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          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.29</BC_6MONTH>
          <BC_1YEAR>5.61</BC_1YEAR>
          <BC_2YEAR>6.04</BC_2YEAR>
          <BC_3YEAR>6.19</BC_3YEAR>
          <BC_5YEAR>6.38</BC_5YEAR>
          <BC_7YEAR>6.52</BC_7YEAR>
          <BC_10YEAR>6.63</BC_10YEAR>
          <BC_20YEAR>6.97</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>6.01</BC_2YEAR>
          <BC_3YEAR>6.16</BC_3YEAR>
          <BC_5YEAR>6.35</BC_5YEAR>
          <BC_7YEAR>6.49</BC_7YEAR>
          <BC_10YEAR>6.61</BC_10YEAR>
          <BC_20YEAR>6.95</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.8</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.58</BC_1YEAR>
          <BC_2YEAR>5.94</BC_2YEAR>
          <BC_3YEAR>6.08</BC_3YEAR>
          <BC_5YEAR>6.26</BC_5YEAR>
          <BC_7YEAR>6.4</BC_7YEAR>
          <BC_10YEAR>6.53</BC_10YEAR>
          <BC_20YEAR>6.86</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>01-31-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.74</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.89</BC_2YEAR>
          <BC_3YEAR>6.03</BC_3YEAR>
          <BC_5YEAR>6.21</BC_5YEAR>
          <BC_7YEAR>6.34</BC_7YEAR>
          <BC_10YEAR>6.47</BC_10YEAR>
          <BC_20YEAR>6.81</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.88</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.19</BC_5YEAR>
          <BC_7YEAR>6.32</BC_7YEAR>
          <BC_10YEAR>6.45</BC_10YEAR>
          <BC_20YEAR>6.78</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.04</BC_3YEAR>
          <BC_5YEAR>6.21</BC_5YEAR>
          <BC_7YEAR>6.35</BC_7YEAR>
          <BC_10YEAR>6.47</BC_10YEAR>
          <BC_20YEAR>6.81</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.76</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.22</BC_5YEAR>
          <BC_7YEAR>6.36</BC_7YEAR>
          <BC_10YEAR>6.49</BC_10YEAR>
          <BC_20YEAR>6.83</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.86</BC_2YEAR>
          <BC_3YEAR>6</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.32</BC_7YEAR>
          <BC_10YEAR>6.43</BC_10YEAR>
          <BC_20YEAR>6.78</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.71</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.29</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>6</BC_3YEAR>
          <BC_5YEAR>6.16</BC_5YEAR>
          <BC_7YEAR>6.29</BC_7YEAR>
          <BC_10YEAR>6.43</BC_10YEAR>
          <BC_20YEAR>6.77</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.71</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.88</BC_2YEAR>
          <BC_3YEAR>6.01</BC_3YEAR>
          <BC_5YEAR>6.18</BC_5YEAR>
          <BC_7YEAR>6.3</BC_7YEAR>
          <BC_10YEAR>6.43</BC_10YEAR>
          <BC_20YEAR>6.77</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.9</BC_2YEAR>
          <BC_3YEAR>6.04</BC_3YEAR>
          <BC_5YEAR>6.19</BC_5YEAR>
          <BC_7YEAR>6.31</BC_7YEAR>
          <BC_10YEAR>6.39</BC_10YEAR>
          <BC_20YEAR>6.78</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.21</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.83</BC_2YEAR>
          <BC_3YEAR>5.97</BC_3YEAR>
          <BC_5YEAR>6.12</BC_5YEAR>
          <BC_7YEAR>6.23</BC_7YEAR>
          <BC_10YEAR>6.32</BC_10YEAR>
          <BC_20YEAR>6.69</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.45</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.91</BC_3YEAR>
          <BC_5YEAR>6.07</BC_5YEAR>
          <BC_7YEAR>6.18</BC_7YEAR>
          <BC_10YEAR>6.28</BC_10YEAR>
          <BC_20YEAR>6.64</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>02-17-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.55</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.92</BC_3YEAR>
          <BC_5YEAR>6.08</BC_5YEAR>
          <BC_7YEAR>6.19</BC_7YEAR>
          <BC_10YEAR>6.28</BC_10YEAR>
          <BC_20YEAR>6.65</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.57</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.82</BC_2YEAR>
          <BC_3YEAR>5.93</BC_3YEAR>
          <BC_5YEAR>6.1</BC_5YEAR>
          <BC_7YEAR>6.21</BC_7YEAR>
          <BC_10YEAR>6.3</BC_10YEAR>
          <BC_20YEAR>6.67</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.23</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.99</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.3</BC_7YEAR>
          <BC_10YEAR>6.38</BC_10YEAR>
          <BC_20YEAR>6.74</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.63</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.23</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.98</BC_3YEAR>
          <BC_5YEAR>6.16</BC_5YEAR>
          <BC_7YEAR>6.27</BC_7YEAR>
          <BC_10YEAR>6.36</BC_10YEAR>
          <BC_20YEAR>6.74</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.23</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.89</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.19</BC_5YEAR>
          <BC_7YEAR>6.3</BC_7YEAR>
          <BC_10YEAR>6.39</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.24</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.9</BC_2YEAR>
          <BC_3YEAR>6.04</BC_3YEAR>
          <BC_5YEAR>6.2</BC_5YEAR>
          <BC_7YEAR>6.31</BC_7YEAR>
          <BC_10YEAR>6.4</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.8</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.64</BC_1YEAR>
          <BC_2YEAR>6.06</BC_2YEAR>
          <BC_3YEAR>6.21</BC_3YEAR>
          <BC_5YEAR>6.37</BC_5YEAR>
          <BC_7YEAR>6.48</BC_7YEAR>
          <BC_10YEAR>6.56</BC_10YEAR>
          <BC_20YEAR>6.9</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.82</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.66</BC_1YEAR>
          <BC_2YEAR>6.09</BC_2YEAR>
          <BC_3YEAR>6.23</BC_3YEAR>
          <BC_5YEAR>6.4</BC_5YEAR>
          <BC_7YEAR>6.5</BC_7YEAR>
          <BC_10YEAR>6.58</BC_10YEAR>
          <BC_20YEAR>6.92</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.8</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.67</BC_1YEAR>
          <BC_2YEAR>6.09</BC_2YEAR>
          <BC_3YEAR>6.23</BC_3YEAR>
          <BC_5YEAR>6.39</BC_5YEAR>
          <BC_7YEAR>6.5</BC_7YEAR>
          <BC_10YEAR>6.56</BC_10YEAR>
          <BC_20YEAR>6.91</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>02-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.83</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.68</BC_1YEAR>
          <BC_2YEAR>6.11</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.41</BC_5YEAR>
          <BC_7YEAR>6.53</BC_7YEAR>
          <BC_10YEAR>6.58</BC_10YEAR>
          <BC_20YEAR>6.94</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.86</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.7</BC_1YEAR>
          <BC_2YEAR>6.11</BC_2YEAR>
          <BC_3YEAR>6.27</BC_3YEAR>
          <BC_5YEAR>6.44</BC_5YEAR>
          <BC_7YEAR>6.55</BC_7YEAR>
          <BC_10YEAR>6.6</BC_10YEAR>
          <BC_20YEAR>6.97</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.85</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.71</BC_1YEAR>
          <BC_2YEAR>6.13</BC_2YEAR>
          <BC_3YEAR>6.27</BC_3YEAR>
          <BC_5YEAR>6.43</BC_5YEAR>
          <BC_7YEAR>6.55</BC_7YEAR>
          <BC_10YEAR>6.6</BC_10YEAR>
          <BC_20YEAR>6.96</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.89</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.23</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.72</BC_1YEAR>
          <BC_2YEAR>6.15</BC_2YEAR>
          <BC_3YEAR>6.29</BC_3YEAR>
          <BC_5YEAR>6.45</BC_5YEAR>
          <BC_7YEAR>6.58</BC_7YEAR>
          <BC_10YEAR>6.62</BC_10YEAR>
          <BC_20YEAR>6.99</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.83</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.68</BC_1YEAR>
          <BC_2YEAR>6.1</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.39</BC_5YEAR>
          <BC_7YEAR>6.52</BC_7YEAR>
          <BC_10YEAR>6.57</BC_10YEAR>
          <BC_20YEAR>6.93</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.83</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.2</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.7</BC_1YEAR>
          <BC_2YEAR>6.1</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.4</BC_5YEAR>
          <BC_7YEAR>6.52</BC_7YEAR>
          <BC_10YEAR>6.56</BC_10YEAR>
          <BC_20YEAR>6.94</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.84</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.68</BC_1YEAR>
          <BC_2YEAR>6.09</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.4</BC_5YEAR>
          <BC_7YEAR>6.53</BC_7YEAR>
          <BC_10YEAR>6.57</BC_10YEAR>
          <BC_20YEAR>6.96</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.87</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.71</BC_1YEAR>
          <BC_2YEAR>6.12</BC_2YEAR>
          <BC_3YEAR>6.27</BC_3YEAR>
          <BC_5YEAR>6.43</BC_5YEAR>
          <BC_7YEAR>6.56</BC_7YEAR>
          <BC_10YEAR>6.6</BC_10YEAR>
          <BC_20YEAR>6.98</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.98</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.45</BC_6MONTH>
          <BC_1YEAR>5.76</BC_1YEAR>
          <BC_2YEAR>6.21</BC_2YEAR>
          <BC_3YEAR>6.38</BC_3YEAR>
          <BC_5YEAR>6.55</BC_5YEAR>
          <BC_7YEAR>6.68</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.09</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.95</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.74</BC_1YEAR>
          <BC_2YEAR>6.18</BC_2YEAR>
          <BC_3YEAR>6.35</BC_3YEAR>
          <BC_5YEAR>6.53</BC_5YEAR>
          <BC_7YEAR>6.66</BC_7YEAR>
          <BC_10YEAR>6.71</BC_10YEAR>
          <BC_20YEAR>7.07</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.96</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.48</BC_6MONTH>
          <BC_1YEAR>5.77</BC_1YEAR>
          <BC_2YEAR>6.22</BC_2YEAR>
          <BC_3YEAR>6.38</BC_3YEAR>
          <BC_5YEAR>6.55</BC_5YEAR>
          <BC_7YEAR>6.67</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.08</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.96</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.48</BC_6MONTH>
          <BC_1YEAR>5.77</BC_1YEAR>
          <BC_2YEAR>6.22</BC_2YEAR>
          <BC_3YEAR>6.38</BC_3YEAR>
          <BC_5YEAR>6.56</BC_5YEAR>
          <BC_7YEAR>6.68</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.08</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.99</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.5</BC_6MONTH>
          <BC_1YEAR>5.79</BC_1YEAR>
          <BC_2YEAR>6.24</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.58</BC_5YEAR>
          <BC_7YEAR>6.7</BC_7YEAR>
          <BC_10YEAR>6.74</BC_10YEAR>
          <BC_20YEAR>7.1</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.97</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.34</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.83</BC_1YEAR>
          <BC_2YEAR>6.27</BC_2YEAR>
          <BC_3YEAR>6.45</BC_3YEAR>
          <BC_5YEAR>6.61</BC_5YEAR>
          <BC_7YEAR>6.7</BC_7YEAR>
          <BC_10YEAR>6.75</BC_10YEAR>
          <BC_20YEAR>7.09</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.96</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.41</BC_3MONTH>
          <BC_6MONTH>5.59</BC_6MONTH>
          <BC_1YEAR>5.88</BC_1YEAR>
          <BC_2YEAR>6.29</BC_2YEAR>
          <BC_3YEAR>6.46</BC_3YEAR>
          <BC_5YEAR>6.61</BC_5YEAR>
          <BC_7YEAR>6.7</BC_7YEAR>
          <BC_10YEAR>6.74</BC_10YEAR>
          <BC_20YEAR>7.08</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.94</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.4</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.87</BC_1YEAR>
          <BC_2YEAR>6.29</BC_2YEAR>
          <BC_3YEAR>6.45</BC_3YEAR>
          <BC_5YEAR>6.58</BC_5YEAR>
          <BC_7YEAR>6.69</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.06</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.95</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.44</BC_3MONTH>
          <BC_6MONTH>5.6</BC_6MONTH>
          <BC_1YEAR>5.91</BC_1YEAR>
          <BC_2YEAR>6.33</BC_2YEAR>
          <BC_3YEAR>6.48</BC_3YEAR>
          <BC_5YEAR>6.63</BC_5YEAR>
          <BC_7YEAR>6.72</BC_7YEAR>
          <BC_10YEAR>6.75</BC_10YEAR>
          <BC_20YEAR>7.07</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.35</BC_3MONTH>
          <BC_6MONTH>5.59</BC_6MONTH>
          <BC_1YEAR>5.97</BC_1YEAR>
          <BC_2YEAR>6.38</BC_2YEAR>
          <BC_3YEAR>6.52</BC_3YEAR>
          <BC_5YEAR>6.66</BC_5YEAR>
          <BC_7YEAR>6.76</BC_7YEAR>
          <BC_10YEAR>6.8</BC_10YEAR>
          <BC_20YEAR>7.11</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.37</BC_3MONTH>
          <BC_6MONTH>5.6</BC_6MONTH>
          <BC_1YEAR>6.02</BC_1YEAR>
          <BC_2YEAR>6.45</BC_2YEAR>
          <BC_3YEAR>6.61</BC_3YEAR>
          <BC_5YEAR>6.76</BC_5YEAR>
          <BC_7YEAR>6.88</BC_7YEAR>
          <BC_10YEAR>6.9</BC_10YEAR>
          <BC_20YEAR>7.2</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>MARKET HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>03-28-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.1</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.35</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>6.02</BC_1YEAR>
          <BC_2YEAR>6.45</BC_2YEAR>
          <BC_3YEAR>6.6</BC_3YEAR>
          <BC_5YEAR>6.77</BC_5YEAR>
          <BC_7YEAR>6.89</BC_7YEAR>
          <BC_10YEAR>6.92</BC_10YEAR>
          <BC_20YEAR>7.22</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>03-31-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.32</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>6</BC_1YEAR>
          <BC_2YEAR>6.42</BC_2YEAR>
          <BC_3YEAR>6.58</BC_3YEAR>
          <BC_5YEAR>6.74</BC_5YEAR>
          <BC_7YEAR>6.87</BC_7YEAR>
          <BC_10YEAR>6.9</BC_10YEAR>
          <BC_20YEAR>7.21</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.08</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.98</BC_1YEAR>
          <BC_2YEAR>6.42</BC_2YEAR>
          <BC_3YEAR>6.58</BC_3YEAR>
          <BC_5YEAR>6.73</BC_5YEAR>
          <BC_7YEAR>6.85</BC_7YEAR>
          <BC_10YEAR>6.88</BC_10YEAR>
          <BC_20YEAR>7.2</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.08</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.52</BC_6MONTH>
          <BC_1YEAR>5.95</BC_1YEAR>
          <BC_2YEAR>6.4</BC_2YEAR>
          <BC_3YEAR>6.55</BC_3YEAR>
          <BC_5YEAR>6.72</BC_5YEAR>
          <BC_7YEAR>6.84</BC_7YEAR>
          <BC_10YEAR>6.86</BC_10YEAR>
          <BC_20YEAR>7.19</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.14</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.56</BC_6MONTH>
          <BC_1YEAR>5.98</BC_1YEAR>
          <BC_2YEAR>6.44</BC_2YEAR>
          <BC_3YEAR>6.61</BC_3YEAR>
          <BC_5YEAR>6.78</BC_5YEAR>
          <BC_7YEAR>6.9</BC_7YEAR>
          <BC_10YEAR>6.92</BC_10YEAR>
          <BC_20YEAR>7.25</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.08</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.97</BC_1YEAR>
          <BC_2YEAR>6.41</BC_2YEAR>
          <BC_3YEAR>6.57</BC_3YEAR>
          <BC_5YEAR>6.73</BC_5YEAR>
          <BC_7YEAR>6.84</BC_7YEAR>
          <BC_10YEAR>6.87</BC_10YEAR>
          <BC_20YEAR>7.2</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.11</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.56</BC_6MONTH>
          <BC_1YEAR>5.98</BC_1YEAR>
          <BC_2YEAR>6.44</BC_2YEAR>
          <BC_3YEAR>6.61</BC_3YEAR>
          <BC_5YEAR>6.76</BC_5YEAR>
          <BC_7YEAR>6.87</BC_7YEAR>
          <BC_10YEAR>6.91</BC_10YEAR>
          <BC_20YEAR>7.23</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.11</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.59</BC_6MONTH>
          <BC_1YEAR>5.98</BC_1YEAR>
          <BC_2YEAR>6.44</BC_2YEAR>
          <BC_3YEAR>6.6</BC_3YEAR>
          <BC_5YEAR>6.77</BC_5YEAR>
          <BC_7YEAR>6.88</BC_7YEAR>
          <BC_10YEAR>6.91</BC_10YEAR>
          <BC_20YEAR>7.22</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.11</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.62</BC_6MONTH>
          <BC_1YEAR>5.99</BC_1YEAR>
          <BC_2YEAR>6.46</BC_2YEAR>
          <BC_3YEAR>6.61</BC_3YEAR>
          <BC_5YEAR>6.78</BC_5YEAR>
          <BC_7YEAR>6.88</BC_7YEAR>
          <BC_10YEAR>6.91</BC_10YEAR>
          <BC_20YEAR>7.22</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.17</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.66</BC_6MONTH>
          <BC_1YEAR>6.04</BC_1YEAR>
          <BC_2YEAR>6.53</BC_2YEAR>
          <BC_3YEAR>6.69</BC_3YEAR>
          <BC_5YEAR>6.85</BC_5YEAR>
          <BC_7YEAR>6.95</BC_7YEAR>
          <BC_10YEAR>6.98</BC_10YEAR>
          <BC_20YEAR>7.29</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.17</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.61</BC_6MONTH>
          <BC_1YEAR>6.04</BC_1YEAR>
          <BC_2YEAR>6.54</BC_2YEAR>
          <BC_3YEAR>6.7</BC_3YEAR>
          <BC_5YEAR>6.86</BC_5YEAR>
          <BC_7YEAR>6.95</BC_7YEAR>
          <BC_10YEAR>6.98</BC_10YEAR>
          <BC_20YEAR>7.29</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.1</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.62</BC_6MONTH>
          <BC_1YEAR>5.99</BC_1YEAR>
          <BC_2YEAR>6.45</BC_2YEAR>
          <BC_3YEAR>6.62</BC_3YEAR>
          <BC_5YEAR>6.76</BC_5YEAR>
          <BC_7YEAR>6.87</BC_7YEAR>
          <BC_10YEAR>6.88</BC_10YEAR>
          <BC_20YEAR>7.21</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.11</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.63</BC_6MONTH>
          <BC_1YEAR>5.99</BC_1YEAR>
          <BC_2YEAR>6.49</BC_2YEAR>
          <BC_3YEAR>6.64</BC_3YEAR>
          <BC_5YEAR>6.79</BC_5YEAR>
          <BC_7YEAR>6.88</BC_7YEAR>
          <BC_10YEAR>6.9</BC_10YEAR>
          <BC_20YEAR>7.22</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.07</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.64</BC_6MONTH>
          <BC_1YEAR>5.96</BC_1YEAR>
          <BC_2YEAR>6.44</BC_2YEAR>
          <BC_3YEAR>6.6</BC_3YEAR>
          <BC_5YEAR>6.75</BC_5YEAR>
          <BC_7YEAR>6.84</BC_7YEAR>
          <BC_10YEAR>6.86</BC_10YEAR>
          <BC_20YEAR>7.18</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.06</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.63</BC_6MONTH>
          <BC_1YEAR>5.94</BC_1YEAR>
          <BC_2YEAR>6.42</BC_2YEAR>
          <BC_3YEAR>6.57</BC_3YEAR>
          <BC_5YEAR>6.73</BC_5YEAR>
          <BC_7YEAR>6.81</BC_7YEAR>
          <BC_10YEAR>6.84</BC_10YEAR>
          <BC_20YEAR>7.17</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.36</BC_3MONTH>
          <BC_6MONTH>5.61</BC_6MONTH>
          <BC_1YEAR>5.97</BC_1YEAR>
          <BC_2YEAR>6.46</BC_2YEAR>
          <BC_3YEAR>6.61</BC_3YEAR>
          <BC_5YEAR>6.76</BC_5YEAR>
          <BC_7YEAR>6.85</BC_7YEAR>
          <BC_10YEAR>6.87</BC_10YEAR>
          <BC_20YEAR>7.2</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.05</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.36</BC_3MONTH>
          <BC_6MONTH>5.59</BC_6MONTH>
          <BC_1YEAR>5.97</BC_1YEAR>
          <BC_2YEAR>6.43</BC_2YEAR>
          <BC_3YEAR>6.59</BC_3YEAR>
          <BC_5YEAR>6.73</BC_5YEAR>
          <BC_7YEAR>6.81</BC_7YEAR>
          <BC_10YEAR>6.84</BC_10YEAR>
          <BC_20YEAR>7.16</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.37</BC_3MONTH>
          <BC_6MONTH>5.62</BC_6MONTH>
          <BC_1YEAR>6</BC_1YEAR>
          <BC_2YEAR>6.47</BC_2YEAR>
          <BC_3YEAR>6.63</BC_3YEAR>
          <BC_5YEAR>6.78</BC_5YEAR>
          <BC_7YEAR>6.86</BC_7YEAR>
          <BC_10YEAR>6.89</BC_10YEAR>
          <BC_20YEAR>7.2</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.13</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.32</BC_3MONTH>
          <BC_6MONTH>5.63</BC_6MONTH>
          <BC_1YEAR>6.05</BC_1YEAR>
          <BC_2YEAR>6.52</BC_2YEAR>
          <BC_3YEAR>6.68</BC_3YEAR>
          <BC_5YEAR>6.83</BC_5YEAR>
          <BC_7YEAR>6.92</BC_7YEAR>
          <BC_10YEAR>6.93</BC_10YEAR>
          <BC_20YEAR>7.23</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.14</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.65</BC_6MONTH>
          <BC_1YEAR>6.08</BC_1YEAR>
          <BC_2YEAR>6.54</BC_2YEAR>
          <BC_3YEAR>6.7</BC_3YEAR>
          <BC_5YEAR>6.83</BC_5YEAR>
          <BC_7YEAR>6.92</BC_7YEAR>
          <BC_10YEAR>6.94</BC_10YEAR>
          <BC_20YEAR>7.25</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.12</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.35</BC_3MONTH>
          <BC_6MONTH>5.68</BC_6MONTH>
          <BC_1YEAR>6.06</BC_1YEAR>
          <BC_2YEAR>6.51</BC_2YEAR>
          <BC_3YEAR>6.66</BC_3YEAR>
          <BC_5YEAR>6.81</BC_5YEAR>
          <BC_7YEAR>6.9</BC_7YEAR>
          <BC_10YEAR>6.92</BC_10YEAR>
          <BC_20YEAR>7.23</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.99</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.34</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.92</BC_1YEAR>
          <BC_2YEAR>6.34</BC_2YEAR>
          <BC_3YEAR>6.49</BC_3YEAR>
          <BC_5YEAR>6.64</BC_5YEAR>
          <BC_7YEAR>6.75</BC_7YEAR>
          <BC_10YEAR>6.77</BC_10YEAR>
          <BC_20YEAR>7.09</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.95</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.9</BC_1YEAR>
          <BC_2YEAR>6.29</BC_2YEAR>
          <BC_3YEAR>6.42</BC_3YEAR>
          <BC_5YEAR>6.57</BC_5YEAR>
          <BC_7YEAR>6.68</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.05</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>04-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.93</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.89</BC_1YEAR>
          <BC_2YEAR>6.27</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.55</BC_5YEAR>
          <BC_7YEAR>6.65</BC_7YEAR>
          <BC_10YEAR>6.69</BC_10YEAR>
          <BC_20YEAR>7.02</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.56</BC_6MONTH>
          <BC_1YEAR>5.88</BC_1YEAR>
          <BC_2YEAR>6.26</BC_2YEAR>
          <BC_3YEAR>6.4</BC_3YEAR>
          <BC_5YEAR>6.54</BC_5YEAR>
          <BC_7YEAR>6.63</BC_7YEAR>
          <BC_10YEAR>6.68</BC_10YEAR>
          <BC_20YEAR>6.99</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.57</BC_6MONTH>
          <BC_1YEAR>5.88</BC_1YEAR>
          <BC_2YEAR>6.28</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.54</BC_5YEAR>
          <BC_7YEAR>6.63</BC_7YEAR>
          <BC_10YEAR>6.67</BC_10YEAR>
          <BC_20YEAR>6.99</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.89</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.59</BC_6MONTH>
          <BC_1YEAR>5.9</BC_1YEAR>
          <BC_2YEAR>6.29</BC_2YEAR>
          <BC_3YEAR>6.39</BC_3YEAR>
          <BC_5YEAR>6.56</BC_5YEAR>
          <BC_7YEAR>6.63</BC_7YEAR>
          <BC_10YEAR>6.67</BC_10YEAR>
          <BC_20YEAR>6.98</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.96</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.57</BC_6MONTH>
          <BC_1YEAR>5.95</BC_1YEAR>
          <BC_2YEAR>6.36</BC_2YEAR>
          <BC_3YEAR>6.51</BC_3YEAR>
          <BC_5YEAR>6.63</BC_5YEAR>
          <BC_7YEAR>6.72</BC_7YEAR>
          <BC_10YEAR>6.76</BC_10YEAR>
          <BC_20YEAR>7.05</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.93</BC_1YEAR>
          <BC_2YEAR>6.33</BC_2YEAR>
          <BC_3YEAR>6.47</BC_3YEAR>
          <BC_5YEAR>6.59</BC_5YEAR>
          <BC_7YEAR>6.68</BC_7YEAR>
          <BC_10YEAR>6.72</BC_10YEAR>
          <BC_20YEAR>7.01</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.89</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.48</BC_6MONTH>
          <BC_1YEAR>5.86</BC_1YEAR>
          <BC_2YEAR>6.24</BC_2YEAR>
          <BC_3YEAR>6.4</BC_3YEAR>
          <BC_5YEAR>6.51</BC_5YEAR>
          <BC_7YEAR>6.62</BC_7YEAR>
          <BC_10YEAR>6.67</BC_10YEAR>
          <BC_20YEAR>6.97</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.85</BC_1YEAR>
          <BC_2YEAR>6.23</BC_2YEAR>
          <BC_3YEAR>6.37</BC_3YEAR>
          <BC_5YEAR>6.5</BC_5YEAR>
          <BC_7YEAR>6.6</BC_7YEAR>
          <BC_10YEAR>6.65</BC_10YEAR>
          <BC_20YEAR>6.96</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.88</BC_1YEAR>
          <BC_2YEAR>6.3</BC_2YEAR>
          <BC_3YEAR>6.44</BC_3YEAR>
          <BC_5YEAR>6.6</BC_5YEAR>
          <BC_7YEAR>6.67</BC_7YEAR>
          <BC_10YEAR>6.71</BC_10YEAR>
          <BC_20YEAR>7.01</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.52</BC_6MONTH>
          <BC_1YEAR>5.86</BC_1YEAR>
          <BC_2YEAR>6.26</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.54</BC_5YEAR>
          <BC_7YEAR>6.64</BC_7YEAR>
          <BC_10YEAR>6.68</BC_10YEAR>
          <BC_20YEAR>6.98</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.54</BC_6MONTH>
          <BC_1YEAR>5.84</BC_1YEAR>
          <BC_2YEAR>6.25</BC_2YEAR>
          <BC_3YEAR>6.39</BC_3YEAR>
          <BC_5YEAR>6.52</BC_5YEAR>
          <BC_7YEAR>6.61</BC_7YEAR>
          <BC_10YEAR>6.67</BC_10YEAR>
          <BC_20YEAR>6.96</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.91</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.2</BC_3MONTH>
          <BC_6MONTH>5.57</BC_6MONTH>
          <BC_1YEAR>5.87</BC_1YEAR>
          <BC_2YEAR>6.28</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.55</BC_5YEAR>
          <BC_7YEAR>6.64</BC_7YEAR>
          <BC_10YEAR>6.7</BC_10YEAR>
          <BC_20YEAR>7</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.38</BC_3MONTH>
          <BC_6MONTH>5.62</BC_6MONTH>
          <BC_1YEAR>5.89</BC_1YEAR>
          <BC_2YEAR>6.28</BC_2YEAR>
          <BC_3YEAR>6.42</BC_3YEAR>
          <BC_5YEAR>6.57</BC_5YEAR>
          <BC_7YEAR>6.66</BC_7YEAR>
          <BC_10YEAR>6.71</BC_10YEAR>
          <BC_20YEAR>7</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.39</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.83</BC_1YEAR>
          <BC_2YEAR>6.25</BC_2YEAR>
          <BC_3YEAR>6.4</BC_3YEAR>
          <BC_5YEAR>6.54</BC_5YEAR>
          <BC_7YEAR>6.64</BC_7YEAR>
          <BC_10YEAR>6.7</BC_10YEAR>
          <BC_20YEAR>7.01</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.97</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.5</BC_6MONTH>
          <BC_1YEAR>5.81</BC_1YEAR>
          <BC_2YEAR>6.25</BC_2YEAR>
          <BC_3YEAR>6.4</BC_3YEAR>
          <BC_5YEAR>6.57</BC_5YEAR>
          <BC_7YEAR>6.67</BC_7YEAR>
          <BC_10YEAR>6.74</BC_10YEAR>
          <BC_20YEAR>7.06</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.47</BC_6MONTH>
          <BC_1YEAR>5.87</BC_1YEAR>
          <BC_2YEAR>6.27</BC_2YEAR>
          <BC_3YEAR>6.44</BC_3YEAR>
          <BC_5YEAR>6.61</BC_5YEAR>
          <BC_7YEAR>6.69</BC_7YEAR>
          <BC_10YEAR>6.76</BC_10YEAR>
          <BC_20YEAR>7.08</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.99</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.85</BC_1YEAR>
          <BC_2YEAR>6.25</BC_2YEAR>
          <BC_3YEAR>6.41</BC_3YEAR>
          <BC_5YEAR>6.59</BC_5YEAR>
          <BC_7YEAR>6.68</BC_7YEAR>
          <BC_10YEAR>6.74</BC_10YEAR>
          <BC_20YEAR>7.07</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>05-26-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.03</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.5</BC_6MONTH>
          <BC_1YEAR>5.89</BC_1YEAR>
          <BC_2YEAR>6.3</BC_2YEAR>
          <BC_3YEAR>6.47</BC_3YEAR>
          <BC_5YEAR>6.64</BC_5YEAR>
          <BC_7YEAR>6.73</BC_7YEAR>
          <BC_10YEAR>6.79</BC_10YEAR>
          <BC_20YEAR>7.12</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>7.03</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.48</BC_6MONTH>
          <BC_1YEAR>5.91</BC_1YEAR>
          <BC_2YEAR>6.34</BC_2YEAR>
          <BC_3YEAR>6.48</BC_3YEAR>
          <BC_5YEAR>6.65</BC_5YEAR>
          <BC_7YEAR>6.74</BC_7YEAR>
          <BC_10YEAR>6.8</BC_10YEAR>
          <BC_20YEAR>7.11</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.99</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.84</BC_1YEAR>
          <BC_2YEAR>6.3</BC_2YEAR>
          <BC_3YEAR>6.45</BC_3YEAR>
          <BC_5YEAR>6.61</BC_5YEAR>
          <BC_7YEAR>6.69</BC_7YEAR>
          <BC_10YEAR>6.75</BC_10YEAR>
          <BC_20YEAR>7.06</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.78</BC_1YEAR>
          <BC_2YEAR>6.22</BC_2YEAR>
          <BC_3YEAR>6.37</BC_3YEAR>
          <BC_5YEAR>6.51</BC_5YEAR>
          <BC_7YEAR>6.61</BC_7YEAR>
          <BC_10YEAR>6.67</BC_10YEAR>
          <BC_20YEAR>6.99</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>05-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.78</BC_1YEAR>
          <BC_2YEAR>6.23</BC_2YEAR>
          <BC_3YEAR>6.36</BC_3YEAR>
          <BC_5YEAR>6.52</BC_5YEAR>
          <BC_7YEAR>6.59</BC_7YEAR>
          <BC_10YEAR>6.66</BC_10YEAR>
          <BC_20YEAR>6.98</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.77</BC_1YEAR>
          <BC_2YEAR>6.2</BC_2YEAR>
          <BC_3YEAR>6.33</BC_3YEAR>
          <BC_5YEAR>6.49</BC_5YEAR>
          <BC_7YEAR>6.56</BC_7YEAR>
          <BC_10YEAR>6.63</BC_10YEAR>
          <BC_20YEAR>6.94</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.77</BC_1YEAR>
          <BC_2YEAR>6.2</BC_2YEAR>
          <BC_3YEAR>6.33</BC_3YEAR>
          <BC_5YEAR>6.49</BC_5YEAR>
          <BC_7YEAR>6.56</BC_7YEAR>
          <BC_10YEAR>6.62</BC_10YEAR>
          <BC_20YEAR>6.95</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.88</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.76</BC_1YEAR>
          <BC_2YEAR>6.2</BC_2YEAR>
          <BC_3YEAR>6.33</BC_3YEAR>
          <BC_5YEAR>6.49</BC_5YEAR>
          <BC_7YEAR>6.57</BC_7YEAR>
          <BC_10YEAR>6.62</BC_10YEAR>
          <BC_20YEAR>6.95</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.71</BC_1YEAR>
          <BC_2YEAR>6.12</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.39</BC_5YEAR>
          <BC_7YEAR>6.46</BC_7YEAR>
          <BC_10YEAR>6.51</BC_10YEAR>
          <BC_20YEAR>6.85</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.83</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.75</BC_1YEAR>
          <BC_2YEAR>6.15</BC_2YEAR>
          <BC_3YEAR>6.31</BC_3YEAR>
          <BC_5YEAR>6.44</BC_5YEAR>
          <BC_7YEAR>6.51</BC_7YEAR>
          <BC_10YEAR>6.55</BC_10YEAR>
          <BC_20YEAR>6.9</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.84</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.75</BC_1YEAR>
          <BC_2YEAR>6.17</BC_2YEAR>
          <BC_3YEAR>6.32</BC_3YEAR>
          <BC_5YEAR>6.46</BC_5YEAR>
          <BC_7YEAR>6.54</BC_7YEAR>
          <BC_10YEAR>6.57</BC_10YEAR>
          <BC_20YEAR>6.91</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.83</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.75</BC_1YEAR>
          <BC_2YEAR>6.19</BC_2YEAR>
          <BC_3YEAR>6.32</BC_3YEAR>
          <BC_5YEAR>6.45</BC_5YEAR>
          <BC_7YEAR>6.52</BC_7YEAR>
          <BC_10YEAR>6.56</BC_10YEAR>
          <BC_20YEAR>6.9</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.77</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.68</BC_1YEAR>
          <BC_2YEAR>6.07</BC_2YEAR>
          <BC_3YEAR>6.21</BC_3YEAR>
          <BC_5YEAR>6.35</BC_5YEAR>
          <BC_7YEAR>6.44</BC_7YEAR>
          <BC_10YEAR>6.48</BC_10YEAR>
          <BC_20YEAR>6.84</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.73</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.65</BC_1YEAR>
          <BC_2YEAR>6.03</BC_2YEAR>
          <BC_3YEAR>6.18</BC_3YEAR>
          <BC_5YEAR>6.3</BC_5YEAR>
          <BC_7YEAR>6.39</BC_7YEAR>
          <BC_10YEAR>6.43</BC_10YEAR>
          <BC_20YEAR>6.79</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.65</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.15</BC_3YEAR>
          <BC_5YEAR>6.28</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.4</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.66</BC_1YEAR>
          <BC_2YEAR>6.05</BC_2YEAR>
          <BC_3YEAR>6.18</BC_3YEAR>
          <BC_5YEAR>6.31</BC_5YEAR>
          <BC_7YEAR>6.39</BC_7YEAR>
          <BC_10YEAR>6.43</BC_10YEAR>
          <BC_20YEAR>6.78</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.66</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.17</BC_3YEAR>
          <BC_5YEAR>6.29</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.4</BC_10YEAR>
          <BC_20YEAR>6.77</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.65</BC_1YEAR>
          <BC_2YEAR>6.04</BC_2YEAR>
          <BC_3YEAR>6.17</BC_3YEAR>
          <BC_5YEAR>6.29</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.4</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.14</BC_3YEAR>
          <BC_5YEAR>6.27</BC_5YEAR>
          <BC_7YEAR>6.37</BC_7YEAR>
          <BC_10YEAR>6.37</BC_10YEAR>
          <BC_20YEAR>6.72</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.69</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.66</BC_1YEAR>
          <BC_2YEAR>6.04</BC_2YEAR>
          <BC_3YEAR>6.17</BC_3YEAR>
          <BC_5YEAR>6.3</BC_5YEAR>
          <BC_7YEAR>6.37</BC_7YEAR>
          <BC_10YEAR>6.4</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.7</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.66</BC_1YEAR>
          <BC_2YEAR>6.03</BC_2YEAR>
          <BC_3YEAR>6.18</BC_3YEAR>
          <BC_5YEAR>6.31</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.42</BC_10YEAR>
          <BC_20YEAR>6.76</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.74</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.67</BC_1YEAR>
          <BC_2YEAR>6.05</BC_2YEAR>
          <BC_3YEAR>6.19</BC_3YEAR>
          <BC_5YEAR>6.34</BC_5YEAR>
          <BC_7YEAR>6.44</BC_7YEAR>
          <BC_10YEAR>6.45</BC_10YEAR>
          <BC_20YEAR>6.8</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.78</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>6.05</BC_2YEAR>
          <BC_3YEAR>6.24</BC_3YEAR>
          <BC_5YEAR>6.36</BC_5YEAR>
          <BC_7YEAR>6.47</BC_7YEAR>
          <BC_10YEAR>6.5</BC_10YEAR>
          <BC_20YEAR>6.86</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.75</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.62</BC_1YEAR>
          <BC_2YEAR>6.03</BC_2YEAR>
          <BC_3YEAR>6.2</BC_3YEAR>
          <BC_5YEAR>6.35</BC_5YEAR>
          <BC_7YEAR>6.43</BC_7YEAR>
          <BC_10YEAR>6.46</BC_10YEAR>
          <BC_20YEAR>6.82</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUN-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.8</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.67</BC_1YEAR>
          <BC_2YEAR>6.08</BC_2YEAR>
          <BC_3YEAR>6.25</BC_3YEAR>
          <BC_5YEAR>6.4</BC_5YEAR>
          <BC_7YEAR>6.49</BC_7YEAR>
          <BC_10YEAR>6.51</BC_10YEAR>
          <BC_20YEAR>6.86</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>06-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.74</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.64</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.19</BC_3YEAR>
          <BC_5YEAR>6.33</BC_5YEAR>
          <BC_7YEAR>6.42</BC_7YEAR>
          <BC_10YEAR>6.45</BC_10YEAR>
          <BC_20YEAR>6.8</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.72</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.2</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.64</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.17</BC_3YEAR>
          <BC_5YEAR>6.3</BC_5YEAR>
          <BC_7YEAR>6.4</BC_7YEAR>
          <BC_10YEAR>6.42</BC_10YEAR>
          <BC_20YEAR>6.78</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.63</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.93</BC_2YEAR>
          <BC_3YEAR>6.07</BC_3YEAR>
          <BC_5YEAR>6.2</BC_5YEAR>
          <BC_7YEAR>6.29</BC_7YEAR>
          <BC_10YEAR>6.31</BC_10YEAR>
          <BC_20YEAR>6.67</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>07-04-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.92</BC_2YEAR>
          <BC_3YEAR>6.04</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.26</BC_7YEAR>
          <BC_10YEAR>6.27</BC_10YEAR>
          <BC_20YEAR>6.63</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.92</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.26</BC_7YEAR>
          <BC_10YEAR>6.27</BC_10YEAR>
          <BC_20YEAR>6.63</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.56</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.9</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.15</BC_5YEAR>
          <BC_7YEAR>6.23</BC_7YEAR>
          <BC_10YEAR>6.25</BC_10YEAR>
          <BC_20YEAR>6.6</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.56</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.15</BC_5YEAR>
          <BC_7YEAR>6.24</BC_7YEAR>
          <BC_10YEAR>6.26</BC_10YEAR>
          <BC_20YEAR>6.61</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.89</BC_2YEAR>
          <BC_3YEAR>6.01</BC_3YEAR>
          <BC_5YEAR>6.13</BC_5YEAR>
          <BC_7YEAR>6.22</BC_7YEAR>
          <BC_10YEAR>6.23</BC_10YEAR>
          <BC_20YEAR>6.58</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.55</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.94</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.16</BC_5YEAR>
          <BC_7YEAR>6.24</BC_7YEAR>
          <BC_10YEAR>6.26</BC_10YEAR>
          <BC_20YEAR>6.61</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.55</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.92</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.16</BC_5YEAR>
          <BC_7YEAR>6.25</BC_7YEAR>
          <BC_10YEAR>6.26</BC_10YEAR>
          <BC_20YEAR>6.6</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.51</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>5.99</BC_3YEAR>
          <BC_5YEAR>6.11</BC_5YEAR>
          <BC_7YEAR>6.18</BC_7YEAR>
          <BC_10YEAR>6.2</BC_10YEAR>
          <BC_20YEAR>6.54</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.49</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>5.99</BC_3YEAR>
          <BC_5YEAR>6.11</BC_5YEAR>
          <BC_7YEAR>6.18</BC_7YEAR>
          <BC_10YEAR>6.19</BC_10YEAR>
          <BC_20YEAR>6.54</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.52</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.59</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.16</BC_5YEAR>
          <BC_7YEAR>6.23</BC_7YEAR>
          <BC_10YEAR>6.24</BC_10YEAR>
          <BC_20YEAR>6.58</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.55</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.61</BC_1YEAR>
          <BC_2YEAR>5.94</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.18</BC_5YEAR>
          <BC_7YEAR>6.25</BC_7YEAR>
          <BC_10YEAR>6.27</BC_10YEAR>
          <BC_20YEAR>6.61</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.43</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.9</BC_2YEAR>
          <BC_3YEAR>5.94</BC_3YEAR>
          <BC_5YEAR>6.07</BC_5YEAR>
          <BC_7YEAR>6.13</BC_7YEAR>
          <BC_10YEAR>6.15</BC_10YEAR>
          <BC_20YEAR>6.5</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.42</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.2</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.95</BC_3YEAR>
          <BC_5YEAR>6.06</BC_5YEAR>
          <BC_7YEAR>6.13</BC_7YEAR>
          <BC_10YEAR>6.14</BC_10YEAR>
          <BC_20YEAR>6.48</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.43</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.23</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>5.95</BC_3YEAR>
          <BC_5YEAR>6.06</BC_5YEAR>
          <BC_7YEAR>6.13</BC_7YEAR>
          <BC_10YEAR>6.16</BC_10YEAR>
          <BC_20YEAR>6.49</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.45</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>5.97</BC_3YEAR>
          <BC_5YEAR>6.08</BC_5YEAR>
          <BC_7YEAR>6.16</BC_7YEAR>
          <BC_10YEAR>6.18</BC_10YEAR>
          <BC_20YEAR>6.51</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.43</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.37</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.86</BC_2YEAR>
          <BC_3YEAR>5.96</BC_3YEAR>
          <BC_5YEAR>6.06</BC_5YEAR>
          <BC_7YEAR>6.14</BC_7YEAR>
          <BC_10YEAR>6.16</BC_10YEAR>
          <BC_20YEAR>6.49</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.88</BC_3YEAR>
          <BC_5YEAR>6</BC_5YEAR>
          <BC_7YEAR>6.08</BC_7YEAR>
          <BC_10YEAR>6.11</BC_10YEAR>
          <BC_20YEAR>6.43</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.33</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.76</BC_2YEAR>
          <BC_3YEAR>5.85</BC_3YEAR>
          <BC_5YEAR>5.95</BC_5YEAR>
          <BC_7YEAR>6.03</BC_7YEAR>
          <BC_10YEAR>6.05</BC_10YEAR>
          <BC_20YEAR>6.39</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.45</BC_1YEAR>
          <BC_2YEAR>5.74</BC_2YEAR>
          <BC_3YEAR>5.81</BC_3YEAR>
          <BC_5YEAR>5.9</BC_5YEAR>
          <BC_7YEAR>5.99</BC_7YEAR>
          <BC_10YEAR>6.02</BC_10YEAR>
          <BC_20YEAR>6.35</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>07-31-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.46</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.89</BC_2YEAR>
          <BC_3YEAR>5.99</BC_3YEAR>
          <BC_5YEAR>6.08</BC_5YEAR>
          <BC_7YEAR>6.17</BC_7YEAR>
          <BC_10YEAR>6.2</BC_10YEAR>
          <BC_20YEAR>6.52</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.12</BC_5YEAR>
          <BC_7YEAR>6.2</BC_7YEAR>
          <BC_10YEAR>6.23</BC_10YEAR>
          <BC_20YEAR>6.54</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.49</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.93</BC_2YEAR>
          <BC_3YEAR>6.04</BC_3YEAR>
          <BC_5YEAR>6.13</BC_5YEAR>
          <BC_7YEAR>6.22</BC_7YEAR>
          <BC_10YEAR>6.23</BC_10YEAR>
          <BC_20YEAR>6.55</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.48</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>6.03</BC_3YEAR>
          <BC_5YEAR>6.11</BC_5YEAR>
          <BC_7YEAR>6.2</BC_7YEAR>
          <BC_10YEAR>6.21</BC_10YEAR>
          <BC_20YEAR>6.53</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.51</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.45</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.93</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.14</BC_5YEAR>
          <BC_7YEAR>6.24</BC_7YEAR>
          <BC_10YEAR>6.24</BC_10YEAR>
          <BC_20YEAR>6.58</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.45</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>6.02</BC_2YEAR>
          <BC_3YEAR>6.15</BC_3YEAR>
          <BC_5YEAR>6.23</BC_5YEAR>
          <BC_7YEAR>6.37</BC_7YEAR>
          <BC_10YEAR>6.38</BC_10YEAR>
          <BC_20YEAR>6.74</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.45</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>5.99</BC_2YEAR>
          <BC_3YEAR>6.13</BC_3YEAR>
          <BC_5YEAR>6.2</BC_5YEAR>
          <BC_7YEAR>6.35</BC_7YEAR>
          <BC_10YEAR>6.36</BC_10YEAR>
          <BC_20YEAR>6.72</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>6</BC_2YEAR>
          <BC_3YEAR>6.14</BC_3YEAR>
          <BC_5YEAR>6.22</BC_5YEAR>
          <BC_7YEAR>6.39</BC_7YEAR>
          <BC_10YEAR>6.39</BC_10YEAR>
          <BC_20YEAR>6.75</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.64</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.32</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>5.95</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.19</BC_5YEAR>
          <BC_7YEAR>6.36</BC_7YEAR>
          <BC_10YEAR>6.36</BC_10YEAR>
          <BC_20YEAR>6.72</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.56</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.34</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.92</BC_2YEAR>
          <BC_3YEAR>6.03</BC_3YEAR>
          <BC_5YEAR>6.13</BC_5YEAR>
          <BC_7YEAR>6.27</BC_7YEAR>
          <BC_10YEAR>6.27</BC_10YEAR>
          <BC_20YEAR>6.65</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.57</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.87</BC_2YEAR>
          <BC_3YEAR>6</BC_3YEAR>
          <BC_5YEAR>6.1</BC_5YEAR>
          <BC_7YEAR>6.27</BC_7YEAR>
          <BC_10YEAR>6.27</BC_10YEAR>
          <BC_20YEAR>6.65</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.53</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.23</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.82</BC_2YEAR>
          <BC_3YEAR>5.94</BC_3YEAR>
          <BC_5YEAR>6.06</BC_5YEAR>
          <BC_7YEAR>6.21</BC_7YEAR>
          <BC_10YEAR>6.21</BC_10YEAR>
          <BC_20YEAR>6.6</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.51</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.51</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.97</BC_3YEAR>
          <BC_5YEAR>6.07</BC_5YEAR>
          <BC_7YEAR>6.21</BC_7YEAR>
          <BC_10YEAR>6.21</BC_10YEAR>
          <BC_20YEAR>6.59</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.54</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.88</BC_2YEAR>
          <BC_3YEAR>6</BC_3YEAR>
          <BC_5YEAR>6.1</BC_5YEAR>
          <BC_7YEAR>6.24</BC_7YEAR>
          <BC_10YEAR>6.24</BC_10YEAR>
          <BC_20YEAR>6.61</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.6</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.37</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.95</BC_2YEAR>
          <BC_3YEAR>6.05</BC_3YEAR>
          <BC_5YEAR>6.15</BC_5YEAR>
          <BC_7YEAR>6.3</BC_7YEAR>
          <BC_10YEAR>6.3</BC_10YEAR>
          <BC_20YEAR>6.68</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.67</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.98</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.21</BC_5YEAR>
          <BC_7YEAR>6.36</BC_7YEAR>
          <BC_10YEAR>6.38</BC_10YEAR>
          <BC_20YEAR>6.75</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.67</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>6.01</BC_2YEAR>
          <BC_3YEAR>6.12</BC_3YEAR>
          <BC_5YEAR>6.25</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.39</BC_10YEAR>
          <BC_20YEAR>6.75</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>5.99</BC_2YEAR>
          <BC_3YEAR>6.12</BC_3YEAR>
          <BC_5YEAR>6.24</BC_5YEAR>
          <BC_7YEAR>6.37</BC_7YEAR>
          <BC_10YEAR>6.38</BC_10YEAR>
          <BC_20YEAR>6.74</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>6.01</BC_2YEAR>
          <BC_3YEAR>6.13</BC_3YEAR>
          <BC_5YEAR>6.23</BC_5YEAR>
          <BC_7YEAR>6.37</BC_7YEAR>
          <BC_10YEAR>6.38</BC_10YEAR>
          <BC_20YEAR>6.74</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.57</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.94</BC_2YEAR>
          <BC_3YEAR>6.06</BC_3YEAR>
          <BC_5YEAR>6.18</BC_5YEAR>
          <BC_7YEAR>6.29</BC_7YEAR>
          <BC_10YEAR>6.3</BC_10YEAR>
          <BC_20YEAR>6.64</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.61</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.59</BC_1YEAR>
          <BC_2YEAR>5.97</BC_2YEAR>
          <BC_3YEAR>6.1</BC_3YEAR>
          <BC_5YEAR>6.22</BC_5YEAR>
          <BC_7YEAR>6.33</BC_7YEAR>
          <BC_10YEAR>6.34</BC_10YEAR>
          <BC_20YEAR>6.69</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>08-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>09-01-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.94</BC_2YEAR>
          <BC_3YEAR>6.06</BC_3YEAR>
          <BC_5YEAR>6.2</BC_5YEAR>
          <BC_7YEAR>6.3</BC_7YEAR>
          <BC_10YEAR>6.31</BC_10YEAR>
          <BC_20YEAR>6.65</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.6</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.96</BC_2YEAR>
          <BC_3YEAR>6.07</BC_3YEAR>
          <BC_5YEAR>6.21</BC_5YEAR>
          <BC_7YEAR>6.33</BC_7YEAR>
          <BC_10YEAR>6.33</BC_10YEAR>
          <BC_20YEAR>6.67</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.61</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>5.98</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.22</BC_5YEAR>
          <BC_7YEAR>6.33</BC_7YEAR>
          <BC_10YEAR>6.33</BC_10YEAR>
          <BC_20YEAR>6.67</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.65</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.58</BC_1YEAR>
          <BC_2YEAR>5.98</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.24</BC_5YEAR>
          <BC_7YEAR>6.36</BC_7YEAR>
          <BC_10YEAR>6.37</BC_10YEAR>
          <BC_20YEAR>6.72</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.62</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.37</BC_6MONTH>
          <BC_1YEAR>5.61</BC_1YEAR>
          <BC_2YEAR>5.98</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.23</BC_5YEAR>
          <BC_7YEAR>6.33</BC_7YEAR>
          <BC_10YEAR>6.33</BC_10YEAR>
          <BC_20YEAR>6.68</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.63</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.6</BC_1YEAR>
          <BC_2YEAR>5.98</BC_2YEAR>
          <BC_3YEAR>6.09</BC_3YEAR>
          <BC_5YEAR>6.24</BC_5YEAR>
          <BC_7YEAR>6.33</BC_7YEAR>
          <BC_10YEAR>6.34</BC_10YEAR>
          <BC_20YEAR>6.7</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.66</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.61</BC_1YEAR>
          <BC_2YEAR>6</BC_2YEAR>
          <BC_3YEAR>6.1</BC_3YEAR>
          <BC_5YEAR>6.26</BC_5YEAR>
          <BC_7YEAR>6.36</BC_7YEAR>
          <BC_10YEAR>6.37</BC_10YEAR>
          <BC_20YEAR>6.71</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.68</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.59</BC_1YEAR>
          <BC_2YEAR>6</BC_2YEAR>
          <BC_3YEAR>6.11</BC_3YEAR>
          <BC_5YEAR>6.27</BC_5YEAR>
          <BC_7YEAR>6.38</BC_7YEAR>
          <BC_10YEAR>6.39</BC_10YEAR>
          <BC_20YEAR>6.75</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.59</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.93</BC_2YEAR>
          <BC_3YEAR>6.03</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.28</BC_7YEAR>
          <BC_10YEAR>6.29</BC_10YEAR>
          <BC_20YEAR>6.66</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.58</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.93</BC_2YEAR>
          <BC_3YEAR>6.02</BC_3YEAR>
          <BC_5YEAR>6.17</BC_5YEAR>
          <BC_7YEAR>6.28</BC_7YEAR>
          <BC_10YEAR>6.28</BC_10YEAR>
          <BC_20YEAR>6.65</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.41</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.81</BC_2YEAR>
          <BC_3YEAR>5.88</BC_3YEAR>
          <BC_5YEAR>6</BC_5YEAR>
          <BC_7YEAR>6.09</BC_7YEAR>
          <BC_10YEAR>6.11</BC_10YEAR>
          <BC_20YEAR>6.47</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.39</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.29</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.88</BC_3YEAR>
          <BC_5YEAR>5.99</BC_5YEAR>
          <BC_7YEAR>6.08</BC_7YEAR>
          <BC_10YEAR>6.1</BC_10YEAR>
          <BC_20YEAR>6.45</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.4</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.81</BC_2YEAR>
          <BC_3YEAR>5.9</BC_3YEAR>
          <BC_5YEAR>6.02</BC_5YEAR>
          <BC_7YEAR>6.1</BC_7YEAR>
          <BC_10YEAR>6.11</BC_10YEAR>
          <BC_20YEAR>6.46</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.81</BC_2YEAR>
          <BC_3YEAR>5.89</BC_3YEAR>
          <BC_5YEAR>6.01</BC_5YEAR>
          <BC_7YEAR>6.08</BC_7YEAR>
          <BC_10YEAR>6.09</BC_10YEAR>
          <BC_20YEAR>6.44</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.35</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.22</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.99</BC_5YEAR>
          <BC_7YEAR>6.05</BC_7YEAR>
          <BC_10YEAR>6.06</BC_10YEAR>
          <BC_20YEAR>6.41</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.21</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.89</BC_3YEAR>
          <BC_5YEAR>6.02</BC_5YEAR>
          <BC_7YEAR>6.09</BC_7YEAR>
          <BC_10YEAR>6.1</BC_10YEAR>
          <BC_20YEAR>6.44</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.32</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.78</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.97</BC_5YEAR>
          <BC_7YEAR>6.04</BC_7YEAR>
          <BC_10YEAR>6.04</BC_10YEAR>
          <BC_20YEAR>6.38</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.4</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.93</BC_3YEAR>
          <BC_5YEAR>6.04</BC_5YEAR>
          <BC_7YEAR>6.13</BC_7YEAR>
          <BC_10YEAR>6.13</BC_10YEAR>
          <BC_20YEAR>6.47</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.37</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.89</BC_3YEAR>
          <BC_5YEAR>5.99</BC_5YEAR>
          <BC_7YEAR>6.08</BC_7YEAR>
          <BC_10YEAR>6.08</BC_10YEAR>
          <BC_20YEAR>6.43</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.39</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.88</BC_3YEAR>
          <BC_5YEAR>5.99</BC_5YEAR>
          <BC_7YEAR>6.09</BC_7YEAR>
          <BC_10YEAR>6.1</BC_10YEAR>
          <BC_20YEAR>6.44</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-SEP-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.41</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.28</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.88</BC_3YEAR>
          <BC_5YEAR>6</BC_5YEAR>
          <BC_7YEAR>6.11</BC_7YEAR>
          <BC_10YEAR>6.12</BC_10YEAR>
          <BC_20YEAR>6.47</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>09-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.33</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.27</BC_6MONTH>
          <BC_1YEAR>5.44</BC_1YEAR>
          <BC_2YEAR>5.75</BC_2YEAR>
          <BC_3YEAR>5.83</BC_3YEAR>
          <BC_5YEAR>5.93</BC_5YEAR>
          <BC_7YEAR>6.05</BC_7YEAR>
          <BC_10YEAR>6.04</BC_10YEAR>
          <BC_20YEAR>6.38</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.31</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.44</BC_1YEAR>
          <BC_2YEAR>5.73</BC_2YEAR>
          <BC_3YEAR>5.8</BC_3YEAR>
          <BC_5YEAR>5.91</BC_5YEAR>
          <BC_7YEAR>6.02</BC_7YEAR>
          <BC_10YEAR>6.01</BC_10YEAR>
          <BC_20YEAR>6.36</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.22</BC_6MONTH>
          <BC_1YEAR>5.42</BC_1YEAR>
          <BC_2YEAR>5.72</BC_2YEAR>
          <BC_3YEAR>5.79</BC_3YEAR>
          <BC_5YEAR>5.89</BC_5YEAR>
          <BC_7YEAR>6.02</BC_7YEAR>
          <BC_10YEAR>6.01</BC_10YEAR>
          <BC_20YEAR>6.35</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.27</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.22</BC_6MONTH>
          <BC_1YEAR>5.4</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.85</BC_5YEAR>
          <BC_7YEAR>5.97</BC_7YEAR>
          <BC_10YEAR>5.96</BC_10YEAR>
          <BC_20YEAR>6.31</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.24</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.38</BC_1YEAR>
          <BC_2YEAR>5.67</BC_2YEAR>
          <BC_3YEAR>5.73</BC_3YEAR>
          <BC_5YEAR>5.82</BC_5YEAR>
          <BC_7YEAR>5.95</BC_7YEAR>
          <BC_10YEAR>5.94</BC_10YEAR>
          <BC_20YEAR>6.29</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.37</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.85</BC_3YEAR>
          <BC_5YEAR>5.96</BC_5YEAR>
          <BC_7YEAR>6.09</BC_7YEAR>
          <BC_10YEAR>6.08</BC_10YEAR>
          <BC_20YEAR>6.41</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.38</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.3</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.98</BC_5YEAR>
          <BC_7YEAR>6.1</BC_7YEAR>
          <BC_10YEAR>6.09</BC_10YEAR>
          <BC_20YEAR>6.43</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.44</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.86</BC_2YEAR>
          <BC_3YEAR>5.92</BC_3YEAR>
          <BC_5YEAR>6.03</BC_5YEAR>
          <BC_7YEAR>6.17</BC_7YEAR>
          <BC_10YEAR>6.15</BC_10YEAR>
          <BC_20YEAR>6.49</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>10-13-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.36</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.81</BC_2YEAR>
          <BC_3YEAR>5.87</BC_3YEAR>
          <BC_5YEAR>5.97</BC_5YEAR>
          <BC_7YEAR>6.09</BC_7YEAR>
          <BC_10YEAR>6.07</BC_10YEAR>
          <BC_20YEAR>6.42</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.39</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.34</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.84</BC_2YEAR>
          <BC_3YEAR>5.9</BC_3YEAR>
          <BC_5YEAR>6</BC_5YEAR>
          <BC_7YEAR>6.13</BC_7YEAR>
          <BC_10YEAR>6.1</BC_10YEAR>
          <BC_20YEAR>6.45</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.39</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.51</BC_1YEAR>
          <BC_2YEAR>5.84</BC_2YEAR>
          <BC_3YEAR>5.9</BC_3YEAR>
          <BC_5YEAR>6</BC_5YEAR>
          <BC_7YEAR>6.12</BC_7YEAR>
          <BC_10YEAR>6.09</BC_10YEAR>
          <BC_20YEAR>6.45</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.44</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>5.98</BC_3YEAR>
          <BC_5YEAR>6.08</BC_5YEAR>
          <BC_7YEAR>6.19</BC_7YEAR>
          <BC_10YEAR>6.17</BC_10YEAR>
          <BC_20YEAR>6.51</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.42</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.9</BC_2YEAR>
          <BC_3YEAR>5.97</BC_3YEAR>
          <BC_5YEAR>6.07</BC_5YEAR>
          <BC_7YEAR>6.18</BC_7YEAR>
          <BC_10YEAR>6.15</BC_10YEAR>
          <BC_20YEAR>6.49</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.42</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.57</BC_1YEAR>
          <BC_2YEAR>5.92</BC_2YEAR>
          <BC_3YEAR>5.98</BC_3YEAR>
          <BC_5YEAR>6.07</BC_5YEAR>
          <BC_7YEAR>6.18</BC_7YEAR>
          <BC_10YEAR>6.14</BC_10YEAR>
          <BC_20YEAR>6.49</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.41</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.58</BC_1YEAR>
          <BC_2YEAR>5.91</BC_2YEAR>
          <BC_3YEAR>5.97</BC_3YEAR>
          <BC_5YEAR>6.06</BC_5YEAR>
          <BC_7YEAR>6.17</BC_7YEAR>
          <BC_10YEAR>6.12</BC_10YEAR>
          <BC_20YEAR>6.48</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.33</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.95</BC_5YEAR>
          <BC_7YEAR>6.07</BC_7YEAR>
          <BC_10YEAR>6.04</BC_10YEAR>
          <BC_20YEAR>6.39</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.3</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.79</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.94</BC_5YEAR>
          <BC_7YEAR>6.05</BC_7YEAR>
          <BC_10YEAR>6.01</BC_10YEAR>
          <BC_20YEAR>6.35</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.24</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.22</BC_6MONTH>
          <BC_1YEAR>5.29</BC_1YEAR>
          <BC_2YEAR>5.62</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.79</BC_5YEAR>
          <BC_7YEAR>5.94</BC_7YEAR>
          <BC_10YEAR>5.91</BC_10YEAR>
          <BC_20YEAR>6.29</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-27-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.29</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.41</BC_1YEAR>
          <BC_2YEAR>5.74</BC_2YEAR>
          <BC_3YEAR>5.8</BC_3YEAR>
          <BC_5YEAR>5.89</BC_5YEAR>
          <BC_7YEAR>6</BC_7YEAR>
          <BC_10YEAR>5.98</BC_10YEAR>
          <BC_20YEAR>6.33</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.23</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.26</BC_6MONTH>
          <BC_1YEAR>5.35</BC_1YEAR>
          <BC_2YEAR>5.67</BC_2YEAR>
          <BC_3YEAR>5.74</BC_3YEAR>
          <BC_5YEAR>5.78</BC_5YEAR>
          <BC_7YEAR>5.95</BC_7YEAR>
          <BC_10YEAR>5.91</BC_10YEAR>
          <BC_20YEAR>6.28</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.17</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.25</BC_6MONTH>
          <BC_1YEAR>5.33</BC_1YEAR>
          <BC_2YEAR>5.61</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.73</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.84</BC_10YEAR>
          <BC_20YEAR>6.23</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.15</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.36</BC_1YEAR>
          <BC_2YEAR>5.63</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.72</BC_5YEAR>
          <BC_7YEAR>5.87</BC_7YEAR>
          <BC_10YEAR>5.84</BC_10YEAR>
          <BC_20YEAR>6.21</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>10-31-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.21</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.44</BC_1YEAR>
          <BC_2YEAR>5.69</BC_2YEAR>
          <BC_3YEAR>5.77</BC_3YEAR>
          <BC_5YEAR>5.79</BC_5YEAR>
          <BC_7YEAR>5.94</BC_7YEAR>
          <BC_10YEAR>5.91</BC_10YEAR>
          <BC_20YEAR>6.27</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.25</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.73</BC_2YEAR>
          <BC_3YEAR>5.77</BC_3YEAR>
          <BC_5YEAR>5.83</BC_5YEAR>
          <BC_7YEAR>5.98</BC_7YEAR>
          <BC_10YEAR>5.95</BC_10YEAR>
          <BC_20YEAR>6.3</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.24</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.32</BC_6MONTH>
          <BC_1YEAR>5.45</BC_1YEAR>
          <BC_2YEAR>5.73</BC_2YEAR>
          <BC_3YEAR>5.78</BC_3YEAR>
          <BC_5YEAR>5.84</BC_5YEAR>
          <BC_7YEAR>5.97</BC_7YEAR>
          <BC_10YEAR>5.95</BC_10YEAR>
          <BC_20YEAR>6.3</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.15</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.31</BC_6MONTH>
          <BC_1YEAR>5.42</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.76</BC_3YEAR>
          <BC_5YEAR>5.79</BC_5YEAR>
          <BC_7YEAR>5.92</BC_7YEAR>
          <BC_10YEAR>5.9</BC_10YEAR>
          <BC_20YEAR>6.25</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-06-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.14</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.33</BC_6MONTH>
          <BC_1YEAR>5.42</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.77</BC_3YEAR>
          <BC_5YEAR>5.81</BC_5YEAR>
          <BC_7YEAR>5.92</BC_7YEAR>
          <BC_10YEAR>5.9</BC_10YEAR>
          <BC_20YEAR>6.25</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-07-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.15</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.32</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.46</BC_1YEAR>
          <BC_2YEAR>5.73</BC_2YEAR>
          <BC_3YEAR>5.78</BC_3YEAR>
          <BC_5YEAR>5.82</BC_5YEAR>
          <BC_7YEAR>5.94</BC_7YEAR>
          <BC_10YEAR>5.91</BC_10YEAR>
          <BC_20YEAR>6.25</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-11-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.13</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.37</BC_6MONTH>
          <BC_1YEAR>5.43</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.76</BC_3YEAR>
          <BC_5YEAR>5.81</BC_5YEAR>
          <BC_7YEAR>5.92</BC_7YEAR>
          <BC_10YEAR>5.89</BC_10YEAR>
          <BC_20YEAR>6.23</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.11</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.37</BC_6MONTH>
          <BC_1YEAR>5.42</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.79</BC_5YEAR>
          <BC_7YEAR>5.9</BC_7YEAR>
          <BC_10YEAR>5.87</BC_10YEAR>
          <BC_20YEAR>6.21</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-13-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.36</BC_6MONTH>
          <BC_1YEAR>5.43</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.74</BC_3YEAR>
          <BC_5YEAR>5.8</BC_5YEAR>
          <BC_7YEAR>5.9</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.19</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-14-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.07</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.45</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.74</BC_3YEAR>
          <BC_5YEAR>5.79</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.85</BC_10YEAR>
          <BC_20YEAR>6.18</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.07</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.31</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.74</BC_3YEAR>
          <BC_5YEAR>5.8</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.85</BC_10YEAR>
          <BC_20YEAR>6.18</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.03</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.38</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.72</BC_3YEAR>
          <BC_5YEAR>5.77</BC_5YEAR>
          <BC_7YEAR>5.84</BC_7YEAR>
          <BC_10YEAR>5.82</BC_10YEAR>
          <BC_20YEAR>6.12</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.05</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.28</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.73</BC_2YEAR>
          <BC_3YEAR>5.74</BC_3YEAR>
          <BC_5YEAR>5.8</BC_5YEAR>
          <BC_7YEAR>5.87</BC_7YEAR>
          <BC_10YEAR>5.84</BC_10YEAR>
          <BC_20YEAR>6.14</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-20-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.04</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.43</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.77</BC_5YEAR>
          <BC_7YEAR>5.84</BC_7YEAR>
          <BC_10YEAR>5.82</BC_10YEAR>
          <BC_20YEAR>6.13</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-21-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.08</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.81</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.17</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.06</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.8</BC_5YEAR>
          <BC_7YEAR>5.87</BC_7YEAR>
          <BC_10YEAR>5.85</BC_10YEAR>
          <BC_20YEAR>6.15</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-25-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.06</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.74</BC_2YEAR>
          <BC_3YEAR>5.77</BC_3YEAR>
          <BC_5YEAR>5.82</BC_5YEAR>
          <BC_7YEAR>5.89</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.14</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>11-27-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.04</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.22</BC_3MONTH>
          <BC_6MONTH>5.43</BC_6MONTH>
          <BC_1YEAR>5.52</BC_1YEAR>
          <BC_2YEAR>5.76</BC_2YEAR>
          <BC_3YEAR>5.8</BC_3YEAR>
          <BC_5YEAR>5.83</BC_5YEAR>
          <BC_7YEAR>5.89</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.12</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>11-28-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.04</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.78</BC_2YEAR>
          <BC_3YEAR>5.8</BC_3YEAR>
          <BC_5YEAR>5.83</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.13</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-01-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.03</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.78</BC_2YEAR>
          <BC_3YEAR>5.8</BC_3YEAR>
          <BC_5YEAR>5.83</BC_5YEAR>
          <BC_7YEAR>5.88</BC_7YEAR>
          <BC_10YEAR>5.86</BC_10YEAR>
          <BC_20YEAR>6.11</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-02-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.02</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.26</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.53</BC_1YEAR>
          <BC_2YEAR>5.74</BC_2YEAR>
          <BC_3YEAR>5.77</BC_3YEAR>
          <BC_5YEAR>5.8</BC_5YEAR>
          <BC_7YEAR>5.85</BC_7YEAR>
          <BC_10YEAR>5.83</BC_10YEAR>
          <BC_20YEAR>6.1</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-03-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.04</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.78</BC_5YEAR>
          <BC_7YEAR>5.86</BC_7YEAR>
          <BC_10YEAR>5.84</BC_10YEAR>
          <BC_20YEAR>6.11</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-04-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.09</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.3</BC_3MONTH>
          <BC_6MONTH>5.49</BC_6MONTH>
          <BC_1YEAR>5.56</BC_1YEAR>
          <BC_2YEAR>5.8</BC_2YEAR>
          <BC_3YEAR>5.83</BC_3YEAR>
          <BC_5YEAR>5.87</BC_5YEAR>
          <BC_7YEAR>5.94</BC_7YEAR>
          <BC_10YEAR>5.92</BC_10YEAR>
          <BC_20YEAR>6.16</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-05-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.14</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.29</BC_3MONTH>
          <BC_6MONTH>5.55</BC_6MONTH>
          <BC_1YEAR>5.63</BC_1YEAR>
          <BC_2YEAR>5.85</BC_2YEAR>
          <BC_3YEAR>5.87</BC_3YEAR>
          <BC_5YEAR>5.92</BC_5YEAR>
          <BC_7YEAR>5.98</BC_7YEAR>
          <BC_10YEAR>5.96</BC_10YEAR>
          <BC_20YEAR>6.21</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-08-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.14</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.27</BC_3MONTH>
          <BC_6MONTH>5.5</BC_6MONTH>
          <BC_1YEAR>5.59</BC_1YEAR>
          <BC_2YEAR>5.81</BC_2YEAR>
          <BC_3YEAR>5.86</BC_3YEAR>
          <BC_5YEAR>5.9</BC_5YEAR>
          <BC_7YEAR>5.97</BC_7YEAR>
          <BC_10YEAR>5.95</BC_10YEAR>
          <BC_20YEAR>6.21</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-09-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.1</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.21</BC_3MONTH>
          <BC_6MONTH>5.44</BC_6MONTH>
          <BC_1YEAR>5.51</BC_1YEAR>
          <BC_2YEAR>5.75</BC_2YEAR>
          <BC_3YEAR>5.79</BC_3YEAR>
          <BC_5YEAR>5.85</BC_5YEAR>
          <BC_7YEAR>5.92</BC_7YEAR>
          <BC_10YEAR>5.9</BC_10YEAR>
          <BC_20YEAR>6.17</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-10-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>6.02</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.2</BC_3MONTH>
          <BC_6MONTH>5.39</BC_6MONTH>
          <BC_1YEAR>5.48</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.72</BC_3YEAR>
          <BC_5YEAR>5.77</BC_5YEAR>
          <BC_7YEAR>5.84</BC_7YEAR>
          <BC_10YEAR>5.82</BC_10YEAR>
          <BC_20YEAR>6.11</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-11-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.94</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.35</BC_6MONTH>
          <BC_1YEAR>5.42</BC_1YEAR>
          <BC_2YEAR>5.63</BC_2YEAR>
          <BC_3YEAR>5.67</BC_3YEAR>
          <BC_5YEAR>5.71</BC_5YEAR>
          <BC_7YEAR>5.76</BC_7YEAR>
          <BC_10YEAR>5.74</BC_10YEAR>
          <BC_20YEAR>6.03</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-12-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.97</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.23</BC_3MONTH>
          <BC_6MONTH>5.41</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.74</BC_5YEAR>
          <BC_7YEAR>5.8</BC_7YEAR>
          <BC_10YEAR>5.78</BC_10YEAR>
          <BC_20YEAR>6.06</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-15-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.96</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.23</BC_3MONTH>
          <BC_6MONTH>5.4</BC_6MONTH>
          <BC_1YEAR>5.47</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.69</BC_3YEAR>
          <BC_5YEAR>5.74</BC_5YEAR>
          <BC_7YEAR>5.8</BC_7YEAR>
          <BC_10YEAR>5.77</BC_10YEAR>
          <BC_20YEAR>6.05</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-16-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.99</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.25</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.7</BC_2YEAR>
          <BC_3YEAR>5.72</BC_3YEAR>
          <BC_5YEAR>5.77</BC_5YEAR>
          <BC_7YEAR>5.82</BC_7YEAR>
          <BC_10YEAR>5.81</BC_10YEAR>
          <BC_20YEAR>6.08</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-17-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.94</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.24</BC_3MONTH>
          <BC_6MONTH>5.42</BC_6MONTH>
          <BC_1YEAR>5.49</BC_1YEAR>
          <BC_2YEAR>5.68</BC_2YEAR>
          <BC_3YEAR>5.69</BC_3YEAR>
          <BC_5YEAR>5.74</BC_5YEAR>
          <BC_7YEAR>5.78</BC_7YEAR>
          <BC_10YEAR>5.76</BC_10YEAR>
          <BC_20YEAR>6.03</BC_20YEAR>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-18-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.92</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.33</BC_3MONTH>
          <BC_6MONTH>5.46</BC_6MONTH>
          <BC_1YEAR>5.5</BC_1YEAR>
          <BC_2YEAR>5.66</BC_2YEAR>
          <BC_3YEAR>5.67</BC_3YEAR>
          <BC_5YEAR>5.7</BC_5YEAR>
          <BC_7YEAR>5.74</BC_7YEAR>
          <BC_10YEAR>5.72</BC_10YEAR>
          <BC_20YEAR>6</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-19-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.89</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.46</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.69</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.71</BC_5YEAR>
          <BC_7YEAR>5.73</BC_7YEAR>
          <BC_10YEAR>5.72</BC_10YEAR>
          <BC_20YEAR>5.97</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-22-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.46</BC_3MONTH>
          <BC_6MONTH>5.53</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.69</BC_2YEAR>
          <BC_3YEAR>5.7</BC_3YEAR>
          <BC_5YEAR>5.71</BC_5YEAR>
          <BC_7YEAR>5.74</BC_7YEAR>
          <BC_10YEAR>5.73</BC_10YEAR>
          <BC_20YEAR>5.98</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-23-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.91</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.38</BC_3MONTH>
          <BC_6MONTH>5.49</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.67</BC_2YEAR>
          <BC_3YEAR>5.71</BC_3YEAR>
          <BC_5YEAR>5.72</BC_5YEAR>
          <BC_7YEAR>5.76</BC_7YEAR>
          <BC_10YEAR>5.76</BC_10YEAR>
          <BC_20YEAR>6</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-24-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR></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>
          <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
          <NEW_DATE>12-25-1997    MARKET CLOSED</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.9</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.35</BC_3MONTH>
          <BC_6MONTH>5.47</BC_6MONTH>
          <BC_1YEAR>5.54</BC_1YEAR>
          <BC_2YEAR>5.69</BC_2YEAR>
          <BC_3YEAR>5.72</BC_3YEAR>
          <BC_5YEAR>5.72</BC_5YEAR>
          <BC_7YEAR>5.75</BC_7YEAR>
          <BC_10YEAR>5.75</BC_10YEAR>
          <BC_20YEAR>5.99</BC_20YEAR>
          <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-26-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.93</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.45</BC_3MONTH>
          <BC_6MONTH>5.51</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.69</BC_2YEAR>
          <BC_3YEAR>5.73</BC_3YEAR>
          <BC_5YEAR>5.73</BC_5YEAR>
          <BC_7YEAR>5.76</BC_7YEAR>
          <BC_10YEAR>5.76</BC_10YEAR>
          <BC_20YEAR>6.01</BC_20YEAR>
          <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9801</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-29-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.98</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.45</BC_3MONTH>
          <BC_6MONTH>5.49</BC_6MONTH>
          <BC_1YEAR>5.55</BC_1YEAR>
          <BC_2YEAR>5.71</BC_2YEAR>
          <BC_3YEAR>5.75</BC_3YEAR>
          <BC_5YEAR>5.76</BC_5YEAR>
          <BC_7YEAR>5.82</BC_7YEAR>
          <BC_10YEAR>5.8</BC_10YEAR>
          <BC_20YEAR>6.06</BC_20YEAR>
          <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
          <WEEK_OF_MONTH>9801</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-30-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-DEC-97</BID_CURVE_DATE>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_30YEAR>5.93</BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH>5.36</BC_3MONTH>
          <BC_6MONTH>5.45</BC_6MONTH>
          <BC_1YEAR>5.51</BC_1YEAR>
          <BC_2YEAR>5.66</BC_2YEAR>
          <BC_3YEAR>5.68</BC_3YEAR>
          <BC_5YEAR>5.71</BC_5YEAR>
          <BC_7YEAR>5.77</BC_7YEAR>
          <BC_10YEAR>5.75</BC_10YEAR>
          <BC_20YEAR>6.02</BC_20YEAR>
          <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
          <WEEK_OF_MONTH>9801</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
          <NEW_DATE>12-31-1997</NEW_DATE>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>
