<?xml version="1.0"?>
<QR_BC_CM_MONTHLY>
  <LIST_G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0701</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-01-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.79</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0701</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.84</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.69</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0701</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
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      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.63</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0701</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.81</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.65</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0701</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.87</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.78</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0702</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.90</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.79</BC_2YEAR>
          <BC_3YEAR>4.7</BC_3YEAR>
          <BC_5YEAR>4.65</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0702</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.72</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0702</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.99</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.82</BC_30YEAR>
          <WEEK_OF_MONTH>0702</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.98</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0702</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0703</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-15-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.11</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.74</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0703</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0703</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.97</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.75</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0703</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.96</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.93</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0703</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.98</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.82</BC_3YEAR>
          <BC_5YEAR>4.77</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0704</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.02</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.1</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0704</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.99</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.93</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0704</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.97</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>4.85</BC_7YEAR>
          <BC_10YEAR>4.87</BC_10YEAR>
          <BC_20YEAR>  5.06</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0704</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.12</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.91</BC_3YEAR>
          <BC_5YEAR>4.87</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  4.98</BC_30YEAR>
          <WEEK_OF_MONTH>0704</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.95</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.19</BC_6MONTH>
          <BC_1YEAR>5.12</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.93</BC_3YEAR>
          <BC_5YEAR>4.89</BC_5YEAR>
          <BC_7YEAR>4.89</BC_7YEAR>
          <BC_10YEAR>4.9</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  4.99</BC_30YEAR>
          <WEEK_OF_MONTH>0705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.99</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.11</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.86</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  4.98</BC_30YEAR>
          <WEEK_OF_MONTH>0705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JAN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>01-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.99</BC_1MONTH>
          <BC_3MONTH>5.13</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.09</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.88</BC_3YEAR>
          <BC_5YEAR>4.84</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.87</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0705</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.06</BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.14</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.9</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.76</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.73</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.08</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.82</BC_3YEAR>
          <BC_5YEAR>4.78</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0706</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.1</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.84</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.1</BC_1YEAR>
          <BC_2YEAR>4.95</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.81</BC_5YEAR>
          <BC_7YEAR>4.81</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.06</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.73</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.17</BC_3MONTH>
          <BC_6MONTH>5.15</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.73</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0707</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-19-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.04</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.27</BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.16</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.26</BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.07</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.72</BC_5YEAR>
          <BC_7YEAR>4.72</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.25</BC_1MONTH>
          <BC_3MONTH>5.18</BC_3MONTH>
          <BC_6MONTH>5.17</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0708</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.19</BC_3MONTH>
          <BC_6MONTH>5.18</BC_6MONTH>
          <BC_1YEAR>5.05</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.62</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.73</BC_30YEAR>
          <WEEK_OF_MONTH>0709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-FEB-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.16</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>02-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.25</BC_1MONTH>
          <BC_3MONTH>5.15</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0709</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.53</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.14</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.48</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.12</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.54</BC_2YEAR>
          <BC_3YEAR>4.48</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.45</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.1</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.66</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0710</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.09</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.52</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.41</BC_5YEAR>
          <BC_7YEAR>4.43</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>  4.75</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.54</BC_2YEAR>
          <BC_3YEAR>4.47</BC_3YEAR>
          <BC_5YEAR>4.44</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.21</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.57</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.46</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.47</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0711</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.17</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.13</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.61</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.12</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.6</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.47</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.71</BC_30YEAR>
          <WEEK_OF_MONTH>0712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.51</BC_2YEAR>
          <BC_3YEAR>4.44</BC_3YEAR>
          <BC_5YEAR>4.43</BC_5YEAR>
          <BC_7YEAR>4.45</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.78</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.23</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.49</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.24</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.6</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0712</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.22</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.5</BC_3YEAR>
          <BC_5YEAR>4.48</BC_5YEAR>
          <BC_7YEAR>4.51</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.20</BC_1MONTH>
          <BC_3MONTH>5.08</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.18</BC_1MONTH>
          <BC_3MONTH>5.06</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.53</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.5</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.53</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.07</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0713</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>03-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.12</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.6</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.15</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.16</BC_1MONTH>
          <BC_3MONTH>5.07</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.61</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.10</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.10</BC_1MONTH>
          <BC_3MONTH>5.05</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0714</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.08</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.11</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.67</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.75</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>5.04</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>5.03</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.66</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.98</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.76</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.7</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0715</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.97</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.09</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.68</BC_3YEAR>
          <BC_5YEAR>4.67</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.74</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>5.01</BC_3MONTH>
          <BC_6MONTH>5.07</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.61</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.62</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>5</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.64</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.93</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.64</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.93</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.64</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0716</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.93</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.62</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.92</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.88</BC_1YEAR>
          <BC_2YEAR>4.58</BC_2YEAR>
          <BC_3YEAR>4.52</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.54</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.91</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.85</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.67</BC_2YEAR>
          <BC_3YEAR>4.61</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.62</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0717</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-APR-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.6</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.55</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>04-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.69</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.63</BC_2YEAR>
          <BC_3YEAR>4.56</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.81</BC_30YEAR>
          <WEEK_OF_MONTH>0718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.65</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.82</BC_30YEAR>
          <WEEK_OF_MONTH>0718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.61</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.59</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0718</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.55</BC_5YEAR>
          <BC_7YEAR>4.57</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.68</BC_2YEAR>
          <BC_3YEAR>4.58</BC_3YEAR>
          <BC_5YEAR>4.54</BC_5YEAR>
          <BC_7YEAR>4.56</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.80</BC_30YEAR>
          <WEEK_OF_MONTH>0719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.9</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.91</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.87</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.86</BC_1YEAR>
          <BC_2YEAR>4.7</BC_2YEAR>
          <BC_3YEAR>4.6</BC_3YEAR>
          <BC_5YEAR>4.56</BC_5YEAR>
          <BC_7YEAR>4.58</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.87</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.85</BC_1YEAR>
          <BC_2YEAR>4.71</BC_2YEAR>
          <BC_3YEAR>4.62</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.85</BC_30YEAR>
          <WEEK_OF_MONTH>0719</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>4.94</BC_6MONTH>
          <BC_1YEAR>4.87</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.65</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.63</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.79</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.85</BC_1YEAR>
          <BC_2YEAR>4.75</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.63</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>4.75</BC_3MONTH>
          <BC_6MONTH>4.86</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.73</BC_2YEAR>
          <BC_3YEAR>4.66</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.64</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.86</BC_1YEAR>
          <BC_2YEAR>4.78</BC_2YEAR>
          <BC_3YEAR>4.71</BC_3YEAR>
          <BC_5YEAR>4.68</BC_5YEAR>
          <BC_7YEAR>4.69</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.84</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.82</BC_2YEAR>
          <BC_3YEAR>4.75</BC_3YEAR>
          <BC_5YEAR>4.74</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0720</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.85</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.81</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.71</BC_5YEAR>
          <BC_7YEAR>4.73</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.94</BC_30YEAR>
          <WEEK_OF_MONTH>0721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.01</BC_1MONTH>
          <BC_3MONTH>4.93</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.83</BC_2YEAR>
          <BC_3YEAR>4.77</BC_3YEAR>
          <BC_5YEAR>4.76</BC_5YEAR>
          <BC_7YEAR>4.78</BC_7YEAR>
          <BC_10YEAR>4.83</BC_10YEAR>
          <BC_20YEAR>  5.06</BC_20YEAR>
          <BC_30YEAR>  4.98</BC_30YEAR>
          <WEEK_OF_MONTH>0721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.00</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.79</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.99</BC_1MONTH>
          <BC_3MONTH>4.91</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.8</BC_3YEAR>
          <BC_5YEAR>4.79</BC_5YEAR>
          <BC_7YEAR>4.8</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.97</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>4.97</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>4.82</BC_7YEAR>
          <BC_10YEAR>4.86</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0721</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-28-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.95</BC_1MONTH>
          <BC_3MONTH>4.9</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.88</BC_2YEAR>
          <BC_3YEAR>4.83</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.83</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.85</BC_3YEAR>
          <BC_5YEAR>4.83</BC_5YEAR>
          <BC_7YEAR>4.84</BC_7YEAR>
          <BC_10YEAR>4.88</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-MAY-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.73</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.88</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.9</BC_10YEAR>
          <BC_20YEAR>  5.10</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>05-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.79</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.92</BC_7YEAR>
          <BC_10YEAR>4.95</BC_10YEAR>
          <BC_20YEAR>  5.15</BC_20YEAR>
          <BC_30YEAR>  5.06</BC_30YEAR>
          <WEEK_OF_MONTH>0722</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.91</BC_7YEAR>
          <BC_10YEAR>4.93</BC_10YEAR>
          <BC_20YEAR>  5.11</BC_20YEAR>
          <BC_30YEAR>  5.02</BC_30YEAR>
          <WEEK_OF_MONTH>0723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.83</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>4.96</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>4.98</BC_10YEAR>
          <BC_20YEAR>  5.16</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.8</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>4.94</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>4.94</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.17</BC_20YEAR>
          <BC_30YEAR>  5.08</BC_30YEAR>
          <WEEK_OF_MONTH>0723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.80</BC_1MONTH>
          <BC_3MONTH>4.8</BC_3MONTH>
          <BC_6MONTH>4.97</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>5.03</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>5.05</BC_5YEAR>
          <BC_7YEAR>5.07</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.77</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>5.06</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.30</BC_20YEAR>
          <BC_30YEAR>  5.22</BC_30YEAR>
          <WEEK_OF_MONTH>0723</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.70</BC_1MONTH>
          <BC_3MONTH>4.73</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>5.03</BC_3YEAR>
          <BC_5YEAR>5.07</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.24</BC_30YEAR>
          <WEEK_OF_MONTH>0724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.65</BC_1MONTH>
          <BC_3MONTH>4.72</BC_3MONTH>
          <BC_6MONTH>4.97</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>5.08</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.18</BC_5YEAR>
          <BC_7YEAR>5.21</BC_7YEAR>
          <BC_10YEAR>5.26</BC_10YEAR>
          <BC_20YEAR>  5.44</BC_20YEAR>
          <BC_30YEAR>  5.35</BC_30YEAR>
          <WEEK_OF_MONTH>0724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.62</BC_1MONTH>
          <BC_3MONTH>4.66</BC_3MONTH>
          <BC_6MONTH>4.94</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>5.08</BC_2YEAR>
          <BC_3YEAR>5.1</BC_3YEAR>
          <BC_5YEAR>5.13</BC_5YEAR>
          <BC_7YEAR>5.16</BC_7YEAR>
          <BC_10YEAR>5.2</BC_10YEAR>
          <BC_20YEAR>  5.36</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.51</BC_1MONTH>
          <BC_3MONTH>4.65</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>5.1</BC_2YEAR>
          <BC_3YEAR>5.13</BC_3YEAR>
          <BC_5YEAR>5.16</BC_5YEAR>
          <BC_7YEAR>5.19</BC_7YEAR>
          <BC_10YEAR>5.23</BC_10YEAR>
          <BC_20YEAR>  5.39</BC_20YEAR>
          <BC_30YEAR>  5.30</BC_30YEAR>
          <WEEK_OF_MONTH>0724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.46</BC_1MONTH>
          <BC_3MONTH>4.56</BC_3MONTH>
          <BC_6MONTH>4.87</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>5.05</BC_2YEAR>
          <BC_3YEAR>5.07</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.12</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.26</BC_30YEAR>
          <WEEK_OF_MONTH>0724</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.47</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>5.01</BC_2YEAR>
          <BC_3YEAR>5.05</BC_3YEAR>
          <BC_5YEAR>5.07</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.15</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.26</BC_30YEAR>
          <WEEK_OF_MONTH>0725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.44</BC_1MONTH>
          <BC_3MONTH>4.65</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.92</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.98</BC_3YEAR>
          <BC_5YEAR>5</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.42</BC_1MONTH>
          <BC_3MONTH>4.74</BC_3MONTH>
          <BC_6MONTH>4.97</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>5.05</BC_5YEAR>
          <BC_7YEAR>5.09</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.24</BC_30YEAR>
          <WEEK_OF_MONTH>0725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.17</BC_1MONTH>
          <BC_3MONTH>4.7</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.98</BC_2YEAR>
          <BC_3YEAR>5.01</BC_3YEAR>
          <BC_5YEAR>5.06</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.36</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.29</BC_1MONTH>
          <BC_3MONTH>4.73</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.94</BC_1YEAR>
          <BC_2YEAR>4.92</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.07</BC_7YEAR>
          <BC_10YEAR>5.14</BC_10YEAR>
          <BC_20YEAR>  5.34</BC_20YEAR>
          <BC_30YEAR>  5.25</BC_30YEAR>
          <WEEK_OF_MONTH>0725</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.43</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5.01</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.53</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.9</BC_2YEAR>
          <BC_3YEAR>4.95</BC_3YEAR>
          <BC_5YEAR>4.99</BC_5YEAR>
          <BC_7YEAR>5.03</BC_7YEAR>
          <BC_10YEAR>5.1</BC_10YEAR>
          <BC_20YEAR>  5.31</BC_20YEAR>
          <BC_30YEAR>  5.22</BC_30YEAR>
          <WEEK_OF_MONTH>0726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.24</BC_1MONTH>
          <BC_3MONTH>4.77</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.93</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.93</BC_3YEAR>
          <BC_5YEAR>4.97</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.28</BC_20YEAR>
          <BC_30YEAR>  5.20</BC_30YEAR>
          <WEEK_OF_MONTH>0726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.08</BC_1MONTH>
          <BC_3MONTH>4.78</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.96</BC_2YEAR>
          <BC_3YEAR>4.98</BC_3YEAR>
          <BC_5YEAR>5.02</BC_5YEAR>
          <BC_7YEAR>5.06</BC_7YEAR>
          <BC_10YEAR>5.12</BC_10YEAR>
          <BC_20YEAR>  5.30</BC_20YEAR>
          <BC_30YEAR>  5.22</BC_30YEAR>
          <WEEK_OF_MONTH>0726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-JUN-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.28</BC_1MONTH>
          <BC_3MONTH>4.82</BC_3MONTH>
          <BC_6MONTH>4.93</BC_6MONTH>
          <BC_1YEAR>4.91</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.92</BC_5YEAR>
          <BC_7YEAR>4.96</BC_7YEAR>
          <BC_10YEAR>5.03</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.12</BC_30YEAR>
          <WEEK_OF_MONTH>0726</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>06-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.55</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.86</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.9</BC_5YEAR>
          <BC_7YEAR>4.93</BC_7YEAR>
          <BC_10YEAR>5</BC_10YEAR>
          <BC_20YEAR>  5.18</BC_20YEAR>
          <BC_30YEAR>  5.09</BC_30YEAR>
          <WEEK_OF_MONTH>0727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.02</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.22</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-04-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>5</BC_3YEAR>
          <BC_5YEAR>5.05</BC_5YEAR>
          <BC_7YEAR>5.1</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.24</BC_30YEAR>
          <WEEK_OF_MONTH>0727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.71</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.99</BC_2YEAR>
          <BC_3YEAR>5.02</BC_3YEAR>
          <BC_5YEAR>5.1</BC_5YEAR>
          <BC_7YEAR>5.14</BC_7YEAR>
          <BC_10YEAR>5.19</BC_10YEAR>
          <BC_20YEAR>  5.36</BC_20YEAR>
          <BC_30YEAR>  5.28</BC_30YEAR>
          <WEEK_OF_MONTH>0727</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.68</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>5.03</BC_1YEAR>
          <BC_2YEAR>4.97</BC_2YEAR>
          <BC_3YEAR>5</BC_3YEAR>
          <BC_5YEAR>5.07</BC_5YEAR>
          <BC_7YEAR>5.11</BC_7YEAR>
          <BC_10YEAR>5.16</BC_10YEAR>
          <BC_20YEAR>  5.32</BC_20YEAR>
          <BC_30YEAR>  5.25</BC_30YEAR>
          <WEEK_OF_MONTH>0728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.03</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.85</BC_2YEAR>
          <BC_3YEAR>4.87</BC_3YEAR>
          <BC_5YEAR>4.93</BC_5YEAR>
          <BC_7YEAR>4.97</BC_7YEAR>
          <BC_10YEAR>5.03</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.04</BC_6MONTH>
          <BC_1YEAR>4.99</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.9</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.09</BC_10YEAR>
          <BC_20YEAR>  5.26</BC_20YEAR>
          <BC_30YEAR>  5.18</BC_30YEAR>
          <WEEK_OF_MONTH>0728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.73</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.97</BC_3YEAR>
          <BC_5YEAR>5.03</BC_5YEAR>
          <BC_7YEAR>5.08</BC_7YEAR>
          <BC_10YEAR>5.13</BC_10YEAR>
          <BC_20YEAR>  5.29</BC_20YEAR>
          <BC_30YEAR>  5.22</BC_30YEAR>
          <WEEK_OF_MONTH>0728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.72</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.94</BC_2YEAR>
          <BC_3YEAR>4.95</BC_3YEAR>
          <BC_5YEAR>5.01</BC_5YEAR>
          <BC_7YEAR>5.05</BC_7YEAR>
          <BC_10YEAR>5.11</BC_10YEAR>
          <BC_20YEAR>  5.27</BC_20YEAR>
          <BC_30YEAR>  5.19</BC_30YEAR>
          <WEEK_OF_MONTH>0728</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.75</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>5.01</BC_1YEAR>
          <BC_2YEAR>4.89</BC_2YEAR>
          <BC_3YEAR>4.89</BC_3YEAR>
          <BC_5YEAR>4.95</BC_5YEAR>
          <BC_7YEAR>4.99</BC_7YEAR>
          <BC_10YEAR>5.05</BC_10YEAR>
          <BC_20YEAR>  5.21</BC_20YEAR>
          <BC_30YEAR>  5.14</BC_30YEAR>
          <WEEK_OF_MONTH>0729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>5.02</BC_1YEAR>
          <BC_2YEAR>4.91</BC_2YEAR>
          <BC_3YEAR>4.92</BC_3YEAR>
          <BC_5YEAR>4.98</BC_5YEAR>
          <BC_7YEAR>5.02</BC_7YEAR>
          <BC_10YEAR>5.08</BC_10YEAR>
          <BC_20YEAR>  5.24</BC_20YEAR>
          <BC_30YEAR>  5.16</BC_30YEAR>
          <WEEK_OF_MONTH>0729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.77</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.98</BC_1YEAR>
          <BC_2YEAR>4.84</BC_2YEAR>
          <BC_3YEAR>4.86</BC_3YEAR>
          <BC_5YEAR>4.91</BC_5YEAR>
          <BC_7YEAR>4.95</BC_7YEAR>
          <BC_10YEAR>5.02</BC_10YEAR>
          <BC_20YEAR>  5.18</BC_20YEAR>
          <BC_30YEAR>  5.10</BC_30YEAR>
          <WEEK_OF_MONTH>0729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.78</BC_1MONTH>
          <BC_3MONTH>4.98</BC_3MONTH>
          <BC_6MONTH>5.06</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.87</BC_2YEAR>
          <BC_3YEAR>4.88</BC_3YEAR>
          <BC_5YEAR>4.94</BC_5YEAR>
          <BC_7YEAR>4.98</BC_7YEAR>
          <BC_10YEAR>5.04</BC_10YEAR>
          <BC_20YEAR>  5.20</BC_20YEAR>
          <BC_30YEAR>  5.12</BC_30YEAR>
          <WEEK_OF_MONTH>0729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.76</BC_1MONTH>
          <BC_3MONTH>4.97</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.96</BC_1YEAR>
          <BC_2YEAR>4.79</BC_2YEAR>
          <BC_3YEAR>4.78</BC_3YEAR>
          <BC_5YEAR>4.85</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>4.96</BC_10YEAR>
          <BC_20YEAR>  5.14</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0729</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.88</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.1</BC_6MONTH>
          <BC_1YEAR>5</BC_1YEAR>
          <BC_2YEAR>4.8</BC_2YEAR>
          <BC_3YEAR>4.81</BC_3YEAR>
          <BC_5YEAR>4.86</BC_5YEAR>
          <BC_7YEAR>4.9</BC_7YEAR>
          <BC_10YEAR>4.97</BC_10YEAR>
          <BC_20YEAR>  5.15</BC_20YEAR>
          <BC_30YEAR>  5.07</BC_30YEAR>
          <WEEK_OF_MONTH>0730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>5.02</BC_3MONTH>
          <BC_6MONTH>5.08</BC_6MONTH>
          <BC_1YEAR>4.97</BC_1YEAR>
          <BC_2YEAR>4.77</BC_2YEAR>
          <BC_3YEAR>4.76</BC_3YEAR>
          <BC_5YEAR>4.82</BC_5YEAR>
          <BC_7YEAR>4.87</BC_7YEAR>
          <BC_10YEAR>4.94</BC_10YEAR>
          <BC_20YEAR>  5.13</BC_20YEAR>
          <BC_30YEAR>  5.05</BC_30YEAR>
          <WEEK_OF_MONTH>0730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.04</BC_1MONTH>
          <BC_3MONTH>4.99</BC_3MONTH>
          <BC_6MONTH>5.05</BC_6MONTH>
          <BC_1YEAR>4.95</BC_1YEAR>
          <BC_2YEAR>4.74</BC_2YEAR>
          <BC_3YEAR>4.74</BC_3YEAR>
          <BC_5YEAR>4.8</BC_5YEAR>
          <BC_7YEAR>4.85</BC_7YEAR>
          <BC_10YEAR>4.92</BC_10YEAR>
          <BC_20YEAR>  5.12</BC_20YEAR>
          <BC_30YEAR>  5.04</BC_30YEAR>
          <WEEK_OF_MONTH>0730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.98</BC_1MONTH>
          <BC_3MONTH>4.92</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.83</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.54</BC_3YEAR>
          <BC_5YEAR>4.61</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.02</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.89</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>4.94</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.8</BC_10YEAR>
          <BC_20YEAR>  5.03</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0730</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.95</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>5</BC_6MONTH>
          <BC_1YEAR>4.87</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.64</BC_5YEAR>
          <BC_7YEAR>4.71</BC_7YEAR>
          <BC_10YEAR>4.82</BC_10YEAR>
          <BC_20YEAR>  5.05</BC_20YEAR>
          <BC_30YEAR>  4.97</BC_30YEAR>
          <WEEK_OF_MONTH>0731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-JUL-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.13</BC_1MONTH>
          <BC_3MONTH>4.96</BC_3MONTH>
          <BC_6MONTH>4.99</BC_6MONTH>
          <BC_1YEAR>4.85</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.67</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>07-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>4.96</BC_6MONTH>
          <BC_1YEAR>4.82</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.53</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.76</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.02</BC_1MONTH>
          <BC_3MONTH>4.89</BC_3MONTH>
          <BC_6MONTH>4.95</BC_6MONTH>
          <BC_1YEAR>4.83</BC_1YEAR>
          <BC_2YEAR>4.59</BC_2YEAR>
          <BC_3YEAR>4.57</BC_3YEAR>
          <BC_5YEAR>4.62</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.94</BC_1MONTH>
          <BC_3MONTH>4.85</BC_3MONTH>
          <BC_6MONTH>4.91</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.59</BC_7YEAR>
          <BC_10YEAR>4.71</BC_10YEAR>
          <BC_20YEAR>  4.96</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0731</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.92</BC_1MONTH>
          <BC_3MONTH>4.88</BC_3MONTH>
          <BC_6MONTH>4.92</BC_6MONTH>
          <BC_1YEAR>4.76</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.45</BC_3YEAR>
          <BC_5YEAR>4.52</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.72</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.05</BC_1MONTH>
          <BC_3MONTH>4.94</BC_3MONTH>
          <BC_6MONTH>4.98</BC_6MONTH>
          <BC_1YEAR>4.84</BC_1YEAR>
          <BC_2YEAR>4.56</BC_2YEAR>
          <BC_3YEAR>4.55</BC_3YEAR>
          <BC_5YEAR>4.6</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.77</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  5.04</BC_1MONTH>
          <BC_3MONTH>4.95</BC_3MONTH>
          <BC_6MONTH>5.01</BC_6MONTH>
          <BC_1YEAR>4.89</BC_1YEAR>
          <BC_2YEAR>4.64</BC_2YEAR>
          <BC_3YEAR>4.64</BC_3YEAR>
          <BC_5YEAR>4.69</BC_5YEAR>
          <BC_7YEAR>4.75</BC_7YEAR>
          <BC_10YEAR>4.84</BC_10YEAR>
          <BC_20YEAR>  5.11</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.70</BC_1MONTH>
          <BC_3MONTH>4.81</BC_3MONTH>
          <BC_6MONTH>4.86</BC_6MONTH>
          <BC_1YEAR>4.74</BC_1YEAR>
          <BC_2YEAR>4.49</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.58</BC_5YEAR>
          <BC_7YEAR>4.66</BC_7YEAR>
          <BC_10YEAR>4.79</BC_10YEAR>
          <BC_20YEAR>  5.10</BC_20YEAR>
          <BC_30YEAR>  5.02</BC_30YEAR>
          <WEEK_OF_MONTH>0732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.38</BC_1MONTH>
          <BC_3MONTH>4.57</BC_3MONTH>
          <BC_6MONTH>4.8</BC_6MONTH>
          <BC_1YEAR>4.69</BC_1YEAR>
          <BC_2YEAR>4.47</BC_2YEAR>
          <BC_3YEAR>4.51</BC_3YEAR>
          <BC_5YEAR>4.59</BC_5YEAR>
          <BC_7YEAR>4.68</BC_7YEAR>
          <BC_10YEAR>4.81</BC_10YEAR>
          <BC_20YEAR>  5.11</BC_20YEAR>
          <BC_30YEAR>  5.03</BC_30YEAR>
          <WEEK_OF_MONTH>0732</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.61</BC_1MONTH>
          <BC_3MONTH>4.74</BC_3MONTH>
          <BC_6MONTH>4.9</BC_6MONTH>
          <BC_1YEAR>4.75</BC_1YEAR>
          <BC_2YEAR>4.46</BC_2YEAR>
          <BC_3YEAR>4.49</BC_3YEAR>
          <BC_5YEAR>4.57</BC_5YEAR>
          <BC_7YEAR>4.65</BC_7YEAR>
          <BC_10YEAR>4.78</BC_10YEAR>
          <BC_20YEAR>  5.09</BC_20YEAR>
          <BC_30YEAR>  5.01</BC_30YEAR>
          <WEEK_OF_MONTH>0733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.62</BC_1MONTH>
          <BC_3MONTH>4.64</BC_3MONTH>
          <BC_6MONTH>4.81</BC_6MONTH>
          <BC_1YEAR>4.67</BC_1YEAR>
          <BC_2YEAR>4.39</BC_2YEAR>
          <BC_3YEAR>4.42</BC_3YEAR>
          <BC_5YEAR>4.51</BC_5YEAR>
          <BC_7YEAR>4.6</BC_7YEAR>
          <BC_10YEAR>4.73</BC_10YEAR>
          <BC_20YEAR>  5.06</BC_20YEAR>
          <BC_30YEAR>  4.99</BC_30YEAR>
          <WEEK_OF_MONTH>0733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.18</BC_1MONTH>
          <BC_3MONTH>4.21</BC_3MONTH>
          <BC_6MONTH>4.48</BC_6MONTH>
          <BC_1YEAR>4.41</BC_1YEAR>
          <BC_2YEAR>4.27</BC_2YEAR>
          <BC_3YEAR>4.31</BC_3YEAR>
          <BC_5YEAR>4.41</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  5.07</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.13</BC_1MONTH>
          <BC_3MONTH>3.79</BC_3MONTH>
          <BC_6MONTH>4.22</BC_6MONTH>
          <BC_1YEAR>4.18</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.15</BC_3YEAR>
          <BC_5YEAR>4.26</BC_5YEAR>
          <BC_7YEAR>4.39</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.92</BC_30YEAR>
          <WEEK_OF_MONTH>0733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.03</BC_1MONTH>
          <BC_3MONTH>3.76</BC_3MONTH>
          <BC_6MONTH>4.19</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.18</BC_2YEAR>
          <BC_3YEAR>4.25</BC_3YEAR>
          <BC_5YEAR>4.35</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.68</BC_10YEAR>
          <BC_20YEAR>  5.06</BC_20YEAR>
          <BC_30YEAR>  5.00</BC_30YEAR>
          <WEEK_OF_MONTH>0733</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.47</BC_1MONTH>
          <BC_3MONTH>3.12</BC_3MONTH>
          <BC_6MONTH>4.17</BC_6MONTH>
          <BC_1YEAR>4.15</BC_1YEAR>
          <BC_2YEAR>4.11</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.32</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  5.04</BC_20YEAR>
          <BC_30YEAR>  4.98</BC_30YEAR>
          <WEEK_OF_MONTH>0734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.17</BC_1MONTH>
          <BC_3MONTH>3.59</BC_3MONTH>
          <BC_6MONTH>4.08</BC_6MONTH>
          <BC_1YEAR>4.07</BC_1YEAR>
          <BC_2YEAR>4.05</BC_2YEAR>
          <BC_3YEAR>4.12</BC_3YEAR>
          <BC_5YEAR>4.27</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  5.00</BC_20YEAR>
          <BC_30YEAR>  4.95</BC_30YEAR>
          <WEEK_OF_MONTH>0734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.12</BC_1MONTH>
          <BC_3MONTH>3.67</BC_3MONTH>
          <BC_6MONTH>4.08</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  5.01</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.79</BC_1MONTH>
          <BC_3MONTH>3.89</BC_3MONTH>
          <BC_6MONTH>4.19</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.2</BC_2YEAR>
          <BC_3YEAR>4.24</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.62</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.93</BC_30YEAR>
          <WEEK_OF_MONTH>0734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.24</BC_1MONTH>
          <BC_3MONTH>4.24</BC_3MONTH>
          <BC_6MONTH>4.32</BC_6MONTH>
          <BC_1YEAR>4.31</BC_1YEAR>
          <BC_2YEAR>4.3</BC_2YEAR>
          <BC_3YEAR>4.31</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.5</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0734</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.74</BC_1MONTH>
          <BC_3MONTH>4.63</BC_3MONTH>
          <BC_6MONTH>4.69</BC_6MONTH>
          <BC_1YEAR>4.55</BC_1YEAR>
          <BC_2YEAR>4.28</BC_2YEAR>
          <BC_3YEAR>4.28</BC_3YEAR>
          <BC_5YEAR>4.39</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.6</BC_10YEAR>
          <BC_20YEAR>  4.92</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.60</BC_1MONTH>
          <BC_3MONTH>4.4</BC_3MONTH>
          <BC_6MONTH>4.48</BC_6MONTH>
          <BC_1YEAR>4.36</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.14</BC_3YEAR>
          <BC_5YEAR>4.25</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.90</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.02</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.3</BC_6MONTH>
          <BC_1YEAR>4.24</BC_1YEAR>
          <BC_2YEAR>4.14</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.31</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.69</BC_1MONTH>
          <BC_3MONTH>3.84</BC_3MONTH>
          <BC_6MONTH>4.21</BC_6MONTH>
          <BC_1YEAR>4.17</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.14</BC_3YEAR>
          <BC_5YEAR>4.21</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-AUG-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.02</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.21</BC_6MONTH>
          <BC_1YEAR>4.19</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.16</BC_3YEAR>
          <BC_5YEAR>4.25</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.87</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0735</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>08-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-03-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.55</BC_1MONTH>
          <BC_3MONTH>4.47</BC_3MONTH>
          <BC_6MONTH>4.52</BC_6MONTH>
          <BC_1YEAR>4.39</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.16</BC_3YEAR>
          <BC_5YEAR>4.26</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.41</BC_1MONTH>
          <BC_3MONTH>4.36</BC_3MONTH>
          <BC_6MONTH>4.41</BC_6MONTH>
          <BC_1YEAR>4.28</BC_1YEAR>
          <BC_2YEAR>4.03</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.16</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>  4.82</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.28</BC_1MONTH>
          <BC_3MONTH>4.29</BC_3MONTH>
          <BC_6MONTH>4.42</BC_6MONTH>
          <BC_1YEAR>4.3</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.2</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.51</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.03</BC_1MONTH>
          <BC_3MONTH>4.07</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>3.9</BC_2YEAR>
          <BC_3YEAR>3.92</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.17</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.70</BC_30YEAR>
          <WEEK_OF_MONTH>0736</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.93</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>3.87</BC_2YEAR>
          <BC_3YEAR>3.89</BC_3YEAR>
          <BC_5YEAR>4</BC_5YEAR>
          <BC_7YEAR>4.13</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>  4.68</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.13</BC_1MONTH>
          <BC_3MONTH>4.11</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.16</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>3.97</BC_3YEAR>
          <BC_5YEAR>4.07</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>  4.68</BC_20YEAR>
          <BC_30YEAR>  4.65</BC_30YEAR>
          <WEEK_OF_MONTH>0737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.00</BC_1MONTH>
          <BC_3MONTH>4.03</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.12</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>3.99</BC_3YEAR>
          <BC_5YEAR>4.11</BC_5YEAR>
          <BC_7YEAR>4.23</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.04</BC_1MONTH>
          <BC_3MONTH>4.08</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.2</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.11</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.49</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.75</BC_30YEAR>
          <WEEK_OF_MONTH>0737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.85</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.22</BC_6MONTH>
          <BC_1YEAR>4.16</BC_1YEAR>
          <BC_2YEAR>4.05</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.18</BC_5YEAR>
          <BC_7YEAR>4.3</BC_7YEAR>
          <BC_10YEAR>4.47</BC_10YEAR>
          <BC_20YEAR>  4.77</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0737</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.82</BC_1MONTH>
          <BC_3MONTH>4.15</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.23</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.11</BC_3YEAR>
          <BC_5YEAR>4.21</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>  4.76</BC_20YEAR>
          <BC_30YEAR>  4.72</BC_30YEAR>
          <WEEK_OF_MONTH>0738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.87</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.12</BC_6MONTH>
          <BC_1YEAR>4.08</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.19</BC_5YEAR>
          <BC_7YEAR>4.32</BC_7YEAR>
          <BC_10YEAR>4.5</BC_10YEAR>
          <BC_20YEAR>  4.81</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.62</BC_1MONTH>
          <BC_3MONTH>3.93</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.06</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.2</BC_5YEAR>
          <BC_7YEAR>4.33</BC_7YEAR>
          <BC_10YEAR>4.53</BC_10YEAR>
          <BC_20YEAR>  4.86</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.46</BC_1MONTH>
          <BC_3MONTH>3.79</BC_3MONTH>
          <BC_6MONTH>4.11</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>4.1</BC_2YEAR>
          <BC_3YEAR>4.19</BC_3YEAR>
          <BC_5YEAR>4.35</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.99</BC_20YEAR>
          <BC_30YEAR>  4.96</BC_30YEAR>
          <WEEK_OF_MONTH>0738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.24</BC_1MONTH>
          <BC_3MONTH>3.74</BC_3MONTH>
          <BC_6MONTH>4.1</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>4.06</BC_2YEAR>
          <BC_3YEAR>4.15</BC_3YEAR>
          <BC_5YEAR>4.31</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.64</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0738</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.35</BC_1MONTH>
          <BC_3MONTH>3.84</BC_3MONTH>
          <BC_6MONTH>4.11</BC_6MONTH>
          <BC_1YEAR>4.09</BC_1YEAR>
          <BC_2YEAR>4.05</BC_2YEAR>
          <BC_3YEAR>4.14</BC_3YEAR>
          <BC_5YEAR>4.31</BC_5YEAR>
          <BC_7YEAR>4.44</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.88</BC_30YEAR>
          <WEEK_OF_MONTH>0739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.34</BC_1MONTH>
          <BC_3MONTH>3.79</BC_3MONTH>
          <BC_6MONTH>4.06</BC_6MONTH>
          <BC_1YEAR>4.04</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.09</BC_3YEAR>
          <BC_5YEAR>4.26</BC_5YEAR>
          <BC_7YEAR>4.41</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.89</BC_30YEAR>
          <WEEK_OF_MONTH>0739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.25</BC_1MONTH>
          <BC_3MONTH>3.73</BC_3MONTH>
          <BC_6MONTH>4.06</BC_6MONTH>
          <BC_1YEAR>4.03</BC_1YEAR>
          <BC_2YEAR>3.97</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.27</BC_5YEAR>
          <BC_7YEAR>4.43</BC_7YEAR>
          <BC_10YEAR>4.63</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.30</BC_1MONTH>
          <BC_3MONTH>3.71</BC_3MONTH>
          <BC_6MONTH>4.07</BC_6MONTH>
          <BC_1YEAR>4.03</BC_1YEAR>
          <BC_2YEAR>3.95</BC_2YEAR>
          <BC_3YEAR>4.02</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.58</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.84</BC_30YEAR>
          <WEEK_OF_MONTH>0739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-SEP-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.43</BC_1MONTH>
          <BC_3MONTH>3.82</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.05</BC_1YEAR>
          <BC_2YEAR>3.97</BC_2YEAR>
          <BC_3YEAR>4.03</BC_3YEAR>
          <BC_5YEAR>4.23</BC_5YEAR>
          <BC_7YEAR>4.38</BC_7YEAR>
          <BC_10YEAR>4.59</BC_10YEAR>
          <BC_20YEAR>  4.89</BC_20YEAR>
          <BC_30YEAR>  4.83</BC_30YEAR>
          <WEEK_OF_MONTH>0739</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>09-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.52</BC_1MONTH>
          <BC_3MONTH>3.92</BC_3MONTH>
          <BC_6MONTH>4.15</BC_6MONTH>
          <BC_1YEAR>4.11</BC_1YEAR>
          <BC_2YEAR>4.02</BC_2YEAR>
          <BC_3YEAR>4.05</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.56</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.63</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>3.98</BC_2YEAR>
          <BC_3YEAR>4.01</BC_3YEAR>
          <BC_5YEAR>4.2</BC_5YEAR>
          <BC_7YEAR>4.34</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.67</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.16</BC_6MONTH>
          <BC_1YEAR>4.11</BC_1YEAR>
          <BC_2YEAR>4.02</BC_2YEAR>
          <BC_3YEAR>4.07</BC_3YEAR>
          <BC_5YEAR>4.24</BC_5YEAR>
          <BC_7YEAR>4.37</BC_7YEAR>
          <BC_10YEAR>4.55</BC_10YEAR>
          <BC_20YEAR>  4.85</BC_20YEAR>
          <BC_30YEAR>  4.79</BC_30YEAR>
          <WEEK_OF_MONTH>0740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.63</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.15</BC_6MONTH>
          <BC_1YEAR>4.1</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.06</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.35</BC_7YEAR>
          <BC_10YEAR>4.54</BC_10YEAR>
          <BC_20YEAR>  4.83</BC_20YEAR>
          <BC_30YEAR>  4.77</BC_30YEAR>
          <WEEK_OF_MONTH>0740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.58</BC_1MONTH>
          <BC_3MONTH>4</BC_3MONTH>
          <BC_6MONTH>4.2</BC_6MONTH>
          <BC_1YEAR>4.16</BC_1YEAR>
          <BC_2YEAR>4.08</BC_2YEAR>
          <BC_3YEAR>4.16</BC_3YEAR>
          <BC_5YEAR>4.33</BC_5YEAR>
          <BC_7YEAR>4.46</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.94</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0740</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-08-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.72</BC_1MONTH>
          <BC_3MONTH>4.06</BC_3MONTH>
          <BC_6MONTH>4.28</BC_6MONTH>
          <BC_1YEAR>4.23</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.21</BC_3YEAR>
          <BC_5YEAR>4.38</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.67</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.81</BC_1MONTH>
          <BC_3MONTH>4.06</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.23</BC_1YEAR>
          <BC_2YEAR>4.15</BC_2YEAR>
          <BC_3YEAR>4.21</BC_3YEAR>
          <BC_5YEAR>4.37</BC_5YEAR>
          <BC_7YEAR>4.49</BC_7YEAR>
          <BC_10YEAR>4.65</BC_10YEAR>
          <BC_20YEAR>  4.93</BC_20YEAR>
          <BC_30YEAR>  4.86</BC_30YEAR>
          <WEEK_OF_MONTH>0741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.98</BC_1MONTH>
          <BC_3MONTH>4.12</BC_3MONTH>
          <BC_6MONTH>4.27</BC_6MONTH>
          <BC_1YEAR>4.22</BC_1YEAR>
          <BC_2YEAR>4.13</BC_2YEAR>
          <BC_3YEAR>4.18</BC_3YEAR>
          <BC_5YEAR>4.36</BC_5YEAR>
          <BC_7YEAR>4.48</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.95</BC_20YEAR>
          <BC_30YEAR>  4.87</BC_30YEAR>
          <WEEK_OF_MONTH>0741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.12</BC_1MONTH>
          <BC_3MONTH>4.2</BC_3MONTH>
          <BC_6MONTH>4.31</BC_6MONTH>
          <BC_1YEAR>4.28</BC_1YEAR>
          <BC_2YEAR>4.23</BC_2YEAR>
          <BC_3YEAR>4.27</BC_3YEAR>
          <BC_5YEAR>4.42</BC_5YEAR>
          <BC_7YEAR>4.53</BC_7YEAR>
          <BC_10YEAR>4.7</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0741</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.25</BC_1MONTH>
          <BC_3MONTH>4.3</BC_3MONTH>
          <BC_6MONTH>4.4</BC_6MONTH>
          <BC_1YEAR>4.33</BC_1YEAR>
          <BC_2YEAR>4.22</BC_2YEAR>
          <BC_3YEAR>4.25</BC_3YEAR>
          <BC_5YEAR>4.4</BC_5YEAR>
          <BC_7YEAR>4.52</BC_7YEAR>
          <BC_10YEAR>4.69</BC_10YEAR>
          <BC_20YEAR>  4.98</BC_20YEAR>
          <BC_30YEAR>  4.91</BC_30YEAR>
          <WEEK_OF_MONTH>0742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.14</BC_1MONTH>
          <BC_3MONTH>4.25</BC_3MONTH>
          <BC_6MONTH>4.33</BC_6MONTH>
          <BC_1YEAR>4.26</BC_1YEAR>
          <BC_2YEAR>4.12</BC_2YEAR>
          <BC_3YEAR>4.17</BC_3YEAR>
          <BC_5YEAR>4.34</BC_5YEAR>
          <BC_7YEAR>4.47</BC_7YEAR>
          <BC_10YEAR>4.66</BC_10YEAR>
          <BC_20YEAR>  4.97</BC_20YEAR>
          <BC_30YEAR>  4.90</BC_30YEAR>
          <WEEK_OF_MONTH>0742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.74</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.17</BC_6MONTH>
          <BC_1YEAR>4.11</BC_1YEAR>
          <BC_2YEAR>4</BC_2YEAR>
          <BC_3YEAR>4.04</BC_3YEAR>
          <BC_5YEAR>4.22</BC_5YEAR>
          <BC_7YEAR>4.36</BC_7YEAR>
          <BC_10YEAR>4.57</BC_10YEAR>
          <BC_20YEAR>  4.88</BC_20YEAR>
          <BC_30YEAR>  4.82</BC_30YEAR>
          <WEEK_OF_MONTH>0742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.21</BC_1MONTH>
          <BC_3MONTH>3.76</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.03</BC_1YEAR>
          <BC_2YEAR>3.93</BC_2YEAR>
          <BC_3YEAR>3.98</BC_3YEAR>
          <BC_5YEAR>4.17</BC_5YEAR>
          <BC_7YEAR>4.31</BC_7YEAR>
          <BC_10YEAR>4.52</BC_10YEAR>
          <BC_20YEAR>  4.84</BC_20YEAR>
          <BC_30YEAR>  4.78</BC_30YEAR>
          <WEEK_OF_MONTH>0742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.45</BC_1MONTH>
          <BC_3MONTH>3.86</BC_3MONTH>
          <BC_6MONTH>4.07</BC_6MONTH>
          <BC_1YEAR>3.98</BC_1YEAR>
          <BC_2YEAR>3.8</BC_2YEAR>
          <BC_3YEAR>3.85</BC_3YEAR>
          <BC_5YEAR>4.03</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0742</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.69</BC_1MONTH>
          <BC_3MONTH>4</BC_3MONTH>
          <BC_6MONTH>4.15</BC_6MONTH>
          <BC_1YEAR>4.05</BC_1YEAR>
          <BC_2YEAR>3.85</BC_2YEAR>
          <BC_3YEAR>3.88</BC_3YEAR>
          <BC_5YEAR>4.08</BC_5YEAR>
          <BC_7YEAR>4.21</BC_7YEAR>
          <BC_10YEAR>4.42</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-22-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.98</BC_1MONTH>
          <BC_3MONTH>3.98</BC_3MONTH>
          <BC_6MONTH>4.12</BC_6MONTH>
          <BC_1YEAR>4.01</BC_1YEAR>
          <BC_2YEAR>3.81</BC_2YEAR>
          <BC_3YEAR>3.86</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>  4.74</BC_20YEAR>
          <BC_30YEAR>  4.69</BC_30YEAR>
          <WEEK_OF_MONTH>0743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.83</BC_1MONTH>
          <BC_3MONTH>3.85</BC_3MONTH>
          <BC_6MONTH>4</BC_6MONTH>
          <BC_1YEAR>3.91</BC_1YEAR>
          <BC_2YEAR>3.74</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.14</BC_7YEAR>
          <BC_10YEAR>4.36</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.92</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.02</BC_6MONTH>
          <BC_1YEAR>3.93</BC_1YEAR>
          <BC_2YEAR>3.74</BC_2YEAR>
          <BC_3YEAR>3.78</BC_3YEAR>
          <BC_5YEAR>4.01</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.37</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-25-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.97</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.05</BC_6MONTH>
          <BC_1YEAR>3.96</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>3.79</BC_3YEAR>
          <BC_5YEAR>4.04</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.41</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0743</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.96</BC_1MONTH>
          <BC_3MONTH>4.01</BC_3MONTH>
          <BC_6MONTH>4.1</BC_6MONTH>
          <BC_1YEAR>4</BC_1YEAR>
          <BC_2YEAR>3.79</BC_2YEAR>
          <BC_3YEAR>3.84</BC_3YEAR>
          <BC_5YEAR>4.04</BC_5YEAR>
          <BC_7YEAR>4.19</BC_7YEAR>
          <BC_10YEAR>4.39</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.03</BC_1MONTH>
          <BC_3MONTH>3.96</BC_3MONTH>
          <BC_6MONTH>4.07</BC_6MONTH>
          <BC_1YEAR>3.98</BC_1YEAR>
          <BC_2YEAR>3.82</BC_2YEAR>
          <BC_3YEAR>3.85</BC_3YEAR>
          <BC_5YEAR>4.06</BC_5YEAR>
          <BC_7YEAR>4.2</BC_7YEAR>
          <BC_10YEAR>4.4</BC_10YEAR>
          <BC_20YEAR>  4.72</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-OCT-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  4.01</BC_1MONTH>
          <BC_3MONTH>3.94</BC_3MONTH>
          <BC_6MONTH>4.09</BC_6MONTH>
          <BC_1YEAR>4.04</BC_1YEAR>
          <BC_2YEAR>3.94</BC_2YEAR>
          <BC_3YEAR>3.94</BC_3YEAR>
          <BC_5YEAR>4.16</BC_5YEAR>
          <BC_7YEAR>4.29</BC_7YEAR>
          <BC_10YEAR>4.48</BC_10YEAR>
          <BC_20YEAR>  4.79</BC_20YEAR>
          <BC_30YEAR>  4.74</BC_30YEAR>
          <WEEK_OF_MONTH>0744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>10-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>01-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.90</BC_1MONTH>
          <BC_3MONTH>3.81</BC_3MONTH>
          <BC_6MONTH>3.95</BC_6MONTH>
          <BC_1YEAR>3.89</BC_1YEAR>
          <BC_2YEAR>3.77</BC_2YEAR>
          <BC_3YEAR>3.8</BC_3YEAR>
          <BC_5YEAR>4.02</BC_5YEAR>
          <BC_7YEAR>4.16</BC_7YEAR>
          <BC_10YEAR>4.36</BC_10YEAR>
          <BC_20YEAR>  4.69</BC_20YEAR>
          <BC_30YEAR>  4.64</BC_30YEAR>
          <WEEK_OF_MONTH>0744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-01-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>02-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.73</BC_1MONTH>
          <BC_3MONTH>3.61</BC_3MONTH>
          <BC_6MONTH>3.79</BC_6MONTH>
          <BC_1YEAR>3.74</BC_1YEAR>
          <BC_2YEAR>3.66</BC_2YEAR>
          <BC_3YEAR>3.68</BC_3YEAR>
          <BC_5YEAR>3.93</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.31</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0744</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-02-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.86</BC_1MONTH>
          <BC_3MONTH>3.71</BC_3MONTH>
          <BC_6MONTH>3.94</BC_6MONTH>
          <BC_1YEAR>3.86</BC_1YEAR>
          <BC_2YEAR>3.69</BC_2YEAR>
          <BC_3YEAR>3.71</BC_3YEAR>
          <BC_5YEAR>3.96</BC_5YEAR>
          <BC_7YEAR>4.12</BC_7YEAR>
          <BC_10YEAR>4.35</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.63</BC_30YEAR>
          <WEEK_OF_MONTH>0745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.99</BC_1MONTH>
          <BC_3MONTH>3.76</BC_3MONTH>
          <BC_6MONTH>3.9</BC_6MONTH>
          <BC_1YEAR>3.83</BC_1YEAR>
          <BC_2YEAR>3.7</BC_2YEAR>
          <BC_3YEAR>3.73</BC_3YEAR>
          <BC_5YEAR>3.99</BC_5YEAR>
          <BC_7YEAR>4.15</BC_7YEAR>
          <BC_10YEAR>4.38</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.77</BC_1MONTH>
          <BC_3MONTH>3.49</BC_3MONTH>
          <BC_6MONTH>3.76</BC_6MONTH>
          <BC_1YEAR>3.71</BC_1YEAR>
          <BC_2YEAR>3.61</BC_2YEAR>
          <BC_3YEAR>3.6</BC_3YEAR>
          <BC_5YEAR>3.92</BC_5YEAR>
          <BC_7YEAR>4.09</BC_7YEAR>
          <BC_10YEAR>4.34</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>0745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>08-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.56</BC_1MONTH>
          <BC_3MONTH>3.38</BC_3MONTH>
          <BC_6MONTH>3.67</BC_6MONTH>
          <BC_1YEAR>3.61</BC_1YEAR>
          <BC_2YEAR>3.47</BC_2YEAR>
          <BC_3YEAR>3.46</BC_3YEAR>
          <BC_5YEAR>3.81</BC_5YEAR>
          <BC_7YEAR>4</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>  4.70</BC_20YEAR>
          <BC_30YEAR>  4.67</BC_30YEAR>
          <WEEK_OF_MONTH>0745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-08-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>09-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.42</BC_1MONTH>
          <BC_3MONTH>3.27</BC_3MONTH>
          <BC_6MONTH>3.64</BC_6MONTH>
          <BC_1YEAR>3.57</BC_1YEAR>
          <BC_2YEAR>3.42</BC_2YEAR>
          <BC_3YEAR>3.44</BC_3YEAR>
          <BC_5YEAR>3.77</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0745</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-09-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-12-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.73</BC_1MONTH>
          <BC_3MONTH>3.5</BC_3MONTH>
          <BC_6MONTH>3.76</BC_6MONTH>
          <BC_1YEAR>3.68</BC_1YEAR>
          <BC_2YEAR>3.54</BC_2YEAR>
          <BC_3YEAR>3.52</BC_3YEAR>
          <BC_5YEAR>3.84</BC_5YEAR>
          <BC_7YEAR>4.01</BC_7YEAR>
          <BC_10YEAR>4.26</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.86</BC_1MONTH>
          <BC_3MONTH>3.41</BC_3MONTH>
          <BC_6MONTH>3.7</BC_6MONTH>
          <BC_1YEAR>3.65</BC_1YEAR>
          <BC_2YEAR>3.57</BC_2YEAR>
          <BC_3YEAR>3.53</BC_3YEAR>
          <BC_5YEAR>3.86</BC_5YEAR>
          <BC_7YEAR>4.03</BC_7YEAR>
          <BC_10YEAR>4.28</BC_10YEAR>
          <BC_20YEAR>  4.65</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>15-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.74</BC_1MONTH>
          <BC_3MONTH>3.3</BC_3MONTH>
          <BC_6MONTH>3.56</BC_6MONTH>
          <BC_1YEAR>3.49</BC_1YEAR>
          <BC_2YEAR>3.35</BC_2YEAR>
          <BC_3YEAR>3.35</BC_3YEAR>
          <BC_5YEAR>3.71</BC_5YEAR>
          <BC_7YEAR>3.9</BC_7YEAR>
          <BC_10YEAR>4.17</BC_10YEAR>
          <BC_20YEAR>  4.58</BC_20YEAR>
          <BC_30YEAR>  4.54</BC_30YEAR>
          <WEEK_OF_MONTH>0746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-15-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>16-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.78</BC_1MONTH>
          <BC_3MONTH>3.4</BC_3MONTH>
          <BC_6MONTH>3.57</BC_6MONTH>
          <BC_1YEAR>3.49</BC_1YEAR>
          <BC_2YEAR>3.33</BC_2YEAR>
          <BC_3YEAR>3.3</BC_3YEAR>
          <BC_5YEAR>3.68</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.52</BC_30YEAR>
          <WEEK_OF_MONTH>0746</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-16-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.74</BC_1MONTH>
          <BC_3MONTH>3.4</BC_3MONTH>
          <BC_6MONTH>3.55</BC_6MONTH>
          <BC_1YEAR>3.43</BC_1YEAR>
          <BC_2YEAR>3.18</BC_2YEAR>
          <BC_3YEAR>3.16</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.07</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.65</BC_1MONTH>
          <BC_3MONTH>3.25</BC_3MONTH>
          <BC_6MONTH>3.41</BC_6MONTH>
          <BC_1YEAR>3.32</BC_1YEAR>
          <BC_2YEAR>3.14</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.74</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.49</BC_30YEAR>
          <WEEK_OF_MONTH>0747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.54</BC_1MONTH>
          <BC_3MONTH>3.09</BC_3MONTH>
          <BC_6MONTH>3.28</BC_6MONTH>
          <BC_1YEAR>3.18</BC_1YEAR>
          <BC_2YEAR>2.99</BC_2YEAR>
          <BC_3YEAR>3.03</BC_3YEAR>
          <BC_5YEAR>3.4</BC_5YEAR>
          <BC_7YEAR>3.65</BC_7YEAR>
          <BC_10YEAR>4</BC_10YEAR>
          <BC_20YEAR>  4.49</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>22-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-22-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>23-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.64</BC_1MONTH>
          <BC_3MONTH>3.23</BC_3MONTH>
          <BC_6MONTH>3.39</BC_6MONTH>
          <BC_1YEAR>3.28</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.1</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.67</BC_7YEAR>
          <BC_10YEAR>4.01</BC_10YEAR>
          <BC_20YEAR>  4.46</BC_20YEAR>
          <BC_30YEAR>  4.43</BC_30YEAR>
          <WEEK_OF_MONTH>0747</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-23-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.53</BC_1MONTH>
          <BC_3MONTH>3.13</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>2.92</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.23</BC_5YEAR>
          <BC_7YEAR>3.48</BC_7YEAR>
          <BC_10YEAR>3.83</BC_10YEAR>
          <BC_20YEAR>  4.29</BC_20YEAR>
          <BC_30YEAR>  4.26</BC_30YEAR>
          <WEEK_OF_MONTH>0748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.68</BC_1MONTH>
          <BC_3MONTH>3.16</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.05</BC_2YEAR>
          <BC_3YEAR>3.04</BC_3YEAR>
          <BC_5YEAR>3.38</BC_5YEAR>
          <BC_7YEAR>3.61</BC_7YEAR>
          <BC_10YEAR>3.95</BC_10YEAR>
          <BC_20YEAR>  4.40</BC_20YEAR>
          <BC_30YEAR>  4.36</BC_30YEAR>
          <WEEK_OF_MONTH>0748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.52</BC_1MONTH>
          <BC_3MONTH>3.05</BC_3MONTH>
          <BC_6MONTH>3.38</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.17</BC_2YEAR>
          <BC_3YEAR>3.21</BC_3YEAR>
          <BC_5YEAR>3.5</BC_5YEAR>
          <BC_7YEAR>3.72</BC_7YEAR>
          <BC_10YEAR>4.03</BC_10YEAR>
          <BC_20YEAR>  4.46</BC_20YEAR>
          <BC_30YEAR>  4.41</BC_30YEAR>
          <WEEK_OF_MONTH>0748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>29-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.38</BC_1MONTH>
          <BC_3MONTH>2.99</BC_3MONTH>
          <BC_6MONTH>3.3</BC_6MONTH>
          <BC_1YEAR>3.22</BC_1YEAR>
          <BC_2YEAR>3.06</BC_2YEAR>
          <BC_3YEAR>3.11</BC_3YEAR>
          <BC_5YEAR>3.42</BC_5YEAR>
          <BC_7YEAR>3.64</BC_7YEAR>
          <BC_10YEAR>3.94</BC_10YEAR>
          <BC_20YEAR>  4.39</BC_20YEAR>
          <BC_30YEAR>  4.35</BC_30YEAR>
          <WEEK_OF_MONTH>0748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-29-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>30-NOV-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.63</BC_1MONTH>
          <BC_3MONTH>3.15</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.04</BC_2YEAR>
          <BC_3YEAR>3.09</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.64</BC_7YEAR>
          <BC_10YEAR>3.97</BC_10YEAR>
          <BC_20YEAR>  4.44</BC_20YEAR>
          <BC_30YEAR>  4.40</BC_30YEAR>
          <WEEK_OF_MONTH>0748</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>11-30-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>03-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.55</BC_1MONTH>
          <BC_3MONTH>3.06</BC_3MONTH>
          <BC_6MONTH>3.28</BC_6MONTH>
          <BC_1YEAR>3.15</BC_1YEAR>
          <BC_2YEAR>2.9</BC_2YEAR>
          <BC_3YEAR>2.93</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.53</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-03-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>04-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.16</BC_1MONTH>
          <BC_3MONTH>3.07</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.11</BC_1YEAR>
          <BC_2YEAR>2.9</BC_2YEAR>
          <BC_3YEAR>2.92</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.54</BC_7YEAR>
          <BC_10YEAR>3.89</BC_10YEAR>
          <BC_20YEAR>  4.38</BC_20YEAR>
          <BC_30YEAR>  4.34</BC_30YEAR>
          <WEEK_OF_MONTH>0749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-04-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>05-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.15</BC_1MONTH>
          <BC_3MONTH>3.07</BC_3MONTH>
          <BC_6MONTH>3.24</BC_6MONTH>
          <BC_1YEAR>3.13</BC_1YEAR>
          <BC_2YEAR>2.9</BC_2YEAR>
          <BC_3YEAR>2.91</BC_3YEAR>
          <BC_5YEAR>3.28</BC_5YEAR>
          <BC_7YEAR>3.55</BC_7YEAR>
          <BC_10YEAR>3.92</BC_10YEAR>
          <BC_20YEAR>  4.42</BC_20YEAR>
          <BC_30YEAR>  4.39</BC_30YEAR>
          <WEEK_OF_MONTH>0749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-05-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>06-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.09</BC_1MONTH>
          <BC_3MONTH>3.09</BC_3MONTH>
          <BC_6MONTH>3.29</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>3.03</BC_2YEAR>
          <BC_3YEAR>3.03</BC_3YEAR>
          <BC_5YEAR>3.39</BC_5YEAR>
          <BC_7YEAR>3.66</BC_7YEAR>
          <BC_10YEAR>4.02</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.49</BC_30YEAR>
          <WEEK_OF_MONTH>0749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-06-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>07-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.04</BC_1MONTH>
          <BC_3MONTH>3.12</BC_3MONTH>
          <BC_6MONTH>3.3</BC_6MONTH>
          <BC_1YEAR>3.24</BC_1YEAR>
          <BC_2YEAR>3.12</BC_2YEAR>
          <BC_3YEAR>3.15</BC_3YEAR>
          <BC_5YEAR>3.51</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>4.12</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0749</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-07-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>10-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.05</BC_1MONTH>
          <BC_3MONTH>3.05</BC_3MONTH>
          <BC_6MONTH>3.31</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.17</BC_2YEAR>
          <BC_3YEAR>3.19</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.15</BC_10YEAR>
          <BC_20YEAR>  4.64</BC_20YEAR>
          <BC_30YEAR>  4.60</BC_30YEAR>
          <WEEK_OF_MONTH>0750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-10-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>11-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.89</BC_1MONTH>
          <BC_3MONTH>2.94</BC_3MONTH>
          <BC_6MONTH>3.17</BC_6MONTH>
          <BC_1YEAR>3.09</BC_1YEAR>
          <BC_2YEAR>2.94</BC_2YEAR>
          <BC_3YEAR>2.99</BC_3YEAR>
          <BC_5YEAR>3.32</BC_5YEAR>
          <BC_7YEAR>3.59</BC_7YEAR>
          <BC_10YEAR>3.98</BC_10YEAR>
          <BC_20YEAR>  4.51</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-11-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>12-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.89</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.2</BC_6MONTH>
          <BC_1YEAR>3.16</BC_1YEAR>
          <BC_2YEAR>3.07</BC_2YEAR>
          <BC_3YEAR>3.12</BC_3YEAR>
          <BC_5YEAR>3.41</BC_5YEAR>
          <BC_7YEAR>3.68</BC_7YEAR>
          <BC_10YEAR>4.05</BC_10YEAR>
          <BC_20YEAR>  4.55</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-12-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>13-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.70</BC_1MONTH>
          <BC_3MONTH>2.87</BC_3MONTH>
          <BC_6MONTH>3.22</BC_6MONTH>
          <BC_1YEAR>3.22</BC_1YEAR>
          <BC_2YEAR>3.21</BC_2YEAR>
          <BC_3YEAR>3.22</BC_3YEAR>
          <BC_5YEAR>3.54</BC_5YEAR>
          <BC_7YEAR>3.8</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-13-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>14-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.61</BC_1MONTH>
          <BC_3MONTH>2.88</BC_3MONTH>
          <BC_6MONTH>3.26</BC_6MONTH>
          <BC_1YEAR>3.28</BC_1YEAR>
          <BC_2YEAR>3.31</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>3.63</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.24</BC_10YEAR>
          <BC_20YEAR>  4.71</BC_20YEAR>
          <BC_30YEAR>  4.66</BC_30YEAR>
          <WEEK_OF_MONTH>0750</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-14-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>17-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.78</BC_1MONTH>
          <BC_3MONTH>3.07</BC_3MONTH>
          <BC_6MONTH>3.39</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.24</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.57</BC_5YEAR>
          <BC_7YEAR>3.83</BC_7YEAR>
          <BC_10YEAR>4.2</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-17-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>18-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.76</BC_1MONTH>
          <BC_3MONTH>3.04</BC_3MONTH>
          <BC_6MONTH>3.37</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.19</BC_2YEAR>
          <BC_3YEAR>3.2</BC_3YEAR>
          <BC_5YEAR>3.53</BC_5YEAR>
          <BC_7YEAR>3.78</BC_7YEAR>
          <BC_10YEAR>4.14</BC_10YEAR>
          <BC_20YEAR>  4.60</BC_20YEAR>
          <BC_30YEAR>  4.55</BC_30YEAR>
          <WEEK_OF_MONTH>0751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-18-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>19-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.66</BC_1MONTH>
          <BC_3MONTH>2.91</BC_3MONTH>
          <BC_6MONTH>3.33</BC_6MONTH>
          <BC_1YEAR>3.26</BC_1YEAR>
          <BC_2YEAR>3.12</BC_2YEAR>
          <BC_3YEAR>3.13</BC_3YEAR>
          <BC_5YEAR>3.46</BC_5YEAR>
          <BC_7YEAR>3.71</BC_7YEAR>
          <BC_10YEAR>4.06</BC_10YEAR>
          <BC_20YEAR>  4.52</BC_20YEAR>
          <BC_30YEAR>  4.47</BC_30YEAR>
          <WEEK_OF_MONTH>0751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-19-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>20-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.42</BC_1MONTH>
          <BC_3MONTH>2.92</BC_3MONTH>
          <BC_6MONTH>3.26</BC_6MONTH>
          <BC_1YEAR>3.2</BC_1YEAR>
          <BC_2YEAR>3.09</BC_2YEAR>
          <BC_3YEAR>3.09</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.7</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.46</BC_30YEAR>
          <WEEK_OF_MONTH>0751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-20-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>21-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.44</BC_1MONTH>
          <BC_3MONTH>3</BC_3MONTH>
          <BC_6MONTH>3.38</BC_6MONTH>
          <BC_1YEAR>3.31</BC_1YEAR>
          <BC_2YEAR>3.19</BC_2YEAR>
          <BC_3YEAR>3.2</BC_3YEAR>
          <BC_5YEAR>3.58</BC_5YEAR>
          <BC_7YEAR>3.84</BC_7YEAR>
          <BC_10YEAR>4.18</BC_10YEAR>
          <BC_20YEAR>  4.62</BC_20YEAR>
          <BC_30YEAR>  4.58</BC_30YEAR>
          <WEEK_OF_MONTH>0751</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-21-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>24-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.75</BC_1MONTH>
          <BC_3MONTH>3.33</BC_3MONTH>
          <BC_6MONTH>3.57</BC_6MONTH>
          <BC_1YEAR>3.46</BC_1YEAR>
          <BC_2YEAR>3.24</BC_2YEAR>
          <BC_3YEAR>3.25</BC_3YEAR>
          <BC_5YEAR>3.65</BC_5YEAR>
          <BC_7YEAR>3.89</BC_7YEAR>
          <BC_10YEAR>4.23</BC_10YEAR>
          <BC_20YEAR>  4.67</BC_20YEAR>
          <BC_30YEAR>  4.62</BC_30YEAR>
          <WEEK_OF_MONTH>0752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-24-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>25-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>TUESDAY  </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH></BC_1MONTH>
          <BC_3MONTH></BC_3MONTH>
          <BC_6MONTH></BC_6MONTH>
          <BC_1YEAR></BC_1YEAR>
          <BC_2YEAR></BC_2YEAR>
          <BC_3YEAR></BC_3YEAR>
          <BC_5YEAR></BC_5YEAR>
          <BC_7YEAR></BC_7YEAR>
          <BC_10YEAR></BC_10YEAR>
          <BC_20YEAR></BC_20YEAR>
          <BC_30YEAR></BC_30YEAR>
          <WEEK_OF_MONTH>0752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL>FEDERAL HOLIDAY</BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-25-2007    MARKET CLOSED</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>26-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>WEDNESDAY</DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  3.04</BC_1MONTH>
          <BC_3MONTH>3.32</BC_3MONTH>
          <BC_6MONTH>3.58</BC_6MONTH>
          <BC_1YEAR>3.49</BC_1YEAR>
          <BC_2YEAR>3.31</BC_2YEAR>
          <BC_3YEAR>3.32</BC_3YEAR>
          <BC_5YEAR>3.72</BC_5YEAR>
          <BC_7YEAR>3.96</BC_7YEAR>
          <BC_10YEAR>4.3</BC_10YEAR>
          <BC_20YEAR>  4.73</BC_20YEAR>
          <BC_30YEAR>  4.68</BC_30YEAR>
          <WEEK_OF_MONTH>0752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-26-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>27-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>THURSDAY </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.85</BC_1MONTH>
          <BC_3MONTH>3.17</BC_3MONTH>
          <BC_6MONTH>3.43</BC_6MONTH>
          <BC_1YEAR>3.37</BC_1YEAR>
          <BC_2YEAR>3.24</BC_2YEAR>
          <BC_3YEAR>3.23</BC_3YEAR>
          <BC_5YEAR>3.64</BC_5YEAR>
          <BC_7YEAR>3.88</BC_7YEAR>
          <BC_10YEAR>4.21</BC_10YEAR>
          <BC_20YEAR>  4.66</BC_20YEAR>
          <BC_30YEAR>  4.61</BC_30YEAR>
          <WEEK_OF_MONTH>0752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-27-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>28-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>FRIDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.57</BC_1MONTH>
          <BC_3MONTH>3.18</BC_3MONTH>
          <BC_6MONTH>3.45</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.12</BC_2YEAR>
          <BC_3YEAR>3.13</BC_3YEAR>
          <BC_5YEAR>3.52</BC_5YEAR>
          <BC_7YEAR>3.77</BC_7YEAR>
          <BC_10YEAR>4.11</BC_10YEAR>
          <BC_20YEAR>  4.56</BC_20YEAR>
          <BC_30YEAR>  4.51</BC_30YEAR>
          <WEEK_OF_MONTH>0752</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-28-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
    <G_BID_CURVE_DATE>
      <BID_CURVE_DATE>31-DEC-07</BID_CURVE_DATE>
      <DAY_OF_WEEK>MONDAY   </DAY_OF_WEEK>
      <LIST_G_BC_30YEAR>
        <G_BC_30YEAR>
          <BC_1MONTH>  2.76</BC_1MONTH>
          <BC_3MONTH>3.36</BC_3MONTH>
          <BC_6MONTH>3.49</BC_6MONTH>
          <BC_1YEAR>3.34</BC_1YEAR>
          <BC_2YEAR>3.05</BC_2YEAR>
          <BC_3YEAR>3.07</BC_3YEAR>
          <BC_5YEAR>3.45</BC_5YEAR>
          <BC_7YEAR>3.7</BC_7YEAR>
          <BC_10YEAR>4.04</BC_10YEAR>
          <BC_20YEAR>  4.50</BC_20YEAR>
          <BC_30YEAR>  4.45</BC_30YEAR>
          <WEEK_OF_MONTH>0801</WEEK_OF_MONTH>
          <BOND_MKT_UNAVAIL></BOND_MKT_UNAVAIL>
        </G_BC_30YEAR>
      </LIST_G_BC_30YEAR>
      <NEW_DATE>12-31-2007</NEW_DATE>
    </G_BID_CURVE_DATE>
  </LIST_G_BID_CURVE_DATE>
</QR_BC_CM_MONTHLY>