, 5 year swap            ,, 5 year swap            ,
                    , 5 year swap1st         ,, 5 year swap2nd         ,
                    , 5 year swap; Nearest   ,, 2nd nearest expn       ,
                    , expiration             ,,                        ,
                    , Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of           ,                        ,,                        ,
2009-02-20          ,         97.550, 2009-03 ,         97.470, 2009-06 
2009-02-13          ,         97.420, 2009-03 ,         97.330, 2009-06 
2009-02-06          ,                    na,  ,                    na,  
2009-01-30          ,         97.480, 2009-03 ,         97.400, 2009-06 
2009-01-23          ,         97.680, 2009-03 ,         97.620, 2009-06 
2009-01-16          ,         98.000, 2009-03 ,         97.960, 2009-06 
2009-01-09          ,         97.840, 2009-03 ,         97.800, 2009-06 
2009-01-02          ,                    na,  ,                    na,  
2008-12-26          ,                    na,  ,                    na,  
2008-12-19          ,                    na,  ,                    na,  
2008-12-12          ,                    na,  ,                    na,  
2008-12-05          ,                    na,  ,                    na,  
2008-11-28          ,         97.130, 2008-12 ,         97.080, 2009-03 
2008-11-21          ,         96.980, 2008-12 ,         96.910, 2009-03 
2008-11-14          ,         96.530, 2008-12 ,         96.440, 2009-03 
2008-11-07          ,         96.370, 2008-12 ,         96.270, 2009-03 
2008-10-31          ,         96.120, 2008-12 ,         96.030, 2009-03 
2008-10-24          ,         96.340, 2008-12 ,         96.300, 2009-03 
2008-10-17          ,         96.040, 2008-12 ,         96.010, 2009-03 
2008-10-10          ,         95.990, 2008-12 ,         95.970, 2009-03 
2008-10-03          ,         96.210, 2008-12 ,         96.200, 2009-03 
2008-09-26          ,         95.850, 2008-12 ,         95.810, 2009-03 
2008-09-19          ,         95.990, 2008-12 ,         95.950, 2009-03 
2008-09-12          ,         96.210, 2008-09 ,         96.120, 2008-12 
2008-09-05          ,         96.160, 2008-09 ,         96.070, 2008-12 
2008-08-29          ,         95.940, 2008-09 ,         95.840, 2008-12 
2008-08-22          ,         95.860, 2008-09 ,         95.760, 2008-12 
2008-08-15          ,         95.880, 2008-09 ,         95.780, 2008-12 
2008-08-08          ,         95.770, 2008-09 ,         95.670, 2008-12 
2008-08-01          ,         95.790, 2008-09 ,         95.700, 2008-12 
2008-07-25          ,         95.620, 2008-09 ,         95.520, 2008-12 
2008-07-18          ,         95.550, 2008-09 ,         95.450, 2008-12 
2008-07-11          ,         95.810, 2008-09 ,         95.720, 2008-12 
2008-07-04          ,         95.650, 2008-09 ,         95.560, 2008-12 
2008-06-27          ,         95.610, 2008-09 ,         95.520, 2008-12 
2008-06-20          ,         95.460, 2008-09 ,         95.380, 2008-12 
2008-06-13          ,         95.410, 2008-06 ,         95.280, 2008-09 
2008-06-06          ,         95.880, 2008-06 ,         95.760, 2008-09 
2008-05-30          ,         95.670, 2008-06 ,         95.550, 2008-09 
2008-05-23          ,         95.920, 2008-06 ,         95.810, 2008-09 
2008-05-16          ,         96.080, 2008-06 ,         95.990, 2008-09 
2008-05-09          ,         96.210, 2008-06 ,         96.110, 2008-09 
2008-05-02          ,         96.130, 2008-06 ,         96.040, 2008-09 
2008-04-25          ,         95.990, 2008-06 ,         95.900, 2008-09 
2008-04-18          ,         96.130, 2008-06 ,         96.030, 2008-09 
2008-04-11          ,         96.560, 2008-06 ,         96.460, 2008-09 
2008-04-04          ,         96.510, 2008-06 ,         96.420, 2008-09 
2008-03-28          ,         96.500, 2008-06 ,         96.390, 2008-09 
2008-03-21          ,         96.700, 2008-06 ,         96.600, 2008-09 
2008-03-14          ,         96.740, 2008-03 ,         96.660, 2008-06 
2008-03-07          ,                    na,  ,                    na,  
2008-02-29          ,                    na,  ,                    na,  
2008-02-22          ,                    na,  ,                    na,  
2008-02-15          ,                    na,  ,                    na,  
2008-02-08          ,                    na,  ,                    na,  
2008-02-01          ,                    na,  ,                    na,  
2008-01-25          ,                    na,  ,                    na,  
2008-01-18          ,                    na,  ,                    na,  
2008-01-11          ,                    na,  ,                    na,  
2008-01-04          ,                    na,  ,                    na,  
2007-12-28          ,                    na,  ,                    na,  
2007-12-21          ,                    na,  ,                    na,  
2007-12-14          ,                    na,  ,                    na,  
2007-12-07          ,                    na,  ,                    na,  
2007-11-30          ,                    na,  ,                    na,  
2007-11-23          ,                    na,  ,                    na,  
2007-11-16          ,                    na,  ,                    na,  
2007-11-09          ,                    na,  ,                    na,  
2007-11-02          ,                    na,  ,                    na,  
2007-10-26          ,                    na,  ,                    na,  
2007-10-19          ,                    na,  ,                    na,  
2007-10-12          ,                    na,  ,                    na,  
2007-10-05          ,                    na,  ,                    na,  
2007-09-28          ,                    na,  ,                    na,  
2007-09-21          ,                    na,  ,                    na,  
2007-09-14          ,                    na,  ,                    na,  
2007-09-07          ,                    na,  ,                    na,  
2007-08-31          ,                    na,  ,                    na,  
2007-08-24          ,                    na,  ,                    na,  
2007-08-17          ,                    na,  ,                    na,  
2007-08-10          ,                    na,  ,                    na,  
2007-08-03          ,                    na,  ,                    na,  
2007-07-27          ,                    na,  ,                    na,  
2007-07-20          ,                    na,  ,                    na,  
2007-07-13          ,                    na,  ,                    na,  
2007-07-06          ,                    na,  ,                    na,  
2007-06-29          ,                    na,  ,                    na,  
2007-06-22          ,                    na,  ,                    na,  
2007-06-15          ,                    na,  ,                    na,  
2007-06-08          ,                    na,  ,                    na,  
2007-06-01          ,                    na,  ,                    na,  
2007-05-25          ,                    na,  ,                    na,  
2007-05-18          ,                    na,  ,                    na,  
2007-05-11          ,                    na,  ,                    na,  
2007-05-04          ,                    na,  ,                    na,  
2007-04-27          ,                    na,  ,                    na,  
2007-04-20          ,                    na,  ,                    na,  
2007-04-13          ,         94.880, 2007-06 ,         94.890, 2007-09 
2007-04-06          ,         94.880, 2007-06 ,         94.890, 2007-09 
2007-03-30          ,         95.020, 2007-06 ,         95.030, 2007-09 
2007-03-23          ,         95.050, 2007-06 ,         95.060, 2007-09 
2007-03-16          ,         95.060, 2007-03 ,         95.080, 2007-06 
2007-03-09          ,         94.990, 2007-03 ,         95.010, 2007-06 
2007-03-02          ,         95.070, 2007-03 ,         95.090, 2007-06 
2007-02-23          ,         94.900, 2007-03 ,         94.920, 2007-06 
2007-02-16          ,         94.890, 2007-03 ,         94.910, 2007-06 
2007-02-09          ,         94.850, 2007-03 ,         94.880, 2007-06 
2007-02-02          ,         94.760, 2007-03 ,         94.770, 2007-06 
2007-01-26          ,         94.770, 2007-03 ,         94.730, 2007-06 
2007-01-19          ,         94.820, 2007-03 ,         94.830, 2007-06 
2007-01-12          ,         94.840, 2007-03 ,         94.850, 2007-06 
2007-01-05          ,         95.030, 2007-03 ,         95.050, 2007-06 
2006-12-29          ,         94.910, 2007-03 ,         94.920, 2007-06 
2006-12-22          ,         95.010, 2007-03 ,         95.030, 2007-06 
2006-12-15          ,         95.030, 2006-12 ,         95.050, 2007-03 
2006-12-08          ,         95.060, 2006-12 ,         95.080, 2007-03 
2006-12-01          ,         95.230, 2006-12 ,         95.260, 2007-03 
2006-11-24          ,         95.050, 2006-12 ,         95.080, 2007-03 
2006-11-17          ,         95.000, 2006-12 ,         95.020, 2007-03 
2006-11-10          ,         95.000, 2006-12 ,         95.010, 2007-03 
2006-11-03          ,         94.840, 2006-12 ,         94.850, 2007-03 
2006-10-27          ,         94.910, 2006-12 ,         94.920, 2007-03 
2006-10-20          ,         94.770, 2006-12 ,         94.780, 2007-03 
2006-10-13          ,         94.740, 2006-12 ,         94.740, 2007-03 
2006-10-06          ,         94.870, 2006-12 ,         94.870, 2007-03 
2006-09-29          ,         94.930, 2006-12 ,         94.940, 2007-03 
2006-09-22          ,         94.920, 2006-12 ,         94.930, 2007-03 
2006-09-15          ,         94.760, 2006-09 ,         94.750, 2006-12 
2006-09-08          ,         94.810, 2006-09 ,         94.820, 2006-12 
2006-09-01          ,         94.830, 2006-09 ,         94.840, 2006-12 
2006-08-25          ,         94.750, 2006-09 ,         94.760, 2006-12 
2006-08-18          ,         94.700, 2006-09 ,         94.700, 2006-12 
2006-08-11          ,         94.590, 2006-09 ,         94.590, 2006-12 
2006-08-04          ,         94.650, 2006-09 ,         94.660, 2006-12 
2006-07-28          ,         94.550, 2006-09 ,         94.560, 2006-12 
2006-07-21          ,         94.470, 2006-09 ,         94.470, 2006-12 
2006-07-14          ,         94.420, 2006-09 ,         94.420, 2006-12 
2006-07-07          ,         94.330, 2006-09 ,         94.330, 2006-12 
2006-06-30          ,         94.340, 2006-09 ,         94.340, 2006-12 
2006-06-23          ,         94.240, 2006-09 ,         94.240, 2006-12 
2006-06-16          ,         94.370, 2006-06 ,         94.360, 2006-09 
2006-06-09          ,         94.540, 2006-06 ,         94.540, 2006-09 
2006-06-02          ,         94.590, 2006-06 ,         94.580, 2006-09 
2006-05-26          ,         94.540, 2006-06 ,         94.530, 2006-09 
2006-05-19          ,         94.530, 2006-06 ,         94.510, 2006-09 
2006-05-12          ,         94.450, 2006-06 ,         94.430, 2006-09 
2006-05-05          ,         94.560, 2006-06 ,         94.490, 2006-09 
2006-04-28          ,         94.560, 2006-06 ,         94.550, 2006-09 
2006-04-21          ,         94.570, 2006-06 ,         94.560, 2006-09 
2006-04-14          ,                    na,  ,                    na,  
2006-04-07          ,         94.650, 2006-06 ,         94.650, 2006-09 
2006-03-31          ,         94.710, 2006-06 ,         94.710, 2006-09 
2006-03-24          ,         94.860, 2006-06 ,         94.860, 2006-09 
2006-03-17          ,         94.870, 2006-06 ,         94.870, 2006-09 
2006-03-10          ,         94.760, 2006-03 ,         94.740, 2006-06 
2006-03-03          ,         94.820, 2006-03 ,         94.800, 2006-06 
2006-02-24          ,         94.900, 2006-03 ,         94.890, 2006-06 
2006-02-17          ,         94.940, 2006-03 ,         94.940, 2006-06 
2006-02-10          ,         94.900, 2006-03 ,         94.890, 2006-06 
2006-02-03          ,         95.000, 2006-03 ,         94.990, 2006-06 
2006-01-27          ,         95.060, 2006-03 ,         95.050, 2006-06 
2006-01-20          ,         95.200, 2006-03 ,         95.200, 2006-06 
2006-01-13          ,         95.220, 2006-03 ,         95.220, 2006-06 
2006-01-06          ,         95.190, 2006-03 ,         95.180, 2006-06 
2005-12-30          ,         95.130, 2006-03 ,         95.120, 2006-06 
2005-12-23          ,         95.080, 2006-03 ,         95.080, 2006-06 
2005-12-16          ,         95.120, 2005-12 ,         95.100, 2006-03 
2005-12-09          ,         95.100, 2005-12 ,         95.080, 2006-03 
2005-12-02          ,         95.020, 2005-12 ,         95.000, 2006-03 
2005-11-25          ,         95.160, 2005-12 ,         95.140, 2006-03 
2005-11-18          ,         95.070, 2005-12 ,         95.050, 2006-03 
2005-11-11          ,         95.000, 2005-12 ,         94.970, 2006-03 
2005-11-04          ,         94.920, 2005-12 ,         94.880, 2006-03 
2005-10-28          ,         95.030, 2005-12 ,         95.000, 2006-03 
2005-10-21          ,         95.240, 2005-12 ,         95.200, 2006-03 
2005-10-14          ,         95.140, 2005-12 ,         95.110, 2006-03 
2005-10-07          ,         95.270, 2005-12 ,         95.250, 2006-03 
2005-09-30          ,         95.320, 2005-12 ,         95.290, 2006-03 
2005-09-23          ,         95.450, 2005-12 ,         95.430, 2006-03 
2005-09-16          ,         95.500, 2005-09 ,         95.460, 2005-12 
2005-09-09          ,         95.640, 2005-09 ,         95.610, 2005-12 
2005-09-02          ,         95.730, 2005-09 ,         95.690, 2005-12 
2005-08-26          ,         95.470, 2005-09 ,         95.440, 2005-12 
2005-08-19          ,         95.480, 2005-09 ,         95.450, 2005-12 
2005-08-12          ,         95.450, 2005-09 ,         95.410, 2005-12 
2005-08-05          ,         95.380, 2005-09 ,         95.330, 2005-12 
2005-07-29          ,         95.410, 2005-09 ,         95.370, 2005-12 
2005-07-22          ,         95.490, 2005-09 ,         95.450, 2005-12 
2005-07-15          ,         95.570, 2005-09 ,         95.530, 2005-12 
2005-07-08          ,         95.640, 2005-09 ,         95.610, 2005-12 
2005-07-01          ,         95.710, 2005-09 ,         95.680, 2005-12 
2005-06-24          ,         95.880, 2005-09 ,         95.850, 2005-12 
2005-06-17          ,         95.680, 2005-09 ,         95.650, 2005-12 
2005-06-10          ,         95.780, 2005-06 ,         95.730, 2005-09 
2005-06-03          ,         95.880, 2005-06 ,         95.820, 2005-09 
2005-05-27          ,         95.780, 2005-06 ,         95.720, 2005-09 
2005-05-20          ,         95.690, 2005-06 ,         95.620, 2005-09 
2005-05-13          ,         95.650, 2005-06 ,         95.570, 2005-09 
2005-05-06          ,         95.300, 2005-06 ,         95.220, 2005-09 
2005-04-29          ,         95.300, 2005-06 ,         95.230, 2005-09 
2005-04-22          ,         95.300, 2005-06 ,         95.220, 2005-09 
2005-04-15          ,         95.300, 2005-06 ,         95.210, 2005-09 
2005-04-08          ,         95.300, 2005-06 ,         95.200, 2005-09 
2005-04-01          ,         95.260, 2005-06 ,         95.180, 2005-09 
2005-03-25          ,         95.260, 2005-06 ,         95.170, 2005-09 
2005-03-18          ,         95.260, 2005-06 ,         95.170, 2005-09 
2005-03-11          ,         95.750, 2005-03 ,         95.640, 2005-06 
2005-03-04          ,         95.750, 2005-03 ,         95.650, 2005-06 
2005-02-25          ,         95.750, 2005-03 ,         95.650, 2005-06 
2005-02-18          ,         95.830, 2005-03 ,         95.740, 2005-06 
2005-02-11          ,         96.000, 2005-03 ,         95.910, 2005-06 
2005-02-04          ,         95.830, 2005-03 ,         95.740, 2005-06 
2005-01-28          ,         95.850, 2005-03 ,         95.760, 2005-06 
2005-01-21          ,         95.850, 2005-03 ,         95.760, 2005-06 
2005-01-14          ,         95.850, 2005-03 ,         95.750, 2005-06 
2005-01-07          ,         95.800, 2005-03 ,         95.700, 2005-06 
2004-12-31          ,         95.930, 2005-03 ,         95.820, 2005-06 
2004-12-24          ,         95.930, 2005-03 ,         95.830, 2005-06 
2004-12-17          ,         95.980, 2005-03 ,         95.870, 2005-06 
2004-12-10          ,         96.100, 2004-12 ,         95.980, 2005-03 
2004-12-03          ,         95.850, 2004-12 ,         95.710, 2005-03 
2004-11-26          ,         95.950, 2004-12 ,         95.820, 2005-03 
2004-11-19          ,         96.000, 2004-12 ,         95.860, 2005-03 
2004-11-12          ,         96.000, 2004-12 ,         95.860, 2005-03 
2004-11-05          ,         96.150, 2004-12 ,         96.010, 2005-03 
2004-10-29          ,         96.190, 2004-12 ,         96.060, 2005-03 
2004-10-22          ,         96.200, 2004-12 ,         96.070, 2005-03 
2004-10-15          ,         96.200, 2004-12 ,         96.060, 2005-03 
2004-10-08          ,         96.050, 2004-12 ,         95.910, 2005-03 
2004-10-01          ,                    na,  ,                    na,  
2004-09-24          ,                    na,  ,                    na,  
2004-09-17          ,                    na,  ,                    na,  
2004-09-10          ,                    na,  ,                    na,  
2004-09-03          ,                    na,  ,                    na,  
2004-08-27          ,                    na,  ,                    na,  
2004-08-20          ,         96.100, 2004-09 ,         95.930, 2004-12 
2004-08-13          ,                    na,  ,                    na,  
2004-08-06          ,                    na,  ,                    na,  
2004-07-30          ,         95.700, 2004-09 ,         95.520, 2004-12 
2004-07-23          ,         95.700, 2004-09 ,         95.510, 2004-12 
2004-07-16          ,         95.720, 2004-09 ,         95.530, 2004-12 
2004-07-09          ,         95.700, 2004-09 ,         95.510, 2004-12 
2004-07-02          ,         95.580, 2004-09 ,         95.400, 2004-12 
2004-06-25          ,         95.450, 2004-09 ,         95.260, 2004-12 
2004-06-18          ,         95.400, 2004-09 ,         95.200, 2004-12 
2004-06-11          ,         95.550, 2004-06 ,         95.320, 2004-09 
2004-06-04          ,         95.600, 2004-06 ,         95.370, 2004-09 
2004-05-28          ,         95.700, 2004-06 ,         95.470, 2004-09 
2004-05-21          ,         95.570, 2004-06 ,         95.330, 2004-09 
2004-05-14          ,         95.450, 2004-06 ,         95.210, 2004-09 
2004-05-07          ,         95.700, 2004-06 ,         95.450, 2004-09 
2004-04-30          ,         95.800, 2004-06 ,         95.580, 2004-09 
2004-04-23          ,         95.880, 2004-06 ,         95.660, 2004-09 
2004-04-16          ,         96.030, 2004-06 ,         95.810, 2004-09 
2004-04-09          ,         96.240, 2004-06 ,         96.030, 2004-09 
2004-04-02          ,         96.280, 2004-06 ,         96.070, 2004-09 
2004-03-26          ,         96.770, 2004-06 ,         96.590, 2004-09 
2004-03-19          ,         96.720, 2004-06 ,         96.540, 2004-09 
2004-03-12          ,         96.900, 2004-03 ,         96.720, 2004-06 
2004-03-05          ,         96.770, 2004-03 ,         96.580, 2004-06 
2004-02-27          ,         96.570, 2004-03 ,         96.260, 2004-06 
2004-02-20          ,         96.500, 2004-03 ,         96.260, 2004-06 
2004-02-13          ,         96.500, 2004-03 ,         96.260, 2004-06 
2004-02-06          ,         96.380, 2004-03 ,         96.260, 2004-06 
2004-01-30          ,         96.330, 2004-03 ,         96.260, 2004-06 
2004-01-23          ,         96.470, 2004-03 ,         96.260, 2004-06 
2004-01-16          ,         96.500, 2004-03 ,         96.310, 2004-06 
2004-01-09          ,         96.380, 2004-03 ,         96.180, 2004-06 
2004-01-02          ,         96.080, 2004-03 ,         95.860, 2004-06 
2003-12-26          ,         96.200, 2004-03 ,         96.000, 2004-06 
2003-12-19          ,         96.200, 2004-03 ,         96.000, 2004-06 
2003-12-12          ,         96.180, 2003-12 ,         95.980, 2004-03 
2003-12-05          ,         95.920, 2003-12 ,         95.710, 2004-03 
2003-11-28          ,         96.345, 2003-12 ,         96.135, 2004-03 
2003-11-21          ,         96.370, 2003-12 ,         96.170, 2004-03 
2003-11-14          ,         96.300, 2003-12 ,         96.090, 2004-03 
2003-11-07          ,         96.107, 2003-12 ,         95.887, 2004-03 
2003-10-31          ,         96.230, 2003-12 ,         96.010, 2004-03 
2003-10-24          ,         96.290, 2003-12 ,         96.080, 2004-03 
2003-10-17          ,         96.060, 2003-12 ,         95.840, 2004-03 
2003-10-10          ,         96.265, 2003-12 ,         96.045, 2004-03 
2003-10-03          ,         96.552, 2003-12 ,         96.332, 2004-03 
2003-09-26          ,         96.423, 2003-12 ,         96.223, 2004-03 
2003-09-19          ,         96.280, 2003-12 ,         96.060, 2004-03 
2003-09-12          ,         96.400, 2003-09 ,         96.190, 2003-12 
2003-09-05          ,         96.225, 2003-09 ,         95.995, 2003-12 
2003-08-29          ,         96.020, 2003-09 ,         95.790, 2003-12 
2003-08-22          ,         96.010, 2003-09 ,         95.770, 2003-12 
2003-08-15          ,         96.000, 2003-09 ,         95.750, 2003-12 
2003-08-08          ,         96.335, 2003-09 ,         96.115, 2003-12 
2003-08-01          ,         95.982, 2003-09 ,         95.732, 2003-12 
2003-07-25          ,         96.493, 2003-09 ,         96.272, 2003-12 
2003-07-18          ,         96.685, 2003-09 ,         96.485, 2003-12 
2003-07-11          ,         97.020, 2003-09 ,         96.830, 2003-12 
2003-07-04          ,         97.055, 2003-09 ,         96.875, 2003-12 
2003-06-27          ,         97.085, 2003-09 ,         96.905, 2003-12 
2003-06-20          ,         97.200, 2003-09 ,         97.020, 2003-12 
2003-06-13          ,         97.620, 2003-06 ,         97.480, 2003-09 
2003-06-06          ,         97.425, 2003-06 ,         97.275, 2003-09 
2003-05-30          ,         97.350, 2003-06 ,         97.200, 2003-09 
2003-05-23          ,         97.320, 2003-06 ,         97.170, 2003-09 
2003-05-16          ,         97.190, 2003-06 ,         97.030, 2003-09 
2003-05-09          ,         97.020, 2003-06 ,         96.850, 2003-09 
2003-05-02          ,         96.720, 2003-06 ,         96.530, 2003-09 
2003-04-25          ,         96.620, 2003-06 ,         96.440, 2003-09 
2003-04-18          ,         96.555, 2003-06 ,         96.365, 2003-09 
2003-04-11          ,         96.555, 2003-06 ,         96.355, 2003-09 
2003-04-04          ,         96.560, 2003-06 ,         96.360, 2003-09