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[mqlkit.git] / files / COT - 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE .csv

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.28;  668741;   66249;  108396;   17431;  501858;  412723;  585537;  538550;   83203;  130191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.21;  721447;   74059;  130183;   33436;  535434;  440214;  642929;  603833;   78518;  117614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.14;  695351;   73348;  116740;   35073;  504219;  433068;  612640;  584881;   82710;  110470\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.07;  697079;   91316;  111476;   29948;  470655;  452612;  591919;  594036;  105159;  103043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.30;  702482;   99476;  124194;   32528;  467465;  439457;  599469;  596179;  103013;  106303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.23;  786499;   85766;  129805;   67382;  522155;  473700;  675303;  670887;  111196;  115612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.16;  730473;  106286;  131821;   50927;  462864;  437139;  620077;  619887;  110396;  110586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.09;  777069;  153231;  153717;   51024;  456876;  462586;  661131;  667328;  115938;  109741\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.02;  763082;  173624;  130404;   53130;  416625;  474947;  643380;  658482;  119702;  104599\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.26;  766072;  178357;  121006;   48252;  422648;  483311;  649258;  652569;  116814;  113502\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.19;  777703;  205476;  115529;   44160;  417031;  499027;  666667;  658717;  111036;  118987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.12;  773585;  188080;  123562;   35936;  433715;  491069;  657732;  650568;  115853;  123017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.05;  757975;  203012;  126762;   27554;  416924;  489183;  647490;  643498;  110485;  114477\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.28;  743751;  176634;  145697;   22070;  429416;  459989;  628120;  627756;  115631;  115995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.21;  755217;  160054;  153709;   41328;  442042;  440373;  643424;  635410;  111792;  119806\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.14;  727502;  120213;  174605;   26184;  471699;  408012;  618095;  608801;  109407;  118701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.07;  694435;  124288;  149914;   25247;  429539;  413471;  579074;  588632;  115361;  105803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.31;  740938;  144147;  152545;   28852;  448333;  442032;  621332;  623430;  119606;  117508\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.24;  905321;  179885;  170018;   98245;  497520;  507520;  775651;  775784;  129670;  129537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.17;  885472;  179427;  169465;   83884;  507937;  516932;  771248;  770281;  114224;  115191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.10;  891324;  184279;  165368;   75453;  513457;  529867;  773189;  770688;  118135;  120636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.03;  860058;  174383;  180732;   75335;  523418;  517306;  773136;  773373;   86922;   86685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.27;  847848;  162776;  181682;   52465;  526488;  497325;  741729;  731472;  106119;  116376\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.20;  917064;  173741;  196179;   51736;  589533;  545245;  815010;  793159;  102054;  123904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.13;  888141;  162755;  196581;   51805;  570061;  514458;  784621;  762844;  103519;  125297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.06;  920133;  171413;  202149;   58317;  587216;  536263;  816946;  796729;  103187;  123404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.29;  943583;  226899;  200923;   54520;  565094;  558931;  846514;  814375;   97069;  129207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.22;  958884;  238139;  179371;   59129;  560822;  595767;  858089;  834266;  100795;  124618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.15;  932359;  213461;  165599;   62297;  552274;  576413;  828033;  804309;  104326;  128050\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.08;  933671;  217513;  173371;   61487;  552168;  572310;  831168;  807168;  102503;  126503\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.01;  966310;  241234;  183512;   49748;  561531;  599668;  852512;  832927;  113798;  133383\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.25; 1018539;  233575;  184854;   86853;  585579;  615533;  906007;  887240;  112532;  131299\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.18; 1091162;  260166;  171891;  101678;  621354;  683111;  983198;  956680;  107964;  134481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.11; 1073838;  278000;  199650;   75250;  611655;  654588;  964905;  929488;  108933;  144350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.04; 1159817;  288113;  235735;   81863;  683416;  673266; 1053391;  990864;  106425;  168953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.27; 1086828;  286203;  208130;   59600;  629207;  668057;  975010;  935787;  111817;  151041\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.20; 1108652;  333824;  221929;   58710;  614920;  687603; 1007454;  968241;  101199;  140411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.13; 1053886;  280802;  210722;   57849;  617363;  655966;  956014;  924538;   97872;  129348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.06; 1052205;  279402;  193799;   65631;  608017;  654793;  953050;  914223;   99155;  137981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.30;  965876;  246348;  164836;   52433;  572368;  598583;  871149;  815852;   94727;  150025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.23;  934809;  207154;  150647;   60353;  567799;  594603;  835306;  805603;   99503;  129206\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.16;  925180;  243299;  156535;   49989;  536206;  590765;  829494;  797289;   95686;  127891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.09;  907021;  254913;  130847;   45395;  510927;  604599;  811235;  780840;   95786;  126181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.02;  944901;  266544;  125499;   48725;  534176;  642442;  849445;  816666;   95457;  128235\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.23; 1003028;  269338;  133815;   35100;  583272;  691472;  887710;  860387;  115317;  142641\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.16; 1061294;  316886;  124888;   87642;  555852;  718209;  960379;  930739;  100915;  130556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.09; 1041372;  328606;  118493;   76765;  540379;  721804;  945751;  917061;   95622;  124311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.02; 1022581;  312523;  138886;   78579;  534119;  684632;  925221;  902097;   97361;  120484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.26;  952455;  278480;  130032;   70773;  511407;  624206;  860661;  825011;   91794;  127444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.19;  954471;  271506;  131435;   73517;  517000;  617818;  862023;  822770;   92448;  131701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.12;  926645;  278395;  135154;   58311;  499429;  598365;  836136;  791830;   90509;  134815\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.05;  870789;  238059;  144952;   53446;  486398;  549903;  777903;  748301;   92886;  122488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.29;  884201;  286525;  131351;   37761;  477439;  599825;  801724;  768936;   82477;  115265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.22;  927039;  333288;  134709;   41912;  467202;  624023;  842402;  800645;   84636;  126394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.15;  948067;  333341;  149749;   44293;  479548;  625725;  857182;  819767;   90885;  128300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.08;  981708;  368917;  160511;   52160;  476513;  646743;  897589;  859414;   84119;  122294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.01; 1023607;  360513;  144112;   65611;  508804;  687876;  934928;  897598;   88679;  126009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.24; 1108701;  388700;  172786;   40336;  577216;  739789; 1006252;  952911;  102450;  155790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.17; 1148774;  379905;  165405;   59013;  602708;  780021; 1041627; 1004439;  107147;  144335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.09; 1100993;  373884;  151253;   55997;  579156;  765313; 1009037;  972563;   91955;  128430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.03; 1040129;  309484;  157173;   60499;  561449;  677734;  931431;  895406;  108698;  144723\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.27; 1028484;  316380;  151486;   52562;  569379;  694735;  938321;  898783;   90163;  129700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.20; 1051348;  321119;  151145;   60198;  578158;  715254;  959474;  926597;   91874;  124752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.13;  939872;  295674;  158122;   44419;  512672;  613014;  852764;  815556;   87107;  124316\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.06;  901415;  300386;  139917;   26152;  471125;  597248;  797663;  763317;  103752;  138098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.29;  833788;  305915;  135370;   33892;  398340;  544736;  738147;  713998;   95641;  119790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.22;  813827;  317587;  107848;   43410;  360424;  542326;  721420;  693584;   92407;  120242\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.15;  801414;  294824;   89572;   34567;  378730;  556626;  708121;  680765;   93293;  120649\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.08;  805081;  320289;  101345;   27902;  362426;  559645;  710617;  688892;   94463;  116188\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.01;  763078;  261443;   85699;   24263;  378240;  531632;  663946;  641594;   99133;  121484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.25;  806002;  254382;   82630;   22627;  437600;  603327;  714609;  708583;   91394;   97419\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.18;  840199;  232415;   73009;   53986;  465249;  600994;  751650;  727989;   88549;  112211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.11;  781749;  206125;   61371;   46504;  447570;  558860;  700199;  666735;   81550;  115014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.04;  706524;  197721;   60088;   41265;  372918;  500643;  611905;  601996;   94619;  104528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.28;  710320;  214649;   55882;   33938;  357808;  513327;  606394;  603147;  103925;  107173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.21;  733635;  211188;   56838;   51886;  365839;  517265;  628913;  625989;  104722;  107646\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.14;  688386;  172278;   45770;   46599;  360873;  500363;  579750;  592732;  108636;   95654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.07;  640839;  157502;   47089;   39417;  335274;  448832;  532194;  535339;  108646;  105500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.30;  594456;  137133;   54338;   35128;  335556;  405777;  507818;  495242;   86638;   99213\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.23;  611512;  134732;   54601;   43134;  345860;  410070;  523725;  507805;   87786;  103706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.16;  582853;  118688;   61495;   43948;  337746;  372576;  500383;  478019;   82471;  104834\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.09;  579861;  128114;   43889;   30745;  332535;  401300;  491394;  475934;   88466;  103927\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.02;  516542;  124498;   51962;   23154;  262619;  346803;  410272;  421919;  106270;   94623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.26;  575410;  124199;   46714;   30741;  307462;  384704;  462401;  462159;  113009;  113251\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.19;  566668;  126874;   44564;   31715;  302905;  389127;  461493;  465405;  105174;  101263\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.12;  523771;   98926;   58136;   19868;  305644;  354315;  424438;  432319;   99333;   91452\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.05;  490525;   79455;   48190;   16372;  293825;  330671;  389651;  395232;  100874;   95293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.28;  486493;   62823;   53799;   17172;  307325;  327921;  387320;  398892;   99172;   87601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.21;  504924;   70628;   47930;   26729;  318852;  343842;  416209;  418501;   88714;   86422\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.14;  516886;   84812;   51855;   25797;  311534;  364435;  422143;  442088;   94743;   74798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.07;  514858;  103558;   53402;   23223;  298808;  366132;  425589;  442757;   89269;   72102\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.31;  523063;  105179;   54701;   21552;  298566;  369657;  425297;  445911;   97767;   77153\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.24;  519360;   96468;   47491;   29384;  308027;  362691;  433879;  439566;   85480;   79793\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.17;  490191;   82851;   45861;   19989;  303867;  347767;  406707;  413617;   83485;   76574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.10;  469976;   77886;   54212;   17372;  295249;  335157;  390507;  406741;   79468;   63234\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.03;  496254;   82084;   65536;   17804;  301234;  337137;  401122;  420477;   95132;   75777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.24;  489030;   80388;   62292;   23334;  327685;  357732;  431407;  443358;   57623;   45672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.17;  536305;   78318;   59397;   16319;  347094;  378625;  441731;  454341;   94574;   81964\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.10;  516232;   64920;   60572;   15029;  344262;  364951;  424211;  440552;   92021;   75680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.03;  494526;   65215;   58712;   14069;  326846;  345840;  406130;  418621;   88396;   75906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.27;  506360;   72889;   64388;   14615;  332824;  355083;  420328;  434087;   86032;   72273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.20;  537474;   71416;   68150;   22434;  349651;  370897;  443501;  461481;   93973;   75993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.13;  550026;   64476;   79166;   19573;  379879;  374357;  463929;  473097;   86097;   76929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.06;  524308;   64391;   87111;   11076;  378920;  354999;  454387;  453186;   69921;   71122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.30;  540913;   59132;   81363;   12424;  386208;  367500;  457764;  461286;   83148;   79626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.22;  538743;   61892;   77530;    9422;  391357;  372011;  462672;  458963;   76071;   79780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.16;  534829;   67629;   78102;   11347;  378015;  370140;  456991;  459589;   77837;   75240\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.09;  486680;   60562;   52981;    9808;  336286;  342462;  406655;  405250;   80025;   81429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.02;  505522;   70074;   86424;    9208;  335553;  313183;  414835;  408815;   90687;   96707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.25;  570606;   94771;  104009;   11271;  361334;  349327;  467376;  464607;  103230;  105999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.18;  716706;  118660;  135728;   43721;  450204;  443003;  612585;  622452;  104122;   94254\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.11;  744603;  134912;  125945;   46049;  462709;  483035;  643670;  655029;  100933;   89574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.04;  755008;  135274;  134123;   42000;  458982;  475217;  636256;  651339;  118751;  103668\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.28;  773467;  156550;  142686;   38601;  454482;  478867;  649633;  660154;  123835;  113313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.21;  788393;  157342;  135280;   48848;  472840;  505637;  679030;  689766;  109362;   98627\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.14;  798147;  149250;  128067;   42177;  484740;  518895;  676167;  689140;  121980;  109008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.07;  816477;  140151;  142218;   49194;  509991;  526815;  699336;  718227;  117141;   98250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.30;  761693;  126416;  157308;   38430;  485819;  482475;  650666;  678213;  111027;   83480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.23;  747343;  121677;  120086;   40083;  467362;  489033;  629123;  649202;  118220;   98141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.16;  843792;  133289;  168950;   39490;  543770;  513090;  716548;  721530;  127243;  122262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.09;  877866;  172713;  160396;   30084;  547956;  589392;  750754;  779872;  127112;   97994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.02;  979685;  190540;  166281;   37491;  626654;  663177;  854686;  866950;  124999;  112735\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.26;  986444;  186997;  182811;   37157;  629254;  639249;  853407;  859217;  133036;  127227\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.19;  977196;  175520;  198776;   45671;  629805;  628319;  850996;  872765;  126200;  104431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.12;  944011;  154959;  223318;   33502;  632340;  596105;  820801;  852925;  123211;   91087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.05;  928888;  136461;  199138;   28791;  648429;  608710;  813681;  836639;  115207;   92249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.29;  912067;  147025;  198767;   26180;  624830;  596570;  798035;  821517;  114032;   90550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.22;  908778;  152623;  197139;   32393;  614301;  591110;  799317;  820643;  109461;   88135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.15;  952583;  177295;  213648;   39555;  614047;  604715;  830896;  857917;  121687;   94666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.08;  965793;  192931;  218031;   30861;  614654;  625302;  838447;  874194;  127346;   91600\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.01;  970716;  172537;  194041;   26896;  654211;  646069;  853644;  867006;  117072;  103710\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.24; 1039918;  192550;  200927;   22241;  717272;  716437;  932063;  939605;  107855;  100313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.17;  947964;  167653;  142251;   22969;  649297;  652702;  839919;  817922;  108045;  130042\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.10;  986512;  179534;  189648;   26102;  676989;  657159;  882626;  872910;  103886;  113602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.03; 1046084;  197595;  256971;   18232;  710023;  664302;  925850;  939505;  120234;  106579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.27; 1113907;  247137;  259944;   40533;  723489;  701274; 1011159; 1001750;  102748;  112156\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.20; 1192948;  268245;  232302;   47094;  767375;  810371; 1082715; 1089767;  110233;  103181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.13; 1247834;  268766;  216900;   40153;  823268;  883237; 1132187; 1140290;  115647;  107544\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.06; 1174403;  232509;  167140;   32906;  783492;  858108; 1048907; 1058154;  125496;  116249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.29; 1135694;  194467;  169423;   27344;  789767;  826861; 1011577; 1023628;  124116;  112066\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.22; 1136189;  202649;  198014;   28075;  775832;  790849; 1006556; 1016939;  129633;  119250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.15; 1104490;  191932;  209481;   29135;  754377;  753492;  975445;  992108;  129045;  112381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.08; 1143922;  239113;  220404;   22114;  750846;  783499; 1012073; 1026017;  131849;  117904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.01; 1147933;  270885;  227655;   21265;  738069;  784812; 1030219; 1033732;  117714;  114201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.25; 1163447;  299136;  231717;   18745;  723998;  794242; 1041880; 1044705;  121568;  118743\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.18; 1147740;  267439;  202733;   27333;  717580;  806383; 1012352; 1036449;  135388;  111291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.11; 1191372;  312871;  237534;   30697;  724142;  789673; 1067709; 1057904;  123663;  133468\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.04; 1332107;  328887;  327492;   39084;  832951;  849218; 1200922; 1215795;  131185;  116312\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.26; 1382990;  355284;  345737;   45975;  840082;  856090; 1241341; 1247801;  141649;  135189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.19; 1361480;  363570;  365074;   38489;  817403;  844548; 1219463; 1248111;  142017;  113369\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.12; 1328422;  353997;  342822;   32015;  803173;  840277; 1189185; 1215114;  139237;  113308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.05; 1258113;  317931;  340857;   29805;  762635;  784235; 1110371; 1154896;  147743;  103217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.29; 1207432;  300744;  332191;   27016;  749976;  742814; 1077737; 1102021;  129695;  105411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.22; 1272906;  272878;  185640;   46803;  768229;  746582; 1087910;  979025;  184996;  293881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.15; 1114285;  317650;  176517;   36766;  602053;  792609;  956469; 1005892;  157816;  108392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.08; 1065764;  257805;  177009;   28629;  639540;  761651;  925973;  967288;  139790;   98476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.31; 1005764;  253597;  167842;   26029;  609816;  720051;  889442;  913922;  116322;   91842\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.24; 1026433;  275453;  171461;   26538;  612840;  729948;  914832;  927947;  111602;   98486\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.18; 1036262;  276257;  161337;   34095;  603029;  743889;  913381;  939321;  122881;   96941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.11; 1037371;  323153;  193584;   31824;  553298;  699318;  908275;  924727;  129096;  112645\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.04; 1015228;  338093;  177536;   31578;  532608;  675264;  902279;  884378;  112948;  130849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.27; 1109244;  319688;  189175;   37019;  627841;  747494;  984549;  973689;  124695;  135555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.20; 1035548;  253260;  192245;   24627;  624030;  691515;  901916;  908386;  133632;  127162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.13; 1067046;  245537;  227660;   27992;  662384;  688295;  935913;  943948;  131133;  123098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.06; 1099079;  260058;  268561;   25822;  675212;  704231;  961092;  998614;  137987;  100465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.30; 1041643;  242277;  238143;   23018;  642960;  680612;  908256;  941772;  133387;   99871\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.23; 1032131;  223505;  234179;   23998;  640362;  670526;  887865;  928703;  144266;  103427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.16; 1058345;  235829;  248078;   24863;  652828;  699006;  913520;  971947;  144826;   86398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.09;  989249;  230906;  214354;   23032;  594728;  645653;  848666;  883038;  140583;  106211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.02;  932659;  197044;  205806;   23135;  567935;  593737;  788114;  822678;  144545;  109981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.25;  949393;  208590;  206632;   22469;  585107;  611859;  816165;  840960;  133228;  108434\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.18;  908644;  181748;  171381;   25104;  570449;  608162;  777302;  804648;  131342;  103996\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.11;  922399;  181837;  151625;   34517;  585645;  625894;  802000;  812036;  120399;  110362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.04;  966889;  241927;  199152;   21343;  581610;  627043;  844880;  847539;  122009;  119350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.28;  979678;  225410;  182211;   24402;  603626;  668158;  853437;  874770;  126240;  104907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.21;  985366;  219989;  181550;   32467;  601991;  646155;  854447;  860172;  130919;  125194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.14; 1037499;  173237;  258982;   36639;  698904;  648251;  908780;  943873;  128719;   93626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.07; 1079296;  186899;  266175;   35091;  713851;  671379;  935842;  972645;  143455;  106651\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.31; 1061438;  183677;  223432;   25964;  705480;  703964;  915121;  953361;  146317;  108077\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.24; 1058818;  231257;  230932;   31735;  668984;  685548;  931976;  948214;  126842;  110604\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.17; 1021762;  223325;  252648;   19235;  657313;  663721;  899873;  935604;  121889;   86158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.10; 1014298;  206223;  242834;   16594;  663626;  658673;  886444;  918102;  127854;   96196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.03; 1003116;  212944;  242171;   16041;  649944;  656246;  878929;  914458;  124188;   88658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.26;  965797;  205395;  221530;   15087;  624819;  636709;  845301;  873325;  120496;   92472\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.19;  953730;  169741;  244520;   12394;  643968;  609962;  826103;  866877;  127627;   86853\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.12;  985301;  165842;  284316;   16712;  653724;  587388;  836279;  888416;  149022;   96884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.05; 1001346;  159679;  305037;   15720;  684432;  580260;  859831;  901017;  141515;  100329\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.29; 1163571;  185164;  341638;   69174;  710400;  599435;  964738; 1010247;  198833;  153325\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.22; 1244475;  197927;  380786;   69491;  763568;  715263; 1030986; 1165540;  213489;   78935\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.15; 1149849;  196453;  454382;   39361;  762491;  565743;  998305; 1059485;  151544;   90364\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.08; 1105897;  185159;  448555;   33222;  744076;  533072;  962457; 1014848;  143440;   91049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.01; 1118102;  162196;  406139;   35247;  771779;  581692;  969221; 1023077;  148881;   95025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.24; 1031372;  162048;  356465;   13808;  716433;  574941;  892289;  945214;  139083;   86159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.17; 1008332;  153080;  298101;   18302;  694647;  605848;  866029;  922251;  142303;   86081\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.10; 1007144;  154369;  317369;   15968;  686727;  579327;  857064;  912664;  150080;   94479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.03;  957918;  158078;  297925;   11895;  639663;  562145;  809635;  871965;  148283;   85953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.27;  965139;  134646;  270276;   14215;  679592;  578967;  828453;  863459;  136686;  101680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.20;  920008;  117644;  244486;   17991;  649652;  549945;  785286;  812421;  134722;  107587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.13;  854561;  112696;  222942;   23997;  620167;  526219;  756859;  773157;   97702;   81404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.06;  850442;  123294;  250859;   20178;  568204;  476221;  711676;  747258;  138765;  103183\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.27;  879063;  112440;  231008;   55390;  569607;  471086;  737437;  757484;  141626;  121579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.20;  852208;  124220;  234309;   19846;  591402;  493735;  735468;  747890;  116740;  104318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.13;  821042;  132911;  226230;   20041;  553085;  469623;  706036;  715894;  115006;  105149\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.06;  838979;  138238;  245594;   15092;  552201;  451092;  705531;  711778;  133448;  127201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.30;  806962;  145570;  227060;    8044;  527025;  443332;  680638;  678435;  126324;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.23;  774553;  135926;  233262;    8921;  501265;  412447;  646112;  654630;  128441;  119922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.16;  771272;  136873;  222418;    8532;  505661;  430813;  651065;  661763;  120207;  109509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.09;  794141;  145110;  219022;    7302;  496788;  434513;  649200;  660838;  144941;  133303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.03;  758453;  134097;  196914;    7407;  485607;  427001;  627110;  631322;  131342;  127131\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.26;  718501;  137124;  198884;    7631;  448559;  400412;  593314;  606927;  125187;  111574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.19;  716001;  138876;  198830;    9661;  425647;  384815;  574184;  593306;  141817;  122695\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.12;  716088;  145907;  189596;   13944;  414981;  400709;  574832;  604249;  141255;  111838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.05;  765852;  134468;  181512;   30923;  424761;  405481;  590152;  617915;  175700;  147937\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.28;  798959;   97486;  178907;   60064;  465062;  427952;  622612;  666923;  176347;  132036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.21;  738086;   89759;  170141;   44511;  471159;  403822;  605429;  618474;  132657;  119612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.14;  685964;  110889;  154419;   16950;  419128;  389331;  546968;  560700;  138996;  125264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.07;  672534;  125719;  145071;   12972;  394669;  392155;  533360;  550197;  139174;  122336\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.31;  683452;  134964;  158937;   12937;  390905;  393506;  538806;  565379;  144647;  118073\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.24;  699374;  146473;  172227;   16206;  389479;  378672;  552158;  567105;  147216;  132269\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.17;  702761;  128152;  179164;   15036;  401723;  388568;  544912;  582768;  157849;  119993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.10;  692002;  123193;  174634;   15069;  406265;  399830;  544526;  589533;  147475;  102469\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.03;  711388;  126746;  184336;   14472;  417344;  406951;  558562;  605759;  152825;  105629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.26;  693104;  112253;  176184;   13640;  418174;  388000;  544068;  577824;  149036;  115280\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.19;  695688;   92278;  190528;   15368;  442228;  377484;  549874;  583380;  145814;  112308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.12;  692691;   93958;  177951;   12906;  436326;  392059;  543190;  582917;  149500;  109774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.05;  710275;   91117;  160743;   31300;  443289;  413456;  565707;  605500;  144568;  104776\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.29;  757704;  106442;  202639;   40986;  452019;  372380;  599447;  616005;  158257;  141699\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.22;  743684;  111434;  214894;   30924;  453207;  383571;  595565;  629389;  148119;  114296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.15;  696504;  106281;  201927;   16894;  421301;  351569;  544476;  570390;  152028;  126114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.08;  681134;  103238;  182539;   17444;  432146;  380913;  552828;  580896;  128306;  100238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.01;  687602;  122547;  178758;   13892;  426088;  383865;  562527;  576515;  125075;  111087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.25;  642296;  135445;  134065;   17366;  373025;  378082;  525836;  529513;  116460;  112783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.18;  593417;  130117;  132367;   15212;  337983;  342662;  483312;  490241;  110105;  103176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.11;  581531;  135560;  127265;   14714;  324334;  330599;  474608;  472579;  106923;  108952\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.03;  562709;  118539;  142079;    7390;  318997;  296758;  444925;  446228;  117783;  116481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.27;  562324;  142761;  149346;    7785;  309276;  291909;  459822;  449040;  102501;  113284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.20;  562365;  128483;  153035;   11052;  322219;  285238;  461755;  449325;  100611;  113040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.13;  549479;  117501;  132732;   11926;  307495;  298990;  436922;  443648;  112557;  105831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.06;  537632;  115916;  119539;   11414;  285828;  295316;  413158;  426269;  124474;  111363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.30;  600243;  160630;  129908;   21105;  297153;  316000;  478888;  467013;  121355;  133230\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.23;  658024;  173105;  155971;   16492;  333544;  362087;  523141;  534550;  134883;  123473\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.16;  690565;  209119;  166615;   14233;  325711;  395660;  549063;  576508;  141502;  114057\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.09;  611284;  209497;  179447;   10644;  278683;  302298;  498823;  492388;  112461;  118896\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.02;  553414;  182316;  161999;    8835;  251161;  260698;  442312;  431532;  111102;  121882\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.25;  521918;  172979;  152312;   11192;  232129;  237019;  416300;  400523;  105617;  121395\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.18;  509433;  170591;  147177;   13812;  222821;  238144;  407225;  399133;  102208;  110300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.11;  498128;  150608;  149939;   21316;  230254;  211624;  402179;  382879;   95949;  115249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.04;  495695;  157964;  132776;   17571;  236254;  224604;  411788;  374951;   83907;  120744\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.28;  474112;  155881;  117633;   13367;  225870;  218734;  395118;  349734;   78995;  124378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.21;  502968;  154968;  116407;   14236;  247346;  245597;  416550;  376239;   86418;  126729\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.14;  481075;  122245;  138478;    9519;  260255;  206248;  392019;  354245;   89056;  126830\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.07;  455422;  115080;  129912;   12482;  232708;  188492;  360271;  330887;   95152;  124536\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.28;  489940;  136144;  149900;   11779;  249560;  199734;  397483;  361413;   92457;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.21;  517095;  137218;  139599;   16889;  269048;  240462;  423156;  396950;   93939;  120145\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.14;  499386;  132763;  141710;   12907;  261032;  219614;  406702;  374232;   92684;  125155\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.07;  494030;  141195;  137591;   13492;  250911;  221685;  405598;  372768;   88431;  121262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.31;  486648;  146606;  162812;    9521;  239501;  202171;  395628;  374504;   91020;  112144\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.24;  466506;  134059;  139363;    6016;  237632;  212032;  377707;  357412;   88798;  109094\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.17;  451173;  130395;  135015;    6040;  228940;  208448;  365375;  349503;   85798;  101670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.10;  414434;  111482;  109553;    2472;  219591;  204772;  333545;  316797;   80889;   97637\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.03;  404417;  111305;   97247;    4502;  222362;  198729;  338169;  300478;   66247;  103939\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.27;  393353;  114104;   92631;    4928;  209686;  193452;  328718;  291011;   64635;  102342\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.20;  366754;  117912;   62885;    6159;  179684;  195630;  303755;  264675;   62999;  102080\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.13;  357251;  110651;   71398;    6287;  176399;  175728;  293337;  253413;   63914;  103838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.06;  336564;  113256;   65164;    4397;  156811;  164935;  274464;  234496;   62100;  102068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.29;  344576;   95983;   59362;    5832;  174165;  158902;  275980;  224096;   68596;  120480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.22;  343409;   82788;   63582;    2181;  181900;  167677;  266869;  233440;   76540;  109969\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.15;  370976;  103954;   96798;    2158;  193688;  162230;  299800;  261186;   71176;  109790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.08;  362394;  104934;   90606;    2158;  183777;  163312;  290869;  256076;   71525;  106318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.01;  356429;   95091;   91571;    2006;  187188;  155358;  284285;  248935;   72144;  107494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.25;  372390;  101461;   97277;    2097;  193658;  165637;  297216;  265011;   75174;  107379\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.18;  355201;   93564;   86377;    2052;  189395;  167329;  285011;  255758;   70189;   99443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.11;  347610;   92804;   80694;    2058;  188816;  164603;  283678;  247355;   63932;  100255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.04;  335243;   83571;   65457;    1323;  186377;  163420;  271271;  230200;   63972;  105043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.27;  335939;   87199;   45639;    1661;  175552;  181883;  264412;  229183;   71527;  106756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.20;  347637;  103394;   52505;    2788;  173710;  185821;  279892;  241114;   67745;  106524\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.13;  388152;  114492;   85630;    2819;  207048;  185727;  324360;  274176;   63792;  113975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.06;  388109;  111010;   82029;    6931;  211423;  190998;  329364;  279958;   58745;  108151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.30;  375745;  109030;   87169;   10353;  203806;  168886;  323189;  266408;   52556;  109337\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.23;  374293;  101792;   87141;    2867;  219775;  172660;  324434;  262668;   49859;  111625\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.16;  372442;  104227;  101663;    1131;  215470;  159431;  320828;  262225;   51614;  110217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.09;  368746;  102950;  113337;    1435;  208801;  145091;  313186;  259863;   55560;  108883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.02;  360871;  105895;  112713;    2139;  199192;  138808;  307226;  253660;   53645;  107211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.26;  360252;  103350;  105406;    1917;  200517;  144855;  305784;  252178;   54468;  108074\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.19;  367680;  102187;  108455;     122;  210383;  150329;  312692;  258906;   54988;  108774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.12;  370545;   97698;  108421;      91;  222319;  154449;  320108;  262961;   50437;  107584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.05;  353566;   97211;   95846;     241;  210256;  153765;  307708;  249852;   45858;  103714\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.28;  366020;   94915;   88770;     438;  214497;  171283;  309850;  260491;   56170;  105529\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.21;  364338;   92885;   82179;     242;  220383;  171010;  313510;  253431;   50828;  110907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.14;  378326;   94344;   80564;    1987;  226369;  184168;  322700;  266719;   55626;  111607\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.07;  399915;  101027;   75901;    2437;  234867;  220015;  338331;  298353;   61584;  101562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.31;  376612;   94679;   74639;     788;  222668;  188894;  318135;  264321;   58477;  112291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.24;  367554;  103271;   72285;    4016;  196253;  171664;  303540;  247965;   64014;  119589\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.17;  340989;  113862;   75242;    1339;  163374;  148824;  278575;  225405;   62414;  115584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.10;  330629;  115134;   78863;    1718;  152029;  143604;  268881;  224185;   61748;  106444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.03;  335446;  113492;   83691;    1790;  158812;  147624;  274094;  233105;   61352;  102341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.26;  315516;  105423;   73511;     223;  145611;  142144;  251257;  215878;   64259;   99638\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.19;  303988;   95873;   60816;      11;  141767;  145322;  237651;  206150;   66337;   97838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.12;  297034;   89586;   57358;       6;  145457;  136276;  235049;  193640;   61985;  103394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.05;  313737;  102991;   64478;       6;  151902;  141978;  254899;  206462;   58838;  107275\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.29;  331639;  114442;   79228;     145;  164377;  145686;  278964;  225059;   52675;  106580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.22;  330537;  115303;   75539;     869;  156503;  147364;  272675;  223772;   57862;  106765\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.15;  321579;  104568;   71833;    2291;  160808;  137654;  267667;  211778;   53912;  109801\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.08;  328570;  112120;   69306;    2896;  156723;  149531;  271739;  221733;   56831;  106837\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.01;  364596;  118996;   69452;    6251;  178792;  158202;  304039;  233905;   60557;  130691\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.22;  379978;  101226;   91348;   13167;  202456;  157658;  316849;  262173;   63129;  117805\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.15;  350415;  107008;   80361;    6350;  185422;  161851;  298780;  248561;   51636;  101854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.08;  329924;  104088;   77212;     375;  169951;  146075;  274414;  223662;   55510;  106262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.01;  309417;   87641;   80408;     349;  167129;  131755;  255119;  212512;   54298;   96905\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.25;  312683;   80008;   80054;    1023;  182049;  136803;  263080;  217880;   49603;   94803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.18;  296278;   79632;   88583;    1458;  185839;  148334;  266929;  238375;   29348;   57902\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.11;  272211;   73179;   87651;     374;  173308;  130624;  246861;  218649;   25350;   53562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.04;  252479;   67803;   84343;     525;  156669;  117751;  224997;  202619;   27482;   49860\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.28;  248678;   62456;   70027;    1400;  159101;  128534;  222957;  199961;   25721;   48717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.21;  247498;   58576;   64786;    3771;  159097;  131145;  221444;  199702;   26054;   47796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.14;  238944;   58759;   63409;    5705;  148748;  118468;  213212;  187582;   25732;   51362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.07;  255071;   60454;   67938;    9509;  155009;  121529;  224972;  198976;   30099;   56095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.30;  258669;   63645;   64944;    9654;  153415;  126427;  226714;  201025;   31955;   57644\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.23;  238164;   66063;   63600;    5534;  135086;  117737;  206683;  186871;   31481;   51293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.16;  210644;   64387;   55907;     380;  117570;  105994;  182337;  162281;   28307;   48363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.09;  204673;   63903;   50839;     382;  112320;  108700;  176605;  159921;   28068;   44752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.02;  207750;   65879;   52118;     659;  109403;  113667;  175941;  166444;   31809;   41306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.26;  214725;   67924;   59520;     866;  113109;  110025;  181899;  170411;   32826;   44314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.19;  210704;   66020;   52249;     800;  108559;  114970;  175379;  168019;   35325;   42685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.12;  200817;   63388;   49279;     357;  108256;  113015;  172001;  162651;   28816;   38166\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.05;  194721;   62179;   48272;     680;  107390;  106950;  170249;  155902;   24472;   38819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.28;  205333;   69684;   45449;    2801;  105807;  116338;  178292;  164588;   27041;   40745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.21;  218435;   58214;   42028;    3487;  120225;  120028;  181926;  165543;   36509;   52892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.14;  227639;   50187;   45867;    4558;  141866;  130039;  196611;  180464;   31028;   47175\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.07;  221461;   43458;   44132;    5052;  144617;  127570;  193127;  176754;   28334;   44707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.31;  235849;   47423;   44809;    9844;  148253;  134852;  205520;  189505;   30329;   46344\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.24;  217655;   56865;   47332;    5968;  124886;  118380;  187719;  171680;   29936;   45975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.17;  206967;   51964;   41006;    4743;  123307;  121312;  180014;  167061;   26953;   39906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.10;  204194;   51179;   39335;    4630;  119424;  118511;  175233;  162476;   28961;   41718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.03;  189842;   51764;   34489;    1365;  113152;  109492;  166281;  145346;   23561;   44496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.27;  191904;   53351;   34866;    1401;  113697;  106014;  168449;  142281;   23455;   49623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.20;  187861;   48575;   30498;    1206;  115406;  109429;  165187;  141133;   22674;   46728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.13;  195696;   46850;   34741;    1209;  124342;  112169;  172401;  148119;   23295;   47577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.06;  190702;   46695;   33003;    1414;  122405;  109271;  170514;  143688;   20188;   47014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.29;  203589;   52579;   31840;    1862;  128189;  114341;  182630;  148043;   20959;   55546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.22;  207072;   53165;   39143;    1990;  133702;  116489;  188857;  157622;   18215;   49450\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.15;  216127;   50439;   36553;    2948;  136618;  119688;  190005;  159189;   26122;   56938\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.08;  215345;   42706;   35405;    2527;  146071;  125888;  191304;  163820;   24041;   51525\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.01;  213245;   44757;   32296;    2738;  146995;  128331;  194490;  163365;   18755;   49880\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.25;  203391;   41461;   31819;    4744;  132156;  104880;  178361;  141443;   25030;   61948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.18;  197940;   39937;   36135;    4133;  135166;  106008;  179236;  146276;   18704;   51664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.11;  199805;   39257;   40583;    2239;  138052;  105829;  179548;  148651;   20257;   51154\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.04;  183148;   37185;   32501;    1326;  123762;   95941;  162273;  129768;   20875;   53380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.27;  186008;   40411;   36034;    1325;  125358;   97455;  167094;  134814;   18914;   51194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.20;  174070;   36062;   33969;     990;  118504;   92447;  155556;  127406;   18514;   46664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.12;  164568;   33471;   34168;     696;  111747;   89241;  145914;  124105;   18654;   40463\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.06;  162646;   34213;   33510;     782;  112845;   90809;  147840;  125101;   14806;   37545\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.30;  160196;   38873;   31537;     958;   97716;   92753;  137547;  125248;   22649;   34948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.23;  169003;   43621;   27805;    3668;   98198;  104997;  145487;  136470;   23516;   32533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.16;  177683;   52899;   27322;    3295;   98421;  111793;  154615;  142410;   23068;   35273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.09;  200122;   62029;   27638;    4804;  111797;  127180;  178630;  159622;   21492;   40500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.02;  234400;   73958;   30126;    5276;  128544;  151569;  207778;  186971;   26622;   47429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.24;  230783;   66869;   25149;    3790;  129098;  149232;  199757;  178171;   31026;   52612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.17;  189712;   53480;   24083;    1694;  111009;  122054;  166183;  147831;   23529;   41881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.10;  182812;   46719;   25911;    2997;  101949;  112249;  151665;  141157;   31147;   41655\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.03;  166090;   69416;   18060;     159;   74370;  110926;  143945;  129145;   22145;   36945\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.27;  166227;   70330;   19666;     163;   73834;  112674;  144327;  132503;   21900;   33724\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.20;  163369;   62103;   19039;     188;   78255;  111103;  140546;  130330;   22823;   33039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.13;  161422;   61498;   21795;     188;   75442;  104435;  137128;  126418;   24294;   35004\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.06;  159492;   67093;   18958;     188;   71711;  109318;  138992;  128464;   20500;   31028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.30;  165140;   68392;   20455;    1226;   75228;  111241;  144846;  132922;   20294;   32218\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.22;  160036;   58818;   18297;    1715;   82024;  104584;  142557;  124596;   17479;   35440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.16;  148808;   38483;   14589;    1519;   90548;   98416;  130550;  114524;   18258;   34284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.09;  153114;   39257;   11918;    2035;   92167;  102762;  133459;  116715;   19655;   36399\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.02;  154842;   30954;   14493;     577;  107623;  104927;  139154;  119997;   15688;   34845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.25;  150633;   24948;   12309;    2871;  102636;  105397;  130455;  120577;   20178;   30056\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.18;  145896;   22442;   11463;     337;  104742;  104037;  127521;  115837;   18375;   30059\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.11;  147985;   22385;   11992;     332;  108095;  102830;  130812;  115154;   17173;   32831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.04;  143996;   23302;    9599;     336;  102721;  100344;  126359;  110279;   17637;   33717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.28;  145720;   28416;   12504;     347;  100162;  101820;  128925;  114671;   16795;   31049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.21;  143221;   22001;   12634;     349;  105629;  100060;  127979;  113043;   15242;   30178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.14;  147202;   26084;    8992;     348;  100222;  108309;  126654;  117649;   20548;   29553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.07;  147130;   27093;    9722;     442;   99078;  108996;  126613;  119160;   20517;   27970\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.30;  144957;   28241;   11478;     411;   95371;  107057;  124023;  118946;   20934;   26011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.23;  152422;   28061;   15564;    1833;  103724;  104402;  133618;  121799;   18804;   30623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.16;  147178;   27316;   20930;    1717;   99770;   92285;  128803;  114932;   18375;   32246\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.09;  155253;   13422;   20207;    2509;  119185;   96809;  135116;  119525;   20137;   35728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.02;  163557;   17368;   20052;    1293;  124923;   98304;  143584;  119649;   19973;   43908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.26;  175019;   19438;   23221;    2191;  134686;  110482;  156315;  135894;   18704;   39125\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.19;  146921;   15042;   20995;    1044;  116346;   92129;  132432;  114168;   14489;   32753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.12;  145294;   15550;   20570;    1023;  113185;   88882;  129758;  110475;   15536;   34819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.05;  130178;   14537;   18668;    1039;   99868;   76384;  115444;   96091;   14734;   34087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.29;  118554;   19899;   11733;     910;   79697;   73610;  100506;   86253;   18048;   32301\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.22;  116124;   22789;   11227;     544;   75073;   73158;   98407;   84930;   17717;   31194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.15;  117059;   19915;    9423;     326;   74852;   79593;   95093;   89342;   21967;   27717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.08;  107295;   16402;    8537;     342;   71068;   73674;   87812;   82553;   19483;   24742\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.01;  102195;   14824;   14094;     370;   68155;   62024;   83349;   76487;   18847;   25708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.24;  116583;   16863;   13125;    2284;   76545;   77305;   95692;   92714;   20891;   23869\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.17;  121564;   19930;   14705;    2227;   78582;   78716;  100739;   95648;   20825;   25916\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.10;  126297;   20795;   16117;    3243;   79032;   82511;  103070;  101871;   23228;   24427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.03;  125660;   23631;   12156;    2964;   80131;   82960;  106726;   98080;   18934;   27580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.27;  132942;   22407;   13339;    2994;   83490;   81328;  108891;   97661;   24051;   35281\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.20;  125054;   21992;   13739;    7417;   75358;   75135;  104767;   96291;   20287;   28763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.13;  122278;   20635;   13928;    4958;   76203;   77348;  101796;   96234;   20482;   26044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.06;  116512;   19510;   10343;    4023;   73932;   76214;   97465;   90580;   19046;   25932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.29;  111300;   14210;   10366;    3262;   77004;   72216;   94476;   85844;   16824;   25457\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.22;  114320;   13873;   12272;    2637;   84097;   73712;  100607;   88620;   13713;   25700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.15;  110109;   14580;   11726;    2612;   79274;   69850;   96465;   84187;   13644;   25922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.08;  112027;   15637;   13863;    2611;   77126;   69938;   95374;   86412;   16652;   25615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.01;  105827;   15351;   11361;    2878;   71216;   66014;   89445;   80253;   16382;   25574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.25;  121419;   21618;   12205;    2645;   81260;   83336;  105523;   98186;   15896;   23233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.18;  128543;   20870;   11202;    2683;   87444;   88112;  110997;  101997;   17546;   26546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.11;  126968;   24250;   10607;    1764;   81554;   88783;  107568;  101154;   19400;   25814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.04;  127070;   26095;   10470;    1238;   80413;   86891;  107746;   98599;   19324;   28471\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.25;  122759;   23897;   11859;    3074;   74344;   78923;  101315;   93856;   21444;   28903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.18;  112246;   24302;   14083;    1615;   67034;   67779;   92951;   83477;   19295;   28769\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.11;  111431;   26251;   15097;    1624;   66864;   67079;   94739;   83800;   16692;   27631\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.04;  107283;   21134;   13171;    1257;   67713;   66104;   90104;   80532;   17179;   26751\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.28;  107283;   21069;   13598;    1548;   68822;   66270;   91439;   81416;   15844;   25867\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.21;  107906;   21508;   12671;    1272;   69693;   67617;   92473;   81560;   15433;   26346\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.14;  109280;   20766;   11972;    1519;   71256;   68842;   93541;   82333;   15739;   26947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.07;  106272;   19792;   10697;    1755;   69537;   68633;   91084;   81085;   15188;   25187\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.31;  104042;   18694;    9560;    1427;   67475;   70321;   87596;   81308;   16446;   22734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.23;  109041;   15117;    7424;    6163;   72108;   70321;   93388;   83908;   15653;   25133\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.17;  113284;   11698;    8896;    5767;   80293;   73876;   97758;   88539;   15526;   24745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.10;  116755;    6724;    8940;    8068;   87266;   74412;  102058;   91420;   14697;   25335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.03;  121209;    7914;    8047;    7008;   92322;   79427;  107244;   94482;   13965;   26727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.26;  120858;    8771;    6998;    5539;   90965;   82312;  105275;   94849;   15583;   26009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.19;  116074;    9884;    7163;    4227;   87015;   79524;  101126;   90914;   14949;   25160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.12;  113195;    8896;   13029;    2164;   86879;   74454;   97939;   89647;   15256;   23548\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.05;  105812;    7547;   14320;    1392;   82655;   66369;   91594;   82082;   14218;   23731\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.29;  109991;    7717;   15188;    1093;   87746;   70263;   96556;   86544;   13435;   23447\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.22;  113144;    9274;   15307;    1583;   88604;   73055;   99461;   89945;   13683;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.15;  111902;   11213;   11781;    1636;   84914;   76446;   97763;   89863;   14139;   22039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.08;  107022;   12807;   12891;    1147;   77161;   70678;   91115;   84716;   15907;   22306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.01;  105533;   11724;   12951;     577;   76438;   69107;   88739;   82635;   16794;   22898\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.24;  108514;   12064;   12858;     619;   80149;   71509;   92832;   84986;   15682;   23528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.17;  109251;   12990;   14733;     467;   79680;   71235;   93137;   86435;   16114;   22816\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.10;  112130;   12081;   16377;    1799;   81243;   71622;   95123;   89798;   17007;   22332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.03;  111811;   13390;   15538;    1122;   79908;   73575;   94420;   90235;   17391;   21576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.27;  106592;   11104;   18996;    1428;   77729;   62157;   90261;   82581;   16331;   24011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.20;  107013;   10730;   20397;    3001;   77296;   61098;   91027;   84496;   15987;   22517\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.13;  112666;   12224;   22060;    3114;   80849;   64932;   96186;   90106;   16480;   22560\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.06;  106612;    8519;   22392;    3068;   76580;   59268;   88167;   84728;   18445;   21884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.30;  104421;    7841;   21296;    3340;   75484;   55986;   86665;   80622;   17756;   23799\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.23;   99743;    7742;   19673;    1952;   71397;   53642;   81091;   75267;   18651;   24476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.16;  102955;    7704;   22497;    3438;   72753;   53820;   83895;   79756;   19060;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.09;  100373;    7886;   26433;    3060;   70465;   46330;   81411;   75823;   18962;   24550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.02;  101490;   10431;   28087;    2896;   71007;   45234;   84335;   76217;   17156;   25273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.25;  109776;    9824;   23514;    3524;   79074;   55850;   92422;   82887;   17354;   26889\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.18;  108643;    9203;   23962;    3027;   79273;   58558;   91502;   85547;   17141;   23096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.11;  109181;   10556;   27115;    2476;   80414;   55834;   93446;   85425;   15735;   23756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.04;  106104;    9371;   24098;    3553;   74713;   52295;   87637;   79946;   18467;   26158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.28;  117871;   10175;   23971;    3566;   87477;   60387;  101218;   87924;   16654;   29947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.21;  110541;    8321;   24239;    4231;   82491;   52714;   95043;   81184;   15498;   29357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.14;   93520;    8822;   23164;    1097;   71058;   40063;   80977;   64324;   12543;   29196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.07;   94367;    8576;   21175;    1097;   70185;   42836;   79858;   65108;   14509;   29259\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.30;   91478;    7880;   20631;    1027;   68567;   40219;   77474;   61877;   14004;   29601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.23;   87966;    6722;   19744;    1027;   66542;   38970;   74291;   59741;   13675;   28225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.16;   86585;    7875;   18425;     980;   63376;   38219;   72231;   57624;   14354;   28962\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.09;   85605;    6671;   15870;     980;   65460;   38461;   73111;   55311;   12494;   30294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.02;   89427;    6262;   16010;     580;   71376;   42030;   78218;   58620;   11209;   30807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.26;   97965;    7789;   15795;     580;   77105;   51707;   85474;   68082;   12491;   29883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.19;   99387;    8564;   13046;     187;   76635;   55384;   85386;   68617;   14000;   30770\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.12;  103906;    7527;   14349;    1170;   79711;   57806;   88407;   73325;   15499;   30581\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.05;  106695;    9648;   13384;    1071;   80572;   62144;   91291;   76599;   15404;   30096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.26;  110369;    7372;   11861;    1235;   82937;   61182;   91544;   74278;   18825;   36092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.19;  101994;    6336;   15218;     695;   78544;   52409;   85575;   68322;   16419;   33672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.12;  102600;    6062;   15437;     629;   79369;   56856;   86060;   72922;   16541;   29679\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.05;  103299;    4882;   14545;     492;   80924;   57727;   86298;   72764;   17001;   30535\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.29;   97803;    4577;    9638;     391;   77407;   58613;   82375;   68642;   15428;   29161\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.22;   98198;    5545;   16771;    4357;   74161;   49856;   84064;   70985;   14134;   27214\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.15;   91233;    6220;   14008;    4348;   65200;   45598;   75767;   63954;   15466;   27279\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.08;   85181;    6535;   13459;    5244;   58529;   43357;   70308;   62060;   14873;   23121\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.28;   77766;    5886;   11070;    4160;   55632;   42683;   65677;   57912;   12089;   19854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.21;   78000;    5812;   11161;    4065;   53848;   43197;   63724;   58423;   14275;   19576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.18;   79272;    6712;   10059;    3987;   53751;   44165;   64450;   58211;   14822;   21061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.11;   70069;    6797;    9355;    3478;   43198;   36361;   53473;   49193;   16597;   20876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.04;   75892;    5787;   12913;    2925;   52332;   39831;   61044;   55669;   14848;   20223\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.27;   75115;    3548;   14651;    1257;   54848;   34281;   59654;   50190;   15461;   24925\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.20;   73851;    3380;   13899;    1141;   52481;   36825;   57002;   51864;   16849;   21987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.13;   75204;    4198;   13941;    1328;   51853;   36896;   57379;   52165;   17825;   23039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.06;   73947;    5223;   13211;    1168;   47738;   34754;   54129;   49133;   19819;   24814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.30;   70220;    4738;    8262;     949;   46212;   37014;   51899;   46225;   18320;   23994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.23;   70896;    5184;    9874;     438;   48477;   36664;   54099;   46976;   16797;   23920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.16;   65388;    3553;    8365;     492;   44214;   34529;   48259;   43386;   17129;   22002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.09;   62624;    2896;    9605;     155;   44809;   30729;   47860;   40489;   14764;   22135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.02;   62457;    3550;    9691;     203;   42963;   29843;   46716;   39737;   15742;   22720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.25;   71311;    2806;   10242;     103;   49756;   34642;   52665;   44987;   18646;   26324\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.18;   75536;    2464;   10805;     649;   51600;   36095;   54713;   47549;   20823;   27987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.10;   79814;    1960;   13853;     394;   62028;   38651;   64382;   52898;   15433;   26917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.04;   77696;    1700;   11952;       0;   60595;   37955;   62295;   49907;   15401;   27789\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.28;   90352;    1990;   12503;     766;   66664;   47963;   69420;   61232;   20932;   29120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.21;   81024;    2333;   11664;    1011;   61117;   42972;   64461;   55646;   16563;   25378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.14;   71467;    3234;    9355;     806;   50857;   36529;   54897;   46690;   16570;   24777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.07;   63610;    2205;    6068;    1338;   46204;   31949;   49747;   39355;   13862;   24255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.31;   57207;    2179;    5506;       0;   39960;   27510;   42139;   33016;   15068;   24191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.24;   58408;    1141;    6506;       0;   43749;   27775;   44890;   34281;   13518;   24127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.17;   58017;       0;    5667;       0;   44239;   28983;   44239;   34650;   13778;   23367\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.10;   53800;       0;    5527;       0;   38194;   25265;   38194;   30792;   15606;   23008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.03;   54181;    1230;    5402;       0;   37062;   27601;   38292;   33003;   15889;   21178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.26;   62175;    3715;    4487;       0;   42000;   35875;   45715;   40362;   16460;   21813\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.19;   63695;    4090;    4487;       0;   42181;   37538;   46271;   42025;   17424;   21670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.12;   67024;    3999;    5611;       0;   47648;   40158;   51647;   45769;   15377;   21255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.05;   68442;    2961;    4650;       0;   49259;   42634;   52220;   47284;   16222;   21159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.29;   78793;    2665;    4114;    2404;   54083;   49291;   59152;   55809;   19641;   22984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.22;   70559;    3039;    2759;    2937;   45984;   42233;   51960;   47930;   18599;   22629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.15;   67420;    3493;    2297;    1633;   44127;   41632;   49253;   45562;   18167;   21858\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.08;   64810;    3803;    2476;    1997;   43151;   43196;   48951;   47669;   15859;   17141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.01;   67230;    3791;    2013;    1552;   45490;   45912;   50833;   49477;   16396;   17753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.24;   68369;    3743;    1426;       0;   48947;   50783;   52690;   52209;   15679;   16160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.17;   76600;    8670;    2085;       0;   51470;   59724;   60140;   61809;   16460;   14791\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.10;   76431;    8010;    1791;       0;   49530;   58928;   57540;   60719;   18891;   15712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.03;   77196;    9561;    1791;       0;   50211;   61762;   59772;   63553;   17424;   13643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.27;   78166;    8380;    1791;       0;   51237;   63203;   59617;   64994;   18549;   13172\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.20;   79131;    8116;    2640;       0;   50671;   62408;   58787;   65048;   20344;   14083\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.13;   86885;    9714;    1690;     698;   56626;   67690;   67038;   70078;   19847;   16807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.06;   85147;    8977;    1717;     866;   55725;   67868;   65568;   70451;   19579;   14696\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.27;   85194;    9959;       0;    2624;   53926;   66885;   66509;   69509;   18685;   15685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.20;   79603;    8921;    1830;       0;   50244;   62299;   59165;   64129;   20438;   15474\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.13;   78188;    9308;    1830;       0;   52215;   61449;   61523;   63279;   16665;   14909\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.06;   77135;    5526;     811;       0;   55995;   61597;   61521;   62408;   15613;   14727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.30;   79148;    5994;     811;       0;   55520;   63815;   61514;   64626;   17634;   14522\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.23;   81081;    3959;     811;       0;   59411;   66640;   63370;   67451;   17711;   13630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.16;   82985;    5722;    1832;       0;   60494;   68738;   66216;   70570;   16768;   12415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.09;   85707;    5471;    1834;       0;   63291;   70734;   68762;   72568;   16945;   13139\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.02;   83062;   13634;    2929;       0;   50209;   67523;   63843;   70452;   19219;   12610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.26;   81545;   10106;    1830;       0;   51414;   67618;   61520;   69448;   20025;   12097\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.19;   76189;   11041;    1830;       0;   46602;   61848;   57643;   63678;   18546;   12511\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.12;   78111;   12984;     809;       0;   45600;   62490;   58584;   63299;   19527;   14812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.05;   78022;   15352;     840;      20;   45527;   62451;   60899;   63311;   17123;   14711\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.28;   74310;   11292;       0;       0;   45536;   59326;   56828;   59326;   17482;   14984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.21;   58782;    9355;       0;     258;   32389;   43913;   42002;   44171;   16780;   14611\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.14;   57928;   10379;       0;     263;   32349;   42735;   42991;   42998;   14937;   14930\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.07;   54400;    9457;       0;     277;   29841;   39429;   39575;   39706;   14825;   14694\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.31;   54740;   10473;       0;     282;   29322;   41856;   40077;   42138;   14663;   12602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.24;   54439;   10782;       0;     258;   29287;   40525;   40327;   40783;   14112;   13656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.17;   55041;   11055;    2370;     270;   29978;   38592;   41303;   41232;   13738;   13809\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.10;   49802;   13478;    2370;     280;   22459;   33252;   36217;   35902;   13585;   13900\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.03;   52370;   13901;    2910;     196;   25193;   35727;   39290;   38833;   13080;   13537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.26;   52909;    7732;    1620;     277;   31084;   37990;   39093;   39887;   13816;   13022\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.19;   45190;    3040;     540;       0;   28120;   30852;   31160;   31392;   14030;   13798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.12;   44720;    2412;    1910;       0;   29655;   28890;   32067;   30800;   12653;   13920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.05;   46943;    1942;    1910;       0;   28842;   30014;   30784;   31924;   16159;   15019\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.29;   53786;    1525;    3492;     880;   38674;   33882;   41079;   38254;   12707;   15532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.22;   55595;    2842;    6423;    1205;   39070;   32676;   43117;   40304;   12478;   15291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.15;   51013;    1836;    6923;     140;   36775;   28513;   38751;   35576;   12262;   15437\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.08;   55181;    1918;    7217;       0;   40322;   31566;   42240;   38783;   12941;   16398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.01;   54492;    1382;    7717;       0;   40207;   31170;   41589;   38887;   12903;   15605\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.25;   56276;    1167;    9288;       0;   42859;   31692;   44026;   40980;   12250;   15296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.18;   55463;     575;    9288;       0;   42622;   31246;   43197;   40534;   12266;   14929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.11;   55404;    1794;    9488;       0;   40489;   31817;   42283;   41305;   13122;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.05;   55725;    1316;    9950;       0;   41531;   31624;   42847;   41574;   12878;   14151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.27;   51990;       0;    5617;       0;   39562;   31329;   39562;   36946;   12428;   15044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.20;   52641;    1020;    6302;       0;   40078;   31166;   41098;   37468;   11543;   15173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.13;   48525;     600;    4177;       0;   38049;   30560;   38649;   34737;    9876;   13788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.06;   49159;     600;    5961;       0;   38793;   28987;   39393;   34948;    9766;   14211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.30;   50302;    1769;    2936;    1988;   36274;   30850;   40031;   35774;   10271;   14528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.23;   48864;    1406;    5249;       0;   38326;   29516;   39732;   34765;    9132;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.16;   48484;    2132;    4050;     120;   38342;   29643;   40594;   33813;    7890;   14671\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.09;   49862;    2345;    5828;     131;   42791;   36200;   45267;   42159;    4595;    7703\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.02;   46009;    2022;    4148;     131;   38799;   33460;   40952;   37739;    5057;    8270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.25;   44006;    1968;    4060;     157;   36106;   31455;   38231;   35672;    5775;    8334\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.18;   43422;    4216;    4805;     670;   33291;   29980;   38177;   35455;    5245;    7967\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.11;   43175;    4108;    4578;     632;   32551;   30644;   37291;   35854;    5884;    7321\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.04;   44668;    5073;    4789;     631;   33175;   31250;   38879;   36670;    5789;    7999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.28;   45554;    3747;    3710;     368;   36488;   33356;   40603;   37434;    4951;    8120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.21;   46333;    2899;    6089;     203;   37864;   32686;   40966;   38978;    5367;    7355\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.14;   44984;    1921;    5533;     211;   37542;   31756;   39674;   37500;    5309;    7484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.07;   44243;    2194;    5139;     212;   36741;   30639;   39147;   35990;    5096;    8253\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.29;   42785;    2256;    5359;    2015;   33680;   29061;   37951;   36435;    4834;    6350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.22;   48730;    3604;    9110;    4248;   34932;   26314;   42784;   39672;    5945;    9058\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.08;   40650;    3234;    9506;     889;   31085;   24121;   35208;   34516;    5442;    6134\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.01;   36723;    3260;    4604;     188;   27269;   25310;   30717;   30102;    6006;    6621\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.25;   36464;    2999;    4232;     300;   26907;   25523;   30206;   30055;    6258;    6409\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.18;   33760;    2436;    4320;       0;   25534;   23956;   27970;   28276;    5790;    5484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.11;   32328;    1698;    3123;       0;   25207;   24110;   26905;   27233;    5423;    5095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.04;   32956;    2151;    1720;     500;   24909;   25644;   27560;   27864;    5396;    5092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.28;   32816;    1145;    1370;     500;   25844;   25726;   27489;   27596;    5327;    5220\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.21;   32401;    1156;    1136;     500;   25132;   25581;   26788;   27217;    5613;    5184\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.14;   33134;    1487;    1635;     181;   25434;   25910;   27102;   27726;    6032;    5408\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.07;   35697;    1416;     785;     171;   28681;   29252;   30268;   30208;    5429;    5489\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.30;   43459;    1372;    2974;    1067;   35690;   33861;   38129;   37902;    5330;    5557\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.23;   40929;    1416;    1008;    2325;   31469;   32057;   35210;   35390;    5719;    5539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.16;   34723;    1277;    1277;     344;   27492;   27532;   29113;   29153;    5610;    5570\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.09;   36542;    1555;    1865;     644;   28674;   28685;   30873;   31194;    5669;    5348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.02;   39368;    2323;    4025;     344;   30680;   28963;   33347;   33332;    6021;    6036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.26;   37407;    1502;    2727;     344;   29935;   28052;   31781;   31123;    5626;    6284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.19;   37644;    1776;    2453;     329;   30709;   28108;   32814;   30890;    4830;    6754\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.12;   38827;    1994;    1808;     346;   30837;   30782;   33177;   32936;    5650;    5891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.05;   37032;    2232;    2072;     347;   29661;   28977;   32240;   31396;    4792;    5636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.28;   38326;    2393;    3340;     319;   30534;   29566;   33246;   33225;    5080;    5101\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.21;   37890;    2191;    3380;     315;   30908;   29160;   33414;   32855;    4476;    5035\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.14;   39101;    2187;    3580;     315;   32205;   29977;   34707;   33872;    4394;    5229\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.07;   38992;    3433;    4936;     315;   30867;   27748;   34615;   32999;    4377;    5993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.31;   38495;    2675;    3495;     667;   30159;   28699;   33501;   32861;    4994;    5634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.24;   37899;    4061;    2037;     612;   27810;   28189;   32483;   30838;    5416;    7061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.17;   38318;    4820;    2569;     334;   27350;   28234;   32504;   31137;    5814;    7181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.10;   38257;    3693;    3816;     748;   29470;   26676;   33911;   31240;    4346;    7017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.03;   36070;    2788;    3199;     731;   27290;   25497;   30809;   29427;    5261;    6643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.27;   35893;    3953;    3126;       0;   26402;   25989;   30355;   29115;    5538;    6778\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.20;   35633;    4171;    2898;       0;   25294;   26394;   29465;   29292;    6168;    6341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.13;   35058;    3814;    2834;       0;   25593;   25853;   29407;   28687;    5651;    6371\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.06;   35095;    3833;    2755;       0;   25978;   25632;   29811;   28387;    5284;    6708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.29;   34478;    3365;    4896;       0;   26202;   22490;   29567;   27386;    4911;    7092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.22;   34601;    3416;    4488;       0;   26319;   23608;   29735;   28096;    4866;    6505\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.15;   36135;    3867;    2973;       0;   27211;   26256;   31078;   29229;    5057;    6906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.08;   36508;    3810;    2501;       0;   27926;   27066;   31736;   29567;    4772;    6941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.01;   36900;    3118;    2826;      30;   28789;   26548;   31937;   29404;    4963;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.25;   33866;    2425;    3376;     468;   25185;   23469;   28078;   27313;    5788;    6553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.18;   34163;    2592;    2704;     339;   24935;   24734;   27866;   27777;    6297;    6386\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.11;   33629;    3079;    5174;     118;   24776;   24314;   27973;   29606;    5656;    4023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.04;   36255;    2811;    2677;     124;   28159;   28571;   31094;   31372;    5161;    4883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.27;   40806;    4635;    3662;     148;   30576;   31723;   35359;   35533;    5447;    5273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.20;   41900;    4383;    2782;      30;   31820;   34303;   36233;   37115;    5667;    4785\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.13;   39716;    4030;    1669;      30;   30017;   33601;   34077;   35300;    5639;    4416\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.06;   37907;    5736;    1228;      30;   27071;   32281;   32837;   33539;    5070;    4368\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.30;   39889;    5019;    2237;     152;   29732;   32637;   34903;   35026;    4986;    4863\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.23;   39135;    5080;    1798;     152;   28491;   31720;   33723;   33670;    5412;    5465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.16;   39634;    5490;    1395;     152;   28314;   33369;   33956;   34916;    5678;    4718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.09;   41342;    4885;    1145;       0;   29330;   34958;   34215;   36103;    7127;    5239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.02;   41590;    4410;    1211;       0;   30449;   34616;   34859;   35827;    6731;    5763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.23;   40882;    3792;    2087;     286;   29662;   33125;   33740;   35498;    7142;    5384\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.16;   40858;    3852;    2824;       0;   30314;   33623;   34166;   36447;    6692;    4411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.09;   40736;    4099;    1700;     117;   29924;   35139;   34140;   36956;    6596;    3780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.02;   41481;    3782;    1200;     197;   30250;   36860;   34229;   38257;    7252;    3225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.26;   40314;    3704;    1455;      80;   29635;   35372;   33419;   36907;    6895;    3406\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.19;   41886;    3414;    1530;      80;   30984;   36245;   34478;   37855;    7409;    4031\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.12;   39236;    3104;    1741;      80;   28992;   33330;   32176;   35151;    7060;    4085\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.05;   39291;    4391;    1086;       0;   27917;   34608;   32308;   35694;    6984;    3597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.29;   41225;    4777;    1176;       0;   29320;   36157;   34097;   37333;    7128;    3892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.22;   42167;    5168;     837;       0;   29421;   37478;   34589;   38315;    7578;    3852\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.15;   38362;    3908;     493;       0;   27826;   33943;   31734;   34436;    6628;    3926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.08;   40184;    5222;     718;     305;   28670;   35047;   34197;   36070;    5987;    4114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.01;   38517;    5590;     493;     305;   27147;   33838;   33042;   34636;    5475;    3881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.24;   38535;    5255;    1010;    1021;   26715;   31668;   32991;   33699;    5544;    4836\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.17;   38552;    5030;     847;     400;   27030;   32862;   32460;   34109;    6092;    4443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.10;   37707;    5182;     847;     400;   26117;   31303;   31699;   32550;    6008;    5157\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.03;   37165;    5654;     747;     400;   25310;   31230;   31364;   32377;    5801;    4788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.27;   37443;    4658;     878;     400;   26435;   31445;   31493;   32723;    5950;    4720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.20;   37225;    5620;     878;     400;   25425;   31187;   31445;   32465;    5780;    4760\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.13;   35681;    6726;    1278;     400;   23310;   29220;   30436;   30898;    5245;    4783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.06;   36314;    7263;    2466;       0;   23823;   29526;   31086;   31992;    5228;    4322\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.29;   37574;    7061;    2383;       0;   23955;   31123;   31016;   33506;    6558;    4068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.22;   41226;    9201;    1951;       0;   28286;   37847;   37487;   39798;    3739;    1428\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.15;   48725;    8939;    1751;       0;   26816;   42177;   35755;   43928;   12970;    4797\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.08;   54578;   10660;    2212;     101;   36923;   47707;   47684;   50020;    6894;    4558\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.01;   52637;    9327;    2017;     470;   36335;   44988;   46132;   47475;    6505;    5162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.25;   49294;    6820;    1788;    3190;   32594;   39306;   42604;   44284;    6690;    5010\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.18;   49420;    6877;    1776;     420;   34897;   42053;   42194;   44249;    7226;    5171\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.11;   48236;    6738;    2833;     420;   34539;   40107;   41697;   43360;    6539;    4876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.04;   44516;    5928;    3095;     470;   32517;   35577;   38915;   39142;    5601;    5374\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.28;   43404;    5818;    3572;     170;   31998;   34109;   37986;   37851;    5418;    5553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.21;   44877;    7418;    3599;      57;   32329;   36635;   39804;   40291;    5073;    4586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.14;   45818;    6535;    2849;      51;   33905;   38251;   40491;   41151;    5327;    4667\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.07;   45681;    6231;    2924;      53;   34374;   38140;   40658;   41117;    5023;    4564\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.30;   42786;    5290;    2200;     473;   31657;   35672;   37420;   38345;    5366;    4441\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.23;   48449;    5258;    4513;    1723;   35149;   36919;   42130;   43155;    6319;    5294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.16;   49505;    5864;    4078;     799;   36049;   38289;   42712;   43166;    6793;    6339\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.09;   46055;    4213;    4367;     787;   36596;   34644;   41596;   39798;    4459;    6257\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.02;   46586;    5198;    1914;     576;   36274;   37927;   42048;   40417;    4538;    6169\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.26;   54880;    2447;    2451;    1874;   43773;   43433;   48094;   47758;    6786;    7122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.19;   44493;    1733;    3040;     414;   37927;   35498;   40074;   38952;    4419;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.12;   44889;    1646;    2685;     418;   38236;   35547;   40300;   38650;    4589;    6239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.05;   42128;     701;    2709;     389;   36487;   33184;   37577;   36282;    4551;    5846\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.28;   40921;    1461;    1533;       0;   34927;   32832;   36388;   34365;    4533;    6556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.21;   41903;    2593;    1945;       0;   34415;   33688;   37008;   35633;    4895;    6270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.14;   41087;    2654;    2201;       0;   32923;   33025;   35577;   35226;    5510;    5861\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.07;   39865;    1745;    2201;       0;   31876;   31572;   33621;   33773;    6244;    6092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.31;   37562;    1452;    2436;       0;   30844;   29585;   32296;   32021;    5266;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.24;   39087;    1635;    4311;     425;   31284;   29697;   33344;   34433;    5743;    4654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.17;   39440;    3046;    2587;    1554;   29241;   30665;   33841;   34806;    5599;    4634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.10;   41380;    2432;    1168;    2868;   30700;   31762;   36000;   35798;    5380;    5582\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.03;   44144;    3087;     218;    4977;   30847;   32988;   38911;   38183;    5233;    5961\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.24;   50176;    3440;     798;   10855;   30641;   32381;   44936;   44034;    5240;    6142\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.17;   39292;    1998;    1243;     650;   30589;   30605;   33237;   32498;    6055;    6794\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.10;   37831;    2412;     800;     200;   29897;   28905;   32509;   29905;    5322;    7926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.03;   37418;    1674;    1303;     395;   30325;   30199;   32394;   31897;    5024;    5521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.27;   36858;    2456;     560;     200;   28942;   30907;   31598;   31667;    5260;    5191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.20;   40668;    3365;     906;     213;   31265;   34017;   34843;   35136;    5825;    5532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.13;   41333;    3865;    1370;     208;   31713;   34143;   35786;   35721;    5547;    5612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.06;   41263;    3587;    2285;     200;   32699;   33668;   36486;   36153;    4777;    5110\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.30;   40540;    3071;    2229;     200;   32814;   32802;   36085;   35231;    4455;    5309\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.23;   40252;    6920;    2926;     200;   28606;   31643;   35726;   34769;    4526;    5483\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.16;   32846;     480;    3503;       0;   27874;   22331;   28354;   25834;    4492;    7012\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.09;   36183;    1172;    3384;     776;   28981;   24709;   30929;   28869;    5254;    7314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.02;   43290;     975;    2910;    3483;   32825;   33095;   37283;   39488;    6007;    3802\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.25;   44238;    1491;    2950;    3935;   32723;   30762;   38149;   37647;    6089;    6591\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.18;   35323;      20;     700;     239;   29280;   27715;   29539;   28654;    5784;    6669\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.11;   36614;     181;    1319;      29;   31335;   27900;   31545;   29248;    5069;    7366\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.04;   38474;     505;    1109;      29;   32225;   28844;   32759;   29982;    5715;    8492\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.28;   37316;     531;    1473;      29;   30431;   28566;   30991;   30068;    6325;    7248\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.21;   38704;     826;    1830;      29;   33481;   29111;   34336;   30970;    4368;    7734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.14;   42586;     635;    1630;      29;   32651;   27904;   33315;   29563;    9271;   13023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.07;   43818;    1266;    4908;      29;   36498;   28702;   37793;   33639;    6025;   10179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.30;   42483;    1231;    6499;      29;   36970;   28313;   38230;   34841;    4253;    7642\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.23;   42064;    2017;    5716;     160;   35543;   28425;   37720;   34301;    4344;    7763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.16;   46107;    3548;    7665;     942;   36950;   29830;   41440;   38437;    4667;    7670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.09;   45184;    1772;    8066;    1095;   38130;   28391;   40997;   37552;    4187;    7632\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.02;   45648;    2329;    7632;    1287;   37740;   28830;   41356;   37749;    4292;    7899\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.26;   51764;    3287;    5670;    1458;   39271;   33142;   44016;   40270;    7748;   11494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.19;   47868;    3568;    5670;     732;   39597;   33889;   43897;   40291;    3971;    7577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.12;   46325;    3254;    6382;     279;   39380;   32674;   42913;   39335;    3412;    6990\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.05;   46357;    3209;    6117;     279;   38655;   31987;   42143;   38383;    4214;    7974\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.29;   36791;    2972;    1345;     303;   29550;   27460;   32825;   29108;    3966;    7683\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.22;   36076;    3407;     984;      47;   28552;   27005;   32006;   28036;    4070;    8040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.15;   34772;    2934;    1184;      43;   27588;   25589;   30565;   26816;    4206;    7956\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.08;   36843;    3152;    1184;      42;   29299;   27773;   32493;   28999;    4350;    7844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.01;   33419;    2322;    1714;      41;   27218;   23823;   29581;   25578;    3838;    7841\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.24;   33220;    2981;    3214;      41;   26640;   22456;   29662;   25711;    3558;    7509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.17;   33195;    2978;    3270;      37;   26542;   21860;   29557;   25167;    3638;    8028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.10;   32980;    3240;    1570;      14;   25861;   20483;   29115;   22067;    3865;   10913\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.03;   32812;    2524;    2528;    1026;   24557;   19049;   28107;   22603;    4705;   10209\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.27;   31998;    2202;    3007;      29;   25134;   18629;   27365;   21665;    4632;   10333\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.20;   30776;    2110;    4437;      29;   24452;   16910;   26591;   21376;    4185;    9400\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.13;   27371;    2089;    3153;      29;   21001;   15503;   23119;   18685;    4252;    8686\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.06;   27883;    2467;    2638;     239;   21167;   16485;   23873;   19362;    4010;    8521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.29;   25574;    1723;    2771;     193;   19442;   14315;   21358;   17279;    4216;    8295\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.22;   24071;    1806;    2715;     238;   18163;   13585;   20207;   16538;    3864;    7533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.15;   23738;    2265;    2123;      29;   17789;   13724;   20083;   15876;    3655;    7862\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.08;   24230;    2945;    2269;      32;   17706;   13893;   20683;   16194;    3547;    8036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.01;   22460;    2123;    1331;      29;   15982;   12685;   18134;   14045;    4326;    8415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.25;   24132;    3101;    1356;      29;   16531;   14790;   19661;   16175;    4471;    7957\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.18;   20125;    1562;    1416;     281;   14801;   10096;   16644;   11793;    3481;    8332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.11;   21722;    1096;     248;     866;   15426;   13172;   17388;   14286;    4334;    7436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.04;   26531;     447;     206;    3700;   18122;   15029;   22269;   18935;    4262;    7596\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.25;   24730;     533;    2500;    1029;   17444;   12064;   19006;   15593;    5724;    9137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.18;   21241;     426;       0;      29;   15583;   15201;   16038;   15230;    5203;    6011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.11;   22057;     492;     200;      29;   17320;   15273;   17841;   15502;    4216;    6555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.04;   21966;     652;     645;      29;   16394;   13729;   17075;   14403;    4891;    7563\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.28;   20692;     473;     903;      29;   16345;   12104;   16847;   13036;    3845;    7656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.21;   20669;     675;     410;      29;   16109;   14600;   16813;   15039;    3856;    5630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.14;   20573;     181;     210;      29;   16643;   13795;   16853;   14034;    3720;    6539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.07;   20410;     453;     290;      25;   16487;   14374;   16965;   14689;    3445;    5721\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.31;   19676;     693;     670;      25;   15320;   13398;   16038;   14093;    3638;    5583\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.24;   20715;    1027;    1420;      25;   15909;   13718;   16961;   15163;    3754;    5552\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.17;   20473;    1438;    1640;     170;   14663;   12755;   16271;   14565;    4202;    5908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.10;   19035;     828;    1270;       0;   14185;   12147;   15013;   13417;    4022;    5618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.03;   21736;    1076;     747;     203;   15858;   13489;   17137;   14439;    4599;    7297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.26;   22410;     421;    1295;     429;   16953;   13265;   17803;   14989;    4607;    7421\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.19;   19051;     387;     719;      25;   14456;   11904;   14868;   12648;    4183;    6403\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.12;   18416;     561;     367;       0;   12700;   12498;   13261;   12865;    5155;    5551\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.05;   17854;     202;     747;       0;   12998;   11442;   13200;   12189;    4654;    5665\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.29;   18130;     681;    1181;       0;   13089;   11257;   13770;   12438;    4360;    5692\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.22;   17733;       0;    1419;       0;   13812;   10411;   13812;   11830;    3921;    5903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.15;   17218;       0;    1243;       0;   13622;    9545;   13622;   10788;    3596;    6430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.08;   18111;       0;    1218;       0;   14513;   10283;   14513;   11501;    3598;    6610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.01;   17774;       0;    1043;       0;   13991;    9944;   13991;   10987;    3783;    6787\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.24;   17675;     176;     375;     868;   13305;   10144;   14349;   11387;    3326;    6288\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.17;   17443;     881;     625;    1041;   11784;    9674;   13706;   11340;    3737;    6103\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.10;   18834;     799;     888;    2055;   12447;    9225;   15301;   12168;    3533;    6666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.03;   18951;    1706;     300;    1668;   11925;    9154;   15299;   11122;    3652;    7829\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.27;   19147;    1401;     420;    1572;   12113;   10177;   15086;   12169;    4061;    6978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.20;   16099;    1132;     633;     281;   10224;    9336;   11637;   10250;    4462;    5849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.13;   16265;     490;     781;     212;   11308;    9270;   12010;   10263;    4255;    6002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.06;   16117;     507;     561;     212;   11031;    9548;   11750;   10321;    4367;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.30;   15915;     825;     561;       0;   10831;    7973;   11656;    8534;    4259;    7381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.23;   16073;    1163;     818;      10;   10736;    9155;   11909;    9983;    4164;    6090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.16;   15876;     818;    1212;       9;   11101;    8863;   11928;   10084;    3948;    5792\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.09;   15753;    1266;     961;       9;   10823;    8483;   12098;    9453;    3655;    6300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.02;   15488;    1627;     703;      10;   10305;    9041;   11942;    9754;    3546;    5734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.25;   17242;    1205;    1540;     151;   12013;    8966;   13369;   10657;    3873;    6585\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.18;   17480;    1234;    2131;      10;   12530;    9075;   13774;   11216;    3706;    6264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.11;   18846;    1003;    1004;      11;   13512;   10335;   14526;   11350;    4320;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.04;   18887;    1112;    1107;     611;   13149;   11191;   14872;   12909;    4015;    5978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.28;   16335;     455;    1651;       0;   11048;    9205;   11503;   10856;    4832;    5479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.21;   16393;     258;    1793;      48;   10871;    9147;   11177;   10988;    5216;    5405\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.14;   16723;     257;    2551;      48;   11188;    8684;   11493;   11283;    5230;    5440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.07;   15958;     250;    2484;       0;   11156;    8300;   11406;   10784;    4552;    5174\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.30;   18715;     225;    3227;       0;   14269;   10309;   14494;   13536;    4221;    5179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.23;   17525;    1809;    3151;       0;   11324;    9716;   13133;   12867;    4392;    4658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.16;   17640;    1362;    3265;       0;   11792;    9467;   13154;   12732;    4486;    4908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.09;   17813;    1142;    3574;       0;   11738;    9530;   12880;   13104;    4933;    4709\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.02;   15750;     286;    3031;       0;   10117;    8104;   10403;   11135;    5347;    4615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.26;   18679;    1095;    2194;     708;   12257;   11339;   14060;   14241;    4619;    4438\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.19;   20260;    1133;    2190;     943;   13269;   12816;   15345;   15949;    4915;    4311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.12;   21505;     557;    1752;    1608;   14799;   13558;   16964;   16918;    4541;    4587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.05;   25369;       0;    2330;    1863;   18593;   15841;   20456;   20034;    4913;    5335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.27;   27814;     565;    2371;    1200;   19434;   17398;   21199;   20969;    6615;    6845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.20;   27430;     228;    2171;    1000;   20422;   18083;   21650;   21254;    5780;    6176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.13;   28791;    1259;    3093;       0;   20669;   19457;   21928;   22550;    6863;    6241\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.06;   25769;     670;    2485;       0;   19326;   17302;   19996;   19787;    5773;    5982\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.30;   24062;     883;    2419;       0;   18452;   16406;   19335;   18825;    4727;    5237\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.23;   21803;    1362;    2114;       0;   15554;   14562;   16916;   16676;    4887;    5127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.16;   19420;    1466;    2173;       0;   13842;   12535;   15308;   14708;    4112;    4712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.09;   18522;     950;    2536;       0;   13954;   11372;   14904;   13908;    3618;    4614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.02;   17664;    6029;    2296;      43;    8126;   10757;   14198;   13096;    3466;    4568\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.26;   16860;    6029;    2216;      43;    7836;   10244;   13908;   12503;    2952;    4357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.19;   18463;    6027;    2184;      43;    7457;    9453;   13527;   11680;    4936;    6783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.12;   20086;    7130;    1871;     949;    8619;   12232;   16698;   15052;    3388;    5034\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.05;   23664;    7540;    2410;    1017;   10868;   14806;   19425;   18233;    4239;    5431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.28;   30038;    7547;    2866;     780;   16493;   20686;   24820;   24332;    5218;    5706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.21;   27275;    6977;    3136;       0;   15195;   18100;   22172;   21236;    5103;    6039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.14;   26518;    5851;    5151;       0;   14991;   14931;   20842;   20082;    5676;    6436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.07;   24455;    5592;    3030;       0;   14540;   15440;   20132;   18470;    4323;    5985\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.31;   19804;    4614;    2622;       0;   11192;   11702;   15806;   14324;    3998;    5480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.24;   16807;    3517;    2822;       0;    9919;   10141;   13436;   12963;    3371;    3844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.17;   16841;    3002;    2822;       0;    9758;    9727;   12760;   12549;    4081;    4292\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.10;   16627;    2732;    2822;       0;   10422;    9625;   13154;   12447;    3473;    4180\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.03;   16229;    2824;    2614;       0;   10047;    9725;   12871;   12339;    3358;    3890\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.26;   16101;    2556;    2396;       0;   10101;    9243;   12657;   11639;    3444;    4462\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.19;   16626;    2715;    2196;     281;   10129;    9942;   13125;   12419;    3501;    4207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.12;   16940;    2689;    2640;     480;    9667;    9693;   12836;   12813;    4104;    4127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.05;   18656;    2862;    2640;     480;   10861;   10589;   14203;   13709;    4453;    4947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.29;   20566;    2624;    2422;       0;   14053;   13334;   16677;   15756;    3889;    4810\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.22;   18680;    2725;    1804;       0;   11879;    9892;   14604;   11696;    4076;    6984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.15;   18179;    2683;    3172;       0;   11690;    8625;   14373;   11797;    3806;    6382\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.08;   18317;    2832;    3478;       0;   11386;    8718;   14218;   12196;    4100;    6122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.01;   19579;    2829;    3889;       0;   13094;    9879;   15923;   13768;    3656;    5812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.25;   20407;    3055;    4488;       0;   13663;   10782;   16718;   15270;    3689;    5137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.18;   20377;    2650;    4239;       0;   14210;   11110;   16860;   15349;    3516;    5028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.11;   19754;    2071;    3575;       0;   14133;   10441;   16204;   14016;    3550;    5738\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.03;   17053;    1516;    1542;       0;   11495;    9645;   13011;   11187;    4041;    5866\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.27;   18948;    1719;    1792;       0;   13676;   10871;   15395;   12663;    3553;    6285\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.20;   19442;    1866;    1992;       0;   13771;   11904;   15637;   13896;    3805;    5546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.13;   18745;    1800;    1481;       7;   13845;   12062;   15652;   13550;    3093;    5195\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.06;   19114;    2088;    1215;       0;   13457;   12103;   15545;   13318;    3569;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.30;   20949;    2202;    1215;       0;   14677;   13276;   16879;   14491;    4070;    6458\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.23;   26304;    1674;    1750;       0;   20538;   17906;   22212;   19656;    4092;    6648\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.16;   27399;    1584;    1550;       0;   22101;   15863;   23685;   17413;    3714;    9986\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.09;   28850;    1350;    1550;       0;   23660;   21112;   25010;   22662;    3841;    6189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.02;   29339;     900;    1685;       0;   25153;   20659;   26053;   22344;    3285;    6995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.25;   30810;     570;    1871;       0;   27202;   21906;   27772;   23777;    3038;    7033\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.18;   29397;     540;    1466;       0;   25676;   21550;   26216;   23016;    3181;    6381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.05; 1040582;  240484;  176756;   54635;  638590;  657983;  933709;  889374;  106873;  151208\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.28; 1085256;  255362;  182942;   60581;  660218;  689642;  976161;  933166;  109095;  152090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.21; 1096848;  310710;  184477;   53502;  617208;  705410;  981420;  943389;  115429;  153459\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.14; 1041535;  365359;  159822;   40474;  511151;  677907;  916984;  878203;  124551;  163332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.07; 1043201;  374915;  174404;   43532;  507423;  663055;  925870;  880991;  117332;  162210\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.31; 1070611;  361060;  153964;   48209;  539962;  706058;  949231;  908231;  121379;  162380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.24; 1127454;  371217;  154974;   42384;  593616;  765704; 1007217;  963061;  120237;  164392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.17; 1110474;  353834;  129489;   61895;  572585;  745159;  988314;  936542;  122160;  173932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.10; 1096709;  366849;  135203;   57370;  556431;  744898;  980651;  937471;  116058;  159238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.03; 1114985;  372153;  136532;   57020;  571222;  755209; 1000395;  948762;  114590;  166224\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.26; 1100756;  338658;  151497;   46863;  604435;  746131;  989956;  944491;  110800;  156265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.19; 1101399;  306558;  161376;   47998;  647178;  728065; 1001734;  937439;   99665;  163960\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.12; 1103354;  254312;  173007;   60134;  701926;  704979; 1016371;  938121;   86982;  165233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.05; 1057149;  184266;  172005;   70733;  704416;  650620;  959415;  893358;   97734;  163790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.29;  975217;  236677;  128143;   68493;  565688;  629522;  870857;  826158;  104360;  149060\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.22;  964318;  256853;  154368;   54432;  543520;  617617;  854806;  826417;  109512;  137901\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.15;  920289;  219537;  158936;   39287;  554404;  587634;  813229;  785857;  107060;  134432\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.08;  900971;  199770;  144452;   32784;  574164;  581644;  806718;  758880;   94253;  142091\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.01;  909747;  167152;  190053;   36248;  613609;  547050;  817009;  773350;   92737;  136396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.22; 1014127;  197892;  231203;   43169;  669315;  587359;  910376;  861731;  103751;  152396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.15;  963532;  181185;  209401;   40102;  650679;  562703;  871965;  812206;   91567;  151327\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.08;  902804;  153018;  179088;   29114;  623383;  547465;  805515;  755666;   97289;  147138\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.01;  824448;  202795;  133687;   27097;  487445;  528466;  717337;  689250;  107111;  135198\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.25;  765146;  142045;  119335;   22929;  494973;  492032;  659946;  634296;  105200;  130850\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.18;  750673;  138451;  125699;   25309;  482518;  466748;  646279;  617756;  104394;  132917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.11;  716111;  104373;  133222;   25068;  491046;  428332;  620487;  586623;   95623;  129488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.04;  670689;   76929;  117090;   20109;  489076;  408670;  586114;  545869;   84575;  124820\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.28;  668741;   66249;  108396;   17431;  501858;  412723;  585537;  538550;   83203;  130191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.21;  721447;   74059;  130183;   33436;  535434;  440214;  642929;  603833;   78518;  117614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.14;  695351;   73348;  116740;   35073;  504219;  433068;  612640;  584881;   82710;  110470\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.07;  697079;   91316;  111476;   29948;  470655;  452612;  591919;  594036;  105159;  103043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.30;  702482;   99476;  124194;   32528;  467465;  439457;  599469;  596179;  103013;  106303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.23;  786499;   85766;  129805;   67382;  522155;  473700;  675303;  670887;  111196;  115612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.16;  730473;  106286;  131821;   50927;  462864;  437139;  620077;  619887;  110396;  110586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.09;  777069;  153231;  153717;   51024;  456876;  462586;  661131;  667328;  115938;  109741\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.02;  763082;  173624;  130404;   53130;  416625;  474947;  643380;  658482;  119702;  104599\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.26;  766072;  178357;  121006;   48252;  422648;  483311;  649258;  652569;  116814;  113502\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.19;  777703;  205476;  115529;   44160;  417031;  499027;  666667;  658717;  111036;  118987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.12;  773585;  188080;  123562;   35936;  433715;  491069;  657732;  650568;  115853;  123017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.05;  757975;  203012;  126762;   27554;  416924;  489183;  647490;  643498;  110485;  114477\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.28;  743751;  176634;  145697;   22070;  429416;  459989;  628120;  627756;  115631;  115995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.21;  755217;  160054;  153709;   41328;  442042;  440373;  643424;  635410;  111792;  119806\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.14;  727502;  120213;  174605;   26184;  471699;  408012;  618095;  608801;  109407;  118701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.07;  694435;  124288;  149914;   25247;  429539;  413471;  579074;  588632;  115361;  105803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.31;  740938;  144147;  152545;   28852;  448333;  442032;  621332;  623430;  119606;  117508\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.24;  905321;  179885;  170018;   98245;  497520;  507520;  775651;  775784;  129670;  129537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.17;  885472;  179427;  169465;   83884;  507937;  516932;  771248;  770281;  114224;  115191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.10;  891324;  184279;  165368;   75453;  513457;  529867;  773189;  770688;  118135;  120636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.03;  860058;  174383;  180732;   75335;  523418;  517306;  773136;  773373;   86922;   86685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.27;  847848;  162776;  181682;   52465;  526488;  497325;  741729;  731472;  106119;  116376\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.20;  917064;  173741;  196179;   51736;  589533;  545245;  815010;  793159;  102054;  123904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.13;  888141;  162755;  196581;   51805;  570061;  514458;  784621;  762844;  103519;  125297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.06;  920133;  171413;  202149;   58317;  587216;  536263;  816946;  796729;  103187;  123404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.29;  943583;  226899;  200923;   54520;  565094;  558931;  846514;  814375;   97069;  129207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.22;  958884;  238139;  179371;   59129;  560822;  595767;  858089;  834266;  100795;  124618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.15;  932359;  213461;  165599;   62297;  552274;  576413;  828033;  804309;  104326;  128050\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.08;  933671;  217513;  173371;   61487;  552168;  572310;  831168;  807168;  102503;  126503\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.01;  966310;  241234;  183512;   49748;  561531;  599668;  852512;  832927;  113798;  133383\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.25; 1018539;  233575;  184854;   86853;  585579;  615533;  906007;  887240;  112532;  131299\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.18; 1091162;  260166;  171891;  101678;  621354;  683111;  983198;  956680;  107964;  134481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.11; 1073838;  278000;  199650;   75250;  611655;  654588;  964905;  929488;  108933;  144350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.04; 1159817;  288113;  235735;   81863;  683416;  673266; 1053391;  990864;  106425;  168953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.27; 1086828;  286203;  208130;   59600;  629207;  668057;  975010;  935787;  111817;  151041\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.20; 1108652;  333824;  221929;   58710;  614920;  687603; 1007454;  968241;  101199;  140411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.13; 1053886;  280802;  210722;   57849;  617363;  655966;  956014;  924538;   97872;  129348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.06; 1052205;  279402;  193799;   65631;  608017;  654793;  953050;  914223;   99155;  137981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.30;  965876;  246348;  164836;   52433;  572368;  598583;  871149;  815852;   94727;  150025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.23;  934809;  207154;  150647;   60353;  567799;  594603;  835306;  805603;   99503;  129206\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.16;  925180;  243299;  156535;   49989;  536206;  590765;  829494;  797289;   95686;  127891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.09;  907021;  254913;  130847;   45395;  510927;  604599;  811235;  780840;   95786;  126181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.02;  944901;  266544;  125499;   48725;  534176;  642442;  849445;  816666;   95457;  128235\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.23; 1003028;  269338;  133815;   35100;  583272;  691472;  887710;  860387;  115317;  142641\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.16; 1061294;  316886;  124888;   87642;  555852;  718209;  960379;  930739;  100915;  130556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.09; 1041372;  328606;  118493;   76765;  540379;  721804;  945751;  917061;   95622;  124311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.02; 1022581;  312523;  138886;   78579;  534119;  684632;  925221;  902097;   97361;  120484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.26;  952455;  278480;  130032;   70773;  511407;  624206;  860661;  825011;   91794;  127444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.19;  954471;  271506;  131435;   73517;  517000;  617818;  862023;  822770;   92448;  131701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.12;  926645;  278395;  135154;   58311;  499429;  598365;  836136;  791830;   90509;  134815\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.05;  870789;  238059;  144952;   53446;  486398;  549903;  777903;  748301;   92886;  122488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.29;  884201;  286525;  131351;   37761;  477439;  599825;  801724;  768936;   82477;  115265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.22;  927039;  333288;  134709;   41912;  467202;  624023;  842402;  800645;   84636;  126394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.15;  948067;  333341;  149749;   44293;  479548;  625725;  857182;  819767;   90885;  128300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.08;  981708;  368917;  160511;   52160;  476513;  646743;  897589;  859414;   84119;  122294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.01; 1023607;  360513;  144112;   65611;  508804;  687876;  934928;  897598;   88679;  126009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.24; 1108701;  388700;  172786;   40336;  577216;  739789; 1006252;  952911;  102450;  155790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.17; 1148774;  379905;  165405;   59013;  602708;  780021; 1041627; 1004439;  107147;  144335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.09; 1100993;  373884;  151253;   55997;  579156;  765313; 1009037;  972563;   91955;  128430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.03; 1040129;  309484;  157173;   60499;  561449;  677734;  931431;  895406;  108698;  144723\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.27; 1028484;  316380;  151486;   52562;  569379;  694735;  938321;  898783;   90163;  129700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.20; 1051348;  321119;  151145;   60198;  578158;  715254;  959474;  926597;   91874;  124752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.13;  939872;  295674;  158122;   44419;  512672;  613014;  852764;  815556;   87107;  124316\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.06;  901415;  300386;  139917;   26152;  471125;  597248;  797663;  763317;  103752;  138098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.29;  833788;  305915;  135370;   33892;  398340;  544736;  738147;  713998;   95641;  119790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.22;  813827;  317587;  107848;   43410;  360424;  542326;  721420;  693584;   92407;  120242\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.15;  801414;  294824;   89572;   34567;  378730;  556626;  708121;  680765;   93293;  120649\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.08;  805081;  320289;  101345;   27902;  362426;  559645;  710617;  688892;   94463;  116188\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.01;  763078;  261443;   85699;   24263;  378240;  531632;  663946;  641594;   99133;  121484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.25;  806002;  254382;   82630;   22627;  437600;  603327;  714609;  708583;   91394;   97419\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.18;  840199;  232415;   73009;   53986;  465249;  600994;  751650;  727989;   88549;  112211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.11;  781749;  206125;   61371;   46504;  447570;  558860;  700199;  666735;   81550;  115014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.04;  706524;  197721;   60088;   41265;  372918;  500643;  611905;  601996;   94619;  104528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.28;  710320;  214649;   55882;   33938;  357808;  513327;  606394;  603147;  103925;  107173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.21;  733635;  211188;   56838;   51886;  365839;  517265;  628913;  625989;  104722;  107646\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.14;  688386;  172278;   45770;   46599;  360873;  500363;  579750;  592732;  108636;   95654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.07;  640839;  157502;   47089;   39417;  335274;  448832;  532194;  535339;  108646;  105500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.30;  594456;  137133;   54338;   35128;  335556;  405777;  507818;  495242;   86638;   99213\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.23;  611512;  134732;   54601;   43134;  345860;  410070;  523725;  507805;   87786;  103706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.16;  582853;  118688;   61495;   43948;  337746;  372576;  500383;  478019;   82471;  104834\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.09;  579861;  128114;   43889;   30745;  332535;  401300;  491394;  475934;   88466;  103927\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.02;  516542;  124498;   51962;   23154;  262619;  346803;  410272;  421919;  106270;   94623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.26;  575410;  124199;   46714;   30741;  307462;  384704;  462401;  462159;  113009;  113251\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.19;  566668;  126874;   44564;   31715;  302905;  389127;  461493;  465405;  105174;  101263\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.12;  523771;   98926;   58136;   19868;  305644;  354315;  424438;  432319;   99333;   91452\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.05;  490525;   79455;   48190;   16372;  293825;  330671;  389651;  395232;  100874;   95293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.28;  486493;   62823;   53799;   17172;  307325;  327921;  387320;  398892;   99172;   87601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.21;  504924;   70628;   47930;   26729;  318852;  343842;  416209;  418501;   88714;   86422\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.14;  516886;   84812;   51855;   25797;  311534;  364435;  422143;  442088;   94743;   74798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.07;  514858;  103558;   53402;   23223;  298808;  366132;  425589;  442757;   89269;   72102\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.31;  523063;  105179;   54701;   21552;  298566;  369657;  425297;  445911;   97767;   77153\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.24;  519360;   96468;   47491;   29384;  308027;  362691;  433879;  439566;   85480;   79793\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.17;  490191;   82851;   45861;   19989;  303867;  347767;  406707;  413617;   83485;   76574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.10;  469976;   77886;   54212;   17372;  295249;  335157;  390507;  406741;   79468;   63234\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.03;  496254;   82084;   65536;   17804;  301234;  337137;  401122;  420477;   95132;   75777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.24;  489030;   80388;   62292;   23334;  327685;  357732;  431407;  443358;   57623;   45672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.17;  536305;   78318;   59397;   16319;  347094;  378625;  441731;  454341;   94574;   81964\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.10;  516232;   64920;   60572;   15029;  344262;  364951;  424211;  440552;   92021;   75680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.03;  494526;   65215;   58712;   14069;  326846;  345840;  406130;  418621;   88396;   75906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.27;  506360;   72889;   64388;   14615;  332824;  355083;  420328;  434087;   86032;   72273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.20;  537474;   71416;   68150;   22434;  349651;  370897;  443501;  461481;   93973;   75993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.13;  550026;   64476;   79166;   19573;  379879;  374357;  463929;  473097;   86097;   76929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.06;  524308;   64391;   87111;   11076;  378920;  354999;  454387;  453186;   69921;   71122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.30;  540913;   59132;   81363;   12424;  386208;  367500;  457764;  461286;   83148;   79626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.22;  538743;   61892;   77530;    9422;  391357;  372011;  462672;  458963;   76071;   79780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.16;  534829;   67629;   78102;   11347;  378015;  370140;  456991;  459589;   77837;   75240\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.09;  486680;   60562;   52981;    9808;  336286;  342462;  406655;  405250;   80025;   81429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.02;  505522;   70074;   86424;    9208;  335553;  313183;  414835;  408815;   90687;   96707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.25;  570606;   94771;  104009;   11271;  361334;  349327;  467376;  464607;  103230;  105999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.18;  716706;  118660;  135728;   43721;  450204;  443003;  612585;  622452;  104122;   94254\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.11;  744603;  134912;  125945;   46049;  462709;  483035;  643670;  655029;  100933;   89574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.04;  755008;  135274;  134123;   42000;  458982;  475217;  636256;  651339;  118751;  103668\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.28;  773467;  156550;  142686;   38601;  454482;  478867;  649633;  660154;  123835;  113313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.21;  788393;  157342;  135280;   48848;  472840;  505637;  679030;  689766;  109362;   98627\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.14;  798147;  149250;  128067;   42177;  484740;  518895;  676167;  689140;  121980;  109008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.07;  816477;  140151;  142218;   49194;  509991;  526815;  699336;  718227;  117141;   98250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.30;  761693;  126416;  157308;   38430;  485819;  482475;  650666;  678213;  111027;   83480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.23;  747343;  121677;  120086;   40083;  467362;  489033;  629123;  649202;  118220;   98141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.16;  843792;  133289;  168950;   39490;  543770;  513090;  716548;  721530;  127243;  122262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.09;  877866;  172713;  160396;   30084;  547956;  589392;  750754;  779872;  127112;   97994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.02;  979685;  190540;  166281;   37491;  626654;  663177;  854686;  866950;  124999;  112735\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.26;  986444;  186997;  182811;   37157;  629254;  639249;  853407;  859217;  133036;  127227\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.19;  977196;  175520;  198776;   45671;  629805;  628319;  850996;  872765;  126200;  104431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.12;  944011;  154959;  223318;   33502;  632340;  596105;  820801;  852925;  123211;   91087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.05;  928888;  136461;  199138;   28791;  648429;  608710;  813681;  836639;  115207;   92249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.29;  912067;  147025;  198767;   26180;  624830;  596570;  798035;  821517;  114032;   90550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.22;  908778;  152623;  197139;   32393;  614301;  591110;  799317;  820643;  109461;   88135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.15;  952583;  177295;  213648;   39555;  614047;  604715;  830896;  857917;  121687;   94666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.08;  965793;  192931;  218031;   30861;  614654;  625302;  838447;  874194;  127346;   91600\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.01;  970716;  172537;  194041;   26896;  654211;  646069;  853644;  867006;  117072;  103710\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.24; 1039918;  192550;  200927;   22241;  717272;  716437;  932063;  939605;  107855;  100313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.17;  947964;  167653;  142251;   22969;  649297;  652702;  839919;  817922;  108045;  130042\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.10;  986512;  179534;  189648;   26102;  676989;  657159;  882626;  872910;  103886;  113602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.03; 1046084;  197595;  256971;   18232;  710023;  664302;  925850;  939505;  120234;  106579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.27; 1113907;  247137;  259944;   40533;  723489;  701274; 1011159; 1001750;  102748;  112156\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.20; 1192948;  268245;  232302;   47094;  767375;  810371; 1082715; 1089767;  110233;  103181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.13; 1247834;  268766;  216900;   40153;  823268;  883237; 1132187; 1140290;  115647;  107544\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.06; 1174403;  232509;  167140;   32906;  783492;  858108; 1048907; 1058154;  125496;  116249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.29; 1135694;  194467;  169423;   27344;  789767;  826861; 1011577; 1023628;  124116;  112066\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.22; 1136189;  202649;  198014;   28075;  775832;  790849; 1006556; 1016939;  129633;  119250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.15; 1104490;  191932;  209481;   29135;  754377;  753492;  975445;  992108;  129045;  112381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.08; 1143922;  239113;  220404;   22114;  750846;  783499; 1012073; 1026017;  131849;  117904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.01; 1147933;  270885;  227655;   21265;  738069;  784812; 1030219; 1033732;  117714;  114201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.25; 1163447;  299136;  231717;   18745;  723998;  794242; 1041880; 1044705;  121568;  118743\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.18; 1147740;  267439;  202733;   27333;  717580;  806383; 1012352; 1036449;  135388;  111291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.11; 1191372;  312871;  237534;   30697;  724142;  789673; 1067709; 1057904;  123663;  133468\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.04; 1332107;  328887;  327492;   39084;  832951;  849218; 1200922; 1215795;  131185;  116312\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.26; 1382990;  355284;  345737;   45975;  840082;  856090; 1241341; 1247801;  141649;  135189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.19; 1361480;  363570;  365074;   38489;  817403;  844548; 1219463; 1248111;  142017;  113369\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.12; 1328422;  353997;  342822;   32015;  803173;  840277; 1189185; 1215114;  139237;  113308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.05; 1258113;  317931;  340857;   29805;  762635;  784235; 1110371; 1154896;  147743;  103217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.29; 1207432;  300744;  332191;   27016;  749976;  742814; 1077737; 1102021;  129695;  105411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.22; 1272906;  272878;  185640;   46803;  768229;  746582; 1087910;  979025;  184996;  293881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.15; 1114285;  317650;  176517;   36766;  602053;  792609;  956469; 1005892;  157816;  108392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.08; 1065764;  257805;  177009;   28629;  639540;  761651;  925973;  967288;  139790;   98476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.31; 1005764;  253597;  167842;   26029;  609816;  720051;  889442;  913922;  116322;   91842\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.24; 1026433;  275453;  171461;   26538;  612840;  729948;  914832;  927947;  111602;   98486\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.18; 1036262;  276257;  161337;   34095;  603029;  743889;  913381;  939321;  122881;   96941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.11; 1037371;  323153;  193584;   31824;  553298;  699318;  908275;  924727;  129096;  112645\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.04; 1015228;  338093;  177536;   31578;  532608;  675264;  902279;  884378;  112948;  130849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.27; 1109244;  319688;  189175;   37019;  627841;  747494;  984549;  973689;  124695;  135555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.20; 1035548;  253260;  192245;   24627;  624030;  691515;  901916;  908386;  133632;  127162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.13; 1067046;  245537;  227660;   27992;  662384;  688295;  935913;  943948;  131133;  123098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.06; 1099079;  260058;  268561;   25822;  675212;  704231;  961092;  998614;  137987;  100465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.30; 1041643;  242277;  238143;   23018;  642960;  680612;  908256;  941772;  133387;   99871\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.23; 1032131;  223505;  234179;   23998;  640362;  670526;  887865;  928703;  144266;  103427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.16; 1058345;  235829;  248078;   24863;  652828;  699006;  913520;  971947;  144826;   86398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.09;  989249;  230906;  214354;   23032;  594728;  645653;  848666;  883038;  140583;  106211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.02;  932659;  197044;  205806;   23135;  567935;  593737;  788114;  822678;  144545;  109981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.25;  949393;  208590;  206632;   22469;  585107;  611859;  816165;  840960;  133228;  108434\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.18;  908644;  181748;  171381;   25104;  570449;  608162;  777302;  804648;  131342;  103996\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.11;  922399;  181837;  151625;   34517;  585645;  625894;  802000;  812036;  120399;  110362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.04;  966889;  241927;  199152;   21343;  581610;  627043;  844880;  847539;  122009;  119350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.28;  979678;  225410;  182211;   24402;  603626;  668158;  853437;  874770;  126240;  104907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.21;  985366;  219989;  181550;   32467;  601991;  646155;  854447;  860172;  130919;  125194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.14; 1037499;  173237;  258982;   36639;  698904;  648251;  908780;  943873;  128719;   93626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.07; 1079296;  186899;  266175;   35091;  713851;  671379;  935842;  972645;  143455;  106651\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.31; 1061438;  183677;  223432;   25964;  705480;  703964;  915121;  953361;  146317;  108077\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.24; 1058818;  231257;  230932;   31735;  668984;  685548;  931976;  948214;  126842;  110604\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.17; 1021762;  223325;  252648;   19235;  657313;  663721;  899873;  935604;  121889;   86158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.10; 1014298;  206223;  242834;   16594;  663626;  658673;  886444;  918102;  127854;   96196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.03; 1003116;  212944;  242171;   16041;  649944;  656246;  878929;  914458;  124188;   88658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.26;  965797;  205395;  221530;   15087;  624819;  636709;  845301;  873325;  120496;   92472\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.19;  953730;  169741;  244520;   12394;  643968;  609962;  826103;  866877;  127627;   86853\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.12;  985301;  165842;  284316;   16712;  653724;  587388;  836279;  888416;  149022;   96884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.05; 1001346;  159679;  305037;   15720;  684432;  580260;  859831;  901017;  141515;  100329\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.29; 1163571;  185164;  341638;   69174;  710400;  599435;  964738; 1010247;  198833;  153325\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.22; 1244475;  197927;  380786;   69491;  763568;  715263; 1030986; 1165540;  213489;   78935\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.15; 1149849;  196453;  454382;   39361;  762491;  565743;  998305; 1059485;  151544;   90364\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.08; 1105897;  185159;  448555;   33222;  744076;  533072;  962457; 1014848;  143440;   91049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.01; 1118102;  162196;  406139;   35247;  771779;  581692;  969221; 1023077;  148881;   95025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.24; 1031372;  162048;  356465;   13808;  716433;  574941;  892289;  945214;  139083;   86159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.17; 1008332;  153080;  298101;   18302;  694647;  605848;  866029;  922251;  142303;   86081\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.10; 1007144;  154369;  317369;   15968;  686727;  579327;  857064;  912664;  150080;   94479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.03;  957918;  158078;  297925;   11895;  639663;  562145;  809635;  871965;  148283;   85953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.27;  965139;  134646;  270276;   14215;  679592;  578967;  828453;  863459;  136686;  101680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.20;  920008;  117644;  244486;   17991;  649652;  549945;  785286;  812421;  134722;  107587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.13;  854561;  112696;  222942;   23997;  620167;  526219;  756859;  773157;   97702;   81404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.06;  850442;  123294;  250859;   20178;  568204;  476221;  711676;  747258;  138765;  103183\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.27;  879063;  112440;  231008;   55390;  569607;  471086;  737437;  757484;  141626;  121579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.20;  852208;  124220;  234309;   19846;  591402;  493735;  735468;  747890;  116740;  104318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.13;  821042;  132911;  226230;   20041;  553085;  469623;  706036;  715894;  115006;  105149\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.06;  838979;  138238;  245594;   15092;  552201;  451092;  705531;  711778;  133448;  127201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.30;  806962;  145570;  227060;    8044;  527025;  443332;  680638;  678435;  126324;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.23;  774553;  135926;  233262;    8921;  501265;  412447;  646112;  654630;  128441;  119922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.16;  771272;  136873;  222418;    8532;  505661;  430813;  651065;  661763;  120207;  109509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.09;  794141;  145110;  219022;    7302;  496788;  434513;  649200;  660838;  144941;  133303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.03;  758453;  134097;  196914;    7407;  485607;  427001;  627110;  631322;  131342;  127131\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.26;  718501;  137124;  198884;    7631;  448559;  400412;  593314;  606927;  125187;  111574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.19;  716001;  138876;  198830;    9661;  425647;  384815;  574184;  593306;  141817;  122695\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.12;  716088;  145907;  189596;   13944;  414981;  400709;  574832;  604249;  141255;  111838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.05;  765852;  134468;  181512;   30923;  424761;  405481;  590152;  617915;  175700;  147937\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.28;  798959;   97486;  178907;   60064;  465062;  427952;  622612;  666923;  176347;  132036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.21;  738086;   89759;  170141;   44511;  471159;  403822;  605429;  618474;  132657;  119612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.14;  685964;  110889;  154419;   16950;  419128;  389331;  546968;  560700;  138996;  125264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.07;  672534;  125719;  145071;   12972;  394669;  392155;  533360;  550197;  139174;  122336\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.31;  683452;  134964;  158937;   12937;  390905;  393506;  538806;  565379;  144647;  118073\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.24;  699374;  146473;  172227;   16206;  389479;  378672;  552158;  567105;  147216;  132269\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.17;  702761;  128152;  179164;   15036;  401723;  388568;  544912;  582768;  157849;  119993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.10;  692002;  123193;  174634;   15069;  406265;  399830;  544526;  589533;  147475;  102469\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.03;  711388;  126746;  184336;   14472;  417344;  406951;  558562;  605759;  152825;  105629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.26;  693104;  112253;  176184;   13640;  418174;  388000;  544068;  577824;  149036;  115280\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.19;  695688;   92278;  190528;   15368;  442228;  377484;  549874;  583380;  145814;  112308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.12;  692691;   93958;  177951;   12906;  436326;  392059;  543190;  582917;  149500;  109774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.05;  710275;   91117;  160743;   31300;  443289;  413456;  565707;  605500;  144568;  104776\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.29;  757704;  106442;  202639;   40986;  452019;  372380;  599447;  616005;  158257;  141699\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.22;  743684;  111434;  214894;   30924;  453207;  383571;  595565;  629389;  148119;  114296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.15;  696504;  106281;  201927;   16894;  421301;  351569;  544476;  570390;  152028;  126114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.08;  681134;  103238;  182539;   17444;  432146;  380913;  552828;  580896;  128306;  100238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.01;  687602;  122547;  178758;   13892;  426088;  383865;  562527;  576515;  125075;  111087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.25;  642296;  135445;  134065;   17366;  373025;  378082;  525836;  529513;  116460;  112783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.18;  593417;  130117;  132367;   15212;  337983;  342662;  483312;  490241;  110105;  103176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.11;  581531;  135560;  127265;   14714;  324334;  330599;  474608;  472579;  106923;  108952\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.03;  562709;  118539;  142079;    7390;  318997;  296758;  444925;  446228;  117783;  116481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.27;  562324;  142761;  149346;    7785;  309276;  291909;  459822;  449040;  102501;  113284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.20;  562365;  128483;  153035;   11052;  322219;  285238;  461755;  449325;  100611;  113040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.13;  549479;  117501;  132732;   11926;  307495;  298990;  436922;  443648;  112557;  105831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.06;  537632;  115916;  119539;   11414;  285828;  295316;  413158;  426269;  124474;  111363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.30;  600243;  160630;  129908;   21105;  297153;  316000;  478888;  467013;  121355;  133230\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.23;  658024;  173105;  155971;   16492;  333544;  362087;  523141;  534550;  134883;  123473\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.16;  690565;  209119;  166615;   14233;  325711;  395660;  549063;  576508;  141502;  114057\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.09;  611284;  209497;  179447;   10644;  278683;  302298;  498823;  492388;  112461;  118896\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.02;  553414;  182316;  161999;    8835;  251161;  260698;  442312;  431532;  111102;  121882\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.25;  521918;  172979;  152312;   11192;  232129;  237019;  416300;  400523;  105617;  121395\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.18;  509433;  170591;  147177;   13812;  222821;  238144;  407225;  399133;  102208;  110300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.11;  498128;  150608;  149939;   21316;  230254;  211624;  402179;  382879;   95949;  115249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.04;  495695;  157964;  132776;   17571;  236254;  224604;  411788;  374951;   83907;  120744\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.28;  474112;  155881;  117633;   13367;  225870;  218734;  395118;  349734;   78995;  124378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.21;  502968;  154968;  116407;   14236;  247346;  245597;  416550;  376239;   86418;  126729\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.14;  481075;  122245;  138478;    9519;  260255;  206248;  392019;  354245;   89056;  126830\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.07;  455422;  115080;  129912;   12482;  232708;  188492;  360271;  330887;   95152;  124536\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.28;  489940;  136144;  149900;   11779;  249560;  199734;  397483;  361413;   92457;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.21;  517095;  137218;  139599;   16889;  269048;  240462;  423156;  396950;   93939;  120145\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.14;  499386;  132763;  141710;   12907;  261032;  219614;  406702;  374232;   92684;  125155\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.07;  494030;  141195;  137591;   13492;  250911;  221685;  405598;  372768;   88431;  121262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.31;  486648;  146606;  162812;    9521;  239501;  202171;  395628;  374504;   91020;  112144\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.24;  466506;  134059;  139363;    6016;  237632;  212032;  377707;  357412;   88798;  109094\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.17;  451173;  130395;  135015;    6040;  228940;  208448;  365375;  349503;   85798;  101670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.10;  414434;  111482;  109553;    2472;  219591;  204772;  333545;  316797;   80889;   97637\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.03;  404417;  111305;   97247;    4502;  222362;  198729;  338169;  300478;   66247;  103939\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.27;  393353;  114104;   92631;    4928;  209686;  193452;  328718;  291011;   64635;  102342\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.20;  366754;  117912;   62885;    6159;  179684;  195630;  303755;  264675;   62999;  102080\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.13;  357251;  110651;   71398;    6287;  176399;  175728;  293337;  253413;   63914;  103838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.06;  336564;  113256;   65164;    4397;  156811;  164935;  274464;  234496;   62100;  102068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.29;  344576;   95983;   59362;    5832;  174165;  158902;  275980;  224096;   68596;  120480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.22;  343409;   82788;   63582;    2181;  181900;  167677;  266869;  233440;   76540;  109969\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.15;  370976;  103954;   96798;    2158;  193688;  162230;  299800;  261186;   71176;  109790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.08;  362394;  104934;   90606;    2158;  183777;  163312;  290869;  256076;   71525;  106318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.01;  356429;   95091;   91571;    2006;  187188;  155358;  284285;  248935;   72144;  107494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.25;  372390;  101461;   97277;    2097;  193658;  165637;  297216;  265011;   75174;  107379\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.18;  355201;   93564;   86377;    2052;  189395;  167329;  285011;  255758;   70189;   99443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.11;  347610;   92804;   80694;    2058;  188816;  164603;  283678;  247355;   63932;  100255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.04;  335243;   83571;   65457;    1323;  186377;  163420;  271271;  230200;   63972;  105043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.27;  335939;   87199;   45639;    1661;  175552;  181883;  264412;  229183;   71527;  106756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.20;  347637;  103394;   52505;    2788;  173710;  185821;  279892;  241114;   67745;  106524\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.13;  388152;  114492;   85630;    2819;  207048;  185727;  324360;  274176;   63792;  113975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.06;  388109;  111010;   82029;    6931;  211423;  190998;  329364;  279958;   58745;  108151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.30;  375745;  109030;   87169;   10353;  203806;  168886;  323189;  266408;   52556;  109337\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.23;  374293;  101792;   87141;    2867;  219775;  172660;  324434;  262668;   49859;  111625\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.16;  372442;  104227;  101663;    1131;  215470;  159431;  320828;  262225;   51614;  110217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.09;  368746;  102950;  113337;    1435;  208801;  145091;  313186;  259863;   55560;  108883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.02;  360871;  105895;  112713;    2139;  199192;  138808;  307226;  253660;   53645;  107211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.26;  360252;  103350;  105406;    1917;  200517;  144855;  305784;  252178;   54468;  108074\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.19;  367680;  102187;  108455;     122;  210383;  150329;  312692;  258906;   54988;  108774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.12;  370545;   97698;  108421;      91;  222319;  154449;  320108;  262961;   50437;  107584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.05;  353566;   97211;   95846;     241;  210256;  153765;  307708;  249852;   45858;  103714\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.28;  366020;   94915;   88770;     438;  214497;  171283;  309850;  260491;   56170;  105529\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.21;  364338;   92885;   82179;     242;  220383;  171010;  313510;  253431;   50828;  110907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.14;  378326;   94344;   80564;    1987;  226369;  184168;  322700;  266719;   55626;  111607\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.07;  399915;  101027;   75901;    2437;  234867;  220015;  338331;  298353;   61584;  101562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.31;  376612;   94679;   74639;     788;  222668;  188894;  318135;  264321;   58477;  112291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.24;  367554;  103271;   72285;    4016;  196253;  171664;  303540;  247965;   64014;  119589\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.17;  340989;  113862;   75242;    1339;  163374;  148824;  278575;  225405;   62414;  115584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.10;  330629;  115134;   78863;    1718;  152029;  143604;  268881;  224185;   61748;  106444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.03;  335446;  113492;   83691;    1790;  158812;  147624;  274094;  233105;   61352;  102341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.26;  315516;  105423;   73511;     223;  145611;  142144;  251257;  215878;   64259;   99638\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.19;  303988;   95873;   60816;      11;  141767;  145322;  237651;  206150;   66337;   97838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.12;  297034;   89586;   57358;       6;  145457;  136276;  235049;  193640;   61985;  103394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.05;  313737;  102991;   64478;       6;  151902;  141978;  254899;  206462;   58838;  107275\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.29;  331639;  114442;   79228;     145;  164377;  145686;  278964;  225059;   52675;  106580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.22;  330537;  115303;   75539;     869;  156503;  147364;  272675;  223772;   57862;  106765\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.15;  321579;  104568;   71833;    2291;  160808;  137654;  267667;  211778;   53912;  109801\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.08;  328570;  112120;   69306;    2896;  156723;  149531;  271739;  221733;   56831;  106837\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.01;  364596;  118996;   69452;    6251;  178792;  158202;  304039;  233905;   60557;  130691\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.22;  379978;  101226;   91348;   13167;  202456;  157658;  316849;  262173;   63129;  117805\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.15;  350415;  107008;   80361;    6350;  185422;  161851;  298780;  248561;   51636;  101854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.08;  329924;  104088;   77212;     375;  169951;  146075;  274414;  223662;   55510;  106262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.01;  309417;   87641;   80408;     349;  167129;  131755;  255119;  212512;   54298;   96905\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.25;  312683;   80008;   80054;    1023;  182049;  136803;  263080;  217880;   49603;   94803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.18;  296278;   79632;   88583;    1458;  185839;  148334;  266929;  238375;   29348;   57902\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.11;  272211;   73179;   87651;     374;  173308;  130624;  246861;  218649;   25350;   53562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.04;  252479;   67803;   84343;     525;  156669;  117751;  224997;  202619;   27482;   49860\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.28;  248678;   62456;   70027;    1400;  159101;  128534;  222957;  199961;   25721;   48717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.21;  247498;   58576;   64786;    3771;  159097;  131145;  221444;  199702;   26054;   47796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.14;  238944;   58759;   63409;    5705;  148748;  118468;  213212;  187582;   25732;   51362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.07;  255071;   60454;   67938;    9509;  155009;  121529;  224972;  198976;   30099;   56095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.30;  258669;   63645;   64944;    9654;  153415;  126427;  226714;  201025;   31955;   57644\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.23;  238164;   66063;   63600;    5534;  135086;  117737;  206683;  186871;   31481;   51293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.16;  210644;   64387;   55907;     380;  117570;  105994;  182337;  162281;   28307;   48363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.09;  204673;   63903;   50839;     382;  112320;  108700;  176605;  159921;   28068;   44752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.02;  207750;   65879;   52118;     659;  109403;  113667;  175941;  166444;   31809;   41306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.26;  214725;   67924;   59520;     866;  113109;  110025;  181899;  170411;   32826;   44314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.19;  210704;   66020;   52249;     800;  108559;  114970;  175379;  168019;   35325;   42685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.12;  200817;   63388;   49279;     357;  108256;  113015;  172001;  162651;   28816;   38166\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.05;  194721;   62179;   48272;     680;  107390;  106950;  170249;  155902;   24472;   38819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.28;  205333;   69684;   45449;    2801;  105807;  116338;  178292;  164588;   27041;   40745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.21;  218435;   58214;   42028;    3487;  120225;  120028;  181926;  165543;   36509;   52892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.14;  227639;   50187;   45867;    4558;  141866;  130039;  196611;  180464;   31028;   47175\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.07;  221461;   43458;   44132;    5052;  144617;  127570;  193127;  176754;   28334;   44707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.31;  235849;   47423;   44809;    9844;  148253;  134852;  205520;  189505;   30329;   46344\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.24;  217655;   56865;   47332;    5968;  124886;  118380;  187719;  171680;   29936;   45975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.17;  206967;   51964;   41006;    4743;  123307;  121312;  180014;  167061;   26953;   39906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.10;  204194;   51179;   39335;    4630;  119424;  118511;  175233;  162476;   28961;   41718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.03;  189842;   51764;   34489;    1365;  113152;  109492;  166281;  145346;   23561;   44496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.27;  191904;   53351;   34866;    1401;  113697;  106014;  168449;  142281;   23455;   49623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.20;  187861;   48575;   30498;    1206;  115406;  109429;  165187;  141133;   22674;   46728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.13;  195696;   46850;   34741;    1209;  124342;  112169;  172401;  148119;   23295;   47577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.06;  190702;   46695;   33003;    1414;  122405;  109271;  170514;  143688;   20188;   47014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.29;  203589;   52579;   31840;    1862;  128189;  114341;  182630;  148043;   20959;   55546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.22;  207072;   53165;   39143;    1990;  133702;  116489;  188857;  157622;   18215;   49450\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.15;  216127;   50439;   36553;    2948;  136618;  119688;  190005;  159189;   26122;   56938\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.08;  215345;   42706;   35405;    2527;  146071;  125888;  191304;  163820;   24041;   51525\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.01;  213245;   44757;   32296;    2738;  146995;  128331;  194490;  163365;   18755;   49880\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.25;  203391;   41461;   31819;    4744;  132156;  104880;  178361;  141443;   25030;   61948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.18;  197940;   39937;   36135;    4133;  135166;  106008;  179236;  146276;   18704;   51664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.11;  199805;   39257;   40583;    2239;  138052;  105829;  179548;  148651;   20257;   51154\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.04;  183148;   37185;   32501;    1326;  123762;   95941;  162273;  129768;   20875;   53380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.27;  186008;   40411;   36034;    1325;  125358;   97455;  167094;  134814;   18914;   51194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.20;  174070;   36062;   33969;     990;  118504;   92447;  155556;  127406;   18514;   46664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.12;  164568;   33471;   34168;     696;  111747;   89241;  145914;  124105;   18654;   40463\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.06;  162646;   34213;   33510;     782;  112845;   90809;  147840;  125101;   14806;   37545\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.30;  160196;   38873;   31537;     958;   97716;   92753;  137547;  125248;   22649;   34948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.23;  169003;   43621;   27805;    3668;   98198;  104997;  145487;  136470;   23516;   32533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.16;  177683;   52899;   27322;    3295;   98421;  111793;  154615;  142410;   23068;   35273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.09;  200122;   62029;   27638;    4804;  111797;  127180;  178630;  159622;   21492;   40500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.02;  234400;   73958;   30126;    5276;  128544;  151569;  207778;  186971;   26622;   47429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.24;  230783;   66869;   25149;    3790;  129098;  149232;  199757;  178171;   31026;   52612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.17;  189712;   53480;   24083;    1694;  111009;  122054;  166183;  147831;   23529;   41881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.10;  182812;   46719;   25911;    2997;  101949;  112249;  151665;  141157;   31147;   41655\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.03;  166090;   69416;   18060;     159;   74370;  110926;  143945;  129145;   22145;   36945\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.27;  166227;   70330;   19666;     163;   73834;  112674;  144327;  132503;   21900;   33724\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.20;  163369;   62103;   19039;     188;   78255;  111103;  140546;  130330;   22823;   33039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.13;  161422;   61498;   21795;     188;   75442;  104435;  137128;  126418;   24294;   35004\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.06;  159492;   67093;   18958;     188;   71711;  109318;  138992;  128464;   20500;   31028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.30;  165140;   68392;   20455;    1226;   75228;  111241;  144846;  132922;   20294;   32218\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.22;  160036;   58818;   18297;    1715;   82024;  104584;  142557;  124596;   17479;   35440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.16;  148808;   38483;   14589;    1519;   90548;   98416;  130550;  114524;   18258;   34284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.09;  153114;   39257;   11918;    2035;   92167;  102762;  133459;  116715;   19655;   36399\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.02;  154842;   30954;   14493;     577;  107623;  104927;  139154;  119997;   15688;   34845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.25;  150633;   24948;   12309;    2871;  102636;  105397;  130455;  120577;   20178;   30056\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.18;  145896;   22442;   11463;     337;  104742;  104037;  127521;  115837;   18375;   30059\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.11;  147985;   22385;   11992;     332;  108095;  102830;  130812;  115154;   17173;   32831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.04;  143996;   23302;    9599;     336;  102721;  100344;  126359;  110279;   17637;   33717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.28;  145720;   28416;   12504;     347;  100162;  101820;  128925;  114671;   16795;   31049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.21;  143221;   22001;   12634;     349;  105629;  100060;  127979;  113043;   15242;   30178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.14;  147202;   26084;    8992;     348;  100222;  108309;  126654;  117649;   20548;   29553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.07;  147130;   27093;    9722;     442;   99078;  108996;  126613;  119160;   20517;   27970\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.30;  144957;   28241;   11478;     411;   95371;  107057;  124023;  118946;   20934;   26011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.23;  152422;   28061;   15564;    1833;  103724;  104402;  133618;  121799;   18804;   30623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.16;  147178;   27316;   20930;    1717;   99770;   92285;  128803;  114932;   18375;   32246\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.09;  155253;   13422;   20207;    2509;  119185;   96809;  135116;  119525;   20137;   35728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.02;  163557;   17368;   20052;    1293;  124923;   98304;  143584;  119649;   19973;   43908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.26;  175019;   19438;   23221;    2191;  134686;  110482;  156315;  135894;   18704;   39125\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.19;  146921;   15042;   20995;    1044;  116346;   92129;  132432;  114168;   14489;   32753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.12;  145294;   15550;   20570;    1023;  113185;   88882;  129758;  110475;   15536;   34819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.05;  130178;   14537;   18668;    1039;   99868;   76384;  115444;   96091;   14734;   34087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.29;  118554;   19899;   11733;     910;   79697;   73610;  100506;   86253;   18048;   32301\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.22;  116124;   22789;   11227;     544;   75073;   73158;   98407;   84930;   17717;   31194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.15;  117059;   19915;    9423;     326;   74852;   79593;   95093;   89342;   21967;   27717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.08;  107295;   16402;    8537;     342;   71068;   73674;   87812;   82553;   19483;   24742\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.01;  102195;   14824;   14094;     370;   68155;   62024;   83349;   76487;   18847;   25708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.24;  116583;   16863;   13125;    2284;   76545;   77305;   95692;   92714;   20891;   23869\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.17;  121564;   19930;   14705;    2227;   78582;   78716;  100739;   95648;   20825;   25916\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.10;  126297;   20795;   16117;    3243;   79032;   82511;  103070;  101871;   23228;   24427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.03;  125660;   23631;   12156;    2964;   80131;   82960;  106726;   98080;   18934;   27580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.27;  132942;   22407;   13339;    2994;   83490;   81328;  108891;   97661;   24051;   35281\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.20;  125054;   21992;   13739;    7417;   75358;   75135;  104767;   96291;   20287;   28763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.13;  122278;   20635;   13928;    4958;   76203;   77348;  101796;   96234;   20482;   26044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.06;  116512;   19510;   10343;    4023;   73932;   76214;   97465;   90580;   19046;   25932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.29;  111300;   14210;   10366;    3262;   77004;   72216;   94476;   85844;   16824;   25457\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.22;  114320;   13873;   12272;    2637;   84097;   73712;  100607;   88620;   13713;   25700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.15;  110109;   14580;   11726;    2612;   79274;   69850;   96465;   84187;   13644;   25922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.08;  112027;   15637;   13863;    2611;   77126;   69938;   95374;   86412;   16652;   25615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.01;  105827;   15351;   11361;    2878;   71216;   66014;   89445;   80253;   16382;   25574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.25;  121419;   21618;   12205;    2645;   81260;   83336;  105523;   98186;   15896;   23233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.18;  128543;   20870;   11202;    2683;   87444;   88112;  110997;  101997;   17546;   26546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.11;  126968;   24250;   10607;    1764;   81554;   88783;  107568;  101154;   19400;   25814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.04;  127070;   26095;   10470;    1238;   80413;   86891;  107746;   98599;   19324;   28471\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.25;  122759;   23897;   11859;    3074;   74344;   78923;  101315;   93856;   21444;   28903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.18;  112246;   24302;   14083;    1615;   67034;   67779;   92951;   83477;   19295;   28769\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.11;  111431;   26251;   15097;    1624;   66864;   67079;   94739;   83800;   16692;   27631\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.04;  107283;   21134;   13171;    1257;   67713;   66104;   90104;   80532;   17179;   26751\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.28;  107283;   21069;   13598;    1548;   68822;   66270;   91439;   81416;   15844;   25867\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.21;  107906;   21508;   12671;    1272;   69693;   67617;   92473;   81560;   15433;   26346\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.14;  109280;   20766;   11972;    1519;   71256;   68842;   93541;   82333;   15739;   26947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.07;  106272;   19792;   10697;    1755;   69537;   68633;   91084;   81085;   15188;   25187\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.31;  104042;   18694;    9560;    1427;   67475;   70321;   87596;   81308;   16446;   22734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.23;  109041;   15117;    7424;    6163;   72108;   70321;   93388;   83908;   15653;   25133\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.17;  113284;   11698;    8896;    5767;   80293;   73876;   97758;   88539;   15526;   24745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.10;  116755;    6724;    8940;    8068;   87266;   74412;  102058;   91420;   14697;   25335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.03;  121209;    7914;    8047;    7008;   92322;   79427;  107244;   94482;   13965;   26727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.26;  120858;    8771;    6998;    5539;   90965;   82312;  105275;   94849;   15583;   26009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.19;  116074;    9884;    7163;    4227;   87015;   79524;  101126;   90914;   14949;   25160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.12;  113195;    8896;   13029;    2164;   86879;   74454;   97939;   89647;   15256;   23548\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.05;  105812;    7547;   14320;    1392;   82655;   66369;   91594;   82082;   14218;   23731\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.29;  109991;    7717;   15188;    1093;   87746;   70263;   96556;   86544;   13435;   23447\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.22;  113144;    9274;   15307;    1583;   88604;   73055;   99461;   89945;   13683;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.15;  111902;   11213;   11781;    1636;   84914;   76446;   97763;   89863;   14139;   22039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.08;  107022;   12807;   12891;    1147;   77161;   70678;   91115;   84716;   15907;   22306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.01;  105533;   11724;   12951;     577;   76438;   69107;   88739;   82635;   16794;   22898\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.24;  108514;   12064;   12858;     619;   80149;   71509;   92832;   84986;   15682;   23528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.17;  109251;   12990;   14733;     467;   79680;   71235;   93137;   86435;   16114;   22816\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.10;  112130;   12081;   16377;    1799;   81243;   71622;   95123;   89798;   17007;   22332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.03;  111811;   13390;   15538;    1122;   79908;   73575;   94420;   90235;   17391;   21576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.27;  106592;   11104;   18996;    1428;   77729;   62157;   90261;   82581;   16331;   24011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.20;  107013;   10730;   20397;    3001;   77296;   61098;   91027;   84496;   15987;   22517\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.13;  112666;   12224;   22060;    3114;   80849;   64932;   96186;   90106;   16480;   22560\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.06;  106612;    8519;   22392;    3068;   76580;   59268;   88167;   84728;   18445;   21884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.30;  104421;    7841;   21296;    3340;   75484;   55986;   86665;   80622;   17756;   23799\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.23;   99743;    7742;   19673;    1952;   71397;   53642;   81091;   75267;   18651;   24476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.16;  102955;    7704;   22497;    3438;   72753;   53820;   83895;   79756;   19060;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.09;  100373;    7886;   26433;    3060;   70465;   46330;   81411;   75823;   18962;   24550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.02;  101490;   10431;   28087;    2896;   71007;   45234;   84335;   76217;   17156;   25273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.25;  109776;    9824;   23514;    3524;   79074;   55850;   92422;   82887;   17354;   26889\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.18;  108643;    9203;   23962;    3027;   79273;   58558;   91502;   85547;   17141;   23096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.11;  109181;   10556;   27115;    2476;   80414;   55834;   93446;   85425;   15735;   23756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.04;  106104;    9371;   24098;    3553;   74713;   52295;   87637;   79946;   18467;   26158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.28;  117871;   10175;   23971;    3566;   87477;   60387;  101218;   87924;   16654;   29947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.21;  110541;    8321;   24239;    4231;   82491;   52714;   95043;   81184;   15498;   29357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.14;   93520;    8822;   23164;    1097;   71058;   40063;   80977;   64324;   12543;   29196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.07;   94367;    8576;   21175;    1097;   70185;   42836;   79858;   65108;   14509;   29259\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.30;   91478;    7880;   20631;    1027;   68567;   40219;   77474;   61877;   14004;   29601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.23;   87966;    6722;   19744;    1027;   66542;   38970;   74291;   59741;   13675;   28225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.16;   86585;    7875;   18425;     980;   63376;   38219;   72231;   57624;   14354;   28962\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.09;   85605;    6671;   15870;     980;   65460;   38461;   73111;   55311;   12494;   30294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.02;   89427;    6262;   16010;     580;   71376;   42030;   78218;   58620;   11209;   30807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.26;   97965;    7789;   15795;     580;   77105;   51707;   85474;   68082;   12491;   29883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.19;   99387;    8564;   13046;     187;   76635;   55384;   85386;   68617;   14000;   30770\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.12;  103906;    7527;   14349;    1170;   79711;   57806;   88407;   73325;   15499;   30581\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.05;  106695;    9648;   13384;    1071;   80572;   62144;   91291;   76599;   15404;   30096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.26;  110369;    7372;   11861;    1235;   82937;   61182;   91544;   74278;   18825;   36092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.19;  101994;    6336;   15218;     695;   78544;   52409;   85575;   68322;   16419;   33672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.12;  102600;    6062;   15437;     629;   79369;   56856;   86060;   72922;   16541;   29679\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.05;  103299;    4882;   14545;     492;   80924;   57727;   86298;   72764;   17001;   30535\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.29;   97803;    4577;    9638;     391;   77407;   58613;   82375;   68642;   15428;   29161\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.22;   98198;    5545;   16771;    4357;   74161;   49856;   84064;   70985;   14134;   27214\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.15;   91233;    6220;   14008;    4348;   65200;   45598;   75767;   63954;   15466;   27279\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.08;   85181;    6535;   13459;    5244;   58529;   43357;   70308;   62060;   14873;   23121\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.28;   77766;    5886;   11070;    4160;   55632;   42683;   65677;   57912;   12089;   19854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.21;   78000;    5812;   11161;    4065;   53848;   43197;   63724;   58423;   14275;   19576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.18;   79272;    6712;   10059;    3987;   53751;   44165;   64450;   58211;   14822;   21061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.11;   70069;    6797;    9355;    3478;   43198;   36361;   53473;   49193;   16597;   20876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.04;   75892;    5787;   12913;    2925;   52332;   39831;   61044;   55669;   14848;   20223\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.27;   75115;    3548;   14651;    1257;   54848;   34281;   59654;   50190;   15461;   24925\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.20;   73851;    3380;   13899;    1141;   52481;   36825;   57002;   51864;   16849;   21987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.13;   75204;    4198;   13941;    1328;   51853;   36896;   57379;   52165;   17825;   23039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.06;   73947;    5223;   13211;    1168;   47738;   34754;   54129;   49133;   19819;   24814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.30;   70220;    4738;    8262;     949;   46212;   37014;   51899;   46225;   18320;   23994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.23;   70896;    5184;    9874;     438;   48477;   36664;   54099;   46976;   16797;   23920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.16;   65388;    3553;    8365;     492;   44214;   34529;   48259;   43386;   17129;   22002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.09;   62624;    2896;    9605;     155;   44809;   30729;   47860;   40489;   14764;   22135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.02;   62457;    3550;    9691;     203;   42963;   29843;   46716;   39737;   15742;   22720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.25;   71311;    2806;   10242;     103;   49756;   34642;   52665;   44987;   18646;   26324\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.18;   75536;    2464;   10805;     649;   51600;   36095;   54713;   47549;   20823;   27987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.10;   79814;    1960;   13853;     394;   62028;   38651;   64382;   52898;   15433;   26917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.04;   77696;    1700;   11952;       0;   60595;   37955;   62295;   49907;   15401;   27789\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.28;   90352;    1990;   12503;     766;   66664;   47963;   69420;   61232;   20932;   29120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.21;   81024;    2333;   11664;    1011;   61117;   42972;   64461;   55646;   16563;   25378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.14;   71467;    3234;    9355;     806;   50857;   36529;   54897;   46690;   16570;   24777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.07;   63610;    2205;    6068;    1338;   46204;   31949;   49747;   39355;   13862;   24255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.31;   57207;    2179;    5506;       0;   39960;   27510;   42139;   33016;   15068;   24191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.24;   58408;    1141;    6506;       0;   43749;   27775;   44890;   34281;   13518;   24127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.17;   58017;       0;    5667;       0;   44239;   28983;   44239;   34650;   13778;   23367\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.10;   53800;       0;    5527;       0;   38194;   25265;   38194;   30792;   15606;   23008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.03;   54181;    1230;    5402;       0;   37062;   27601;   38292;   33003;   15889;   21178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.26;   62175;    3715;    4487;       0;   42000;   35875;   45715;   40362;   16460;   21813\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.19;   63695;    4090;    4487;       0;   42181;   37538;   46271;   42025;   17424;   21670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.12;   67024;    3999;    5611;       0;   47648;   40158;   51647;   45769;   15377;   21255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.05;   68442;    2961;    4650;       0;   49259;   42634;   52220;   47284;   16222;   21159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.29;   78793;    2665;    4114;    2404;   54083;   49291;   59152;   55809;   19641;   22984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.22;   70559;    3039;    2759;    2937;   45984;   42233;   51960;   47930;   18599;   22629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.15;   67420;    3493;    2297;    1633;   44127;   41632;   49253;   45562;   18167;   21858\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.08;   64810;    3803;    2476;    1997;   43151;   43196;   48951;   47669;   15859;   17141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.01;   67230;    3791;    2013;    1552;   45490;   45912;   50833;   49477;   16396;   17753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.24;   68369;    3743;    1426;       0;   48947;   50783;   52690;   52209;   15679;   16160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.17;   76600;    8670;    2085;       0;   51470;   59724;   60140;   61809;   16460;   14791\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.10;   76431;    8010;    1791;       0;   49530;   58928;   57540;   60719;   18891;   15712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.03;   77196;    9561;    1791;       0;   50211;   61762;   59772;   63553;   17424;   13643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.27;   78166;    8380;    1791;       0;   51237;   63203;   59617;   64994;   18549;   13172\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.20;   79131;    8116;    2640;       0;   50671;   62408;   58787;   65048;   20344;   14083\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.13;   86885;    9714;    1690;     698;   56626;   67690;   67038;   70078;   19847;   16807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.06;   85147;    8977;    1717;     866;   55725;   67868;   65568;   70451;   19579;   14696\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.27;   85194;    9959;       0;    2624;   53926;   66885;   66509;   69509;   18685;   15685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.20;   79603;    8921;    1830;       0;   50244;   62299;   59165;   64129;   20438;   15474\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.13;   78188;    9308;    1830;       0;   52215;   61449;   61523;   63279;   16665;   14909\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.06;   77135;    5526;     811;       0;   55995;   61597;   61521;   62408;   15613;   14727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.30;   79148;    5994;     811;       0;   55520;   63815;   61514;   64626;   17634;   14522\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.23;   81081;    3959;     811;       0;   59411;   66640;   63370;   67451;   17711;   13630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.16;   82985;    5722;    1832;       0;   60494;   68738;   66216;   70570;   16768;   12415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.09;   85707;    5471;    1834;       0;   63291;   70734;   68762;   72568;   16945;   13139\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.02;   83062;   13634;    2929;       0;   50209;   67523;   63843;   70452;   19219;   12610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.26;   81545;   10106;    1830;       0;   51414;   67618;   61520;   69448;   20025;   12097\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.19;   76189;   11041;    1830;       0;   46602;   61848;   57643;   63678;   18546;   12511\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.12;   78111;   12984;     809;       0;   45600;   62490;   58584;   63299;   19527;   14812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.05;   78022;   15352;     840;      20;   45527;   62451;   60899;   63311;   17123;   14711\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.28;   74310;   11292;       0;       0;   45536;   59326;   56828;   59326;   17482;   14984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.21;   58782;    9355;       0;     258;   32389;   43913;   42002;   44171;   16780;   14611\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.14;   57928;   10379;       0;     263;   32349;   42735;   42991;   42998;   14937;   14930\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.07;   54400;    9457;       0;     277;   29841;   39429;   39575;   39706;   14825;   14694\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.31;   54740;   10473;       0;     282;   29322;   41856;   40077;   42138;   14663;   12602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.24;   54439;   10782;       0;     258;   29287;   40525;   40327;   40783;   14112;   13656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.17;   55041;   11055;    2370;     270;   29978;   38592;   41303;   41232;   13738;   13809\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.10;   49802;   13478;    2370;     280;   22459;   33252;   36217;   35902;   13585;   13900\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.03;   52370;   13901;    2910;     196;   25193;   35727;   39290;   38833;   13080;   13537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.26;   52909;    7732;    1620;     277;   31084;   37990;   39093;   39887;   13816;   13022\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.19;   45190;    3040;     540;       0;   28120;   30852;   31160;   31392;   14030;   13798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.12;   44720;    2412;    1910;       0;   29655;   28890;   32067;   30800;   12653;   13920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.05;   46943;    1942;    1910;       0;   28842;   30014;   30784;   31924;   16159;   15019\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.29;   53786;    1525;    3492;     880;   38674;   33882;   41079;   38254;   12707;   15532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.22;   55595;    2842;    6423;    1205;   39070;   32676;   43117;   40304;   12478;   15291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.15;   51013;    1836;    6923;     140;   36775;   28513;   38751;   35576;   12262;   15437\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.08;   55181;    1918;    7217;       0;   40322;   31566;   42240;   38783;   12941;   16398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.01;   54492;    1382;    7717;       0;   40207;   31170;   41589;   38887;   12903;   15605\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.25;   56276;    1167;    9288;       0;   42859;   31692;   44026;   40980;   12250;   15296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.18;   55463;     575;    9288;       0;   42622;   31246;   43197;   40534;   12266;   14929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.11;   55404;    1794;    9488;       0;   40489;   31817;   42283;   41305;   13122;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.05;   55725;    1316;    9950;       0;   41531;   31624;   42847;   41574;   12878;   14151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.27;   51990;       0;    5617;       0;   39562;   31329;   39562;   36946;   12428;   15044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.20;   52641;    1020;    6302;       0;   40078;   31166;   41098;   37468;   11543;   15173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.13;   48525;     600;    4177;       0;   38049;   30560;   38649;   34737;    9876;   13788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.06;   49159;     600;    5961;       0;   38793;   28987;   39393;   34948;    9766;   14211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.30;   50302;    1769;    2936;    1988;   36274;   30850;   40031;   35774;   10271;   14528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.23;   48864;    1406;    5249;       0;   38326;   29516;   39732;   34765;    9132;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.16;   48484;    2132;    4050;     120;   38342;   29643;   40594;   33813;    7890;   14671\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.09;   49862;    2345;    5828;     131;   42791;   36200;   45267;   42159;    4595;    7703\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.02;   46009;    2022;    4148;     131;   38799;   33460;   40952;   37739;    5057;    8270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.25;   44006;    1968;    4060;     157;   36106;   31455;   38231;   35672;    5775;    8334\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.18;   43422;    4216;    4805;     670;   33291;   29980;   38177;   35455;    5245;    7967\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.11;   43175;    4108;    4578;     632;   32551;   30644;   37291;   35854;    5884;    7321\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.04;   44668;    5073;    4789;     631;   33175;   31250;   38879;   36670;    5789;    7999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.28;   45554;    3747;    3710;     368;   36488;   33356;   40603;   37434;    4951;    8120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.21;   46333;    2899;    6089;     203;   37864;   32686;   40966;   38978;    5367;    7355\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.14;   44984;    1921;    5533;     211;   37542;   31756;   39674;   37500;    5309;    7484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.07;   44243;    2194;    5139;     212;   36741;   30639;   39147;   35990;    5096;    8253\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.29;   42785;    2256;    5359;    2015;   33680;   29061;   37951;   36435;    4834;    6350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.22;   48730;    3604;    9110;    4248;   34932;   26314;   42784;   39672;    5945;    9058\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.08;   40650;    3234;    9506;     889;   31085;   24121;   35208;   34516;    5442;    6134\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.01;   36723;    3260;    4604;     188;   27269;   25310;   30717;   30102;    6006;    6621\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.25;   36464;    2999;    4232;     300;   26907;   25523;   30206;   30055;    6258;    6409\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.18;   33760;    2436;    4320;       0;   25534;   23956;   27970;   28276;    5790;    5484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.11;   32328;    1698;    3123;       0;   25207;   24110;   26905;   27233;    5423;    5095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.04;   32956;    2151;    1720;     500;   24909;   25644;   27560;   27864;    5396;    5092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.28;   32816;    1145;    1370;     500;   25844;   25726;   27489;   27596;    5327;    5220\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.21;   32401;    1156;    1136;     500;   25132;   25581;   26788;   27217;    5613;    5184\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.14;   33134;    1487;    1635;     181;   25434;   25910;   27102;   27726;    6032;    5408\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.07;   35697;    1416;     785;     171;   28681;   29252;   30268;   30208;    5429;    5489\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.30;   43459;    1372;    2974;    1067;   35690;   33861;   38129;   37902;    5330;    5557\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.23;   40929;    1416;    1008;    2325;   31469;   32057;   35210;   35390;    5719;    5539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.16;   34723;    1277;    1277;     344;   27492;   27532;   29113;   29153;    5610;    5570\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.09;   36542;    1555;    1865;     644;   28674;   28685;   30873;   31194;    5669;    5348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.02;   39368;    2323;    4025;     344;   30680;   28963;   33347;   33332;    6021;    6036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.26;   37407;    1502;    2727;     344;   29935;   28052;   31781;   31123;    5626;    6284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.19;   37644;    1776;    2453;     329;   30709;   28108;   32814;   30890;    4830;    6754\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.12;   38827;    1994;    1808;     346;   30837;   30782;   33177;   32936;    5650;    5891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.05;   37032;    2232;    2072;     347;   29661;   28977;   32240;   31396;    4792;    5636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.28;   38326;    2393;    3340;     319;   30534;   29566;   33246;   33225;    5080;    5101\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.21;   37890;    2191;    3380;     315;   30908;   29160;   33414;   32855;    4476;    5035\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.14;   39101;    2187;    3580;     315;   32205;   29977;   34707;   33872;    4394;    5229\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.07;   38992;    3433;    4936;     315;   30867;   27748;   34615;   32999;    4377;    5993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.31;   38495;    2675;    3495;     667;   30159;   28699;   33501;   32861;    4994;    5634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.24;   37899;    4061;    2037;     612;   27810;   28189;   32483;   30838;    5416;    7061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.17;   38318;    4820;    2569;     334;   27350;   28234;   32504;   31137;    5814;    7181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.10;   38257;    3693;    3816;     748;   29470;   26676;   33911;   31240;    4346;    7017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.03;   36070;    2788;    3199;     731;   27290;   25497;   30809;   29427;    5261;    6643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.27;   35893;    3953;    3126;       0;   26402;   25989;   30355;   29115;    5538;    6778\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.20;   35633;    4171;    2898;       0;   25294;   26394;   29465;   29292;    6168;    6341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.13;   35058;    3814;    2834;       0;   25593;   25853;   29407;   28687;    5651;    6371\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.06;   35095;    3833;    2755;       0;   25978;   25632;   29811;   28387;    5284;    6708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.29;   34478;    3365;    4896;       0;   26202;   22490;   29567;   27386;    4911;    7092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.22;   34601;    3416;    4488;       0;   26319;   23608;   29735;   28096;    4866;    6505\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.15;   36135;    3867;    2973;       0;   27211;   26256;   31078;   29229;    5057;    6906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.08;   36508;    3810;    2501;       0;   27926;   27066;   31736;   29567;    4772;    6941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.01;   36900;    3118;    2826;      30;   28789;   26548;   31937;   29404;    4963;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.25;   33866;    2425;    3376;     468;   25185;   23469;   28078;   27313;    5788;    6553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.18;   34163;    2592;    2704;     339;   24935;   24734;   27866;   27777;    6297;    6386\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.11;   33629;    3079;    5174;     118;   24776;   24314;   27973;   29606;    5656;    4023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.04;   36255;    2811;    2677;     124;   28159;   28571;   31094;   31372;    5161;    4883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.27;   40806;    4635;    3662;     148;   30576;   31723;   35359;   35533;    5447;    5273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.20;   41900;    4383;    2782;      30;   31820;   34303;   36233;   37115;    5667;    4785\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.13;   39716;    4030;    1669;      30;   30017;   33601;   34077;   35300;    5639;    4416\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.06;   37907;    5736;    1228;      30;   27071;   32281;   32837;   33539;    5070;    4368\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.30;   39889;    5019;    2237;     152;   29732;   32637;   34903;   35026;    4986;    4863\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.23;   39135;    5080;    1798;     152;   28491;   31720;   33723;   33670;    5412;    5465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.16;   39634;    5490;    1395;     152;   28314;   33369;   33956;   34916;    5678;    4718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.09;   41342;    4885;    1145;       0;   29330;   34958;   34215;   36103;    7127;    5239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.02;   41590;    4410;    1211;       0;   30449;   34616;   34859;   35827;    6731;    5763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.23;   40882;    3792;    2087;     286;   29662;   33125;   33740;   35498;    7142;    5384\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.16;   40858;    3852;    2824;       0;   30314;   33623;   34166;   36447;    6692;    4411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.09;   40736;    4099;    1700;     117;   29924;   35139;   34140;   36956;    6596;    3780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.02;   41481;    3782;    1200;     197;   30250;   36860;   34229;   38257;    7252;    3225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.26;   40314;    3704;    1455;      80;   29635;   35372;   33419;   36907;    6895;    3406\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.19;   41886;    3414;    1530;      80;   30984;   36245;   34478;   37855;    7409;    4031\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.12;   39236;    3104;    1741;      80;   28992;   33330;   32176;   35151;    7060;    4085\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.05;   39291;    4391;    1086;       0;   27917;   34608;   32308;   35694;    6984;    3597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.29;   41225;    4777;    1176;       0;   29320;   36157;   34097;   37333;    7128;    3892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.22;   42167;    5168;     837;       0;   29421;   37478;   34589;   38315;    7578;    3852\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.15;   38362;    3908;     493;       0;   27826;   33943;   31734;   34436;    6628;    3926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.08;   40184;    5222;     718;     305;   28670;   35047;   34197;   36070;    5987;    4114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.01;   38517;    5590;     493;     305;   27147;   33838;   33042;   34636;    5475;    3881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.24;   38535;    5255;    1010;    1021;   26715;   31668;   32991;   33699;    5544;    4836\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.17;   38552;    5030;     847;     400;   27030;   32862;   32460;   34109;    6092;    4443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.10;   37707;    5182;     847;     400;   26117;   31303;   31699;   32550;    6008;    5157\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.03;   37165;    5654;     747;     400;   25310;   31230;   31364;   32377;    5801;    4788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.27;   37443;    4658;     878;     400;   26435;   31445;   31493;   32723;    5950;    4720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.20;   37225;    5620;     878;     400;   25425;   31187;   31445;   32465;    5780;    4760\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.13;   35681;    6726;    1278;     400;   23310;   29220;   30436;   30898;    5245;    4783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.06;   36314;    7263;    2466;       0;   23823;   29526;   31086;   31992;    5228;    4322\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.29;   37574;    7061;    2383;       0;   23955;   31123;   31016;   33506;    6558;    4068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.22;   41226;    9201;    1951;       0;   28286;   37847;   37487;   39798;    3739;    1428\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.15;   48725;    8939;    1751;       0;   26816;   42177;   35755;   43928;   12970;    4797\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.08;   54578;   10660;    2212;     101;   36923;   47707;   47684;   50020;    6894;    4558\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.01;   52637;    9327;    2017;     470;   36335;   44988;   46132;   47475;    6505;    5162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.25;   49294;    6820;    1788;    3190;   32594;   39306;   42604;   44284;    6690;    5010\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.18;   49420;    6877;    1776;     420;   34897;   42053;   42194;   44249;    7226;    5171\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.11;   48236;    6738;    2833;     420;   34539;   40107;   41697;   43360;    6539;    4876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.04;   44516;    5928;    3095;     470;   32517;   35577;   38915;   39142;    5601;    5374\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.28;   43404;    5818;    3572;     170;   31998;   34109;   37986;   37851;    5418;    5553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.21;   44877;    7418;    3599;      57;   32329;   36635;   39804;   40291;    5073;    4586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.14;   45818;    6535;    2849;      51;   33905;   38251;   40491;   41151;    5327;    4667\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.07;   45681;    6231;    2924;      53;   34374;   38140;   40658;   41117;    5023;    4564\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.30;   42786;    5290;    2200;     473;   31657;   35672;   37420;   38345;    5366;    4441\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.23;   48449;    5258;    4513;    1723;   35149;   36919;   42130;   43155;    6319;    5294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.16;   49505;    5864;    4078;     799;   36049;   38289;   42712;   43166;    6793;    6339\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.09;   46055;    4213;    4367;     787;   36596;   34644;   41596;   39798;    4459;    6257\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.02;   46586;    5198;    1914;     576;   36274;   37927;   42048;   40417;    4538;    6169\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.26;   54880;    2447;    2451;    1874;   43773;   43433;   48094;   47758;    6786;    7122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.19;   44493;    1733;    3040;     414;   37927;   35498;   40074;   38952;    4419;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.12;   44889;    1646;    2685;     418;   38236;   35547;   40300;   38650;    4589;    6239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.05;   42128;     701;    2709;     389;   36487;   33184;   37577;   36282;    4551;    5846\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.28;   40921;    1461;    1533;       0;   34927;   32832;   36388;   34365;    4533;    6556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.21;   41903;    2593;    1945;       0;   34415;   33688;   37008;   35633;    4895;    6270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.14;   41087;    2654;    2201;       0;   32923;   33025;   35577;   35226;    5510;    5861\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.07;   39865;    1745;    2201;       0;   31876;   31572;   33621;   33773;    6244;    6092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.31;   37562;    1452;    2436;       0;   30844;   29585;   32296;   32021;    5266;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.24;   39087;    1635;    4311;     425;   31284;   29697;   33344;   34433;    5743;    4654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.17;   39440;    3046;    2587;    1554;   29241;   30665;   33841;   34806;    5599;    4634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.10;   41380;    2432;    1168;    2868;   30700;   31762;   36000;   35798;    5380;    5582\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.03;   44144;    3087;     218;    4977;   30847;   32988;   38911;   38183;    5233;    5961\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.24;   50176;    3440;     798;   10855;   30641;   32381;   44936;   44034;    5240;    6142\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.17;   39292;    1998;    1243;     650;   30589;   30605;   33237;   32498;    6055;    6794\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.10;   37831;    2412;     800;     200;   29897;   28905;   32509;   29905;    5322;    7926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.03;   37418;    1674;    1303;     395;   30325;   30199;   32394;   31897;    5024;    5521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.27;   36858;    2456;     560;     200;   28942;   30907;   31598;   31667;    5260;    5191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.20;   40668;    3365;     906;     213;   31265;   34017;   34843;   35136;    5825;    5532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.13;   41333;    3865;    1370;     208;   31713;   34143;   35786;   35721;    5547;    5612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.06;   41263;    3587;    2285;     200;   32699;   33668;   36486;   36153;    4777;    5110\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.30;   40540;    3071;    2229;     200;   32814;   32802;   36085;   35231;    4455;    5309\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.23;   40252;    6920;    2926;     200;   28606;   31643;   35726;   34769;    4526;    5483\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.16;   32846;     480;    3503;       0;   27874;   22331;   28354;   25834;    4492;    7012\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.09;   36183;    1172;    3384;     776;   28981;   24709;   30929;   28869;    5254;    7314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.02;   43290;     975;    2910;    3483;   32825;   33095;   37283;   39488;    6007;    3802\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.25;   44238;    1491;    2950;    3935;   32723;   30762;   38149;   37647;    6089;    6591\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.18;   35323;      20;     700;     239;   29280;   27715;   29539;   28654;    5784;    6669\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.11;   36614;     181;    1319;      29;   31335;   27900;   31545;   29248;    5069;    7366\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.04;   38474;     505;    1109;      29;   32225;   28844;   32759;   29982;    5715;    8492\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.28;   37316;     531;    1473;      29;   30431;   28566;   30991;   30068;    6325;    7248\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.21;   38704;     826;    1830;      29;   33481;   29111;   34336;   30970;    4368;    7734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.14;   42586;     635;    1630;      29;   32651;   27904;   33315;   29563;    9271;   13023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.07;   43818;    1266;    4908;      29;   36498;   28702;   37793;   33639;    6025;   10179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.30;   42483;    1231;    6499;      29;   36970;   28313;   38230;   34841;    4253;    7642\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.23;   42064;    2017;    5716;     160;   35543;   28425;   37720;   34301;    4344;    7763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.16;   46107;    3548;    7665;     942;   36950;   29830;   41440;   38437;    4667;    7670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.09;   45184;    1772;    8066;    1095;   38130;   28391;   40997;   37552;    4187;    7632\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.02;   45648;    2329;    7632;    1287;   37740;   28830;   41356;   37749;    4292;    7899\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.26;   51764;    3287;    5670;    1458;   39271;   33142;   44016;   40270;    7748;   11494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.19;   47868;    3568;    5670;     732;   39597;   33889;   43897;   40291;    3971;    7577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.12;   46325;    3254;    6382;     279;   39380;   32674;   42913;   39335;    3412;    6990\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.05;   46357;    3209;    6117;     279;   38655;   31987;   42143;   38383;    4214;    7974\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.29;   36791;    2972;    1345;     303;   29550;   27460;   32825;   29108;    3966;    7683\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.22;   36076;    3407;     984;      47;   28552;   27005;   32006;   28036;    4070;    8040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.15;   34772;    2934;    1184;      43;   27588;   25589;   30565;   26816;    4206;    7956\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.08;   36843;    3152;    1184;      42;   29299;   27773;   32493;   28999;    4350;    7844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.01;   33419;    2322;    1714;      41;   27218;   23823;   29581;   25578;    3838;    7841\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.24;   33220;    2981;    3214;      41;   26640;   22456;   29662;   25711;    3558;    7509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.17;   33195;    2978;    3270;      37;   26542;   21860;   29557;   25167;    3638;    8028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.10;   32980;    3240;    1570;      14;   25861;   20483;   29115;   22067;    3865;   10913\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.03;   32812;    2524;    2528;    1026;   24557;   19049;   28107;   22603;    4705;   10209\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.27;   31998;    2202;    3007;      29;   25134;   18629;   27365;   21665;    4632;   10333\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.20;   30776;    2110;    4437;      29;   24452;   16910;   26591;   21376;    4185;    9400\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.13;   27371;    2089;    3153;      29;   21001;   15503;   23119;   18685;    4252;    8686\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.06;   27883;    2467;    2638;     239;   21167;   16485;   23873;   19362;    4010;    8521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.29;   25574;    1723;    2771;     193;   19442;   14315;   21358;   17279;    4216;    8295\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.22;   24071;    1806;    2715;     238;   18163;   13585;   20207;   16538;    3864;    7533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.15;   23738;    2265;    2123;      29;   17789;   13724;   20083;   15876;    3655;    7862\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.08;   24230;    2945;    2269;      32;   17706;   13893;   20683;   16194;    3547;    8036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.01;   22460;    2123;    1331;      29;   15982;   12685;   18134;   14045;    4326;    8415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.25;   24132;    3101;    1356;      29;   16531;   14790;   19661;   16175;    4471;    7957\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.18;   20125;    1562;    1416;     281;   14801;   10096;   16644;   11793;    3481;    8332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.11;   21722;    1096;     248;     866;   15426;   13172;   17388;   14286;    4334;    7436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.04;   26531;     447;     206;    3700;   18122;   15029;   22269;   18935;    4262;    7596\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.25;   24730;     533;    2500;    1029;   17444;   12064;   19006;   15593;    5724;    9137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.18;   21241;     426;       0;      29;   15583;   15201;   16038;   15230;    5203;    6011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.11;   22057;     492;     200;      29;   17320;   15273;   17841;   15502;    4216;    6555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.04;   21966;     652;     645;      29;   16394;   13729;   17075;   14403;    4891;    7563\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.28;   20692;     473;     903;      29;   16345;   12104;   16847;   13036;    3845;    7656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.21;   20669;     675;     410;      29;   16109;   14600;   16813;   15039;    3856;    5630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.14;   20573;     181;     210;      29;   16643;   13795;   16853;   14034;    3720;    6539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.07;   20410;     453;     290;      25;   16487;   14374;   16965;   14689;    3445;    5721\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.31;   19676;     693;     670;      25;   15320;   13398;   16038;   14093;    3638;    5583\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.24;   20715;    1027;    1420;      25;   15909;   13718;   16961;   15163;    3754;    5552\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.17;   20473;    1438;    1640;     170;   14663;   12755;   16271;   14565;    4202;    5908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.10;   19035;     828;    1270;       0;   14185;   12147;   15013;   13417;    4022;    5618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.03;   21736;    1076;     747;     203;   15858;   13489;   17137;   14439;    4599;    7297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.26;   22410;     421;    1295;     429;   16953;   13265;   17803;   14989;    4607;    7421\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.19;   19051;     387;     719;      25;   14456;   11904;   14868;   12648;    4183;    6403\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.12;   18416;     561;     367;       0;   12700;   12498;   13261;   12865;    5155;    5551\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.05;   17854;     202;     747;       0;   12998;   11442;   13200;   12189;    4654;    5665\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.29;   18130;     681;    1181;       0;   13089;   11257;   13770;   12438;    4360;    5692\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.22;   17733;       0;    1419;       0;   13812;   10411;   13812;   11830;    3921;    5903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.15;   17218;       0;    1243;       0;   13622;    9545;   13622;   10788;    3596;    6430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.08;   18111;       0;    1218;       0;   14513;   10283;   14513;   11501;    3598;    6610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.01;   17774;       0;    1043;       0;   13991;    9944;   13991;   10987;    3783;    6787\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.24;   17675;     176;     375;     868;   13305;   10144;   14349;   11387;    3326;    6288\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.17;   17443;     881;     625;    1041;   11784;    9674;   13706;   11340;    3737;    6103\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.10;   18834;     799;     888;    2055;   12447;    9225;   15301;   12168;    3533;    6666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.03;   18951;    1706;     300;    1668;   11925;    9154;   15299;   11122;    3652;    7829\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.27;   19147;    1401;     420;    1572;   12113;   10177;   15086;   12169;    4061;    6978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.20;   16099;    1132;     633;     281;   10224;    9336;   11637;   10250;    4462;    5849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.13;   16265;     490;     781;     212;   11308;    9270;   12010;   10263;    4255;    6002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.06;   16117;     507;     561;     212;   11031;    9548;   11750;   10321;    4367;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.30;   15915;     825;     561;       0;   10831;    7973;   11656;    8534;    4259;    7381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.23;   16073;    1163;     818;      10;   10736;    9155;   11909;    9983;    4164;    6090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.16;   15876;     818;    1212;       9;   11101;    8863;   11928;   10084;    3948;    5792\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.09;   15753;    1266;     961;       9;   10823;    8483;   12098;    9453;    3655;    6300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.02;   15488;    1627;     703;      10;   10305;    9041;   11942;    9754;    3546;    5734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.25;   17242;    1205;    1540;     151;   12013;    8966;   13369;   10657;    3873;    6585\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.18;   17480;    1234;    2131;      10;   12530;    9075;   13774;   11216;    3706;    6264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.11;   18846;    1003;    1004;      11;   13512;   10335;   14526;   11350;    4320;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.04;   18887;    1112;    1107;     611;   13149;   11191;   14872;   12909;    4015;    5978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.28;   16335;     455;    1651;       0;   11048;    9205;   11503;   10856;    4832;    5479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.21;   16393;     258;    1793;      48;   10871;    9147;   11177;   10988;    5216;    5405\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.14;   16723;     257;    2551;      48;   11188;    8684;   11493;   11283;    5230;    5440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.07;   15958;     250;    2484;       0;   11156;    8300;   11406;   10784;    4552;    5174\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.30;   18715;     225;    3227;       0;   14269;   10309;   14494;   13536;    4221;    5179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.23;   17525;    1809;    3151;       0;   11324;    9716;   13133;   12867;    4392;    4658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.16;   17640;    1362;    3265;       0;   11792;    9467;   13154;   12732;    4486;    4908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.09;   17813;    1142;    3574;       0;   11738;    9530;   12880;   13104;    4933;    4709\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.02;   15750;     286;    3031;       0;   10117;    8104;   10403;   11135;    5347;    4615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.26;   18679;    1095;    2194;     708;   12257;   11339;   14060;   14241;    4619;    4438\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.19;   20260;    1133;    2190;     943;   13269;   12816;   15345;   15949;    4915;    4311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.12;   21505;     557;    1752;    1608;   14799;   13558;   16964;   16918;    4541;    4587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.05;   25369;       0;    2330;    1863;   18593;   15841;   20456;   20034;    4913;    5335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.27;   27814;     565;    2371;    1200;   19434;   17398;   21199;   20969;    6615;    6845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.20;   27430;     228;    2171;    1000;   20422;   18083;   21650;   21254;    5780;    6176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.13;   28791;    1259;    3093;       0;   20669;   19457;   21928;   22550;    6863;    6241\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.06;   25769;     670;    2485;       0;   19326;   17302;   19996;   19787;    5773;    5982\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.30;   24062;     883;    2419;       0;   18452;   16406;   19335;   18825;    4727;    5237\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.23;   21803;    1362;    2114;       0;   15554;   14562;   16916;   16676;    4887;    5127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.16;   19420;    1466;    2173;       0;   13842;   12535;   15308;   14708;    4112;    4712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.09;   18522;     950;    2536;       0;   13954;   11372;   14904;   13908;    3618;    4614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.02;   17664;    6029;    2296;      43;    8126;   10757;   14198;   13096;    3466;    4568\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.26;   16860;    6029;    2216;      43;    7836;   10244;   13908;   12503;    2952;    4357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.19;   18463;    6027;    2184;      43;    7457;    9453;   13527;   11680;    4936;    6783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.12;   20086;    7130;    1871;     949;    8619;   12232;   16698;   15052;    3388;    5034\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.05;   23664;    7540;    2410;    1017;   10868;   14806;   19425;   18233;    4239;    5431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.28;   30038;    7547;    2866;     780;   16493;   20686;   24820;   24332;    5218;    5706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.21;   27275;    6977;    3136;       0;   15195;   18100;   22172;   21236;    5103;    6039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.14;   26518;    5851;    5151;       0;   14991;   14931;   20842;   20082;    5676;    6436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.07;   24455;    5592;    3030;       0;   14540;   15440;   20132;   18470;    4323;    5985\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.31;   19804;    4614;    2622;       0;   11192;   11702;   15806;   14324;    3998;    5480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.24;   16807;    3517;    2822;       0;    9919;   10141;   13436;   12963;    3371;    3844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.17;   16841;    3002;    2822;       0;    9758;    9727;   12760;   12549;    4081;    4292\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.10;   16627;    2732;    2822;       0;   10422;    9625;   13154;   12447;    3473;    4180\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.03;   16229;    2824;    2614;       0;   10047;    9725;   12871;   12339;    3358;    3890\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.26;   16101;    2556;    2396;       0;   10101;    9243;   12657;   11639;    3444;    4462\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.19;   16626;    2715;    2196;     281;   10129;    9942;   13125;   12419;    3501;    4207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.12;   16940;    2689;    2640;     480;    9667;    9693;   12836;   12813;    4104;    4127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.05;   18656;    2862;    2640;     480;   10861;   10589;   14203;   13709;    4453;    4947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.29;   20566;    2624;    2422;       0;   14053;   13334;   16677;   15756;    3889;    4810\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.22;   18680;    2725;    1804;       0;   11879;    9892;   14604;   11696;    4076;    6984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.15;   18179;    2683;    3172;       0;   11690;    8625;   14373;   11797;    3806;    6382\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.08;   18317;    2832;    3478;       0;   11386;    8718;   14218;   12196;    4100;    6122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.01;   19579;    2829;    3889;       0;   13094;    9879;   15923;   13768;    3656;    5812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.25;   20407;    3055;    4488;       0;   13663;   10782;   16718;   15270;    3689;    5137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.18;   20377;    2650;    4239;       0;   14210;   11110;   16860;   15349;    3516;    5028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.11;   19754;    2071;    3575;       0;   14133;   10441;   16204;   14016;    3550;    5738\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.03;   17053;    1516;    1542;       0;   11495;    9645;   13011;   11187;    4041;    5866\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.27;   18948;    1719;    1792;       0;   13676;   10871;   15395;   12663;    3553;    6285\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.20;   19442;    1866;    1992;       0;   13771;   11904;   15637;   13896;    3805;    5546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.13;   18745;    1800;    1481;       7;   13845;   12062;   15652;   13550;    3093;    5195\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.06;   19114;    2088;    1215;       0;   13457;   12103;   15545;   13318;    3569;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.30;   20949;    2202;    1215;       0;   14677;   13276;   16879;   14491;    4070;    6458\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.23;   26304;    1674;    1750;       0;   20538;   17906;   22212;   19656;    4092;    6648\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.16;   27399;    1584;    1550;       0;   22101;   15863;   23685;   17413;    3714;    9986\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.09;   28850;    1350;    1550;       0;   23660;   21112;   25010;   22662;    3841;    6189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.02;   29339;     900;    1685;       0;   25153;   20659;   26053;   22344;    3285;    6995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.25;   30810;     570;    1871;       0;   27202;   21906;   27772;   23777;    3038;    7033\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.18;   29397;     540;    1466;       0;   25676;   21550;   26216;   23016;    3181;    6381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.05; 1040582;  240484;  176756;   54635;  638590;  657983;  933709;  889374;  106873;  151208\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.28; 1085256;  255362;  182942;   60581;  660218;  689642;  976161;  933166;  109095;  152090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.21; 1096848;  310710;  184477;   53502;  617208;  705410;  981420;  943389;  115429;  153459\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.14; 1041535;  365359;  159822;   40474;  511151;  677907;  916984;  878203;  124551;  163332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.07; 1043201;  374915;  174404;   43532;  507423;  663055;  925870;  880991;  117332;  162210\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.31; 1070611;  361060;  153964;   48209;  539962;  706058;  949231;  908231;  121379;  162380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.24; 1127454;  371217;  154974;   42384;  593616;  765704; 1007217;  963061;  120237;  164392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.17; 1110474;  353834;  129489;   61895;  572585;  745159;  988314;  936542;  122160;  173932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.10; 1096709;  366849;  135203;   57370;  556431;  744898;  980651;  937471;  116058;  159238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.03; 1114985;  372153;  136532;   57020;  571222;  755209; 1000395;  948762;  114590;  166224\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.26; 1100756;  338658;  151497;   46863;  604435;  746131;  989956;  944491;  110800;  156265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.19; 1101399;  306558;  161376;   47998;  647178;  728065; 1001734;  937439;   99665;  163960\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.12; 1103354;  254312;  173007;   60134;  701926;  704979; 1016371;  938121;   86982;  165233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.05; 1057149;  184266;  172005;   70733;  704416;  650620;  959415;  893358;   97734;  163790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.29;  975217;  236677;  128143;   68493;  565688;  629522;  870857;  826158;  104360;  149060\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.22;  964318;  256853;  154368;   54432;  543520;  617617;  854806;  826417;  109512;  137901\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.15;  920289;  219537;  158936;   39287;  554404;  587634;  813229;  785857;  107060;  134432\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.08;  900971;  199770;  144452;   32784;  574164;  581644;  806718;  758880;   94253;  142091\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.01;  909747;  167152;  190053;   36248;  613609;  547050;  817009;  773350;   92737;  136396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.22; 1014127;  197892;  231203;   43169;  669315;  587359;  910376;  861731;  103751;  152396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.15;  963532;  181185;  209401;   40102;  650679;  562703;  871965;  812206;   91567;  151327\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.08;  902804;  153018;  179088;   29114;  623383;  547465;  805515;  755666;   97289;  147138\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.01;  824448;  202795;  133687;   27097;  487445;  528466;  717337;  689250;  107111;  135198\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.25;  765146;  142045;  119335;   22929;  494973;  492032;  659946;  634296;  105200;  130850\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.18;  750673;  138451;  125699;   25309;  482518;  466748;  646279;  617756;  104394;  132917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.11;  716111;  104373;  133222;   25068;  491046;  428332;  620487;  586623;   95623;  129488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.04;  670689;   76929;  117090;   20109;  489076;  408670;  586114;  545869;   84575;  124820\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.05; 1040582;   47601;  116145;    7835;  299559;  371868;  101118;  348384;   91027;   81383\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.28; 1085256;   54460;  137911;    9369;  291220;  396834;   86408;  401964;  107338;   73990\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.21; 1096848;   81935;  153593;   16116;  303796;  411253;   80932;  346127;   99501;   66712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.14; 1041535;   69941;  117071;   15549;  189769;  412012;   97152;  349571;   71395;   51506\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.07; 1043201;   41618;  110046;   14466;  197379;  377716;  100366;  363544;   83102;   62579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.31; 1070611;   52761;  112036;   24028;  175886;  422010;   97631;  403764;   71488;   55393\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.24; 1127454;   61823;  111260;   38522;  188177;  443435;  111778;  369775;   74897;   47102\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.17; 1110474;   63151;  105618;   31309;  201377;  425223;  111215;  355408;   73811;   60535\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.10; 1096709;   72425;  100563;   24453;  221977;  442096;   99611;  333559;   75916;   60021\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.03; 1114985;   93895;   97734;   29584;  209002;  447724;  102755;  338534;   86169;   56791\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.26; 1100756;   71302;   86445;   25304;  206643;  440437;   96014;  355088;   86330;   50354\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.19; 1101399;   86132;   83818;   24871;  210759;  429956;   91256;  349882;   95842;   51118\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.12; 1103354;   85067;   84332;   30996;  262465;  430492;   86509;  313039;  112842;   61962\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.05; 1057149;  113650;   79001;   30111;  267171;  418606;   87964;  265064;  112896;   70812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.29;  975217;   81843;   85094;   32429;  274372;  406912;   86788;  203613;   77691;   72266\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.22;  964318;   41000;  109131;   32236;  289730;  387739;   80339;  218821;   82141;   66012\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.15;  920289;   55747;   92365;   21274;  318311;  377847;   83367;  211529;   81053;   52592\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.08;  900971;   58908;   66233;   26275;  320342;  390788;   81609;  202683;   69561;   48750\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.01;  909747;   64774;   62842;   27468;  332892;  355138;   79667;  172945;  110401;   66270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.22; 1014127;   90601;   87651;   27845;  308449;  356315;   83646;  277877;  152946;   46755\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.15;  963532;   75883;   96679;   24792;  312276;  344378;   93619;  249917;  107086;   42322\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.08;  902804;  106315;  109738;   18357;  306290;  313102;   99076;  201373;  104100;   28367\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.01;  824448;   52452;  135875;   10448;  307169;  255836;   95296;  185103;   79015;   29244\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.25;  765146;   51786;  131348;    9881;  313623;  234800;   89239;  117752;   74407;   25884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.18;  750673;   34342;  111874;   12401;  308673;  225070;   94988;  115862;   82795;   28239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.11;  716111;   32364;  102421;    9992;  338017;  216152;   74873;   88291;   94318;   27454\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.04;  670689;   35340;   79092;    6750;  347488;  237214;   67095;   69737;   82284;   22468\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.05; 1040582;  240484;  176756;   54635;  638590;  657983;  933709;  889374;  106873;  151208\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.28; 1085256;  255362;  182942;   60581;  660218;  689642;  976161;  933166;  109095;  152090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.21; 1096848;  310710;  184477;   53502;  617208;  705410;  981420;  943389;  115429;  153459\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.14; 1041535;  365359;  159822;   40474;  511151;  677907;  916984;  878203;  124551;  163332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.07; 1043201;  374915;  174404;   43532;  507423;  663055;  925870;  880991;  117332;  162210\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.31; 1070611;  361060;  153964;   48209;  539962;  706058;  949231;  908231;  121379;  162380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.24; 1127454;  371217;  154974;   42384;  593616;  765704; 1007217;  963061;  120237;  164392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.17; 1110474;  353834;  129489;   61895;  572585;  745159;  988314;  936542;  122160;  173932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.10; 1096709;  366849;  135203;   57370;  556431;  744898;  980651;  937471;  116058;  159238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.03; 1114985;  372153;  136532;   57020;  571222;  755209; 1000395;  948762;  114590;  166224\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.26; 1100756;  338658;  151497;   46863;  604435;  746131;  989956;  944491;  110800;  156265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.19; 1101399;  306558;  161376;   47998;  647178;  728065; 1001734;  937439;   99665;  163960\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.12; 1103354;  254312;  173007;   60134;  701926;  704979; 1016371;  938121;   86982;  165233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.05; 1057149;  184266;  172005;   70733;  704416;  650620;  959415;  893358;   97734;  163790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.29;  975217;  236677;  128143;   68493;  565688;  629522;  870857;  826158;  104360;  149060\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.22;  964318;  256853;  154368;   54432;  543520;  617617;  854806;  826417;  109512;  137901\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.15;  920289;  219537;  158936;   39287;  554404;  587634;  813229;  785857;  107060;  134432\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.08;  900971;  199770;  144452;   32784;  574164;  581644;  806718;  758880;   94253;  142091\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.01;  909747;  167152;  190053;   36248;  613609;  547050;  817009;  773350;   92737;  136396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.22; 1014127;  197892;  231203;   43169;  669315;  587359;  910376;  861731;  103751;  152396\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.15;  963532;  181185;  209401;   40102;  650679;  562703;  871965;  812206;   91567;  151327\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.08;  902804;  153018;  179088;   29114;  623383;  547465;  805515;  755666;   97289;  147138\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.01;  824448;  202795;  133687;   27097;  487445;  528466;  717337;  689250;  107111;  135198\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.25;  765146;  142045;  119335;   22929;  494973;  492032;  659946;  634296;  105200;  130850\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.18;  750673;  138451;  125699;   25309;  482518;  466748;  646279;  617756;  104394;  132917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.11;  716111;  104373;  133222;   25068;  491046;  428332;  620487;  586623;   95623;  129488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.04;  670689;   76929;  117090;   20109;  489076;  408670;  586114;  545869;   84575;  124820\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.05; 1040582;   47601;  116145;    7835;  299559;  371868;  101118;  348384;   91027;   81383\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.28; 1085256;   54460;  137911;    9369;  291220;  396834;   86408;  401964;  107338;   73990\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.21; 1096848;   81935;  153593;   16116;  303796;  411253;   80932;  346127;   99501;   66712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.14; 1041535;   69941;  117071;   15549;  189769;  412012;   97152;  349571;   71395;   51506\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.06.07; 1043201;   41618;  110046;   14466;  197379;  377716;  100366;  363544;   83102;   62579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.31; 1070611;   52761;  112036;   24028;  175886;  422010;   97631;  403764;   71488;   55393\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.24; 1127454;   61823;  111260;   38522;  188177;  443435;  111778;  369775;   74897;   47102\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.17; 1110474;   63151;  105618;   31309;  201377;  425223;  111215;  355408;   73811;   60535\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.10; 1096709;   72425;  100563;   24453;  221977;  442096;   99611;  333559;   75916;   60021\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.05.03; 1114985;   93895;   97734;   29584;  209002;  447724;  102755;  338534;   86169;   56791\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.26; 1100756;   71302;   86445;   25304;  206643;  440437;   96014;  355088;   86330;   50354\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.19; 1101399;   86132;   83818;   24871;  210759;  429956;   91256;  349882;   95842;   51118\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.12; 1103354;   85067;   84332;   30996;  262465;  430492;   86509;  313039;  112842;   61962\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.04.05; 1057149;  113650;   79001;   30111;  267171;  418606;   87964;  265064;  112896;   70812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.29;  975217;   81843;   85094;   32429;  274372;  406912;   86788;  203613;   77691;   72266\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.22;  964318;   41000;  109131;   32236;  289730;  387739;   80339;  218821;   82141;   66012\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.15;  920289;   55747;   92365;   21274;  318311;  377847;   83367;  211529;   81053;   52592\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.08;  900971;   58908;   66233;   26275;  320342;  390788;   81609;  202683;   69561;   48750\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.03.01;  909747;   64774;   62842;   27468;  332892;  355138;   79667;  172945;  110401;   66270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.22; 1014127;   90601;   87651;   27845;  308449;  356315;   83646;  277877;  152946;   46755\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.15;  963532;   75883;   96679;   24792;  312276;  344378;   93619;  249917;  107086;   42322\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.08;  902804;  106315;  109738;   18357;  306290;  313102;   99076;  201373;  104100;   28367\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.02.01;  824448;   52452;  135875;   10448;  307169;  255836;   95296;  185103;   79015;   29244\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.25;  765146;   51786;  131348;    9881;  313623;  234800;   89239;  117752;   74407;   25884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.18;  750673;   34342;  111874;   12401;  308673;  225070;   94988;  115862;   82795;   28239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.11;  716111;   32364;  102421;    9992;  338017;  216152;   74873;   88291;   94318;   27454\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.01.04;  670689;   35340;   79092;    6750;  347488;  237214;   67095;   69737;   82284;   22468\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.28;  668741;   66249;  108396;   17431;  501858;  412723;  585537;  538550;   83203;  130191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.21;  721447;   74059;  130183;   33436;  535434;  440214;  642929;  603833;   78518;  117614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.14;  695351;   73348;  116740;   35073;  504219;  433068;  612640;  584881;   82710;  110470\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.12.07;  697079;   91316;  111476;   29948;  470655;  452612;  591919;  594036;  105159;  103043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.30;  702482;   99476;  124194;   32528;  467465;  439457;  599469;  596179;  103013;  106303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.23;  786499;   85766;  129805;   67382;  522155;  473700;  675303;  670887;  111196;  115612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.16;  730473;  106286;  131821;   50927;  462864;  437139;  620077;  619887;  110396;  110586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.09;  777069;  153231;  153717;   51024;  456876;  462586;  661131;  667328;  115938;  109741\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.11.02;  763082;  173624;  130404;   53130;  416625;  474947;  643380;  658482;  119702;  104599\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.26;  766072;  178357;  121006;   48252;  422648;  483311;  649258;  652569;  116814;  113502\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.19;  777703;  205476;  115529;   44160;  417031;  499027;  666667;  658717;  111036;  118987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.12;  773585;  188080;  123562;   35936;  433715;  491069;  657732;  650568;  115853;  123017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.10.05;  757975;  203012;  126762;   27554;  416924;  489183;  647490;  643498;  110485;  114477\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.28;  743751;  176634;  145697;   22070;  429416;  459989;  628120;  627756;  115631;  115995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.21;  755217;  160054;  153709;   41328;  442042;  440373;  643424;  635410;  111792;  119806\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.14;  727502;  120213;  174605;   26184;  471699;  408012;  618095;  608801;  109407;  118701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.09.07;  694435;  124288;  149914;   25247;  429539;  413471;  579074;  588632;  115361;  105803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.31;  740938;  144147;  152545;   28852;  448333;  442032;  621332;  623430;  119606;  117508\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.24;  905321;  179885;  170018;   98245;  497520;  507520;  775651;  775784;  129670;  129537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.17;  885472;  179427;  169465;   83884;  507937;  516932;  771248;  770281;  114224;  115191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.10;  891324;  184279;  165368;   75453;  513457;  529867;  773189;  770688;  118135;  120636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.08.03;  860058;  174383;  180732;   75335;  523418;  517306;  773136;  773373;   86922;   86685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.27;  847848;  162776;  181682;   52465;  526488;  497325;  741729;  731472;  106119;  116376\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.20;  917064;  173741;  196179;   51736;  589533;  545245;  815010;  793159;  102054;  123904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.13;  888141;  162755;  196581;   51805;  570061;  514458;  784621;  762844;  103519;  125297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.07.06;  920133;  171413;  202149;   58317;  587216;  536263;  816946;  796729;  103187;  123404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.29;  943583;  226899;  200923;   54520;  565094;  558931;  846514;  814375;   97069;  129207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.22;  958884;  238139;  179371;   59129;  560822;  595767;  858089;  834266;  100795;  124618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.15;  932359;  213461;  165599;   62297;  552274;  576413;  828033;  804309;  104326;  128050\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.08;  933671;  217513;  173371;   61487;  552168;  572310;  831168;  807168;  102503;  126503\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.06.01;  966310;  241234;  183512;   49748;  561531;  599668;  852512;  832927;  113798;  133383\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.25; 1018539;  233575;  184854;   86853;  585579;  615533;  906007;  887240;  112532;  131299\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.18; 1091162;  260166;  171891;  101678;  621354;  683111;  983198;  956680;  107964;  134481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.11; 1073838;  278000;  199650;   75250;  611655;  654588;  964905;  929488;  108933;  144350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.05.04; 1159817;  288113;  235735;   81863;  683416;  673266; 1053391;  990864;  106425;  168953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.27; 1086828;  286203;  208130;   59600;  629207;  668057;  975010;  935787;  111817;  151041\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.20; 1108652;  333824;  221929;   58710;  614920;  687603; 1007454;  968241;  101199;  140411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.13; 1053886;  280802;  210722;   57849;  617363;  655966;  956014;  924538;   97872;  129348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.04.06; 1052205;  279402;  193799;   65631;  608017;  654793;  953050;  914223;   99155;  137981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.30;  965876;  246348;  164836;   52433;  572368;  598583;  871149;  815852;   94727;  150025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.23;  934809;  207154;  150647;   60353;  567799;  594603;  835306;  805603;   99503;  129206\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.16;  925180;  243299;  156535;   49989;  536206;  590765;  829494;  797289;   95686;  127891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.09;  907021;  254913;  130847;   45395;  510927;  604599;  811235;  780840;   95786;  126181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.03.02;  944901;  266544;  125499;   48725;  534176;  642442;  849445;  816666;   95457;  128235\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.23; 1003028;  269338;  133815;   35100;  583272;  691472;  887710;  860387;  115317;  142641\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.16; 1061294;  316886;  124888;   87642;  555852;  718209;  960379;  930739;  100915;  130556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.09; 1041372;  328606;  118493;   76765;  540379;  721804;  945751;  917061;   95622;  124311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.02.02; 1022581;  312523;  138886;   78579;  534119;  684632;  925221;  902097;   97361;  120484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.26;  952455;  278480;  130032;   70773;  511407;  624206;  860661;  825011;   91794;  127444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.19;  954471;  271506;  131435;   73517;  517000;  617818;  862023;  822770;   92448;  131701\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.12;  926645;  278395;  135154;   58311;  499429;  598365;  836136;  791830;   90509;  134815\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2010.01.05;  870789;  238059;  144952;   53446;  486398;  549903;  777903;  748301;   92886;  122488\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.29;  884201;  286525;  131351;   37761;  477439;  599825;  801724;  768936;   82477;  115265\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.22;  927039;  333288;  134709;   41912;  467202;  624023;  842402;  800645;   84636;  126394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.15;  948067;  333341;  149749;   44293;  479548;  625725;  857182;  819767;   90885;  128300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.08;  981708;  368917;  160511;   52160;  476513;  646743;  897589;  859414;   84119;  122294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.12.01; 1023607;  360513;  144112;   65611;  508804;  687876;  934928;  897598;   88679;  126009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.24; 1108701;  388700;  172786;   40336;  577216;  739789; 1006252;  952911;  102450;  155790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.17; 1148774;  379905;  165405;   59013;  602708;  780021; 1041627; 1004439;  107147;  144335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.09; 1100993;  373884;  151253;   55997;  579156;  765313; 1009037;  972563;   91955;  128430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.11.03; 1040129;  309484;  157173;   60499;  561449;  677734;  931431;  895406;  108698;  144723\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.27; 1028484;  316380;  151486;   52562;  569379;  694735;  938321;  898783;   90163;  129700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.20; 1051348;  321119;  151145;   60198;  578158;  715254;  959474;  926597;   91874;  124752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.13;  939872;  295674;  158122;   44419;  512672;  613014;  852764;  815556;   87107;  124316\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.10.06;  901415;  300386;  139917;   26152;  471125;  597248;  797663;  763317;  103752;  138098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.29;  833788;  305915;  135370;   33892;  398340;  544736;  738147;  713998;   95641;  119790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.22;  813827;  317587;  107848;   43410;  360424;  542326;  721420;  693584;   92407;  120242\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.15;  801414;  294824;   89572;   34567;  378730;  556626;  708121;  680765;   93293;  120649\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.08;  805081;  320289;  101345;   27902;  362426;  559645;  710617;  688892;   94463;  116188\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.09.01;  763078;  261443;   85699;   24263;  378240;  531632;  663946;  641594;   99133;  121484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.25;  806002;  254382;   82630;   22627;  437600;  603327;  714609;  708583;   91394;   97419\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.18;  840199;  232415;   73009;   53986;  465249;  600994;  751650;  727989;   88549;  112211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.11;  781749;  206125;   61371;   46504;  447570;  558860;  700199;  666735;   81550;  115014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.08.04;  706524;  197721;   60088;   41265;  372918;  500643;  611905;  601996;   94619;  104528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.28;  710320;  214649;   55882;   33938;  357808;  513327;  606394;  603147;  103925;  107173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.21;  733635;  211188;   56838;   51886;  365839;  517265;  628913;  625989;  104722;  107646\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.14;  688386;  172278;   45770;   46599;  360873;  500363;  579750;  592732;  108636;   95654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.07.07;  640839;  157502;   47089;   39417;  335274;  448832;  532194;  535339;  108646;  105500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.30;  594456;  137133;   54338;   35128;  335556;  405777;  507818;  495242;   86638;   99213\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.23;  611512;  134732;   54601;   43134;  345860;  410070;  523725;  507805;   87786;  103706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.16;  582853;  118688;   61495;   43948;  337746;  372576;  500383;  478019;   82471;  104834\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.09;  579861;  128114;   43889;   30745;  332535;  401300;  491394;  475934;   88466;  103927\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.06.02;  516542;  124498;   51962;   23154;  262619;  346803;  410272;  421919;  106270;   94623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.26;  575410;  124199;   46714;   30741;  307462;  384704;  462401;  462159;  113009;  113251\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.19;  566668;  126874;   44564;   31715;  302905;  389127;  461493;  465405;  105174;  101263\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.12;  523771;   98926;   58136;   19868;  305644;  354315;  424438;  432319;   99333;   91452\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.05.05;  490525;   79455;   48190;   16372;  293825;  330671;  389651;  395232;  100874;   95293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.28;  486493;   62823;   53799;   17172;  307325;  327921;  387320;  398892;   99172;   87601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.21;  504924;   70628;   47930;   26729;  318852;  343842;  416209;  418501;   88714;   86422\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.14;  516886;   84812;   51855;   25797;  311534;  364435;  422143;  442088;   94743;   74798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.04.07;  514858;  103558;   53402;   23223;  298808;  366132;  425589;  442757;   89269;   72102\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.31;  523063;  105179;   54701;   21552;  298566;  369657;  425297;  445911;   97767;   77153\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.24;  519360;   96468;   47491;   29384;  308027;  362691;  433879;  439566;   85480;   79793\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.17;  490191;   82851;   45861;   19989;  303867;  347767;  406707;  413617;   83485;   76574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.10;  469976;   77886;   54212;   17372;  295249;  335157;  390507;  406741;   79468;   63234\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.03.03;  496254;   82084;   65536;   17804;  301234;  337137;  401122;  420477;   95132;   75777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.24;  489030;   80388;   62292;   23334;  327685;  357732;  431407;  443358;   57623;   45672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.17;  536305;   78318;   59397;   16319;  347094;  378625;  441731;  454341;   94574;   81964\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.10;  516232;   64920;   60572;   15029;  344262;  364951;  424211;  440552;   92021;   75680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.02.03;  494526;   65215;   58712;   14069;  326846;  345840;  406130;  418621;   88396;   75906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.27;  506360;   72889;   64388;   14615;  332824;  355083;  420328;  434087;   86032;   72273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.20;  537474;   71416;   68150;   22434;  349651;  370897;  443501;  461481;   93973;   75993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.13;  550026;   64476;   79166;   19573;  379879;  374357;  463929;  473097;   86097;   76929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2009.01.06;  524308;   64391;   87111;   11076;  378920;  354999;  454387;  453186;   69921;   71122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.30;  540913;   59132;   81363;   12424;  386208;  367500;  457764;  461286;   83148;   79626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.22;  538743;   61892;   77530;    9422;  391357;  372011;  462672;  458963;   76071;   79780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.16;  534829;   67629;   78102;   11347;  378015;  370140;  456991;  459589;   77837;   75240\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.09;  486680;   60562;   52981;    9808;  336286;  342462;  406655;  405250;   80025;   81429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.12.02;  505522;   70074;   86424;    9208;  335553;  313183;  414835;  408815;   90687;   96707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.25;  570606;   94771;  104009;   11271;  361334;  349327;  467376;  464607;  103230;  105999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.18;  716706;  118660;  135728;   43721;  450204;  443003;  612585;  622452;  104122;   94254\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.11;  744603;  134912;  125945;   46049;  462709;  483035;  643670;  655029;  100933;   89574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.11.04;  755008;  135274;  134123;   42000;  458982;  475217;  636256;  651339;  118751;  103668\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.28;  773467;  156550;  142686;   38601;  454482;  478867;  649633;  660154;  123835;  113313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.21;  788393;  157342;  135280;   48848;  472840;  505637;  679030;  689766;  109362;   98627\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.14;  798147;  149250;  128067;   42177;  484740;  518895;  676167;  689140;  121980;  109008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.10.07;  816477;  140151;  142218;   49194;  509991;  526815;  699336;  718227;  117141;   98250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.30;  761693;  126416;  157308;   38430;  485819;  482475;  650666;  678213;  111027;   83480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.23;  747343;  121677;  120086;   40083;  467362;  489033;  629123;  649202;  118220;   98141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.16;  843792;  133289;  168950;   39490;  543770;  513090;  716548;  721530;  127243;  122262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.09;  877866;  172713;  160396;   30084;  547956;  589392;  750754;  779872;  127112;   97994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.09.02;  979685;  190540;  166281;   37491;  626654;  663177;  854686;  866950;  124999;  112735\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.26;  986444;  186997;  182811;   37157;  629254;  639249;  853407;  859217;  133036;  127227\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.19;  977196;  175520;  198776;   45671;  629805;  628319;  850996;  872765;  126200;  104431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.12;  944011;  154959;  223318;   33502;  632340;  596105;  820801;  852925;  123211;   91087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.08.05;  928888;  136461;  199138;   28791;  648429;  608710;  813681;  836639;  115207;   92249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.29;  912067;  147025;  198767;   26180;  624830;  596570;  798035;  821517;  114032;   90550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.22;  908778;  152623;  197139;   32393;  614301;  591110;  799317;  820643;  109461;   88135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.15;  952583;  177295;  213648;   39555;  614047;  604715;  830896;  857917;  121687;   94666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.08;  965793;  192931;  218031;   30861;  614654;  625302;  838447;  874194;  127346;   91600\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.07.01;  970716;  172537;  194041;   26896;  654211;  646069;  853644;  867006;  117072;  103710\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.24; 1039918;  192550;  200927;   22241;  717272;  716437;  932063;  939605;  107855;  100313\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.17;  947964;  167653;  142251;   22969;  649297;  652702;  839919;  817922;  108045;  130042\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.10;  986512;  179534;  189648;   26102;  676989;  657159;  882626;  872910;  103886;  113602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.06.03; 1046084;  197595;  256971;   18232;  710023;  664302;  925850;  939505;  120234;  106579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.27; 1113907;  247137;  259944;   40533;  723489;  701274; 1011159; 1001750;  102748;  112156\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.20; 1192948;  268245;  232302;   47094;  767375;  810371; 1082715; 1089767;  110233;  103181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.13; 1247834;  268766;  216900;   40153;  823268;  883237; 1132187; 1140290;  115647;  107544\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.05.06; 1174403;  232509;  167140;   32906;  783492;  858108; 1048907; 1058154;  125496;  116249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.29; 1135694;  194467;  169423;   27344;  789767;  826861; 1011577; 1023628;  124116;  112066\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.22; 1136189;  202649;  198014;   28075;  775832;  790849; 1006556; 1016939;  129633;  119250\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.15; 1104490;  191932;  209481;   29135;  754377;  753492;  975445;  992108;  129045;  112381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.08; 1143922;  239113;  220404;   22114;  750846;  783499; 1012073; 1026017;  131849;  117904\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.04.01; 1147933;  270885;  227655;   21265;  738069;  784812; 1030219; 1033732;  117714;  114201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.25; 1163447;  299136;  231717;   18745;  723998;  794242; 1041880; 1044705;  121568;  118743\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.18; 1147740;  267439;  202733;   27333;  717580;  806383; 1012352; 1036449;  135388;  111291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.11; 1191372;  312871;  237534;   30697;  724142;  789673; 1067709; 1057904;  123663;  133468\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.03.04; 1332107;  328887;  327492;   39084;  832951;  849218; 1200922; 1215795;  131185;  116312\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.26; 1382990;  355284;  345737;   45975;  840082;  856090; 1241341; 1247801;  141649;  135189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.19; 1361480;  363570;  365074;   38489;  817403;  844548; 1219463; 1248111;  142017;  113369\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.12; 1328422;  353997;  342822;   32015;  803173;  840277; 1189185; 1215114;  139237;  113308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.02.05; 1258113;  317931;  340857;   29805;  762635;  784235; 1110371; 1154896;  147743;  103217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.29; 1207432;  300744;  332191;   27016;  749976;  742814; 1077737; 1102021;  129695;  105411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.22; 1272906;  272878;  185640;   46803;  768229;  746582; 1087910;  979025;  184996;  293881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.15; 1114285;  317650;  176517;   36766;  602053;  792609;  956469; 1005892;  157816;  108392\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2008.01.08; 1065764;  257805;  177009;   28629;  639540;  761651;  925973;  967288;  139790;   98476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.31; 1005764;  253597;  167842;   26029;  609816;  720051;  889442;  913922;  116322;   91842\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.24; 1026433;  275453;  171461;   26538;  612840;  729948;  914832;  927947;  111602;   98486\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.18; 1036262;  276257;  161337;   34095;  603029;  743889;  913381;  939321;  122881;   96941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.11; 1037371;  323153;  193584;   31824;  553298;  699318;  908275;  924727;  129096;  112645\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.12.04; 1015228;  338093;  177536;   31578;  532608;  675264;  902279;  884378;  112948;  130849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.27; 1109244;  319688;  189175;   37019;  627841;  747494;  984549;  973689;  124695;  135555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.20; 1035548;  253260;  192245;   24627;  624030;  691515;  901916;  908386;  133632;  127162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.13; 1067046;  245537;  227660;   27992;  662384;  688295;  935913;  943948;  131133;  123098\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.11.06; 1099079;  260058;  268561;   25822;  675212;  704231;  961092;  998614;  137987;  100465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.30; 1041643;  242277;  238143;   23018;  642960;  680612;  908256;  941772;  133387;   99871\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.23; 1032131;  223505;  234179;   23998;  640362;  670526;  887865;  928703;  144266;  103427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.16; 1058345;  235829;  248078;   24863;  652828;  699006;  913520;  971947;  144826;   86398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.09;  989249;  230906;  214354;   23032;  594728;  645653;  848666;  883038;  140583;  106211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.10.02;  932659;  197044;  205806;   23135;  567935;  593737;  788114;  822678;  144545;  109981\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.25;  949393;  208590;  206632;   22469;  585107;  611859;  816165;  840960;  133228;  108434\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.18;  908644;  181748;  171381;   25104;  570449;  608162;  777302;  804648;  131342;  103996\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.11;  922399;  181837;  151625;   34517;  585645;  625894;  802000;  812036;  120399;  110362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.09.04;  966889;  241927;  199152;   21343;  581610;  627043;  844880;  847539;  122009;  119350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.28;  979678;  225410;  182211;   24402;  603626;  668158;  853437;  874770;  126240;  104907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.21;  985366;  219989;  181550;   32467;  601991;  646155;  854447;  860172;  130919;  125194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.14; 1037499;  173237;  258982;   36639;  698904;  648251;  908780;  943873;  128719;   93626\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.08.07; 1079296;  186899;  266175;   35091;  713851;  671379;  935842;  972645;  143455;  106651\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.31; 1061438;  183677;  223432;   25964;  705480;  703964;  915121;  953361;  146317;  108077\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.24; 1058818;  231257;  230932;   31735;  668984;  685548;  931976;  948214;  126842;  110604\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.17; 1021762;  223325;  252648;   19235;  657313;  663721;  899873;  935604;  121889;   86158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.10; 1014298;  206223;  242834;   16594;  663626;  658673;  886444;  918102;  127854;   96196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.07.03; 1003116;  212944;  242171;   16041;  649944;  656246;  878929;  914458;  124188;   88658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.26;  965797;  205395;  221530;   15087;  624819;  636709;  845301;  873325;  120496;   92472\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.19;  953730;  169741;  244520;   12394;  643968;  609962;  826103;  866877;  127627;   86853\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.12;  985301;  165842;  284316;   16712;  653724;  587388;  836279;  888416;  149022;   96884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.06.05; 1001346;  159679;  305037;   15720;  684432;  580260;  859831;  901017;  141515;  100329\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.29; 1163571;  185164;  341638;   69174;  710400;  599435;  964738; 1010247;  198833;  153325\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.22; 1244475;  197927;  380786;   69491;  763568;  715263; 1030986; 1165540;  213489;   78935\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.15; 1149849;  196453;  454382;   39361;  762491;  565743;  998305; 1059485;  151544;   90364\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.08; 1105897;  185159;  448555;   33222;  744076;  533072;  962457; 1014848;  143440;   91049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.05.01; 1118102;  162196;  406139;   35247;  771779;  581692;  969221; 1023077;  148881;   95025\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.24; 1031372;  162048;  356465;   13808;  716433;  574941;  892289;  945214;  139083;   86159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.17; 1008332;  153080;  298101;   18302;  694647;  605848;  866029;  922251;  142303;   86081\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.10; 1007144;  154369;  317369;   15968;  686727;  579327;  857064;  912664;  150080;   94479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.04.03;  957918;  158078;  297925;   11895;  639663;  562145;  809635;  871965;  148283;   85953\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.27;  965139;  134646;  270276;   14215;  679592;  578967;  828453;  863459;  136686;  101680\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.20;  920008;  117644;  244486;   17991;  649652;  549945;  785286;  812421;  134722;  107587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.13;  854561;  112696;  222942;   23997;  620167;  526219;  756859;  773157;   97702;   81404\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.03.06;  850442;  123294;  250859;   20178;  568204;  476221;  711676;  747258;  138765;  103183\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.27;  879063;  112440;  231008;   55390;  569607;  471086;  737437;  757484;  141626;  121579\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.20;  852208;  124220;  234309;   19846;  591402;  493735;  735468;  747890;  116740;  104318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.13;  821042;  132911;  226230;   20041;  553085;  469623;  706036;  715894;  115006;  105149\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.02.06;  838979;  138238;  245594;   15092;  552201;  451092;  705531;  711778;  133448;  127201\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.30;  806962;  145570;  227060;    8044;  527025;  443332;  680638;  678435;  126324;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.23;  774553;  135926;  233262;    8921;  501265;  412447;  646112;  654630;  128441;  119922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.16;  771272;  136873;  222418;    8532;  505661;  430813;  651065;  661763;  120207;  109509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.09;  794141;  145110;  219022;    7302;  496788;  434513;  649200;  660838;  144941;  133303\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2007.01.03;  758453;  134097;  196914;    7407;  485607;  427001;  627110;  631322;  131342;  127131\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.26;  718501;  137124;  198884;    7631;  448559;  400412;  593314;  606927;  125187;  111574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.19;  716001;  138876;  198830;    9661;  425647;  384815;  574184;  593306;  141817;  122695\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.12;  716088;  145907;  189596;   13944;  414981;  400709;  574832;  604249;  141255;  111838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.12.05;  765852;  134468;  181512;   30923;  424761;  405481;  590152;  617915;  175700;  147937\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.28;  798959;   97486;  178907;   60064;  465062;  427952;  622612;  666923;  176347;  132036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.21;  738086;   89759;  170141;   44511;  471159;  403822;  605429;  618474;  132657;  119612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.14;  685964;  110889;  154419;   16950;  419128;  389331;  546968;  560700;  138996;  125264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.11.07;  672534;  125719;  145071;   12972;  394669;  392155;  533360;  550197;  139174;  122336\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.31;  683452;  134964;  158937;   12937;  390905;  393506;  538806;  565379;  144647;  118073\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.24;  699374;  146473;  172227;   16206;  389479;  378672;  552158;  567105;  147216;  132269\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.17;  702761;  128152;  179164;   15036;  401723;  388568;  544912;  582768;  157849;  119993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.10;  692002;  123193;  174634;   15069;  406265;  399830;  544526;  589533;  147475;  102469\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.10.03;  711388;  126746;  184336;   14472;  417344;  406951;  558562;  605759;  152825;  105629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.26;  693104;  112253;  176184;   13640;  418174;  388000;  544068;  577824;  149036;  115280\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.19;  695688;   92278;  190528;   15368;  442228;  377484;  549874;  583380;  145814;  112308\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.12;  692691;   93958;  177951;   12906;  436326;  392059;  543190;  582917;  149500;  109774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.09.05;  710275;   91117;  160743;   31300;  443289;  413456;  565707;  605500;  144568;  104776\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.29;  757704;  106442;  202639;   40986;  452019;  372380;  599447;  616005;  158257;  141699\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.22;  743684;  111434;  214894;   30924;  453207;  383571;  595565;  629389;  148119;  114296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.15;  696504;  106281;  201927;   16894;  421301;  351569;  544476;  570390;  152028;  126114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.08;  681134;  103238;  182539;   17444;  432146;  380913;  552828;  580896;  128306;  100238\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.08.01;  687602;  122547;  178758;   13892;  426088;  383865;  562527;  576515;  125075;  111087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.25;  642296;  135445;  134065;   17366;  373025;  378082;  525836;  529513;  116460;  112783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.18;  593417;  130117;  132367;   15212;  337983;  342662;  483312;  490241;  110105;  103176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.11;  581531;  135560;  127265;   14714;  324334;  330599;  474608;  472579;  106923;  108952\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.07.03;  562709;  118539;  142079;    7390;  318997;  296758;  444925;  446228;  117783;  116481\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.27;  562324;  142761;  149346;    7785;  309276;  291909;  459822;  449040;  102501;  113284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.20;  562365;  128483;  153035;   11052;  322219;  285238;  461755;  449325;  100611;  113040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.13;  549479;  117501;  132732;   11926;  307495;  298990;  436922;  443648;  112557;  105831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.06.06;  537632;  115916;  119539;   11414;  285828;  295316;  413158;  426269;  124474;  111363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.30;  600243;  160630;  129908;   21105;  297153;  316000;  478888;  467013;  121355;  133230\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.23;  658024;  173105;  155971;   16492;  333544;  362087;  523141;  534550;  134883;  123473\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.16;  690565;  209119;  166615;   14233;  325711;  395660;  549063;  576508;  141502;  114057\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.09;  611284;  209497;  179447;   10644;  278683;  302298;  498823;  492388;  112461;  118896\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.05.02;  553414;  182316;  161999;    8835;  251161;  260698;  442312;  431532;  111102;  121882\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.25;  521918;  172979;  152312;   11192;  232129;  237019;  416300;  400523;  105617;  121395\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.18;  509433;  170591;  147177;   13812;  222821;  238144;  407225;  399133;  102208;  110300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.11;  498128;  150608;  149939;   21316;  230254;  211624;  402179;  382879;   95949;  115249\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.04.04;  495695;  157964;  132776;   17571;  236254;  224604;  411788;  374951;   83907;  120744\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.28;  474112;  155881;  117633;   13367;  225870;  218734;  395118;  349734;   78995;  124378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.21;  502968;  154968;  116407;   14236;  247346;  245597;  416550;  376239;   86418;  126729\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.14;  481075;  122245;  138478;    9519;  260255;  206248;  392019;  354245;   89056;  126830\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.03.07;  455422;  115080;  129912;   12482;  232708;  188492;  360271;  330887;   95152;  124536\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.28;  489940;  136144;  149900;   11779;  249560;  199734;  397483;  361413;   92457;  128527\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.21;  517095;  137218;  139599;   16889;  269048;  240462;  423156;  396950;   93939;  120145\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.14;  499386;  132763;  141710;   12907;  261032;  219614;  406702;  374232;   92684;  125155\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.02.07;  494030;  141195;  137591;   13492;  250911;  221685;  405598;  372768;   88431;  121262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.31;  486648;  146606;  162812;    9521;  239501;  202171;  395628;  374504;   91020;  112144\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.24;  466506;  134059;  139363;    6016;  237632;  212032;  377707;  357412;   88798;  109094\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.17;  451173;  130395;  135015;    6040;  228940;  208448;  365375;  349503;   85798;  101670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.10;  414434;  111482;  109553;    2472;  219591;  204772;  333545;  316797;   80889;   97637\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2006.01.03;  404417;  111305;   97247;    4502;  222362;  198729;  338169;  300478;   66247;  103939\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.27;  393353;  114104;   92631;    4928;  209686;  193452;  328718;  291011;   64635;  102342\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.20;  366754;  117912;   62885;    6159;  179684;  195630;  303755;  264675;   62999;  102080\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.13;  357251;  110651;   71398;    6287;  176399;  175728;  293337;  253413;   63914;  103838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.12.06;  336564;  113256;   65164;    4397;  156811;  164935;  274464;  234496;   62100;  102068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.29;  344576;   95983;   59362;    5832;  174165;  158902;  275980;  224096;   68596;  120480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.22;  343409;   82788;   63582;    2181;  181900;  167677;  266869;  233440;   76540;  109969\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.15;  370976;  103954;   96798;    2158;  193688;  162230;  299800;  261186;   71176;  109790\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.08;  362394;  104934;   90606;    2158;  183777;  163312;  290869;  256076;   71525;  106318\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.11.01;  356429;   95091;   91571;    2006;  187188;  155358;  284285;  248935;   72144;  107494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.25;  372390;  101461;   97277;    2097;  193658;  165637;  297216;  265011;   75174;  107379\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.18;  355201;   93564;   86377;    2052;  189395;  167329;  285011;  255758;   70189;   99443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.11;  347610;   92804;   80694;    2058;  188816;  164603;  283678;  247355;   63932;  100255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.10.04;  335243;   83571;   65457;    1323;  186377;  163420;  271271;  230200;   63972;  105043\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.27;  335939;   87199;   45639;    1661;  175552;  181883;  264412;  229183;   71527;  106756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.20;  347637;  103394;   52505;    2788;  173710;  185821;  279892;  241114;   67745;  106524\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.13;  388152;  114492;   85630;    2819;  207048;  185727;  324360;  274176;   63792;  113975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.09.06;  388109;  111010;   82029;    6931;  211423;  190998;  329364;  279958;   58745;  108151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.30;  375745;  109030;   87169;   10353;  203806;  168886;  323189;  266408;   52556;  109337\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.23;  374293;  101792;   87141;    2867;  219775;  172660;  324434;  262668;   49859;  111625\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.16;  372442;  104227;  101663;    1131;  215470;  159431;  320828;  262225;   51614;  110217\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.09;  368746;  102950;  113337;    1435;  208801;  145091;  313186;  259863;   55560;  108883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.08.02;  360871;  105895;  112713;    2139;  199192;  138808;  307226;  253660;   53645;  107211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.26;  360252;  103350;  105406;    1917;  200517;  144855;  305784;  252178;   54468;  108074\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.19;  367680;  102187;  108455;     122;  210383;  150329;  312692;  258906;   54988;  108774\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.12;  370545;   97698;  108421;      91;  222319;  154449;  320108;  262961;   50437;  107584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.07.05;  353566;   97211;   95846;     241;  210256;  153765;  307708;  249852;   45858;  103714\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.28;  366020;   94915;   88770;     438;  214497;  171283;  309850;  260491;   56170;  105529\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.21;  364338;   92885;   82179;     242;  220383;  171010;  313510;  253431;   50828;  110907\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.14;  378326;   94344;   80564;    1987;  226369;  184168;  322700;  266719;   55626;  111607\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.06.07;  399915;  101027;   75901;    2437;  234867;  220015;  338331;  298353;   61584;  101562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.31;  376612;   94679;   74639;     788;  222668;  188894;  318135;  264321;   58477;  112291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.24;  367554;  103271;   72285;    4016;  196253;  171664;  303540;  247965;   64014;  119589\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.17;  340989;  113862;   75242;    1339;  163374;  148824;  278575;  225405;   62414;  115584\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.10;  330629;  115134;   78863;    1718;  152029;  143604;  268881;  224185;   61748;  106444\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.05.03;  335446;  113492;   83691;    1790;  158812;  147624;  274094;  233105;   61352;  102341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.26;  315516;  105423;   73511;     223;  145611;  142144;  251257;  215878;   64259;   99638\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.19;  303988;   95873;   60816;      11;  141767;  145322;  237651;  206150;   66337;   97838\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.12;  297034;   89586;   57358;       6;  145457;  136276;  235049;  193640;   61985;  103394\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.04.05;  313737;  102991;   64478;       6;  151902;  141978;  254899;  206462;   58838;  107275\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.29;  331639;  114442;   79228;     145;  164377;  145686;  278964;  225059;   52675;  106580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.22;  330537;  115303;   75539;     869;  156503;  147364;  272675;  223772;   57862;  106765\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.15;  321579;  104568;   71833;    2291;  160808;  137654;  267667;  211778;   53912;  109801\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.08;  328570;  112120;   69306;    2896;  156723;  149531;  271739;  221733;   56831;  106837\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.03.01;  364596;  118996;   69452;    6251;  178792;  158202;  304039;  233905;   60557;  130691\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.22;  379978;  101226;   91348;   13167;  202456;  157658;  316849;  262173;   63129;  117805\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.15;  350415;  107008;   80361;    6350;  185422;  161851;  298780;  248561;   51636;  101854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.08;  329924;  104088;   77212;     375;  169951;  146075;  274414;  223662;   55510;  106262\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.02.01;  309417;   87641;   80408;     349;  167129;  131755;  255119;  212512;   54298;   96905\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.25;  312683;   80008;   80054;    1023;  182049;  136803;  263080;  217880;   49603;   94803\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.18;  296278;   79632;   88583;    1458;  185839;  148334;  266929;  238375;   29348;   57902\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.11;  272211;   73179;   87651;     374;  173308;  130624;  246861;  218649;   25350;   53562\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2005.01.04;  252479;   67803;   84343;     525;  156669;  117751;  224997;  202619;   27482;   49860\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.28;  248678;   62456;   70027;    1400;  159101;  128534;  222957;  199961;   25721;   48717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.21;  247498;   58576;   64786;    3771;  159097;  131145;  221444;  199702;   26054;   47796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.14;  238944;   58759;   63409;    5705;  148748;  118468;  213212;  187582;   25732;   51362\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.12.07;  255071;   60454;   67938;    9509;  155009;  121529;  224972;  198976;   30099;   56095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.30;  258669;   63645;   64944;    9654;  153415;  126427;  226714;  201025;   31955;   57644\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.23;  238164;   66063;   63600;    5534;  135086;  117737;  206683;  186871;   31481;   51293\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.16;  210644;   64387;   55907;     380;  117570;  105994;  182337;  162281;   28307;   48363\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.09;  204673;   63903;   50839;     382;  112320;  108700;  176605;  159921;   28068;   44752\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.11.02;  207750;   65879;   52118;     659;  109403;  113667;  175941;  166444;   31809;   41306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.26;  214725;   67924;   59520;     866;  113109;  110025;  181899;  170411;   32826;   44314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.19;  210704;   66020;   52249;     800;  108559;  114970;  175379;  168019;   35325;   42685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.12;  200817;   63388;   49279;     357;  108256;  113015;  172001;  162651;   28816;   38166\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.10.05;  194721;   62179;   48272;     680;  107390;  106950;  170249;  155902;   24472;   38819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.28;  205333;   69684;   45449;    2801;  105807;  116338;  178292;  164588;   27041;   40745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.21;  218435;   58214;   42028;    3487;  120225;  120028;  181926;  165543;   36509;   52892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.14;  227639;   50187;   45867;    4558;  141866;  130039;  196611;  180464;   31028;   47175\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.09.07;  221461;   43458;   44132;    5052;  144617;  127570;  193127;  176754;   28334;   44707\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.31;  235849;   47423;   44809;    9844;  148253;  134852;  205520;  189505;   30329;   46344\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.24;  217655;   56865;   47332;    5968;  124886;  118380;  187719;  171680;   29936;   45975\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.17;  206967;   51964;   41006;    4743;  123307;  121312;  180014;  167061;   26953;   39906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.10;  204194;   51179;   39335;    4630;  119424;  118511;  175233;  162476;   28961;   41718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.08.03;  189842;   51764;   34489;    1365;  113152;  109492;  166281;  145346;   23561;   44496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.27;  191904;   53351;   34866;    1401;  113697;  106014;  168449;  142281;   23455;   49623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.20;  187861;   48575;   30498;    1206;  115406;  109429;  165187;  141133;   22674;   46728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.13;  195696;   46850;   34741;    1209;  124342;  112169;  172401;  148119;   23295;   47577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.07.06;  190702;   46695;   33003;    1414;  122405;  109271;  170514;  143688;   20188;   47014\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.29;  203589;   52579;   31840;    1862;  128189;  114341;  182630;  148043;   20959;   55546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.22;  207072;   53165;   39143;    1990;  133702;  116489;  188857;  157622;   18215;   49450\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.15;  216127;   50439;   36553;    2948;  136618;  119688;  190005;  159189;   26122;   56938\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.08;  215345;   42706;   35405;    2527;  146071;  125888;  191304;  163820;   24041;   51525\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.06.01;  213245;   44757;   32296;    2738;  146995;  128331;  194490;  163365;   18755;   49880\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.25;  203391;   41461;   31819;    4744;  132156;  104880;  178361;  141443;   25030;   61948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.18;  197940;   39937;   36135;    4133;  135166;  106008;  179236;  146276;   18704;   51664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.11;  199805;   39257;   40583;    2239;  138052;  105829;  179548;  148651;   20257;   51154\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.05.04;  183148;   37185;   32501;    1326;  123762;   95941;  162273;  129768;   20875;   53380\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.27;  186008;   40411;   36034;    1325;  125358;   97455;  167094;  134814;   18914;   51194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.20;  174070;   36062;   33969;     990;  118504;   92447;  155556;  127406;   18514;   46664\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.12;  164568;   33471;   34168;     696;  111747;   89241;  145914;  124105;   18654;   40463\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.04.06;  162646;   34213;   33510;     782;  112845;   90809;  147840;  125101;   14806;   37545\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.30;  160196;   38873;   31537;     958;   97716;   92753;  137547;  125248;   22649;   34948\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.23;  169003;   43621;   27805;    3668;   98198;  104997;  145487;  136470;   23516;   32533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.16;  177683;   52899;   27322;    3295;   98421;  111793;  154615;  142410;   23068;   35273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.09;  200122;   62029;   27638;    4804;  111797;  127180;  178630;  159622;   21492;   40500\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.03.02;  234400;   73958;   30126;    5276;  128544;  151569;  207778;  186971;   26622;   47429\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.24;  230783;   66869;   25149;    3790;  129098;  149232;  199757;  178171;   31026;   52612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.17;  189712;   53480;   24083;    1694;  111009;  122054;  166183;  147831;   23529;   41881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.10;  182812;   46719;   25911;    2997;  101949;  112249;  151665;  141157;   31147;   41655\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.02.03;  166090;   69416;   18060;     159;   74370;  110926;  143945;  129145;   22145;   36945\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.27;  166227;   70330;   19666;     163;   73834;  112674;  144327;  132503;   21900;   33724\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.20;  163369;   62103;   19039;     188;   78255;  111103;  140546;  130330;   22823;   33039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.13;  161422;   61498;   21795;     188;   75442;  104435;  137128;  126418;   24294;   35004\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2004.01.06;  159492;   67093;   18958;     188;   71711;  109318;  138992;  128464;   20500;   31028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.30;  165140;   68392;   20455;    1226;   75228;  111241;  144846;  132922;   20294;   32218\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.22;  160036;   58818;   18297;    1715;   82024;  104584;  142557;  124596;   17479;   35440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.16;  148808;   38483;   14589;    1519;   90548;   98416;  130550;  114524;   18258;   34284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.09;  153114;   39257;   11918;    2035;   92167;  102762;  133459;  116715;   19655;   36399\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.12.02;  154842;   30954;   14493;     577;  107623;  104927;  139154;  119997;   15688;   34845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.25;  150633;   24948;   12309;    2871;  102636;  105397;  130455;  120577;   20178;   30056\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.18;  145896;   22442;   11463;     337;  104742;  104037;  127521;  115837;   18375;   30059\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.11;  147985;   22385;   11992;     332;  108095;  102830;  130812;  115154;   17173;   32831\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.11.04;  143996;   23302;    9599;     336;  102721;  100344;  126359;  110279;   17637;   33717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.28;  145720;   28416;   12504;     347;  100162;  101820;  128925;  114671;   16795;   31049\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.21;  143221;   22001;   12634;     349;  105629;  100060;  127979;  113043;   15242;   30178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.14;  147202;   26084;    8992;     348;  100222;  108309;  126654;  117649;   20548;   29553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.10.07;  147130;   27093;    9722;     442;   99078;  108996;  126613;  119160;   20517;   27970\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.30;  144957;   28241;   11478;     411;   95371;  107057;  124023;  118946;   20934;   26011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.23;  152422;   28061;   15564;    1833;  103724;  104402;  133618;  121799;   18804;   30623\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.16;  147178;   27316;   20930;    1717;   99770;   92285;  128803;  114932;   18375;   32246\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.09;  155253;   13422;   20207;    2509;  119185;   96809;  135116;  119525;   20137;   35728\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.09.02;  163557;   17368;   20052;    1293;  124923;   98304;  143584;  119649;   19973;   43908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.26;  175019;   19438;   23221;    2191;  134686;  110482;  156315;  135894;   18704;   39125\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.19;  146921;   15042;   20995;    1044;  116346;   92129;  132432;  114168;   14489;   32753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.12;  145294;   15550;   20570;    1023;  113185;   88882;  129758;  110475;   15536;   34819\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.08.05;  130178;   14537;   18668;    1039;   99868;   76384;  115444;   96091;   14734;   34087\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.29;  118554;   19899;   11733;     910;   79697;   73610;  100506;   86253;   18048;   32301\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.22;  116124;   22789;   11227;     544;   75073;   73158;   98407;   84930;   17717;   31194\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.15;  117059;   19915;    9423;     326;   74852;   79593;   95093;   89342;   21967;   27717\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.08;  107295;   16402;    8537;     342;   71068;   73674;   87812;   82553;   19483;   24742\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.07.01;  102195;   14824;   14094;     370;   68155;   62024;   83349;   76487;   18847;   25708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.24;  116583;   16863;   13125;    2284;   76545;   77305;   95692;   92714;   20891;   23869\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.17;  121564;   19930;   14705;    2227;   78582;   78716;  100739;   95648;   20825;   25916\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.10;  126297;   20795;   16117;    3243;   79032;   82511;  103070;  101871;   23228;   24427\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.06.03;  125660;   23631;   12156;    2964;   80131;   82960;  106726;   98080;   18934;   27580\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.27;  132942;   22407;   13339;    2994;   83490;   81328;  108891;   97661;   24051;   35281\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.20;  125054;   21992;   13739;    7417;   75358;   75135;  104767;   96291;   20287;   28763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.13;  122278;   20635;   13928;    4958;   76203;   77348;  101796;   96234;   20482;   26044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.05.06;  116512;   19510;   10343;    4023;   73932;   76214;   97465;   90580;   19046;   25932\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.29;  111300;   14210;   10366;    3262;   77004;   72216;   94476;   85844;   16824;   25457\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.22;  114320;   13873;   12272;    2637;   84097;   73712;  100607;   88620;   13713;   25700\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.15;  110109;   14580;   11726;    2612;   79274;   69850;   96465;   84187;   13644;   25922\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.08;  112027;   15637;   13863;    2611;   77126;   69938;   95374;   86412;   16652;   25615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.04.01;  105827;   15351;   11361;    2878;   71216;   66014;   89445;   80253;   16382;   25574\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.25;  121419;   21618;   12205;    2645;   81260;   83336;  105523;   98186;   15896;   23233\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.18;  128543;   20870;   11202;    2683;   87444;   88112;  110997;  101997;   17546;   26546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.11;  126968;   24250;   10607;    1764;   81554;   88783;  107568;  101154;   19400;   25814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.03.04;  127070;   26095;   10470;    1238;   80413;   86891;  107746;   98599;   19324;   28471\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.25;  122759;   23897;   11859;    3074;   74344;   78923;  101315;   93856;   21444;   28903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.18;  112246;   24302;   14083;    1615;   67034;   67779;   92951;   83477;   19295;   28769\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.11;  111431;   26251;   15097;    1624;   66864;   67079;   94739;   83800;   16692;   27631\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.02.04;  107283;   21134;   13171;    1257;   67713;   66104;   90104;   80532;   17179;   26751\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.28;  107283;   21069;   13598;    1548;   68822;   66270;   91439;   81416;   15844;   25867\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.21;  107906;   21508;   12671;    1272;   69693;   67617;   92473;   81560;   15433;   26346\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.14;  109280;   20766;   11972;    1519;   71256;   68842;   93541;   82333;   15739;   26947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2003.01.07;  106272;   19792;   10697;    1755;   69537;   68633;   91084;   81085;   15188;   25187\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.31;  104042;   18694;    9560;    1427;   67475;   70321;   87596;   81308;   16446;   22734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.23;  109041;   15117;    7424;    6163;   72108;   70321;   93388;   83908;   15653;   25133\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.17;  113284;   11698;    8896;    5767;   80293;   73876;   97758;   88539;   15526;   24745\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.10;  116755;    6724;    8940;    8068;   87266;   74412;  102058;   91420;   14697;   25335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.12.03;  121209;    7914;    8047;    7008;   92322;   79427;  107244;   94482;   13965;   26727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.26;  120858;    8771;    6998;    5539;   90965;   82312;  105275;   94849;   15583;   26009\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.19;  116074;    9884;    7163;    4227;   87015;   79524;  101126;   90914;   14949;   25160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.12;  113195;    8896;   13029;    2164;   86879;   74454;   97939;   89647;   15256;   23548\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.11.05;  105812;    7547;   14320;    1392;   82655;   66369;   91594;   82082;   14218;   23731\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.29;  109991;    7717;   15188;    1093;   87746;   70263;   96556;   86544;   13435;   23447\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.22;  113144;    9274;   15307;    1583;   88604;   73055;   99461;   89945;   13683;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.15;  111902;   11213;   11781;    1636;   84914;   76446;   97763;   89863;   14139;   22039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.08;  107022;   12807;   12891;    1147;   77161;   70678;   91115;   84716;   15907;   22306\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.10.01;  105533;   11724;   12951;     577;   76438;   69107;   88739;   82635;   16794;   22898\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.24;  108514;   12064;   12858;     619;   80149;   71509;   92832;   84986;   15682;   23528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.17;  109251;   12990;   14733;     467;   79680;   71235;   93137;   86435;   16114;   22816\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.10;  112130;   12081;   16377;    1799;   81243;   71622;   95123;   89798;   17007;   22332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.09.03;  111811;   13390;   15538;    1122;   79908;   73575;   94420;   90235;   17391;   21576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.27;  106592;   11104;   18996;    1428;   77729;   62157;   90261;   82581;   16331;   24011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.20;  107013;   10730;   20397;    3001;   77296;   61098;   91027;   84496;   15987;   22517\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.13;  112666;   12224;   22060;    3114;   80849;   64932;   96186;   90106;   16480;   22560\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.08.06;  106612;    8519;   22392;    3068;   76580;   59268;   88167;   84728;   18445;   21884\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.30;  104421;    7841;   21296;    3340;   75484;   55986;   86665;   80622;   17756;   23799\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.23;   99743;    7742;   19673;    1952;   71397;   53642;   81091;   75267;   18651;   24476\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.16;  102955;    7704;   22497;    3438;   72753;   53820;   83895;   79756;   19060;   23199\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.09;  100373;    7886;   26433;    3060;   70465;   46330;   81411;   75823;   18962;   24550\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.07.02;  101490;   10431;   28087;    2896;   71007;   45234;   84335;   76217;   17156;   25273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.25;  109776;    9824;   23514;    3524;   79074;   55850;   92422;   82887;   17354;   26889\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.18;  108643;    9203;   23962;    3027;   79273;   58558;   91502;   85547;   17141;   23096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.11;  109181;   10556;   27115;    2476;   80414;   55834;   93446;   85425;   15735;   23756\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.06.04;  106104;    9371;   24098;    3553;   74713;   52295;   87637;   79946;   18467;   26158\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.28;  117871;   10175;   23971;    3566;   87477;   60387;  101218;   87924;   16654;   29947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.21;  110541;    8321;   24239;    4231;   82491;   52714;   95043;   81184;   15498;   29357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.14;   93520;    8822;   23164;    1097;   71058;   40063;   80977;   64324;   12543;   29196\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.05.07;   94367;    8576;   21175;    1097;   70185;   42836;   79858;   65108;   14509;   29259\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.30;   91478;    7880;   20631;    1027;   68567;   40219;   77474;   61877;   14004;   29601\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.23;   87966;    6722;   19744;    1027;   66542;   38970;   74291;   59741;   13675;   28225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.16;   86585;    7875;   18425;     980;   63376;   38219;   72231;   57624;   14354;   28962\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.09;   85605;    6671;   15870;     980;   65460;   38461;   73111;   55311;   12494;   30294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.04.02;   89427;    6262;   16010;     580;   71376;   42030;   78218;   58620;   11209;   30807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.26;   97965;    7789;   15795;     580;   77105;   51707;   85474;   68082;   12491;   29883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.19;   99387;    8564;   13046;     187;   76635;   55384;   85386;   68617;   14000;   30770\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.12;  103906;    7527;   14349;    1170;   79711;   57806;   88407;   73325;   15499;   30581\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.03.05;  106695;    9648;   13384;    1071;   80572;   62144;   91291;   76599;   15404;   30096\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.26;  110369;    7372;   11861;    1235;   82937;   61182;   91544;   74278;   18825;   36092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.19;  101994;    6336;   15218;     695;   78544;   52409;   85575;   68322;   16419;   33672\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.12;  102600;    6062;   15437;     629;   79369;   56856;   86060;   72922;   16541;   29679\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.02.05;  103299;    4882;   14545;     492;   80924;   57727;   86298;   72764;   17001;   30535\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.29;   97803;    4577;    9638;     391;   77407;   58613;   82375;   68642;   15428;   29161\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.22;   98198;    5545;   16771;    4357;   74161;   49856;   84064;   70985;   14134;   27214\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.15;   91233;    6220;   14008;    4348;   65200;   45598;   75767;   63954;   15466;   27279\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2002.01.08;   85181;    6535;   13459;    5244;   58529;   43357;   70308;   62060;   14873;   23121\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.28;   77766;    5886;   11070;    4160;   55632;   42683;   65677;   57912;   12089;   19854\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.21;   78000;    5812;   11161;    4065;   53848;   43197;   63724;   58423;   14275;   19576\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.18;   79272;    6712;   10059;    3987;   53751;   44165;   64450;   58211;   14822;   21061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.11;   70069;    6797;    9355;    3478;   43198;   36361;   53473;   49193;   16597;   20876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.12.04;   75892;    5787;   12913;    2925;   52332;   39831;   61044;   55669;   14848;   20223\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.27;   75115;    3548;   14651;    1257;   54848;   34281;   59654;   50190;   15461;   24925\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.20;   73851;    3380;   13899;    1141;   52481;   36825;   57002;   51864;   16849;   21987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.13;   75204;    4198;   13941;    1328;   51853;   36896;   57379;   52165;   17825;   23039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.11.06;   73947;    5223;   13211;    1168;   47738;   34754;   54129;   49133;   19819;   24814\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.30;   70220;    4738;    8262;     949;   46212;   37014;   51899;   46225;   18320;   23994\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.23;   70896;    5184;    9874;     438;   48477;   36664;   54099;   46976;   16797;   23920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.16;   65388;    3553;    8365;     492;   44214;   34529;   48259;   43386;   17129;   22002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.09;   62624;    2896;    9605;     155;   44809;   30729;   47860;   40489;   14764;   22135\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.10.02;   62457;    3550;    9691;     203;   42963;   29843;   46716;   39737;   15742;   22720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.25;   71311;    2806;   10242;     103;   49756;   34642;   52665;   44987;   18646;   26324\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.18;   75536;    2464;   10805;     649;   51600;   36095;   54713;   47549;   20823;   27987\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.10;   79814;    1960;   13853;     394;   62028;   38651;   64382;   52898;   15433;   26917\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.09.04;   77696;    1700;   11952;       0;   60595;   37955;   62295;   49907;   15401;   27789\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.28;   90352;    1990;   12503;     766;   66664;   47963;   69420;   61232;   20932;   29120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.21;   81024;    2333;   11664;    1011;   61117;   42972;   64461;   55646;   16563;   25378\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.14;   71467;    3234;    9355;     806;   50857;   36529;   54897;   46690;   16570;   24777\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.08.07;   63610;    2205;    6068;    1338;   46204;   31949;   49747;   39355;   13862;   24255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.31;   57207;    2179;    5506;       0;   39960;   27510;   42139;   33016;   15068;   24191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.24;   58408;    1141;    6506;       0;   43749;   27775;   44890;   34281;   13518;   24127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.17;   58017;       0;    5667;       0;   44239;   28983;   44239;   34650;   13778;   23367\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.10;   53800;       0;    5527;       0;   38194;   25265;   38194;   30792;   15606;   23008\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.07.03;   54181;    1230;    5402;       0;   37062;   27601;   38292;   33003;   15889;   21178\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.26;   62175;    3715;    4487;       0;   42000;   35875;   45715;   40362;   16460;   21813\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.19;   63695;    4090;    4487;       0;   42181;   37538;   46271;   42025;   17424;   21670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.12;   67024;    3999;    5611;       0;   47648;   40158;   51647;   45769;   15377;   21255\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.06.05;   68442;    2961;    4650;       0;   49259;   42634;   52220;   47284;   16222;   21159\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.29;   78793;    2665;    4114;    2404;   54083;   49291;   59152;   55809;   19641;   22984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.22;   70559;    3039;    2759;    2937;   45984;   42233;   51960;   47930;   18599;   22629\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.15;   67420;    3493;    2297;    1633;   44127;   41632;   49253;   45562;   18167;   21858\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.08;   64810;    3803;    2476;    1997;   43151;   43196;   48951;   47669;   15859;   17141\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.05.01;   67230;    3791;    2013;    1552;   45490;   45912;   50833;   49477;   16396;   17753\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.24;   68369;    3743;    1426;       0;   48947;   50783;   52690;   52209;   15679;   16160\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.17;   76600;    8670;    2085;       0;   51470;   59724;   60140;   61809;   16460;   14791\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.10;   76431;    8010;    1791;       0;   49530;   58928;   57540;   60719;   18891;   15712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.04.03;   77196;    9561;    1791;       0;   50211;   61762;   59772;   63553;   17424;   13643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.27;   78166;    8380;    1791;       0;   51237;   63203;   59617;   64994;   18549;   13172\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.20;   79131;    8116;    2640;       0;   50671;   62408;   58787;   65048;   20344;   14083\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.13;   86885;    9714;    1690;     698;   56626;   67690;   67038;   70078;   19847;   16807\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.03.06;   85147;    8977;    1717;     866;   55725;   67868;   65568;   70451;   19579;   14696\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.27;   85194;    9959;       0;    2624;   53926;   66885;   66509;   69509;   18685;   15685\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.20;   79603;    8921;    1830;       0;   50244;   62299;   59165;   64129;   20438;   15474\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.13;   78188;    9308;    1830;       0;   52215;   61449;   61523;   63279;   16665;   14909\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.02.06;   77135;    5526;     811;       0;   55995;   61597;   61521;   62408;   15613;   14727\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.30;   79148;    5994;     811;       0;   55520;   63815;   61514;   64626;   17634;   14522\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.23;   81081;    3959;     811;       0;   59411;   66640;   63370;   67451;   17711;   13630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.16;   82985;    5722;    1832;       0;   60494;   68738;   66216;   70570;   16768;   12415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.09;   85707;    5471;    1834;       0;   63291;   70734;   68762;   72568;   16945;   13139\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2001.01.02;   83062;   13634;    2929;       0;   50209;   67523;   63843;   70452;   19219;   12610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.26;   81545;   10106;    1830;       0;   51414;   67618;   61520;   69448;   20025;   12097\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.19;   76189;   11041;    1830;       0;   46602;   61848;   57643;   63678;   18546;   12511\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.12;   78111;   12984;     809;       0;   45600;   62490;   58584;   63299;   19527;   14812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.12.05;   78022;   15352;     840;      20;   45527;   62451;   60899;   63311;   17123;   14711\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.28;   74310;   11292;       0;       0;   45536;   59326;   56828;   59326;   17482;   14984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.21;   58782;    9355;       0;     258;   32389;   43913;   42002;   44171;   16780;   14611\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.14;   57928;   10379;       0;     263;   32349;   42735;   42991;   42998;   14937;   14930\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.11.07;   54400;    9457;       0;     277;   29841;   39429;   39575;   39706;   14825;   14694\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.31;   54740;   10473;       0;     282;   29322;   41856;   40077;   42138;   14663;   12602\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.24;   54439;   10782;       0;     258;   29287;   40525;   40327;   40783;   14112;   13656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.17;   55041;   11055;    2370;     270;   29978;   38592;   41303;   41232;   13738;   13809\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.10;   49802;   13478;    2370;     280;   22459;   33252;   36217;   35902;   13585;   13900\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.10.03;   52370;   13901;    2910;     196;   25193;   35727;   39290;   38833;   13080;   13537\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.26;   52909;    7732;    1620;     277;   31084;   37990;   39093;   39887;   13816;   13022\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.19;   45190;    3040;     540;       0;   28120;   30852;   31160;   31392;   14030;   13798\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.12;   44720;    2412;    1910;       0;   29655;   28890;   32067;   30800;   12653;   13920\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.09.05;   46943;    1942;    1910;       0;   28842;   30014;   30784;   31924;   16159;   15019\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.29;   53786;    1525;    3492;     880;   38674;   33882;   41079;   38254;   12707;   15532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.22;   55595;    2842;    6423;    1205;   39070;   32676;   43117;   40304;   12478;   15291\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.15;   51013;    1836;    6923;     140;   36775;   28513;   38751;   35576;   12262;   15437\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.08;   55181;    1918;    7217;       0;   40322;   31566;   42240;   38783;   12941;   16398\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.08.01;   54492;    1382;    7717;       0;   40207;   31170;   41589;   38887;   12903;   15605\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.25;   56276;    1167;    9288;       0;   42859;   31692;   44026;   40980;   12250;   15296\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.18;   55463;     575;    9288;       0;   42622;   31246;   43197;   40534;   12266;   14929\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.11;   55404;    1794;    9488;       0;   40489;   31817;   42283;   41305;   13122;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.07.05;   55725;    1316;    9950;       0;   41531;   31624;   42847;   41574;   12878;   14151\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.27;   51990;       0;    5617;       0;   39562;   31329;   39562;   36946;   12428;   15044\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.20;   52641;    1020;    6302;       0;   40078;   31166;   41098;   37468;   11543;   15173\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.13;   48525;     600;    4177;       0;   38049;   30560;   38649;   34737;    9876;   13788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.06.06;   49159;     600;    5961;       0;   38793;   28987;   39393;   34948;    9766;   14211\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.30;   50302;    1769;    2936;    1988;   36274;   30850;   40031;   35774;   10271;   14528\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.23;   48864;    1406;    5249;       0;   38326;   29516;   39732;   34765;    9132;   14099\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.16;   48484;    2132;    4050;     120;   38342;   29643;   40594;   33813;    7890;   14671\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.09;   49862;    2345;    5828;     131;   42791;   36200;   45267;   42159;    4595;    7703\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.05.02;   46009;    2022;    4148;     131;   38799;   33460;   40952;   37739;    5057;    8270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.25;   44006;    1968;    4060;     157;   36106;   31455;   38231;   35672;    5775;    8334\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.18;   43422;    4216;    4805;     670;   33291;   29980;   38177;   35455;    5245;    7967\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.11;   43175;    4108;    4578;     632;   32551;   30644;   37291;   35854;    5884;    7321\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.04.04;   44668;    5073;    4789;     631;   33175;   31250;   38879;   36670;    5789;    7999\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.28;   45554;    3747;    3710;     368;   36488;   33356;   40603;   37434;    4951;    8120\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.21;   46333;    2899;    6089;     203;   37864;   32686;   40966;   38978;    5367;    7355\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.14;   44984;    1921;    5533;     211;   37542;   31756;   39674;   37500;    5309;    7484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.03.07;   44243;    2194;    5139;     212;   36741;   30639;   39147;   35990;    5096;    8253\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.29;   42785;    2256;    5359;    2015;   33680;   29061;   37951;   36435;    4834;    6350\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.22;   48730;    3604;    9110;    4248;   34932;   26314;   42784;   39672;    5945;    9058\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.08;   40650;    3234;    9506;     889;   31085;   24121;   35208;   34516;    5442;    6134\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.02.01;   36723;    3260;    4604;     188;   27269;   25310;   30717;   30102;    6006;    6621\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.25;   36464;    2999;    4232;     300;   26907;   25523;   30206;   30055;    6258;    6409\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.18;   33760;    2436;    4320;       0;   25534;   23956;   27970;   28276;    5790;    5484\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.11;   32328;    1698;    3123;       0;   25207;   24110;   26905;   27233;    5423;    5095\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2000.01.04;   32956;    2151;    1720;     500;   24909;   25644;   27560;   27864;    5396;    5092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.28;   32816;    1145;    1370;     500;   25844;   25726;   27489;   27596;    5327;    5220\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.21;   32401;    1156;    1136;     500;   25132;   25581;   26788;   27217;    5613;    5184\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.14;   33134;    1487;    1635;     181;   25434;   25910;   27102;   27726;    6032;    5408\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.12.07;   35697;    1416;     785;     171;   28681;   29252;   30268;   30208;    5429;    5489\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.30;   43459;    1372;    2974;    1067;   35690;   33861;   38129;   37902;    5330;    5557\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.23;   40929;    1416;    1008;    2325;   31469;   32057;   35210;   35390;    5719;    5539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.16;   34723;    1277;    1277;     344;   27492;   27532;   29113;   29153;    5610;    5570\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.09;   36542;    1555;    1865;     644;   28674;   28685;   30873;   31194;    5669;    5348\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.11.02;   39368;    2323;    4025;     344;   30680;   28963;   33347;   33332;    6021;    6036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.26;   37407;    1502;    2727;     344;   29935;   28052;   31781;   31123;    5626;    6284\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.19;   37644;    1776;    2453;     329;   30709;   28108;   32814;   30890;    4830;    6754\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.12;   38827;    1994;    1808;     346;   30837;   30782;   33177;   32936;    5650;    5891\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.10.05;   37032;    2232;    2072;     347;   29661;   28977;   32240;   31396;    4792;    5636\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.28;   38326;    2393;    3340;     319;   30534;   29566;   33246;   33225;    5080;    5101\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.21;   37890;    2191;    3380;     315;   30908;   29160;   33414;   32855;    4476;    5035\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.14;   39101;    2187;    3580;     315;   32205;   29977;   34707;   33872;    4394;    5229\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.09.07;   38992;    3433;    4936;     315;   30867;   27748;   34615;   32999;    4377;    5993\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.31;   38495;    2675;    3495;     667;   30159;   28699;   33501;   32861;    4994;    5634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.24;   37899;    4061;    2037;     612;   27810;   28189;   32483;   30838;    5416;    7061\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.17;   38318;    4820;    2569;     334;   27350;   28234;   32504;   31137;    5814;    7181\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.10;   38257;    3693;    3816;     748;   29470;   26676;   33911;   31240;    4346;    7017\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.08.03;   36070;    2788;    3199;     731;   27290;   25497;   30809;   29427;    5261;    6643\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.27;   35893;    3953;    3126;       0;   26402;   25989;   30355;   29115;    5538;    6778\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.20;   35633;    4171;    2898;       0;   25294;   26394;   29465;   29292;    6168;    6341\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.13;   35058;    3814;    2834;       0;   25593;   25853;   29407;   28687;    5651;    6371\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.07.06;   35095;    3833;    2755;       0;   25978;   25632;   29811;   28387;    5284;    6708\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.29;   34478;    3365;    4896;       0;   26202;   22490;   29567;   27386;    4911;    7092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.22;   34601;    3416;    4488;       0;   26319;   23608;   29735;   28096;    4866;    6505\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.15;   36135;    3867;    2973;       0;   27211;   26256;   31078;   29229;    5057;    6906\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.08;   36508;    3810;    2501;       0;   27926;   27066;   31736;   29567;    4772;    6941\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.06.01;   36900;    3118;    2826;      30;   28789;   26548;   31937;   29404;    4963;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.25;   33866;    2425;    3376;     468;   25185;   23469;   28078;   27313;    5788;    6553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.18;   34163;    2592;    2704;     339;   24935;   24734;   27866;   27777;    6297;    6386\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.11;   33629;    3079;    5174;     118;   24776;   24314;   27973;   29606;    5656;    4023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.05.04;   36255;    2811;    2677;     124;   28159;   28571;   31094;   31372;    5161;    4883\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.27;   40806;    4635;    3662;     148;   30576;   31723;   35359;   35533;    5447;    5273\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.20;   41900;    4383;    2782;      30;   31820;   34303;   36233;   37115;    5667;    4785\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.13;   39716;    4030;    1669;      30;   30017;   33601;   34077;   35300;    5639;    4416\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.04.06;   37907;    5736;    1228;      30;   27071;   32281;   32837;   33539;    5070;    4368\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.30;   39889;    5019;    2237;     152;   29732;   32637;   34903;   35026;    4986;    4863\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.23;   39135;    5080;    1798;     152;   28491;   31720;   33723;   33670;    5412;    5465\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.16;   39634;    5490;    1395;     152;   28314;   33369;   33956;   34916;    5678;    4718\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.09;   41342;    4885;    1145;       0;   29330;   34958;   34215;   36103;    7127;    5239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.03.02;   41590;    4410;    1211;       0;   30449;   34616;   34859;   35827;    6731;    5763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.23;   40882;    3792;    2087;     286;   29662;   33125;   33740;   35498;    7142;    5384\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.16;   40858;    3852;    2824;       0;   30314;   33623;   34166;   36447;    6692;    4411\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.09;   40736;    4099;    1700;     117;   29924;   35139;   34140;   36956;    6596;    3780\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.02.02;   41481;    3782;    1200;     197;   30250;   36860;   34229;   38257;    7252;    3225\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.26;   40314;    3704;    1455;      80;   29635;   35372;   33419;   36907;    6895;    3406\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.19;   41886;    3414;    1530;      80;   30984;   36245;   34478;   37855;    7409;    4031\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.12;   39236;    3104;    1741;      80;   28992;   33330;   32176;   35151;    7060;    4085\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1999.01.05;   39291;    4391;    1086;       0;   27917;   34608;   32308;   35694;    6984;    3597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.29;   41225;    4777;    1176;       0;   29320;   36157;   34097;   37333;    7128;    3892\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.22;   42167;    5168;     837;       0;   29421;   37478;   34589;   38315;    7578;    3852\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.15;   38362;    3908;     493;       0;   27826;   33943;   31734;   34436;    6628;    3926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.08;   40184;    5222;     718;     305;   28670;   35047;   34197;   36070;    5987;    4114\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.12.01;   38517;    5590;     493;     305;   27147;   33838;   33042;   34636;    5475;    3881\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.24;   38535;    5255;    1010;    1021;   26715;   31668;   32991;   33699;    5544;    4836\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.17;   38552;    5030;     847;     400;   27030;   32862;   32460;   34109;    6092;    4443\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.10;   37707;    5182;     847;     400;   26117;   31303;   31699;   32550;    6008;    5157\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.11.03;   37165;    5654;     747;     400;   25310;   31230;   31364;   32377;    5801;    4788\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.27;   37443;    4658;     878;     400;   26435;   31445;   31493;   32723;    5950;    4720\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.20;   37225;    5620;     878;     400;   25425;   31187;   31445;   32465;    5780;    4760\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.13;   35681;    6726;    1278;     400;   23310;   29220;   30436;   30898;    5245;    4783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.10.06;   36314;    7263;    2466;       0;   23823;   29526;   31086;   31992;    5228;    4322\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.29;   37574;    7061;    2383;       0;   23955;   31123;   31016;   33506;    6558;    4068\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.22;   41226;    9201;    1951;       0;   28286;   37847;   37487;   39798;    3739;    1428\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.15;   48725;    8939;    1751;       0;   26816;   42177;   35755;   43928;   12970;    4797\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.08;   54578;   10660;    2212;     101;   36923;   47707;   47684;   50020;    6894;    4558\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.09.01;   52637;    9327;    2017;     470;   36335;   44988;   46132;   47475;    6505;    5162\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.25;   49294;    6820;    1788;    3190;   32594;   39306;   42604;   44284;    6690;    5010\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.18;   49420;    6877;    1776;     420;   34897;   42053;   42194;   44249;    7226;    5171\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.11;   48236;    6738;    2833;     420;   34539;   40107;   41697;   43360;    6539;    4876\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.08.04;   44516;    5928;    3095;     470;   32517;   35577;   38915;   39142;    5601;    5374\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.28;   43404;    5818;    3572;     170;   31998;   34109;   37986;   37851;    5418;    5553\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.21;   44877;    7418;    3599;      57;   32329;   36635;   39804;   40291;    5073;    4586\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.14;   45818;    6535;    2849;      51;   33905;   38251;   40491;   41151;    5327;    4667\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.07.07;   45681;    6231;    2924;      53;   34374;   38140;   40658;   41117;    5023;    4564\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.30;   42786;    5290;    2200;     473;   31657;   35672;   37420;   38345;    5366;    4441\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.23;   48449;    5258;    4513;    1723;   35149;   36919;   42130;   43155;    6319;    5294\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.16;   49505;    5864;    4078;     799;   36049;   38289;   42712;   43166;    6793;    6339\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.09;   46055;    4213;    4367;     787;   36596;   34644;   41596;   39798;    4459;    6257\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.06.02;   46586;    5198;    1914;     576;   36274;   37927;   42048;   40417;    4538;    6169\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.26;   54880;    2447;    2451;    1874;   43773;   43433;   48094;   47758;    6786;    7122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.19;   44493;    1733;    3040;     414;   37927;   35498;   40074;   38952;    4419;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.12;   44889;    1646;    2685;     418;   38236;   35547;   40300;   38650;    4589;    6239\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.05.05;   42128;     701;    2709;     389;   36487;   33184;   37577;   36282;    4551;    5846\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.28;   40921;    1461;    1533;       0;   34927;   32832;   36388;   34365;    4533;    6556\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.21;   41903;    2593;    1945;       0;   34415;   33688;   37008;   35633;    4895;    6270\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.14;   41087;    2654;    2201;       0;   32923;   33025;   35577;   35226;    5510;    5861\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.04.07;   39865;    1745;    2201;       0;   31876;   31572;   33621;   33773;    6244;    6092\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.31;   37562;    1452;    2436;       0;   30844;   29585;   32296;   32021;    5266;    5541\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.24;   39087;    1635;    4311;     425;   31284;   29697;   33344;   34433;    5743;    4654\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.17;   39440;    3046;    2587;    1554;   29241;   30665;   33841;   34806;    5599;    4634\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.10;   41380;    2432;    1168;    2868;   30700;   31762;   36000;   35798;    5380;    5582\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.03.03;   44144;    3087;     218;    4977;   30847;   32988;   38911;   38183;    5233;    5961\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.24;   50176;    3440;     798;   10855;   30641;   32381;   44936;   44034;    5240;    6142\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.17;   39292;    1998;    1243;     650;   30589;   30605;   33237;   32498;    6055;    6794\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.10;   37831;    2412;     800;     200;   29897;   28905;   32509;   29905;    5322;    7926\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.02.03;   37418;    1674;    1303;     395;   30325;   30199;   32394;   31897;    5024;    5521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.27;   36858;    2456;     560;     200;   28942;   30907;   31598;   31667;    5260;    5191\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.20;   40668;    3365;     906;     213;   31265;   34017;   34843;   35136;    5825;    5532\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.13;   41333;    3865;    1370;     208;   31713;   34143;   35786;   35721;    5547;    5612\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1998.01.06;   41263;    3587;    2285;     200;   32699;   33668;   36486;   36153;    4777;    5110\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.30;   40540;    3071;    2229;     200;   32814;   32802;   36085;   35231;    4455;    5309\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.23;   40252;    6920;    2926;     200;   28606;   31643;   35726;   34769;    4526;    5483\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.16;   32846;     480;    3503;       0;   27874;   22331;   28354;   25834;    4492;    7012\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.09;   36183;    1172;    3384;     776;   28981;   24709;   30929;   28869;    5254;    7314\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.12.02;   43290;     975;    2910;    3483;   32825;   33095;   37283;   39488;    6007;    3802\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.25;   44238;    1491;    2950;    3935;   32723;   30762;   38149;   37647;    6089;    6591\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.18;   35323;      20;     700;     239;   29280;   27715;   29539;   28654;    5784;    6669\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.11;   36614;     181;    1319;      29;   31335;   27900;   31545;   29248;    5069;    7366\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.11.04;   38474;     505;    1109;      29;   32225;   28844;   32759;   29982;    5715;    8492\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.28;   37316;     531;    1473;      29;   30431;   28566;   30991;   30068;    6325;    7248\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.21;   38704;     826;    1830;      29;   33481;   29111;   34336;   30970;    4368;    7734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.14;   42586;     635;    1630;      29;   32651;   27904;   33315;   29563;    9271;   13023\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.10.07;   43818;    1266;    4908;      29;   36498;   28702;   37793;   33639;    6025;   10179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.30;   42483;    1231;    6499;      29;   36970;   28313;   38230;   34841;    4253;    7642\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.23;   42064;    2017;    5716;     160;   35543;   28425;   37720;   34301;    4344;    7763\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.16;   46107;    3548;    7665;     942;   36950;   29830;   41440;   38437;    4667;    7670\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.09;   45184;    1772;    8066;    1095;   38130;   28391;   40997;   37552;    4187;    7632\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.09.02;   45648;    2329;    7632;    1287;   37740;   28830;   41356;   37749;    4292;    7899\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.26;   51764;    3287;    5670;    1458;   39271;   33142;   44016;   40270;    7748;   11494\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.19;   47868;    3568;    5670;     732;   39597;   33889;   43897;   40291;    3971;    7577\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.12;   46325;    3254;    6382;     279;   39380;   32674;   42913;   39335;    3412;    6990\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.08.05;   46357;    3209;    6117;     279;   38655;   31987;   42143;   38383;    4214;    7974\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.29;   36791;    2972;    1345;     303;   29550;   27460;   32825;   29108;    3966;    7683\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.22;   36076;    3407;     984;      47;   28552;   27005;   32006;   28036;    4070;    8040\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.15;   34772;    2934;    1184;      43;   27588;   25589;   30565;   26816;    4206;    7956\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.08;   36843;    3152;    1184;      42;   29299;   27773;   32493;   28999;    4350;    7844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.07.01;   33419;    2322;    1714;      41;   27218;   23823;   29581;   25578;    3838;    7841\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.24;   33220;    2981;    3214;      41;   26640;   22456;   29662;   25711;    3558;    7509\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.17;   33195;    2978;    3270;      37;   26542;   21860;   29557;   25167;    3638;    8028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.10;   32980;    3240;    1570;      14;   25861;   20483;   29115;   22067;    3865;   10913\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.06.03;   32812;    2524;    2528;    1026;   24557;   19049;   28107;   22603;    4705;   10209\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.27;   31998;    2202;    3007;      29;   25134;   18629;   27365;   21665;    4632;   10333\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.20;   30776;    2110;    4437;      29;   24452;   16910;   26591;   21376;    4185;    9400\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.13;   27371;    2089;    3153;      29;   21001;   15503;   23119;   18685;    4252;    8686\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.05.06;   27883;    2467;    2638;     239;   21167;   16485;   23873;   19362;    4010;    8521\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.29;   25574;    1723;    2771;     193;   19442;   14315;   21358;   17279;    4216;    8295\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.22;   24071;    1806;    2715;     238;   18163;   13585;   20207;   16538;    3864;    7533\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.15;   23738;    2265;    2123;      29;   17789;   13724;   20083;   15876;    3655;    7862\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.08;   24230;    2945;    2269;      32;   17706;   13893;   20683;   16194;    3547;    8036\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.04.01;   22460;    2123;    1331;      29;   15982;   12685;   18134;   14045;    4326;    8415\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.25;   24132;    3101;    1356;      29;   16531;   14790;   19661;   16175;    4471;    7957\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.18;   20125;    1562;    1416;     281;   14801;   10096;   16644;   11793;    3481;    8332\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.11;   21722;    1096;     248;     866;   15426;   13172;   17388;   14286;    4334;    7436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.03.04;   26531;     447;     206;    3700;   18122;   15029;   22269;   18935;    4262;    7596\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.25;   24730;     533;    2500;    1029;   17444;   12064;   19006;   15593;    5724;    9137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.18;   21241;     426;       0;      29;   15583;   15201;   16038;   15230;    5203;    6011\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.11;   22057;     492;     200;      29;   17320;   15273;   17841;   15502;    4216;    6555\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.02.04;   21966;     652;     645;      29;   16394;   13729;   17075;   14403;    4891;    7563\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.28;   20692;     473;     903;      29;   16345;   12104;   16847;   13036;    3845;    7656\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.21;   20669;     675;     410;      29;   16109;   14600;   16813;   15039;    3856;    5630\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.14;   20573;     181;     210;      29;   16643;   13795;   16853;   14034;    3720;    6539\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1997.01.07;   20410;     453;     290;      25;   16487;   14374;   16965;   14689;    3445;    5721\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.31;   19676;     693;     670;      25;   15320;   13398;   16038;   14093;    3638;    5583\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.24;   20715;    1027;    1420;      25;   15909;   13718;   16961;   15163;    3754;    5552\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.17;   20473;    1438;    1640;     170;   14663;   12755;   16271;   14565;    4202;    5908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.10;   19035;     828;    1270;       0;   14185;   12147;   15013;   13417;    4022;    5618\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.12.03;   21736;    1076;     747;     203;   15858;   13489;   17137;   14439;    4599;    7297\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.26;   22410;     421;    1295;     429;   16953;   13265;   17803;   14989;    4607;    7421\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.19;   19051;     387;     719;      25;   14456;   11904;   14868;   12648;    4183;    6403\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.12;   18416;     561;     367;       0;   12700;   12498;   13261;   12865;    5155;    5551\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.11.05;   17854;     202;     747;       0;   12998;   11442;   13200;   12189;    4654;    5665\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.29;   18130;     681;    1181;       0;   13089;   11257;   13770;   12438;    4360;    5692\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.22;   17733;       0;    1419;       0;   13812;   10411;   13812;   11830;    3921;    5903\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.15;   17218;       0;    1243;       0;   13622;    9545;   13622;   10788;    3596;    6430\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.08;   18111;       0;    1218;       0;   14513;   10283;   14513;   11501;    3598;    6610\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.10.01;   17774;       0;    1043;       0;   13991;    9944;   13991;   10987;    3783;    6787\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.24;   17675;     176;     375;     868;   13305;   10144;   14349;   11387;    3326;    6288\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.17;   17443;     881;     625;    1041;   11784;    9674;   13706;   11340;    3737;    6103\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.10;   18834;     799;     888;    2055;   12447;    9225;   15301;   12168;    3533;    6666\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.09.03;   18951;    1706;     300;    1668;   11925;    9154;   15299;   11122;    3652;    7829\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.27;   19147;    1401;     420;    1572;   12113;   10177;   15086;   12169;    4061;    6978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.20;   16099;    1132;     633;     281;   10224;    9336;   11637;   10250;    4462;    5849\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.13;   16265;     490;     781;     212;   11308;    9270;   12010;   10263;    4255;    6002\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.08.06;   16117;     507;     561;     212;   11031;    9548;   11750;   10321;    4367;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.30;   15915;     825;     561;       0;   10831;    7973;   11656;    8534;    4259;    7381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.23;   16073;    1163;     818;      10;   10736;    9155;   11909;    9983;    4164;    6090\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.16;   15876;     818;    1212;       9;   11101;    8863;   11928;   10084;    3948;    5792\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.09;   15753;    1266;     961;       9;   10823;    8483;   12098;    9453;    3655;    6300\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.07.02;   15488;    1627;     703;      10;   10305;    9041;   11942;    9754;    3546;    5734\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.25;   17242;    1205;    1540;     151;   12013;    8966;   13369;   10657;    3873;    6585\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.18;   17480;    1234;    2131;      10;   12530;    9075;   13774;   11216;    3706;    6264\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.11;   18846;    1003;    1004;      11;   13512;   10335;   14526;   11350;    4320;    7496\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.06.04;   18887;    1112;    1107;     611;   13149;   11191;   14872;   12909;    4015;    5978\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.28;   16335;     455;    1651;       0;   11048;    9205;   11503;   10856;    4832;    5479\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.21;   16393;     258;    1793;      48;   10871;    9147;   11177;   10988;    5216;    5405\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.14;   16723;     257;    2551;      48;   11188;    8684;   11493;   11283;    5230;    5440\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.05.07;   15958;     250;    2484;       0;   11156;    8300;   11406;   10784;    4552;    5174\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.30;   18715;     225;    3227;       0;   14269;   10309;   14494;   13536;    4221;    5179\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.23;   17525;    1809;    3151;       0;   11324;    9716;   13133;   12867;    4392;    4658\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.16;   17640;    1362;    3265;       0;   11792;    9467;   13154;   12732;    4486;    4908\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.09;   17813;    1142;    3574;       0;   11738;    9530;   12880;   13104;    4933;    4709\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.04.02;   15750;     286;    3031;       0;   10117;    8104;   10403;   11135;    5347;    4615\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.26;   18679;    1095;    2194;     708;   12257;   11339;   14060;   14241;    4619;    4438\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.19;   20260;    1133;    2190;     943;   13269;   12816;   15345;   15949;    4915;    4311\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.12;   21505;     557;    1752;    1608;   14799;   13558;   16964;   16918;    4541;    4587\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.03.05;   25369;       0;    2330;    1863;   18593;   15841;   20456;   20034;    4913;    5335\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.27;   27814;     565;    2371;    1200;   19434;   17398;   21199;   20969;    6615;    6845\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.20;   27430;     228;    2171;    1000;   20422;   18083;   21650;   21254;    5780;    6176\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.13;   28791;    1259;    3093;       0;   20669;   19457;   21928;   22550;    6863;    6241\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.02.06;   25769;     670;    2485;       0;   19326;   17302;   19996;   19787;    5773;    5982\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.30;   24062;     883;    2419;       0;   18452;   16406;   19335;   18825;    4727;    5237\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.23;   21803;    1362;    2114;       0;   15554;   14562;   16916;   16676;    4887;    5127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.16;   19420;    1466;    2173;       0;   13842;   12535;   15308;   14708;    4112;    4712\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.09;   18522;     950;    2536;       0;   13954;   11372;   14904;   13908;    3618;    4614\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1996.01.02;   17664;    6029;    2296;      43;    8126;   10757;   14198;   13096;    3466;    4568\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.26;   16860;    6029;    2216;      43;    7836;   10244;   13908;   12503;    2952;    4357\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.19;   18463;    6027;    2184;      43;    7457;    9453;   13527;   11680;    4936;    6783\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.12;   20086;    7130;    1871;     949;    8619;   12232;   16698;   15052;    3388;    5034\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.12.05;   23664;    7540;    2410;    1017;   10868;   14806;   19425;   18233;    4239;    5431\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.28;   30038;    7547;    2866;     780;   16493;   20686;   24820;   24332;    5218;    5706\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.21;   27275;    6977;    3136;       0;   15195;   18100;   22172;   21236;    5103;    6039\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.14;   26518;    5851;    5151;       0;   14991;   14931;   20842;   20082;    5676;    6436\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.11.07;   24455;    5592;    3030;       0;   14540;   15440;   20132;   18470;    4323;    5985\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.31;   19804;    4614;    2622;       0;   11192;   11702;   15806;   14324;    3998;    5480\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.24;   16807;    3517;    2822;       0;    9919;   10141;   13436;   12963;    3371;    3844\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.17;   16841;    3002;    2822;       0;    9758;    9727;   12760;   12549;    4081;    4292\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.10;   16627;    2732;    2822;       0;   10422;    9625;   13154;   12447;    3473;    4180\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.10.03;   16229;    2824;    2614;       0;   10047;    9725;   12871;   12339;    3358;    3890\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.26;   16101;    2556;    2396;       0;   10101;    9243;   12657;   11639;    3444;    4462\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.19;   16626;    2715;    2196;     281;   10129;    9942;   13125;   12419;    3501;    4207\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.12;   16940;    2689;    2640;     480;    9667;    9693;   12836;   12813;    4104;    4127\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.09.05;   18656;    2862;    2640;     480;   10861;   10589;   14203;   13709;    4453;    4947\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.29;   20566;    2624;    2422;       0;   14053;   13334;   16677;   15756;    3889;    4810\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.22;   18680;    2725;    1804;       0;   11879;    9892;   14604;   11696;    4076;    6984\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.15;   18179;    2683;    3172;       0;   11690;    8625;   14373;   11797;    3806;    6382\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.08;   18317;    2832;    3478;       0;   11386;    8718;   14218;   12196;    4100;    6122\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.08.01;   19579;    2829;    3889;       0;   13094;    9879;   15923;   13768;    3656;    5812\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.25;   20407;    3055;    4488;       0;   13663;   10782;   16718;   15270;    3689;    5137\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.18;   20377;    2650;    4239;       0;   14210;   11110;   16860;   15349;    3516;    5028\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.11;   19754;    2071;    3575;       0;   14133;   10441;   16204;   14016;    3550;    5738\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.07.03;   17053;    1516;    1542;       0;   11495;    9645;   13011;   11187;    4041;    5866\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.27;   18948;    1719;    1792;       0;   13676;   10871;   15395;   12663;    3553;    6285\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.20;   19442;    1866;    1992;       0;   13771;   11904;   15637;   13896;    3805;    5546\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.13;   18745;    1800;    1481;       7;   13845;   12062;   15652;   13550;    3093;    5195\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.06.06;   19114;    2088;    1215;       0;   13457;   12103;   15545;   13318;    3569;    5796\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.30;   20949;    2202;    1215;       0;   14677;   13276;   16879;   14491;    4070;    6458\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.23;   26304;    1674;    1750;       0;   20538;   17906;   22212;   19656;    4092;    6648\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.16;   27399;    1584;    1550;       0;   22101;   15863;   23685;   17413;    3714;    9986\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.09;   28850;    1350;    1550;       0;   23660;   21112;   25010;   22662;    3841;    6189\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.05.02;   29339;     900;    1685;       0;   25153;   20659;   26053;   22344;    3285;    6995\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.25;   30810;     570;    1871;       0;   27202;   21906;   27772;   23777;    3038;    7033\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;1995.04.18;   29397;     540;    1466;       0;   25676;   21550;   26216;   23016;    3181;    6381\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;  237762;  202130;   46731;  657591;  651691;  942083;  900552;  102066;  143597\r
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE ;2011.07.12; 1044149;   46633;  121030;    7568;  302836;  373882;   95178;  362281;  112689;   75733\r