>
          <BC_30YEAR>  3.57</BC_30YEAR>
          <WEEK_OF_MONTH>0912</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>1.64</BC_5YEAR>
          <BC_7YEAR>2.17</BC_7YEAR>
          <BC_10YEAR>2.61</BC_10YEAR>
          <BC_20YEAR>  3.64</BC_20YEAR>
          <BC_30YEAR>  3.62</BC_30YEAR>
          <WEEK_OF_MONTH>0912</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.41</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.23</BC_3YEAR>
          <BC_5YEAR>1.66</BC_5YEAR>
          <BC_7YEAR>2.18</BC_7YEAR>
          <BC_10YEAR>2.65</BC_10YEAR>
          <BC_20YEAR>  3.67</BC_20YEAR>
          <BC_30YEAR>  3.65</BC_30YEAR>
          <WEEK_OF_MONTH>0912</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.25</BC_3YEAR>
          <BC_5YEAR>1.69</BC_5YEAR>
          <BC_7YEAR>2.2</BC_7YEAR>
          <BC_10YEAR>2.68</BC_10YEAR>
          <BC_20YEAR>  3.70</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>0913</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.21</BC_3MONTH>
          <BC_6MONTH>.42</BC_6MONTH>
          <BC_1YEAR>.62</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.24</BC_3YEAR>
          <BC_5YEAR>1.7</BC_5YEAR>
          <BC_7YEAR>2.22</BC_7YEAR>
          <BC_10YEAR>2.68</BC_10YEAR>
          <BC_20YEAR>  3.64</BC_20YEAR>
          <BC_30YEAR>  3.60</BC_30YEAR>
          <WEEK_OF_MONTH>0913</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.41</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.35</BC_3YEAR>
          <BC_5YEAR>1.84</BC_5YEAR>
          <BC_7YEAR>2.36</BC_7YEAR>
          <BC_10YEAR>2.81</BC_10YEAR>
          <BC_20YEAR>  3.76</BC_20YEAR>
          <BC_30YEAR>  3.73</BC_30YEAR>
          <WEEK_OF_MONTH>0913</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-25-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.57</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.29</BC_3YEAR>
          <BC_5YEAR>1.8</BC_5YEAR>
          <BC_7YEAR>2.34</BC_7YEAR>
          <BC_10YEAR>2.76</BC_10YEAR>
          <BC_20YEAR>  3.69</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>0913</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.58</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.79</BC_5YEAR>
          <BC_7YEAR>2.36</BC_7YEAR>
          <BC_10YEAR>2.78</BC_10YEAR>
          <BC_20YEAR>  3.66</BC_20YEAR>
          <BC_30YEAR>  3.62</BC_30YEAR>
          <WEEK_OF_MONTH>0913</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.42</BC_6MONTH>
          <BC_1YEAR>.58</BC_1YEAR>
          <BC_2YEAR>.84</BC_2YEAR>
          <BC_3YEAR>1.2</BC_3YEAR>
          <BC_5YEAR>1.72</BC_5YEAR>
          <BC_7YEAR>2.31</BC_7YEAR>
          <BC_10YEAR>2.73</BC_10YEAR>
          <BC_20YEAR>  3.64</BC_20YEAR>
          <BC_30YEAR>  3.60</BC_30YEAR>
          <WEEK_OF_MONTH>0914</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.21</BC_3MONTH>
          <BC_6MONTH>.43</BC_6MONTH>
          <BC_1YEAR>.57</BC_1YEAR>
          <BC_2YEAR>.81</BC_2YEAR>
          <BC_3YEAR>1.15</BC_3YEAR>
          <BC_5YEAR>1.67</BC_5YEAR>
          <BC_7YEAR>2.28</BC_7YEAR>
          <BC_10YEAR>2.71</BC_10YEAR>
          <BC_20YEAR>  3.61</BC_20YEAR>
          <BC_30YEAR>  3.56</BC_30YEAR>
          <WEEK_OF_MONTH>0914</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-31-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .18</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.41</BC_6MONTH>
          <BC_1YEAR>.58</BC_1YEAR>
          <BC_2YEAR>.83</BC_2YEAR>
          <BC_3YEAR>1.16</BC_3YEAR>
          <BC_5YEAR>1.65</BC_5YEAR>
          <BC_7YEAR>2.25</BC_7YEAR>
          <BC_10YEAR>2.68</BC_10YEAR>
          <BC_20YEAR>  3.54</BC_20YEAR>
          <BC_30YEAR>  3.51</BC_30YEAR>
          <WEEK_OF_MONTH>0914</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.22</BC_3MONTH>
          <BC_6MONTH>.41</BC_6MONTH>
          <BC_1YEAR>.59</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.25</BC_3YEAR>
          <BC_5YEAR>1.74</BC_5YEAR>
          <BC_7YEAR>2.35</BC_7YEAR>
          <BC_10YEAR>2.77</BC_10YEAR>
          <BC_20YEAR>  3.63</BC_20YEAR>
          <BC_30YEAR>  3.57</BC_30YEAR>
          <WEEK_OF_MONTH>0914</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.21</BC_3MONTH>
          <BC_6MONTH>.42</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.51</BC_7YEAR>
          <BC_10YEAR>2.91</BC_10YEAR>
          <BC_20YEAR>  3.77</BC_20YEAR>
          <BC_30YEAR>  3.70</BC_30YEAR>
          <WEEK_OF_MONTH>0914</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.4</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>1.9</BC_5YEAR>
          <BC_7YEAR>2.55</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.82</BC_20YEAR>
          <BC_30YEAR>  3.73</BC_30YEAR>
          <WEEK_OF_MONTH>0915</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.33</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.51</BC_7YEAR>
          <BC_10YEAR>2.93</BC_10YEAR>
          <BC_20YEAR>  3.79</BC_20YEAR>
          <BC_30YEAR>  3.72</BC_30YEAR>
          <WEEK_OF_MONTH>0915</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-07-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.59</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>1.83</BC_5YEAR>
          <BC_7YEAR>2.43</BC_7YEAR>
          <BC_10YEAR>2.86</BC_10YEAR>
          <BC_20YEAR>  3.74</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>0915</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.39</BC_6MONTH>
          <BC_1YEAR>.6</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>1.9</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>2.96</BC_10YEAR>
          <BC_20YEAR>  3.85</BC_20YEAR>
          <BC_30YEAR>  3.76</BC_30YEAR>
          <WEEK_OF_MONTH>0915</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-09</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>0915</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>GOOD FRIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-10-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.37</BC_6MONTH>
          <BC_1YEAR>.57</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.81</BC_5YEAR>
          <BC_7YEAR>2.39</BC_7YEAR>
          <BC_10YEAR>2.88</BC_10YEAR>
          <BC_20YEAR>  3.78</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>0916</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.21</BC_3YEAR>
          <BC_5YEAR>1.71</BC_5YEAR>
          <BC_7YEAR>2.31</BC_7YEAR>
          <BC_10YEAR>2.8</BC_10YEAR>
          <BC_20YEAR>  3.73</BC_20YEAR>
          <BC_30YEAR>  3.64</BC_30YEAR>
          <WEEK_OF_MONTH>0916</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.86</BC_2YEAR>
          <BC_3YEAR>1.22</BC_3YEAR>
          <BC_5YEAR>1.71</BC_5YEAR>
          <BC_7YEAR>2.29</BC_7YEAR>
          <BC_10YEAR>2.82</BC_10YEAR>
          <BC_20YEAR>  3.75</BC_20YEAR>
          <BC_30YEAR>  3.66</BC_30YEAR>
          <WEEK_OF_MONTH>0916</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.33</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.79</BC_5YEAR>
          <BC_7YEAR>2.36</BC_7YEAR>
          <BC_10YEAR>2.86</BC_10YEAR>
          <BC_20YEAR>  3.81</BC_20YEAR>
          <BC_30YEAR>  3.72</BC_30YEAR>
          <WEEK_OF_MONTH>0916</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.36</BC_6MONTH>
          <BC_1YEAR>.57</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>1.91</BC_5YEAR>
          <BC_7YEAR>2.48</BC_7YEAR>
          <BC_10YEAR>2.98</BC_10YEAR>
          <BC_20YEAR>  3.91</BC_20YEAR>
          <BC_30YEAR>  3.79</BC_30YEAR>
          <WEEK_OF_MONTH>0916</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.27</BC_3YEAR>
          <BC_5YEAR>1.82</BC_5YEAR>
          <BC_7YEAR>2.39</BC_7YEAR>
          <BC_10YEAR>2.88</BC_10YEAR>
          <BC_20YEAR>  3.80</BC_20YEAR>
          <BC_30YEAR>  3.69</BC_30YEAR>
          <WEEK_OF_MONTH>0917</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.32</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.46</BC_7YEAR>
          <BC_10YEAR>2.94</BC_10YEAR>
          <BC_20YEAR>  3.86</BC_20YEAR>
          <BC_30YEAR>  3.74</BC_30YEAR>
          <WEEK_OF_MONTH>0917</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.32</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>1.92</BC_5YEAR>
          <BC_7YEAR>2.5</BC_7YEAR>
          <BC_10YEAR>2.98</BC_10YEAR>
          <BC_20YEAR>  3.93</BC_20YEAR>
          <BC_30YEAR>  3.82</BC_30YEAR>
          <WEEK_OF_MONTH>0917</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>1.89</BC_5YEAR>
          <BC_7YEAR>2.49</BC_7YEAR>
          <BC_10YEAR>2.96</BC_10YEAR>
          <BC_20YEAR>  3.90</BC_20YEAR>
          <BC_30YEAR>  3.80</BC_30YEAR>
          <WEEK_OF_MONTH>0917</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>1.96</BC_5YEAR>
          <BC_7YEAR>2.56</BC_7YEAR>
          <BC_10YEAR>3.03</BC_10YEAR>
          <BC_20YEAR>  3.99</BC_20YEAR>
          <BC_30YEAR>  3.89</BC_30YEAR>
          <WEEK_OF_MONTH>0917</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>1.87</BC_5YEAR>
          <BC_7YEAR>2.48</BC_7YEAR>
          <BC_10YEAR>2.95</BC_10YEAR>
          <BC_20YEAR>  3.92</BC_20YEAR>
          <BC_30YEAR>  3.84</BC_30YEAR>
          <WEEK_OF_MONTH>0918</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.39</BC_3YEAR>
          <BC_5YEAR>1.97</BC_5YEAR>
          <BC_7YEAR>2.58</BC_7YEAR>
          <BC_10YEAR>3.05</BC_10YEAR>
          <BC_20YEAR>  4.03</BC_20YEAR>
          <BC_30YEAR>  3.97</BC_30YEAR>
          <WEEK_OF_MONTH>0918</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.01</BC_5YEAR>
          <BC_7YEAR>2.69</BC_7YEAR>
          <BC_10YEAR>3.12</BC_10YEAR>
          <BC_20YEAR>  4.07</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>0918</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.02</BC_5YEAR>
          <BC_7YEAR>2.7</BC_7YEAR>
          <BC_10YEAR>3.16</BC_10YEAR>
          <BC_20YEAR>  4.10</BC_20YEAR>
          <BC_30YEAR>  4.05</BC_30YEAR>
          <WEEK_OF_MONTH>0918</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.39</BC_3YEAR>
          <BC_5YEAR>2.03</BC_5YEAR>
          <BC_7YEAR>2.72</BC_7YEAR>
          <BC_10YEAR>3.21</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0918</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.33</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.03</BC_5YEAR>
          <BC_7YEAR>2.7</BC_7YEAR>
          <BC_10YEAR>3.19</BC_10YEAR>
          <BC_20YEAR>  4.11</BC_20YEAR>
          <BC_30YEAR>  4.06</BC_30YEAR>
          <WEEK_OF_MONTH>0919</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>2.05</BC_5YEAR>
          <BC_7YEAR>2.7</BC_7YEAR>
          <BC_10YEAR>3.2</BC_10YEAR>
          <BC_20YEAR>  4.11</BC_20YEAR>
          <BC_30YEAR>  4.06</BC_30YEAR>
          <WEEK_OF_MONTH>0919</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.32</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.06</BC_5YEAR>
          <BC_7YEAR>2.7</BC_7YEAR>
          <BC_10YEAR>3.18</BC_10YEAR>
          <BC_20YEAR>  4.12</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0919</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.32</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>2.15</BC_5YEAR>
          <BC_7YEAR>2.8</BC_7YEAR>
          <BC_10YEAR>3.29</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0919</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-07-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.55</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.15</BC_5YEAR>
          <BC_7YEAR>2.78</BC_7YEAR>
          <BC_10YEAR>3.29</BC_10YEAR>
          <BC_20YEAR>  4.25</BC_20YEAR>
          <BC_30YEAR>  4.28</BC_30YEAR>
          <WEEK_OF_MONTH>0919</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>2.04</BC_5YEAR>
          <BC_7YEAR>2.67</BC_7YEAR>
          <BC_10YEAR>3.17</BC_10YEAR>
          <BC_20YEAR>  4.15</BC_20YEAR>
          <BC_30YEAR>  4.18</BC_30YEAR>
          <WEEK_OF_MONTH>0920</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.34</BC_3YEAR>
          <BC_5YEAR>2.02</BC_5YEAR>
          <BC_7YEAR>2.67</BC_7YEAR>
          <BC_10YEAR>3.17</BC_10YEAR>
          <BC_20YEAR>  4.13</BC_20YEAR>
          <BC_30YEAR>  4.16</BC_30YEAR>
          <WEEK_OF_MONTH>0920</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-12-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>1.98</BC_5YEAR>
          <BC_7YEAR>2.62</BC_7YEAR>
          <BC_10YEAR>3.11</BC_10YEAR>
          <BC_20YEAR>  4.06</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0920</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.16</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>1.98</BC_5YEAR>
          <BC_7YEAR>2.62</BC_7YEAR>
          <BC_10YEAR>3.1</BC_10YEAR>
          <BC_20YEAR>  4.04</BC_20YEAR>
          <BC_30YEAR>  4.06</BC_30YEAR>
          <WEEK_OF_MONTH>0920</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.3</BC_3YEAR>
          <BC_5YEAR>2.01</BC_5YEAR>
          <BC_7YEAR>2.65</BC_7YEAR>
          <BC_10YEAR>3.14</BC_10YEAR>
          <BC_20YEAR>  4.07</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0920</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.09</BC_5YEAR>
          <BC_7YEAR>2.73</BC_7YEAR>
          <BC_10YEAR>3.22</BC_10YEAR>
          <BC_20YEAR>  4.16</BC_20YEAR>
          <BC_30YEAR>  4.18</BC_30YEAR>
          <WEEK_OF_MONTH>0921</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.37</BC_3YEAR>
          <BC_5YEAR>2.12</BC_5YEAR>
          <BC_7YEAR>2.76</BC_7YEAR>
          <BC_10YEAR>3.25</BC_10YEAR>
          <BC_20YEAR>  4.19</BC_20YEAR>
          <BC_30YEAR>  4.21</BC_30YEAR>
          <WEEK_OF_MONTH>0921</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .18</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.31</BC_3YEAR>
          <BC_5YEAR>2.05</BC_5YEAR>
          <BC_7YEAR>2.72</BC_7YEAR>
          <BC_10YEAR>3.19</BC_10YEAR>
          <BC_20YEAR>  4.11</BC_20YEAR>
          <BC_30YEAR>  4.14</BC_30YEAR>
          <WEEK_OF_MONTH>0921</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.16</BC_5YEAR>
          <BC_7YEAR>2.86</BC_7YEAR>
          <BC_10YEAR>3.35</BC_10YEAR>
          <BC_20YEAR>  4.27</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0921</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.39</BC_3YEAR>
          <BC_5YEAR>2.23</BC_5YEAR>
          <BC_7YEAR>2.96</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0921</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-09</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>0922</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-25-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>2.3</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.5</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0922</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .18</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.22</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.59</BC_30YEAR>
          <WEEK_OF_MONTH>0922</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.22</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0922</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.34</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.34</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0922</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.55</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0923</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.52</BC_5YEAR>
          <BC_7YEAR>3.26</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.50</BC_30YEAR>
          <WEEK_OF_MONTH>0923</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.16</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0923</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.56</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0923</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.62</BC_1YEAR>
          <BC_2YEAR>1.32</BC_2YEAR>
          <BC_3YEAR>1.88</BC_3YEAR>
          <BC_5YEAR>2.85</BC_5YEAR>
          <BC_7YEAR>3.53</BC_7YEAR>
          <BC_10YEAR>3.84</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0923</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.62</BC_1YEAR>
          <BC_2YEAR>1.42</BC_2YEAR>
          <BC_3YEAR>2</BC_3YEAR>
          <BC_5YEAR>2.95</BC_5YEAR>
          <BC_7YEAR>3.6</BC_7YEAR>
          <BC_10YEAR>3.91</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0924</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.56</BC_1YEAR>
          <BC_2YEAR>1.33</BC_2YEAR>
          <BC_3YEAR>1.93</BC_3YEAR>
          <BC_5YEAR>2.86</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0924</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.55</BC_1YEAR>
          <BC_2YEAR>1.38</BC_2YEAR>
          <BC_3YEAR>2</BC_3YEAR>
          <BC_5YEAR>2.93</BC_5YEAR>
          <BC_7YEAR>3.59</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>  4.76</BC_30YEAR>
          <WEEK_OF_MONTH>0924</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.53</BC_1YEAR>
          <BC_2YEAR>1.35</BC_2YEAR>
          <BC_3YEAR>1.97</BC_3YEAR>
          <BC_5YEAR>2.87</BC_5YEAR>
          <BC_7YEAR>3.49</BC_7YEAR>
          <BC_10YEAR>3.88</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0924</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>1.3</BC_2YEAR>
          <BC_3YEAR>1.91</BC_3YEAR>
          <BC_5YEAR>2.81</BC_5YEAR>
          <BC_7YEAR>3.46</BC_7YEAR>
          <BC_10YEAR>3.81</BC_10YEAR>
          <BC_20YEAR>  4.63</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0924</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-12-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>1.26</BC_2YEAR>
          <BC_3YEAR>1.84</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.76</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0925</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>1.23</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.7</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.48</BC_30YEAR>
          <WEEK_OF_MONTH>0925</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.19</BC_2YEAR>
          <BC_3YEAR>1.76</BC_3YEAR>
          <BC_5YEAR>2.69</BC_5YEAR>
          <BC_7YEAR>3.33</BC_7YEAR>
          <BC_10YEAR>3.68</BC_10YEAR>
          <BC_20YEAR>  4.47</BC_20YEAR>
          <BC_30YEAR>  4.50</BC_30YEAR>
          <WEEK_OF_MONTH>0925</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>1.28</BC_2YEAR>
          <BC_3YEAR>1.88</BC_3YEAR>
          <BC_5YEAR>2.86</BC_5YEAR>
          <BC_7YEAR>3.51</BC_7YEAR>
          <BC_10YEAR>3.86</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0925</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.33</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>1.25</BC_2YEAR>
          <BC_3YEAR>1.84</BC_3YEAR>
          <BC_5YEAR>2.82</BC_5YEAR>
          <BC_7YEAR>3.45</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0925</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.17</BC_2YEAR>
          <BC_3YEAR>1.77</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.37</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.45</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0926</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.34</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.14</BC_2YEAR>
          <BC_3YEAR>1.74</BC_3YEAR>
          <BC_5YEAR>2.71</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.65</BC_10YEAR>
          <BC_20YEAR>  4.36</BC_20YEAR>
          <BC_30YEAR>  4.37</BC_30YEAR>
          <WEEK_OF_MONTH>0926</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.32</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.19</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.74</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0926</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.12</BC_2YEAR>
          <BC_3YEAR>1.66</BC_3YEAR>
          <BC_5YEAR>2.58</BC_5YEAR>
          <BC_7YEAR>3.22</BC_7YEAR>
          <BC_10YEAR>3.55</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0926</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-25-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.31</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.1</BC_2YEAR>
          <BC_3YEAR>1.63</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.18</BC_7YEAR>
          <BC_10YEAR>3.52</BC_10YEAR>
          <BC_20YEAR>  4.28</BC_20YEAR>
          <BC_30YEAR>  4.30</BC_30YEAR>
          <WEEK_OF_MONTH>0926</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.2</BC_3MONTH>
          <BC_6MONTH>.36</BC_6MONTH>
          <BC_1YEAR>.51</BC_1YEAR>
          <BC_2YEAR>1.11</BC_2YEAR>
          <BC_3YEAR>1.63</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.18</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0927</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .17</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.35</BC_6MONTH>
          <BC_1YEAR>.56</BC_1YEAR>
          <BC_2YEAR>1.11</BC_2YEAR>
          <BC_3YEAR>1.64</BC_3YEAR>
          <BC_5YEAR>2.54</BC_5YEAR>
          <BC_7YEAR>3.19</BC_7YEAR>
          <BC_10YEAR>3.53</BC_10YEAR>
          <BC_20YEAR>  4.30</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0927</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .13</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.33</BC_6MONTH>
          <BC_1YEAR>.54</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.51</BC_5YEAR>
          <BC_7YEAR>3.2</BC_7YEAR>
          <BC_10YEAR>3.55</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0927</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.32</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.28</BC_20YEAR>
          <BC_30YEAR>  4.32</BC_30YEAR>
          <WEEK_OF_MONTH>0927</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-09</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>0927</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-03-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.48</BC_3YEAR>
          <BC_5YEAR>2.4</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.52</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0928</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>3.08</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.25</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0928</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-07-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.23</BC_5YEAR>
          <BC_7YEAR>2.9</BC_7YEAR>
          <BC_10YEAR>3.33</BC_10YEAR>
          <BC_20YEAR>  4.13</BC_20YEAR>
          <BC_30YEAR>  4.17</BC_30YEAR>
          <WEEK_OF_MONTH>0928</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>2.33</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0928</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.22</BC_5YEAR>
          <BC_7YEAR>2.89</BC_7YEAR>
          <BC_10YEAR>3.32</BC_10YEAR>
          <BC_20YEAR>  4.16</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0928</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.41</BC_3YEAR>
          <BC_5YEAR>2.27</BC_5YEAR>
          <BC_7YEAR>2.94</BC_7YEAR>
          <BC_10YEAR>3.38</BC_10YEAR>
          <BC_20YEAR>  4.21</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0929</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.48</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.5</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0929</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.6</BC_3YEAR>
          <BC_5YEAR>2.52</BC_5YEAR>
          <BC_7YEAR>3.19</BC_7YEAR>
          <BC_10YEAR>3.63</BC_10YEAR>
          <BC_20YEAR>  4.46</BC_20YEAR>
          <BC_30YEAR>  4.48</BC_30YEAR>
          <WEEK_OF_MONTH>0929</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.59</BC_10YEAR>
          <BC_20YEAR>  4.43</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0929</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.58</BC_3YEAR>
          <BC_5YEAR>2.52</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0929</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.61</BC_10YEAR>
          <BC_20YEAR>  4.45</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0930</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .16</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.5</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.38</BC_30YEAR>
          <WEEK_OF_MONTH>0930</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.58</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0930</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.08</BC_2YEAR>
          <BC_3YEAR>1.62</BC_3YEAR>
          <BC_5YEAR>2.6</BC_5YEAR>
          <BC_7YEAR>3.28</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0930</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.59</BC_3YEAR>
          <BC_5YEAR>2.57</BC_5YEAR>
          <BC_7YEAR>3.25</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.53</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0930</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.08</BC_2YEAR>
          <BC_3YEAR>1.63</BC_3YEAR>
          <BC_5YEAR>2.63</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.75</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0931</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.12</BC_2YEAR>
          <BC_3YEAR>1.66</BC_3YEAR>
          <BC_5YEAR>2.63</BC_5YEAR>
          <BC_7YEAR>3.3</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.56</BC_30YEAR>
          <WEEK_OF_MONTH>0931</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.5</BC_1YEAR>
          <BC_2YEAR>1.17</BC_2YEAR>
          <BC_3YEAR>1.72</BC_3YEAR>
          <BC_5YEAR>2.69</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.69</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.50</BC_30YEAR>
          <WEEK_OF_MONTH>0931</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.19</BC_2YEAR>
          <BC_3YEAR>1.73</BC_3YEAR>
          <BC_5YEAR>2.66</BC_5YEAR>
          <BC_7YEAR>3.31</BC_7YEAR>
          <BC_10YEAR>3.67</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0931</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.13</BC_2YEAR>
          <BC_3YEAR>1.62</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.14</BC_7YEAR>
          <BC_10YEAR>3.52</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0931</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-31-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.18</BC_2YEAR>
          <BC_3YEAR>1.72</BC_3YEAR>
          <BC_5YEAR>2.66</BC_5YEAR>
          <BC_7YEAR>3.3</BC_7YEAR>
          <BC_10YEAR>3.66</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.42</BC_30YEAR>
          <WEEK_OF_MONTH>0932</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.2</BC_2YEAR>
          <BC_3YEAR>1.75</BC_3YEAR>
          <BC_5YEAR>2.68</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.7</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0932</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.23</BC_2YEAR>
          <BC_3YEAR>1.78</BC_3YEAR>
          <BC_5YEAR>2.73</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.54</BC_20YEAR>
          <BC_30YEAR>  4.57</BC_30YEAR>
          <WEEK_OF_MONTH>0932</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.22</BC_2YEAR>
          <BC_3YEAR>1.77</BC_3YEAR>
          <BC_5YEAR>2.73</BC_5YEAR>
          <BC_7YEAR>3.39</BC_7YEAR>
          <BC_10YEAR>3.79</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0932</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.3</BC_6MONTH>
          <BC_1YEAR>.52</BC_1YEAR>
          <BC_2YEAR>1.32</BC_2YEAR>
          <BC_3YEAR>1.87</BC_3YEAR>
          <BC_5YEAR>2.84</BC_5YEAR>
          <BC_7YEAR>3.5</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.59</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0932</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-07-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .15</BC_1MONTH>
          <BC_3MONTH>.19</BC_3MONTH>
          <BC_6MONTH>.29</BC_6MONTH>
          <BC_1YEAR>.49</BC_1YEAR>
          <BC_2YEAR>1.24</BC_2YEAR>
          <BC_3YEAR>1.79</BC_3YEAR>
          <BC_5YEAR>2.75</BC_5YEAR>
          <BC_7YEAR>3.4</BC_7YEAR>
          <BC_10YEAR>3.8</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0933</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.48</BC_1YEAR>
          <BC_2YEAR>1.21</BC_2YEAR>
          <BC_3YEAR>1.78</BC_3YEAR>
          <BC_5YEAR>2.69</BC_5YEAR>
          <BC_7YEAR>3.32</BC_7YEAR>
          <BC_10YEAR>3.71</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0933</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.18</BC_2YEAR>
          <BC_3YEAR>1.76</BC_3YEAR>
          <BC_5YEAR>2.7</BC_5YEAR>
          <BC_7YEAR>3.35</BC_7YEAR>
          <BC_10YEAR>3.72</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.53</BC_30YEAR>
          <WEEK_OF_MONTH>0933</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-12-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.28</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.12</BC_2YEAR>
          <BC_3YEAR>1.66</BC_3YEAR>
          <BC_5YEAR>2.58</BC_5YEAR>
          <BC_7YEAR>3.22</BC_7YEAR>
          <BC_10YEAR>3.59</BC_10YEAR>
          <BC_20YEAR>  4.37</BC_20YEAR>
          <BC_30YEAR>  4.44</BC_30YEAR>
          <WEEK_OF_MONTH>0933</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.07</BC_2YEAR>
          <BC_3YEAR>1.61</BC_3YEAR>
          <BC_5YEAR>2.51</BC_5YEAR>
          <BC_7YEAR>3.17</BC_7YEAR>
          <BC_10YEAR>3.55</BC_10YEAR>
          <BC_20YEAR>  4.33</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>0933</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0934</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .14</BC_1MONTH>
          <BC_3MONTH>.18</BC_3MONTH>
          <BC_6MONTH>.27</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.06</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0934</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.07</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.23</BC_20YEAR>
          <BC_30YEAR>  4.28</BC_30YEAR>
          <WEEK_OF_MONTH>0934</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.53</BC_3YEAR>
          <BC_5YEAR>2.43</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.42</BC_10YEAR>
          <BC_20YEAR>  4.18</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>0934</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.13</BC_2YEAR>
          <BC_3YEAR>1.65</BC_3YEAR>
          <BC_5YEAR>2.58</BC_5YEAR>
          <BC_7YEAR>3.21</BC_7YEAR>
          <BC_10YEAR>3.56</BC_10YEAR>
          <BC_20YEAR>  4.32</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0934</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.5</BC_5YEAR>
          <BC_7YEAR>3.13</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.22</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0935</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .12</BC_1MONTH>
          <BC_3MONTH>.17</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.47</BC_1YEAR>
          <BC_2YEAR>1.05</BC_2YEAR>
          <BC_3YEAR>1.56</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.17</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0935</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-25-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.45</BC_1YEAR>
          <BC_2YEAR>1.06</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.15</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0935</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.26</BC_6MONTH>
          <BC_1YEAR>.46</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.58</BC_3YEAR>
          <BC_5YEAR>2.48</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.19</BC_20YEAR>
          <BC_30YEAR>  4.23</BC_30YEAR>
          <WEEK_OF_MONTH>0935</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.25</BC_6MONTH>
          <BC_1YEAR>.44</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.55</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.46</BC_10YEAR>
          <BC_20YEAR>  4.17</BC_20YEAR>
          <BC_30YEAR>  4.21</BC_30YEAR>
          <WEEK_OF_MONTH>0935</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .11</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.39</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.4</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.18</BC_30YEAR>
          <WEEK_OF_MONTH>0936</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-31-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.43</BC_1YEAR>
          <BC_2YEAR>.92</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.33</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.38</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>0936</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.89</BC_2YEAR>
          <BC_3YEAR>1.39</BC_3YEAR>
          <BC_5YEAR>2.26</BC_5YEAR>
          <BC_7YEAR>2.91</BC_7YEAR>
          <BC_10YEAR>3.29</BC_10YEAR>
          <BC_20YEAR>  4.04</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0936</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.15</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.29</BC_5YEAR>
          <BC_7YEAR>2.95</BC_7YEAR>
          <BC_10YEAR>3.33</BC_10YEAR>
          <BC_20YEAR>  4.09</BC_20YEAR>
          <BC_30YEAR>  4.15</BC_30YEAR>
          <WEEK_OF_MONTH>0936</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-03-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.23</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.21</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0936</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-04-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-09</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>0937</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-07-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .10</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.24</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.06</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.24</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0937</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .09</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.22</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.48</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.07</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.33</BC_30YEAR>
          <WEEK_OF_MONTH>0937</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.29</BC_5YEAR>
          <BC_7YEAR>2.95</BC_7YEAR>
          <BC_10YEAR>3.36</BC_10YEAR>
          <BC_20YEAR>  4.11</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>0937</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-10-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.29</BC_5YEAR>
          <BC_7YEAR>2.93</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.10</BC_20YEAR>
          <BC_30YEAR>  4.18</BC_30YEAR>
          <WEEK_OF_MONTH>0937</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-11-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .08</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.94</BC_2YEAR>
          <BC_3YEAR>1.46</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.42</BC_10YEAR>
          <BC_20YEAR>  4.16</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0938</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.21</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.41</BC_5YEAR>
          <BC_7YEAR>3.07</BC_7YEAR>
          <BC_10YEAR>3.47</BC_10YEAR>
          <BC_20YEAR>  4.21</BC_20YEAR>
          <BC_30YEAR>  4.27</BC_30YEAR>
          <WEEK_OF_MONTH>0938</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>1.01</BC_2YEAR>
          <BC_3YEAR>1.55</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.48</BC_10YEAR>
          <BC_20YEAR>  4.22</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>0938</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.51</BC_3YEAR>
          <BC_5YEAR>2.41</BC_5YEAR>
          <BC_7YEAR>3.04</BC_7YEAR>
          <BC_10YEAR>3.42</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.19</BC_30YEAR>
          <WEEK_OF_MONTH>0938</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-17-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>1.03</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.49</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.20</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>0938</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-18-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.56</BC_3YEAR>
          <BC_5YEAR>2.47</BC_5YEAR>
          <BC_7YEAR>3.11</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.20</BC_20YEAR>
          <BC_30YEAR>  4.23</BC_30YEAR>
          <WEEK_OF_MONTH>0939</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.42</BC_1YEAR>
          <BC_2YEAR>1.02</BC_2YEAR>
          <BC_3YEAR>1.54</BC_3YEAR>
          <BC_5YEAR>2.45</BC_5YEAR>
          <BC_7YEAR>3.09</BC_7YEAR>
          <BC_10YEAR>3.46</BC_10YEAR>
          <BC_20YEAR>  4.18</BC_20YEAR>
          <BC_30YEAR>  4.20</BC_30YEAR>
          <WEEK_OF_MONTH>0939</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.4</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.18</BC_20YEAR>
          <BC_30YEAR>  4.21</BC_30YEAR>
          <WEEK_OF_MONTH>0939</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.93</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.4</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.17</BC_30YEAR>
          <WEEK_OF_MONTH>0939</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-24-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.2</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.07</BC_20YEAR>
          <BC_30YEAR>  4.10</BC_30YEAR>
          <WEEK_OF_MONTH>0939</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-25-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.11</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.33</BC_5YEAR>
          <BC_7YEAR>2.95</BC_7YEAR>
          <BC_10YEAR>3.31</BC_10YEAR>
          <BC_20YEAR>  4.02</BC_20YEAR>
          <BC_30YEAR>  4.04</BC_30YEAR>
          <WEEK_OF_MONTH>0940</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .07</BC_1MONTH>
          <BC_3MONTH>.13</BC_3MONTH>
          <BC_6MONTH>.19</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.48</BC_3YEAR>
          <BC_5YEAR>2.34</BC_5YEAR>
          <BC_7YEAR>2.94</BC_7YEAR>
          <BC_10YEAR>3.31</BC_10YEAR>
          <BC_20YEAR>  4.02</BC_20YEAR>
          <BC_30YEAR>  4.03</BC_30YEAR>
          <WEEK_OF_MONTH>0940</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-SEP-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.14</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.45</BC_3YEAR>
          <BC_5YEAR>2.31</BC_5YEAR>
          <BC_7YEAR>2.93</BC_7YEAR>
          <BC_10YEAR>3.31</BC_10YEAR>
          <BC_20YEAR>  4.02</BC_20YEAR>
          <BC_30YEAR>  4.03</BC_30YEAR>
          <WEEK_OF_MONTH>0940</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.36</BC_3YEAR>
          <BC_5YEAR>2.2</BC_5YEAR>
          <BC_7YEAR>2.82</BC_7YEAR>
          <BC_10YEAR>3.21</BC_10YEAR>
          <BC_20YEAR>  3.95</BC_20YEAR>
          <BC_30YEAR>  3.97</BC_30YEAR>
          <WEEK_OF_MONTH>0940</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-01-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.1</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.22</BC_5YEAR>
          <BC_7YEAR>2.83</BC_7YEAR>
          <BC_10YEAR>3.24</BC_10YEAR>
          <BC_20YEAR>  3.98</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>0940</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-02-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.88</BC_2YEAR>
          <BC_3YEAR>1.38</BC_3YEAR>
          <BC_5YEAR>2.21</BC_5YEAR>
          <BC_7YEAR>2.82</BC_7YEAR>
          <BC_10YEAR>3.24</BC_10YEAR>
          <BC_20YEAR>  3.98</BC_20YEAR>
          <BC_30YEAR>  4.01</BC_30YEAR>
          <WEEK_OF_MONTH>0941</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-05-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.25</BC_5YEAR>
          <BC_7YEAR>2.85</BC_7YEAR>
          <BC_10YEAR>3.27</BC_10YEAR>
          <BC_20YEAR>  4.03</BC_20YEAR>
          <BC_30YEAR>  4.07</BC_30YEAR>
          <WEEK_OF_MONTH>0941</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-06-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.09</BC_3MONTH>
          <BC_6MONTH>.14</BC_6MONTH>
          <BC_1YEAR>.34</BC_1YEAR>
          <BC_2YEAR>.87</BC_2YEAR>
          <BC_3YEAR>1.35</BC_3YEAR>
          <BC_5YEAR>2.16</BC_5YEAR>
          <BC_7YEAR>2.77</BC_7YEAR>
          <BC_10YEAR>3.21</BC_10YEAR>
          <BC_20YEAR>  3.96</BC_20YEAR>
          <BC_30YEAR>  3.99</BC_30YEAR>
          <WEEK_OF_MONTH>0941</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-07-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .03</BC_1MONTH>
          <BC_3MONTH>.06</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.4</BC_3YEAR>
          <BC_5YEAR>2.22</BC_5YEAR>
          <BC_7YEAR>2.83</BC_7YEAR>
          <BC_10YEAR>3.27</BC_10YEAR>
          <BC_20YEAR>  4.05</BC_20YEAR>
          <BC_30YEAR>  4.09</BC_30YEAR>
          <WEEK_OF_MONTH>0941</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-08-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.4</BC_10YEAR>
          <BC_20YEAR>  4.20</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0941</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-09-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-09</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>0942</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-12-2009    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.91</BC_2YEAR>
          <BC_3YEAR>1.42</BC_3YEAR>
          <BC_5YEAR>2.28</BC_5YEAR>
          <BC_7YEAR>2.9</BC_7YEAR>
          <BC_10YEAR>3.34</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.16</BC_30YEAR>
          <WEEK_OF_MONTH>0942</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-13-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.35</BC_1YEAR>
          <BC_2YEAR>.96</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.45</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.28</BC_30YEAR>
          <WEEK_OF_MONTH>0942</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-14-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.41</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.31</BC_30YEAR>
          <WEEK_OF_MONTH>0942</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-15-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.36</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.49</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>2.99</BC_7YEAR>
          <BC_10YEAR>3.43</BC_10YEAR>
          <BC_20YEAR>  4.22</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>0942</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-16-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .06</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.36</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.41</BC_10YEAR>
          <BC_20YEAR>  4.19</BC_20YEAR>
          <BC_30YEAR>  4.21</BC_30YEAR>
          <WEEK_OF_MONTH>0943</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-19-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.44</BC_3YEAR>
          <BC_5YEAR>2.3</BC_5YEAR>
          <BC_7YEAR>2.93</BC_7YEAR>
          <BC_10YEAR>3.35</BC_10YEAR>
          <BC_20YEAR>  4.14</BC_20YEAR>
          <BC_30YEAR>  4.16</BC_30YEAR>
          <WEEK_OF_MONTH>0943</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-20-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>1</BC_2YEAR>
          <BC_3YEAR>1.51</BC_3YEAR>
          <BC_5YEAR>2.38</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.42</BC_10YEAR>
          <BC_20YEAR>  4.20</BC_20YEAR>
          <BC_30YEAR>  4.22</BC_30YEAR>
          <WEEK_OF_MONTH>0943</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-21-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.06</BC_3MONTH>
          <BC_6MONTH>.15</BC_6MONTH>
          <BC_1YEAR>.38</BC_1YEAR>
          <BC_2YEAR>.97</BC_2YEAR>
          <BC_3YEAR>1.5</BC_3YEAR>
          <BC_5YEAR>2.39</BC_5YEAR>
          <BC_7YEAR>3.03</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.22</BC_20YEAR>
          <BC_30YEAR>  4.24</BC_30YEAR>
          <WEEK_OF_MONTH>0943</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-22-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>1.04</BC_2YEAR>
          <BC_3YEAR>1.57</BC_3YEAR>
          <BC_5YEAR>2.46</BC_5YEAR>
          <BC_7YEAR>3.1</BC_7YEAR>
          <BC_10YEAR>3.51</BC_10YEAR>
          <BC_20YEAR>  4.27</BC_20YEAR>
          <BC_30YEAR>  4.29</BC_30YEAR>
          <WEEK_OF_MONTH>0943</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-23-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.18</BC_6MONTH>
          <BC_1YEAR>.41</BC_1YEAR>
          <BC_2YEAR>1.06</BC_2YEAR>
          <BC_3YEAR>1.61</BC_3YEAR>
          <BC_5YEAR>2.53</BC_5YEAR>
          <BC_7YEAR>3.17</BC_7YEAR>
          <BC_10YEAR>3.59</BC_10YEAR>
          <BC_20YEAR>  4.35</BC_20YEAR>
          <BC_30YEAR>  4.37</BC_30YEAR>
          <WEEK_OF_MONTH>0944</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-26-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .05</BC_1MONTH>
          <BC_3MONTH>.08</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.99</BC_2YEAR>
          <BC_3YEAR>1.51</BC_3YEAR>
          <BC_5YEAR>2.41</BC_5YEAR>
          <BC_7YEAR>3.05</BC_7YEAR>
          <BC_10YEAR>3.49</BC_10YEAR>
          <BC_20YEAR>  4.26</BC_20YEAR>
          <BC_30YEAR>  4.29</BC_30YEAR>
          <WEEK_OF_MONTH>0944</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-27-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .04</BC_1MONTH>
          <BC_3MONTH>.07</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.39</BC_1YEAR>
          <BC_2YEAR>.95</BC_2YEAR>
          <BC_3YEAR>1.47</BC_3YEAR>
          <BC_5YEAR>2.37</BC_5YEAR>
          <BC_7YEAR>3.01</BC_7YEAR>
          <BC_10YEAR>3.44</BC_10YEAR>
          <BC_20YEAR>  4.22</BC_20YEAR>
          <BC_30YEAR>  4.25</BC_30YEAR>
          <WEEK_OF_MONTH>0944</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-28-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .02</BC_1MONTH>
          <BC_3MONTH>.06</BC_3MONTH>
          <BC_6MONTH>.17</BC_6MONTH>
          <BC_1YEAR>.4</BC_1YEAR>
          <BC_2YEAR>.98</BC_2YEAR>
          <BC_3YEAR>1.52</BC_3YEAR>
          <BC_5YEAR>2.44</BC_5YEAR>
          <BC_7YEAR>3.12</BC_7YEAR>
          <BC_10YEAR>3.53</BC_10YEAR>
          <BC_20YEAR>  4.31</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0944</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-29-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-09</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>   .01</BC_1MONTH>
          <BC_3MONTH>.05</BC_3MONTH>
          <BC_6MONTH>.16</BC_6MONTH>
          <BC_1YEAR>.37</BC_1YEAR>
          <BC_2YEAR>.9</BC_2YEAR>
          <BC_3YEAR>1.43</BC_3YEAR>
          <BC_5YEAR>2.31</BC_5YEAR>
          <BC_7YEAR>2.98</BC_7YEAR>
          <BC_10YEAR>3.41</BC_10YEAR>
          <BC_20YEAR>  4.19</BC_20YEAR>
          <BC_30YEAR>  4.23</BC_30YEAR>
          <WEEK_OF_MONTH>0944</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-30-2009</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>