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1 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 36571; 13635; 8344; 630; 22150; 27562; 36415; 36536; 156; 35\r
2 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 59554; 14399; 9121; 1684; 42904; 48162; 58987; 58967; 567; 587\r
3 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 60617; 13872; 9119; 2277; 44415; 49112; 60564; 60508; 53; 109\r
4 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 52067; 14175; 9072; 748; 37081; 42135; 52004; 51955; 63; 112\r
5 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 53493; 13043; 9085; 998; 39395; 42559; 53436; 52642; 57; 851\r
6 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 55477; 14801; 9457; 793; 39846; 45029; 55440; 55279; 37; 198\r
7 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 55848; 14965; 9479; 1020; 39797; 45149; 55782; 55648; 66; 200\r
8 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59161; 15171; 8145; 543; 43221; 50282; 58935; 58970; 226; 191\r
9 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 57918; 15484; 7585; 646; 41569; 49499; 57699; 57730; 219; 188\r
10 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 56459; 15728; 7256; 773; 39687; 48238; 56188; 56267; 271; 192\r
11 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 56023; 15269; 7518; 813; 39661; 47246; 55743; 55577; 280; 446\r
12 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 55890; 15363; 7629; 732; 39715; 47489; 55810; 55850; 80; 40\r
13 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 52927; 13630; 6490; 846; 38069; 45213; 52545; 52549; 382; 378\r
14 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 51844; 13236; 5964; 857; 37375; 44670; 51468; 51491; 376; 353\r
15 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 62714; 14711; 3464; 1224; 46330; 57437; 62265; 62125; 449; 589\r
16 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 61287; 15489; 4675; 1217; 44305; 55279; 61011; 61171; 276; 116\r
17 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 59355; 18475; 4452; 1433; 39219; 53199; 59127; 59084; 228; 271\r
18 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 60934; 18828; 4546; 1473; 40405; 54764; 60706; 60783; 228; 151\r
19 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 59781; 18756; 4469; 1438; 39353; 53788; 59547; 59695; 234; 86\r
20 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 49081; 11205; 2685; 1759; 35883; 44566; 48847; 49010; 234; 71\r
21 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 54693; 8115; 2808; 846; 39965; 50985; 48926; 54639; 5767; 54\r
22 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 53190; 5793; 6335; 972; 46117; 45836; 52882; 53143; 308; 47\r
23 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 53183; 5278; 4658; 1269; 46311; 47170; 52858; 53097; 325; 86\r
24 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 50827; 5332; 3694; 1313; 43966; 45763; 50611; 50770; 216; 57\r
25 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 50675; 5488; 4389; 1269; 43687; 44993; 50444; 50651; 231; 24\r
26 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 50413; 5677; 4594; 1269; 43210; 44467; 50156; 50330; 257; 83\r
27 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 51500; 5680; 4892; 1269; 44220; 45264; 51169; 51425; 331; 75\r
28 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 57584; 6756; 3726; 2009; 47698; 50910; 56463; 56645; 1121; 939\r
29 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 50975; 6287; 3802; 1845; 42605; 45137; 50737; 50784; 238; 191\r
30 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 54377; 10132; 10231; 1135; 42829; 42896; 54096; 54262; 281; 115\r
31 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 53885; 10057; 10563; 910; 42565; 42374; 53532; 53847; 353; 38\r
32 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 55484; 11583; 11515; 1045; 42466; 42881; 55094; 55441; 390; 43\r
33 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 55480; 12135; 10645; 857; 42082; 43318; 55074; 54820; 406; 660\r
34 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 55013; 11504; 10832; 824; 42292; 43291; 54620; 54947; 393; 66\r
35 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 56214; 11406; 11125; 884; 43468; 44061; 55758; 56070; 456; 144\r
36 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 56250; 11548; 9855; 976; 43267; 45323; 55791; 56154; 459; 96\r
37 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 52713; 8644; 10539; 1277; 42488; 40766; 52409; 52582; 304; 131\r
38 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 52148; 8134; 10785; 1652; 42076; 39699; 51862; 52136; 286; 12\r
39 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 51855; 8247; 10394; 1574; 39077; 37078; 48898; 49046; 2957; 2809\r
40 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 51642; 6929; 10155; 1579; 42866; 39796; 51374; 51530; 268; 112\r
41 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 51830; 6789; 14102; 1519; 43242; 36080; 51550; 51701; 280; 129\r
42 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 54345; 8946; 13903; 1619; 43399; 38681; 53964; 54203; 381; 142\r
43 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 54897; 6372; 13690; 1671; 46506; 39382; 54549; 54743; 348; 154\r
44 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 56803; 6737; 14851; 1662; 48023; 40214; 56422; 56727; 381; 76\r
45 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 55087; 7070; 18176; 1607; 46088; 35236; 54765; 55019; 322; 68\r
46 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 57069; 7368; 18558; 1666; 47762; 36744; 56796; 56968; 273; 101\r
47 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 55763; 4820; 19463; 618; 50165; 35516; 55603; 55597; 160; 166\r
48 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 54992; 5442; 18528; 575; 48741; 35762; 54758; 54865; 234; 127\r
49 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 53098; 2969; 17771; 285; 49685; 35041; 52939; 53097; 159; 1\r
50 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 53336; 2729; 17894; 285; 49986; 34956; 53000; 53135; 336; 201\r
51 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 52924; 2501; 17961; 285; 49908; 34612; 52694; 52858; 230; 66\r
52 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 55073; 2468; 20966; 285; 52041; 33782; 54794; 55033; 279; 40\r
53 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 54032; 2075; 19564; 285; 51544; 34089; 53904; 53938; 128; 94\r
54 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 65184; 2850; 21639; 285; 61952; 43192; 65087; 65116; 97; 68\r
55 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 70424; 3286; 17916; 383; 66537; 51948; 70206; 70247; 218; 177\r
56 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 71426; 3302; 19110; 338; 67578; 51842; 71218; 71290; 208; 136\r
57 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 67716; 3489; 17834; 285; 63639; 49361; 67413; 67480; 303; 236\r
58 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 68539; 3589; 18959; 285; 64433; 49086; 68307; 68330; 232; 209\r
59 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 71483; 4176; 18365; 285; 66892; 52558; 71353; 71208; 130; 275\r
60 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 65963; 3643; 12303; 1714; 60374; 49415; 65731; 63432; 232; 2531\r
61 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 64633; 2566; 13785; 828; 61122; 47741; 64516; 62354; 117; 2279\r
62 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 64467; 2736; 15210; 622; 61035; 46496; 64393; 62328; 74; 2139\r
63 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 63913; 2137; 16285; 611; 60997; 44841; 63745; 61737; 168; 2176\r
64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.03; 63361; 2295; 16141; 288; 59709; 43796; 62292; 60225; 1069; 3136\r
65 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.26; 58248; 1835; 15028; 304; 55955; 40624; 58094; 55956; 154; 2292\r
66 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.19; 57068; 1799; 13625; 304; 54715; 40825; 56818; 54754; 250; 2314\r
67 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.12; 67310; 1602; 22583; 351; 65118; 41802; 67071; 64736; 239; 2574\r
68 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.05; 64551; 1759; 23439; 464; 62111; 38445; 64334; 62348; 217; 2203\r
69 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.29; 60823; 2024; 20110; 512; 57714; 37813; 60250; 58435; 573; 2388\r
70 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.22; 50094; 2068; 16957; 333; 47506; 30812; 49907; 48102; 187; 1992\r
71 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.15; 48016; 2015; 16658; 375; 45469; 28974; 47859; 46007; 157; 2009\r
72 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.08; 47729; 2462; 16708; 675; 44554; 28504; 47691; 45887; 38; 1842\r
73 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.01; 47191; 2268; 16954; 375; 44514; 27996; 47157; 45325; 34; 1866\r
74 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.24; 46181; 2346; 16037; 337; 43212; 27822; 45895; 44196; 286; 1985\r
75 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.17; 46253; 2260; 16331; 333; 43383; 27567; 45976; 44231; 277; 2022\r
76 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.10; 46617; 2572; 16081; 333; 43554; 28226; 46459; 44640; 158; 1977\r
77 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.03; 44564; 3206; 15915; 333; 40824; 26334; 44363; 42582; 201; 1982\r
78 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.27; 44937; 3447; 16072; 334; 40853; 26450; 44634; 42856; 303; 2081\r
79 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.20; 45021; 4087; 16046; 333; 40340; 26735; 44760; 43114; 261; 1907\r
80 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.13; 57951; 2599; 22067; 2965; 50694; 29597; 56258; 54629; 1693; 3322\r
81 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.06; 53076; 2453; 19994; 2549; 47919; 30400; 52921; 52943; 155; 133\r
82 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.27; 51962; 2419; 17311; 2654; 45717; 30862; 50790; 50827; 1172; 1135\r
83 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.20; 46538; 3358; 16549; 478; 42566; 29376; 46402; 46403; 136; 135\r
84 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.13; 44678; 2842; 16594; 586; 41129; 27343; 44557; 44523; 121; 155\r
85 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.06; 44153; 3106; 16620; 398; 40528; 27029; 44032; 44047; 121; 106\r
86 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.30; 43477; 2130; 15763; 548; 40677; 27041; 43355; 43352; 122; 125\r
87 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.23; 45666; 3113; 16341; 393; 42039; 28811; 45545; 45545; 121; 121\r
88 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.16; 44899; 2227; 15536; 449; 42102; 28576; 44778; 44561; 121; 338\r
89 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.09; 45266; 2615; 15430; 393; 42022; 28938; 45030; 44761; 236; 505\r
90 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.03; 45678; 3198; 15533; 393; 41949; 29536; 45540; 45462; 138; 216\r
91 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.26; 45576; 3094; 15323; 393; 42001; 29664; 45488; 45380; 88; 196\r
92 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.19; 46336; 3132; 14809; 393; 41137; 29384; 44662; 44586; 1674; 1750\r
93 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.12; 46934; 2242; 14944; 1270; 40974; 28146; 44486; 44360; 2448; 2574\r
94 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.05; 47184; 2161; 14162; 5271; 39669; 27631; 47101; 47064; 83; 120\r
95 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.28; 45803; 2345; 15414; 3106; 40176; 27060; 45627; 45580; 176; 223\r
96 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.21; 43983; 2282; 16066; 738; 40828; 26750; 43848; 43554; 135; 429\r
97 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.14; 43281; 1900; 15606; 658; 40598; 26884; 43156; 43148; 125; 133\r
98 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.07; 43248; 1838; 15377; 658; 40615; 27041; 43111; 43076; 137; 172\r
99 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.31; 43126; 1874; 14967; 508; 40504; 27412; 42886; 42887; 240; 239\r
100 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.24; 41955; 1711; 12389; 1786; 38311; 27637; 41808; 41812; 147; 143\r
101 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.17; 40494; 2952; 12811; 624; 36580; 26702; 40156; 40137; 338; 357\r
102 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.10; 38203; 3450; 10703; 877; 33333; 26035; 37660; 37615; 543; 588\r
103 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.03; 38690; 3450; 10735; 427; 34696; 27368; 38573; 38530; 117; 160\r
104 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.26; 46812; 11743; 9667; 427; 34531; 36532; 46701; 46626; 111; 186\r
105 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.19; 28974; 14053; 8866; 427; 14399; 19492; 28879; 28785; 95; 189\r
106 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.12; 30074; 5434; 7973; 2733; 21636; 19164; 29803; 29870; 271; 204\r
107 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.05; 30717; 10884; 7446; 1879; 17504; 21172; 30267; 30497; 450; 220\r
108 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.29; 30222; 11433; 7709; 357; 18151; 22002; 29941; 30068; 281; 154\r
109 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.22; 31730; 12433; 5582; 357; 18412; 25371; 31202; 31310; 528; 420\r
110 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.15; 23640; 12763; 6631; 507; 10044; 16341; 23314; 23479; 326; 161\r
111 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.08; 22315; 9863; 6721; 557; 11620; 14876; 22040; 22154; 275; 161\r
112 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.01; 21709; 10044; 5372; 457; 10985; 15683; 21486; 21512; 223; 197\r
113 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.25; 17171; 8190; 2591; 338; 8467; 14057; 16995; 16986; 176; 185\r
114 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.18; 14671; 5534; 2235; 238; 8658; 12056; 14430; 14529; 241; 142\r
115 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.11; 14576; 5534; 2521; 238; 8732; 11694; 14504; 14453; 72; 123\r
116 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.03; 12543; 2866; 2770; 238; 9091; 9333; 12195; 12341; 348; 202\r
117 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.27; 11222; 2883; 2769; 238; 7632; 7696; 10753; 10703; 469; 519\r
118 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.20; 10422; 2347; 2195; 238; 7663; 7767; 10248; 10200; 174; 222\r
119 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.13; 12948; 3348; 2384; 1831; 7570; 8160; 12749; 12375; 199; 573\r
120 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.06; 12619; 3201; 2427; 1570; 7628; 8095; 12399; 12092; 220; 527\r
121 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.30; 11606; 2989; 2778; 459; 7945; 7827; 11393; 11064; 213; 542\r
122 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.23; 11802; 2076; 2896; 370; 8804; 8044; 11250; 11310; 552; 492\r
123 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.16; 12666; 2340; 2647; 370; 9781; 9101; 12491; 12118; 175; 548\r
124 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.09; 12674; 1882; 3038; 259; 10358; 9149; 12499; 12446; 175; 228\r
125 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.02; 12825; 1838; 2878; 259; 10379; 9505; 12476; 12642; 349; 183\r
126 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.25; 13837; 2951; 2732; 239; 10257; 10689; 13447; 13660; 390; 177\r
127 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.18; 13756; 2951; 2709; 239; 10165; 10629; 13355; 13577; 401; 179\r
128 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.11; 13331; 1924; 2279; 239; 10804; 10609; 12967; 13127; 364; 204\r
129 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.04; 13842; 1751; 2263; 239; 11497; 11031; 13487; 13533; 355; 309\r
130 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.28; 14011; 1778; 2404; 239; 11624; 11074; 13641; 13717; 370; 294\r
131 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.21; 14416; 1778; 2431; 239; 12121; 11468; 14138; 14138; 278; 278\r
132 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.14; 14702; 1662; 2025; 270; 12471; 12139; 14403; 14434; 299; 268\r
133 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.07; 21891; 7423; 2879; 506; 13672; 18193; 21601; 21578; 290; 313\r
134 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.28; 24159; 7620; 2909; 557; 15621; 20286; 23798; 23752; 361; 407\r
135 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.21; 31818; 7601; 3096; 557; 23321; 27783; 31479; 31436; 339; 382\r
136 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.14; 32864; 7543; 3664; 557; 24378; 28268; 32478; 32489; 386; 375\r
137 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.07; 32959; 7527; 4052; 556; 24478; 28073; 32561; 32681; 398; 278\r
138 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.31; 32542; 7507; 4189; 523; 24123; 27218; 32153; 31930; 389; 612\r
139 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.24; 32601; 7637; 4161; 479; 24159; 27812; 32275; 32452; 326; 149\r
140 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.17; 33716; 8771; 4276; 512; 24401; 28899; 33684; 33687; 32; 29\r
141 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.10; 33610; 8826; 4323; 510; 24247; 28746; 33583; 33579; 27; 31\r
142 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.03; 34058; 8898; 4358; 475; 24450; 28736; 33823; 33569; 235; 489\r
143 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.27; 34054; 8893; 4362; 475; 24461; 28704; 33829; 33541; 225; 513\r
144 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.20; 33619; 8827; 4455; 475; 24096; 28240; 33398; 33170; 221; 449\r
145 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.13; 35667; 8771; 4254; 555; 26137; 30153; 35463; 34962; 204; 705\r
146 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.06; 38190; 8794; 4252; 555; 28664; 32847; 38013; 37654; 177; 536\r
147 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.29; 35296; 8663; 3838; 476; 25688; 30175; 34827; 34489; 469; 807\r
148 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.22; 35967; 9084; 4087; 69; 25854; 30497; 35007; 34653; 960; 1314\r
149 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.15; 33614; 7236; 3730; 69; 25950; 29027; 33255; 32826; 359; 788\r
150 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.08; 33553; 6917; 3463; 56; 26232; 29278; 33205; 32797; 348; 756\r
151 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.01; 32729; 6822; 3536; 56; 25443; 28407; 32321; 31999; 408; 730\r
152 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.25; 33398; 6779; 3456; 62; 26179; 29117; 33020; 32635; 378; 763\r
153 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 34929; 8674; 3600; 62; 25785; 30571; 34521; 34233; 408; 696\r
154 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.11; 33673; 8674; 3633; 62; 24473; 29105; 33209; 32800; 464; 873\r
155 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.04; 33490; 8664; 3745; 62; 24311; 28953; 33037; 32760; 453; 730\r
156 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.27; 33678; 8544; 3881; 172; 24751; 28896; 33467; 32949; 211; 729\r
157 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.20; 34080; 8880; 3804; 172; 24824; 29446; 33876; 33422; 204; 658\r
158 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.13; 39703; 2922; 3926; 6638; 29731; 28210; 39291; 38774; 412; 929\r
159 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.06; 40441; 2430; 4434; 4443; 32260; 29663; 39133; 38540; 1308; 1901\r
160 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.30; 42608; 3126; 4518; 1843; 36260; 34374; 41229; 40735; 1379; 1873\r
161 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.23; 43059; 2249; 4789; 2273; 37244; 34247; 41766; 41309; 1293; 1750\r
162 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.16; 38335; 2254; 4712; 1273; 34499; 31576; 38026; 37561; 309; 774\r
163 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.09; 36504; 1963; 5611; 1004; 33039; 28808; 36006; 35423; 498; 1081\r
164 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.02; 36259; 2053; 5046; 1004; 32867; 29326; 35924; 35376; 335; 883\r
165 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.26; 37324; 3770; 5424; 1019; 32237; 29968; 37026; 36411; 298; 913\r
166 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.19; 37110; 3754; 5348; 1023; 32031; 29839; 36808; 36210; 302; 900\r
167 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.12; 37592; 3966; 5821; 1023; 32224; 29955; 37213; 36799; 379; 793\r
168 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.05; 37619; 3956; 5708; 1028; 32194; 30025; 37178; 36761; 441; 858\r
169 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.28; 37154; 3768; 5429; 1028; 31681; 29550; 36477; 36007; 677; 1147\r
170 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.21; 36211; 3068; 6007; 1027; 31439; 28021; 35534; 35055; 677; 1156\r
171 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.14; 36636; 3244; 5636; 1029; 31707; 28784; 35980; 35449; 656; 1187\r
172 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 40954; 6168; 6362; 1029; 32911; 32452; 40108; 39843; 846; 1111\r
173 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 44733; 6503; 6891; 1046; 36479; 35373; 44028; 43310; 705; 1423\r
174 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 39731; 6518; 6327; 1046; 31317; 30844; 38881; 38217; 850; 1514\r
175 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 38596; 6588; 7379; 1046; 29814; 28692; 37448; 37117; 1148; 1479\r
176 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 37756; 6047; 6038; 1046; 29676; 29327; 36769; 36411; 987; 1345\r
177 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 36423; 4372; 5958; 1046; 29891; 27883; 35309; 34887; 1114; 1536\r
178 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 35527; 3962; 5821; 1046; 29684; 27247; 34692; 34114; 835; 1413\r
179 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 35159; 2937; 5654; 1046; 30385; 26473; 34368; 33173; 791; 1986\r
180 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 33892; 4167; 6240; 1046; 28482; 25222; 33695; 32508; 197; 1384\r
181 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 33800; 4219; 6077; 1046; 28426; 25160; 33691; 32283; 109; 1517\r
182 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 34368; 4243; 6863; 1046; 28921; 24692; 34210; 32601; 158; 1767\r
183 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 34615; 4182; 6574; 1046; 29229; 25573; 34457; 33193; 158; 1422\r
184 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 36501; 4073; 6876; 1111; 31221; 27304; 36405; 35291; 96; 1210\r
185 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 38699; 6324; 6979; 1111; 30382; 28799; 37817; 36889; 882; 1810\r
186 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 40429; 5964; 6256; 1439; 31942; 30601; 39345; 38296; 1084; 2133\r
187 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 37209; 6533; 6275; 1517; 28529; 27169; 36579; 34961; 630; 2248\r
188 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 37739; 7858; 6825; 1517; 28004; 27320; 37379; 35662; 360; 2077\r
189 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 40003; 8761; 9577; 1014; 29865; 28070; 39640; 38661; 363; 1342\r
190 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 40945; 8106; 10265; 1014; 31506; 28219; 40626; 39498; 319; 1447\r
191 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 39125; 7850; 10239; 1014; 29977; 26480; 38841; 37733; 284; 1392\r
192 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 39897; 1892; 10337; 1014; 36780; 27239; 39686; 38590; 211; 1307\r
193 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 35875; 1696; 6395; 1006; 32843; 27086; 35545; 34487; 330; 1388\r
194 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 36255; 1548; 6464; 1006; 33363; 27417; 35917; 34887; 338; 1368\r
195 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 36307; 2031; 6400; 1006; 32906; 27529; 35943; 34935; 364; 1372\r
196 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 37012; 2326; 7014; 1006; 33483; 27625; 36815; 35645; 197; 1367\r
197 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 36734; 2262; 7001; 1006; 33190; 27278; 36458; 35285; 276; 1449\r
198 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 42719; 1336; 6446; 998; 39767; 33525; 42101; 40969; 618; 1750\r
199 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 40643; 528; 6760; 981; 38087; 30343; 39596; 38084; 1047; 2559\r
200 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 43237; 770; 7786; 981; 40366; 31612; 42117; 40379; 1120; 2858\r
201 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 36642; 471; 6997; 1108; 34494; 26358; 36073; 34463; 569; 2179\r
202 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 37539; 482; 6972; 1108; 34372; 26305; 35962; 34385; 1577; 3154\r
203 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 37192; 838; 7128; 1108; 34790; 26142; 36736; 34378; 456; 2814\r
204 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 37373; 819; 7018; 1108; 34620; 26497; 36547; 34623; 826; 2750\r
205 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.19; 37706; 455; 6529; 1108; 35289; 27256; 36852; 34893; 854; 2813\r
206 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 37781; 485; 6452; 221; 36316; 28368; 37022; 35041; 759; 2740\r
207 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 38279; 760; 6449; 371; 36080; 28210; 37211; 35030; 1068; 3249\r
208 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 38779; 960; 6541; 371; 36052; 28043; 37383; 34955; 1396; 3824\r
209 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.21; 37565; 1044; 5840; 1021; 34548; 27379; 36613; 34240; 952; 3325\r
210 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.14; 35408; 1772; 6389; 560; 32415; 25586; 34747; 32535; 661; 2873\r
211 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 46284; 1937; 9073; 370; 42003; 32635; 44310; 42078; 1974; 4206\r
212 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 44568; 2033; 9522; 380; 40803; 31165; 43216; 41067; 1352; 3501\r
213 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 47727; 2035; 10977; 359; 44942; 34623; 47336; 45959; 391; 1768\r
214 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 43991; 2005; 11056; 384; 41423; 30880; 43812; 42320; 179; 1671\r
215 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 53100; 1996; 10931; 384; 50336; 40226; 52716; 51541; 384; 1559\r
216 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 52550; 1466; 11451; 234; 50544; 39391; 52244; 51076; 306; 1474\r
217 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 51838; 1727; 11327; 234; 49389; 38700; 51350; 50261; 488; 1577\r
218 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 51920; 1760; 11524; 234; 49549; 38216; 51543; 49974; 377; 1946\r
219 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 52874; 1763; 11513; 234; 50411; 39122; 52408; 50869; 466; 2005\r
220 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 53891; 1761; 12203; 234; 51465; 39546; 53460; 51983; 431; 1908\r
221 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 52917; 1425; 12000; 234; 50872; 38675; 52531; 50909; 386; 2008\r
222 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 52881; 1229; 13798; 234; 51079; 36822; 52542; 50854; 339; 2027\r
223 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 49603; 1121; 12747; 216; 48236; 35125; 49573; 48088; 30; 1515\r
224 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 52292; 443; 12827; 129; 51479; 37828; 52051; 50784; 241; 1508\r
225 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 50239; 443; 11576; 129; 47535; 35372; 48107; 47077; 2132; 3162\r
226 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 51051; 1458; 10967; 192; 48358; 37880; 50008; 49039; 1043; 2012\r
227 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 50441; 1458; 9679; 79; 47832; 37947; 49369; 47705; 1072; 2736\r
228 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.11; 48674; 1458; 8945; 79; 46952; 38010; 48489; 47034; 185; 1640\r
229 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.04; 50062; 400; 8796; 76; 49126; 39675; 49602; 48547; 460; 1515\r
230 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.27; 50051; 640; 8869; 76; 49096; 39519; 49812; 48464; 239; 1587\r
231 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.20; 49345; 583; 8843; 76; 48450; 38972; 49109; 47891; 236; 1454\r
232 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.12; 49490; 313; 8146; 76; 48919; 39909; 49308; 48131; 182; 1359\r
233 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.06; 49073; 323; 8333; 76; 48486; 39615; 48885; 48024; 188; 1049\r
234 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.30; 38999; 582; 8856; 76; 38060; 28513; 38718; 37445; 281; 1554\r
235 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.23; 39142; 749; 8948; 76; 37978; 28524; 38803; 37548; 339; 1594\r
236 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.16; 38329; 749; 8176; 76; 37167; 28645; 37992; 36897; 337; 1432\r
237 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.09; 40234; 2231; 8289; 176; 36905; 29896; 39312; 38361; 922; 1873\r
238 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.02; 40782; 2522; 7929; 211; 36081; 29751; 38814; 37891; 1968; 2891\r
239 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.24; 40500; 2901; 7595; 270; 36339; 30665; 39510; 38530; 990; 1970\r
240 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.17; 39067; 2696; 7475; 76; 35976; 30051; 38748; 37602; 319; 1465\r
241 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.10; 39919; 2338; 7906; 76; 37238; 30526; 39652; 38508; 267; 1411\r
242 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.03; 39569; 277; 6790; 76; 38986; 31399; 39339; 38265; 230; 1304\r
243 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.27; 38415; 316; 6217; 76; 37845; 31401; 38237; 37694; 178; 721\r
244 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.20; 38364; 236; 6369; 76; 37892; 30922; 38204; 37367; 160; 997\r
245 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.13; 38304; 235; 6142; 69; 37878; 30823; 38182; 37034; 122; 1270\r
246 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.06; 36918; 157; 5325; 73; 36607; 30616; 36837; 36014; 81; 904\r
247 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.30; 36907; 315; 5328; 73; 36350; 30129; 36738; 35530; 169; 1377\r
248 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.22; 35254; 448; 5023; 73; 34603; 29268; 35124; 34364; 130; 890\r
249 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.16; 42414; 245; 4761; 73; 41184; 33894; 41502; 38728; 912; 3686\r
250 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.09; 45740; 254; 4943; 73; 44990; 39064; 45317; 44080; 423; 1660\r
251 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.02; 42469; 350; 4154; 73; 41597; 35146; 42020; 39373; 449; 3096\r
252 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.25; 40635; 372; 3231; 201; 39884; 35733; 40457; 39165; 178; 1470\r
253 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.18; 43477; 288; 2569; 292; 42671; 39119; 43251; 41980; 226; 1497\r
254 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.11; 44383; 424; 2621; 73; 43687; 40353; 44184; 43047; 199; 1336\r
255 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.04; 43898; 300; 2421; 73; 43241; 40117; 43614; 42611; 284; 1287\r
256 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.28; 43654; 234; 2371; 63; 43100; 40010; 43397; 42444; 257; 1210\r
257 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.21; 44109; 410; 2331; 63; 43384; 40440; 43857; 42834; 252; 1275\r
258 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.14; 43800; 250; 2249; 163; 43052; 40205; 43465; 42617; 335; 1183\r
259 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.07; 43354; 254; 2227; 185; 42491; 39775; 42930; 42187; 424; 1167\r
260 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.30; 47461; 156; 2227; 185; 46711; 43958; 47052; 46370; 409; 1091\r
261 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.23; 51708; 332; 1487; 35; 51020; 49115; 51387; 50637; 321; 1071\r
262 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.16; 54656; 793; 1696; 35; 53534; 51915; 54362; 53646; 294; 1010\r
263 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.09; 56708; 835; 1583; 100; 54956; 54028; 55891; 55711; 817; 997\r
264 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.02; 53912; 861; 1646; 102; 52124; 51268; 53087; 53016; 825; 896\r
265 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.26; 53767; 319; 1745; 0; 52646; 51163; 52965; 52908; 802; 859\r
266 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.19; 53964; 596; 1655; 150; 52455; 51297; 53201; 53102; 763; 862\r
267 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.12; 55777; 728; 1597; 0; 54738; 53266; 55466; 54863; 311; 914\r
268 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.05; 55179; 600; 1587; 0; 54347; 52775; 54947; 54362; 232; 817\r
269 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.29; 53781; 100; 1877; 0; 53435; 50896; 53535; 52773; 246; 1008\r
270 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.22; 54191; 310; 1933; 0; 53765; 51425; 54075; 53358; 116; 833\r
271 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.15; 54072; 159; 1703; 0; 53777; 51495; 53936; 53198; 136; 874\r
272 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.08; 52961; 170; 1793; 0; 52707; 50221; 52877; 52014; 84; 947\r
273 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.01; 53498; 103; 2060; 0; 53258; 50498; 53361; 52558; 137; 940\r
274 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.24; 54473; 394; 2716; 0; 53919; 50751; 54313; 53467; 160; 1006\r
275 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.17; 54811; 555; 1695; 0; 54120; 52149; 54675; 53844; 136; 967\r
276 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.10; 56860; 713; 794; 271; 54365; 53479; 55349; 54544; 1511; 2316\r
277 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.03; 55659; 713; 933; 0; 53681; 52622; 54394; 53555; 1265; 2104\r
278 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.27; 57606; 735; 930; 368; 56233; 55318; 57336; 56616; 270; 990\r
279 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.20; 57020; 729; 1299; 45; 56054; 54665; 56828; 56009; 192; 1011\r
280 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.13; 54918; 726; 887; 100; 53908; 52726; 54734; 53714; 183; 1204\r
281 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.06; 52738; 693; 732; 0; 51897; 50793; 52590; 51525; 148; 1213\r
282 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.29; 53143; 600; 1120; 0; 52029; 51062; 52629; 52182; 514; 961\r
283 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.22; 52313; 184; 1440; 0; 52029; 50128; 52213; 51568; 100; 745\r
284 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.15; 53728; 177; 818; 0; 53446; 51941; 53623; 52759; 105; 969\r
285 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.08; 53047; 1131; 488; 0; 51655; 51613; 52786; 52101; 261; 946\r
286 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.01; 53126; 1131; 638; 0; 51777; 51765; 52908; 52403; 218; 723\r
287 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.25; 53735; 1131; 638; 0; 52422; 52322; 53553; 52960; 182; 775\r
288 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.18; 48559; 1206; 589; 0; 47153; 47225; 48359; 47814; 200; 745\r
289 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.11; 49555; 1537; 745; 1; 47794; 47875; 49332; 48621; 223; 934\r
290 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.04; 48251; 1652; 489; 292; 46005; 46422; 47949; 47203; 302; 1048\r
291 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.25; 37648; 1526; 649; 542; 35020; 35488; 37088; 36678; 560; 970\r
292 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.18; 37150; 1248; 1001; 71; 35379; 35153; 36698; 36225; 452; 925\r
293 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 35761; 1238; 716; 98; 34046; 34157; 35382; 34970; 379; 791\r
294 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 36047; 1197; 715; 127; 34322; 34526; 35646; 35368; 401; 679\r
295 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.28; 37749; 1169; 779; 186; 35988; 36040; 37343; 37004; 406; 745\r
296 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.21; 39951; 1246; 625; 193; 38087; 38468; 39527; 39286; 424; 665\r
297 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.14; 35317; 1168; 819; 244; 33544; 33580; 34956; 34643; 361; 674\r
298 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.07; 36772; 1311; 528; 232; 34823; 35378; 36366; 36137; 406; 635\r
299 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.31; 37677; 1137; 771; 175; 36025; 36087; 37337; 37033; 340; 644\r
300 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.23; 36505; 1117; 761; 245; 34815; 34705; 36176; 35710; 329; 795\r
301 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.17; 35964; 1088; 421; 314; 34049; 34596; 35450; 35330; 514; 634\r
302 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.10; 41771; 1607; 1726; 1826; 37975; 37480; 41407; 41032; 364; 740\r
303 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.03; 44515; 1483; 1408; 1939; 40691; 40433; 44113; 43781; 402; 734\r
304 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.26; 45240; 1628; 1375; 2071; 41010; 41005; 44709; 44451; 531; 789\r
305 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.19; 40401; 1570; 1335; 1958; 36303; 36395; 39831; 39688; 570; 713\r
306 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.12; 36404; 1674; 805; 256; 33826; 34089; 35756; 35150; 648; 1254\r
307 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.05; 33969; 1572; 1335; 47; 31713; 31905; 33332; 33287; 637; 682\r
308 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.29; 33866; 1516; 1514; 47; 31605; 31350; 33168; 32911; 698; 955\r
309 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.22; 31066; 1757; 1356; 2; 28807; 28717; 30566; 30075; 500; 991\r
310 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.15; 30095; 3617; 1671; 2; 25981; 27546; 29600; 29219; 495; 876\r
311 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.08; 29844; 3568; 1941; 2; 25722; 26994; 29292; 28937; 552; 907\r
312 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.01; 30034; 3398; 1685; 0; 26141; 27171; 29539; 28856; 495; 1178\r
313 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.24; 30824; 2908; 1492; 0; 26943; 28052; 29851; 29544; 973; 1280\r
314 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.17; 33874; 2868; 1588; 0; 30395; 30964; 33263; 32552; 611; 1322\r
315 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.10; 37196; 2151; 1175; 0; 33334; 33768; 35485; 34943; 1711; 2253\r
316 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.03; 36669; 1220; 2342; 476; 33870; 31560; 35566; 34378; 1103; 2291\r
317 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.27; 29636; 1719; 2287; 350; 26711; 25182; 28780; 27819; 856; 1817\r
318 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.20; 29911; 1885; 1920; 0; 27339; 26183; 29224; 28103; 687; 1808\r
319 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.13; 30025; 2111; 1724; 0; 27063; 26760; 29174; 28484; 851; 1541\r
320 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.06; 29449; 2081; 1890; 0; 26722; 26560; 28803; 28450; 646; 999\r
321 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.30; 29633; 1946; 1763; 0; 27241; 27029; 29187; 28792; 446; 841\r
322 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.23; 30452; 1946; 1510; 0; 27805; 27478; 29751; 28988; 701; 1464\r
323 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.16; 33152; 6103; 1768; 0; 26656; 30570; 32759; 32338; 393; 814\r
324 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.09; 32724; 5873; 1836; 0; 26645; 30236; 32518; 32072; 206; 652\r
325 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.02; 34825; 5993; 1897; 0; 28591; 32417; 34584; 34314; 241; 511\r
326 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.25; 34219; 5490; 1961; 0; 28509; 31630; 33999; 33591; 220; 628\r
327 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.18; 33369; 4720; 2292; 0; 28407; 30321; 33127; 32613; 242; 756\r
328 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.11; 40152; 5425; 1147; 1323; 31086; 34977; 37834; 37447; 2318; 2705\r
329 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.04; 38109; 5515; 891; 1581; 28766; 32856; 35862; 35328; 2247; 2781\r
330 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.28; 34366; 5136; 740; 1897; 27037; 30030; 34070; 32667; 296; 1699\r
331 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.21; 29194; 9315; 644; 775; 18676; 27180; 28766; 28599; 428; 595\r
332 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.14; 25626; 6305; 500; 0; 19013; 24761; 25318; 25261; 308; 365\r
333 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.07; 25650; 5834; 788; 0; 19503; 24483; 25337; 25271; 313; 379\r
334 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.30; 25234; 5448; 873; 0; 19653; 24101; 25101; 24974; 133; 260\r
335 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.23; 24630; 5348; 745; 0; 19190; 23461; 24538; 24206; 92; 424\r
336 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.16; 23975; 5534; 518; 0; 18235; 23274; 23769; 23792; 206; 183\r
337 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.09; 23935; 5308; 745; 0; 18514; 22919; 23822; 23664; 113; 271\r
338 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.02; 22299; 5021; 915; 0; 17208; 21235; 22229; 22150; 70; 149\r
339 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.26; 20179; 5516; 838; 0; 13578; 18924; 19094; 19762; 1085; 417\r
340 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.19; 14436; 4566; 883; 0; 8749; 12115; 13315; 12998; 1121; 1438\r
341 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.12; 10798; 3902; 393; 0; 5964; 9555; 9866; 9948; 932; 850\r
342 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.05; 9975; 3775; 195; 242; 5680; 9212; 9697; 9649; 278; 326\r
343 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.26; 9884; 2582; 147; 331; 6726; 9228; 9639; 9706; 245; 178\r
344 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.19; 11618; 2877; 215; 0; 8339; 10911; 11216; 11126; 402; 492\r
345 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.12; 7991; 2690; 0; 0; 4731; 7631; 7421; 7631; 570; 360\r
346 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.05; 5931; 2585; 84; 0; 2945; 5467; 5530; 5551; 401; 380\r
347 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.29; 5985; 2583; 0; 0; 3104; 5535; 5687; 5535; 298; 450\r
348 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.08; 5667; 2452; 2062; 1; 3040; 2796; 5493; 4859; 174; 808\r
349 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.18; 5746; 2572; 2032; 0; 2994; 3011; 5566; 5043; 180; 703\r
350 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.11; 7632; 2899; 2188; 183; 4003; 3652; 7085; 6023; 547; 1609\r
351 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.04; 8012; 3149; 2115; 0; 4141; 4180; 7290; 6295; 722; 1717\r
352 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.27; 6920; 3250; 1240; 1; 3639; 4607; 6890; 5848; 30; 1072\r
353 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.13; 5855; 1362; 180; 0; 3636; 3859; 4998; 4039; 857; 1816\r
354 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 36571; 13635; 8344; 630; 22150; 27562; 36415; 36536; 156; 35\r
355 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 59554; 14399; 9121; 1684; 42904; 48162; 58987; 58967; 567; 587\r
356 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 60617; 13872; 9119; 2277; 44415; 49112; 60564; 60508; 53; 109\r
357 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 52067; 14175; 9072; 748; 37081; 42135; 52004; 51955; 63; 112\r
358 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 53493; 13043; 9085; 998; 39395; 42559; 53436; 52642; 57; 851\r
359 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 55477; 14801; 9457; 793; 39846; 45029; 55440; 55279; 37; 198\r
360 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 55848; 14965; 9479; 1020; 39797; 45149; 55782; 55648; 66; 200\r
361 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59161; 15171; 8145; 543; 43221; 50282; 58935; 58970; 226; 191\r
362 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 57918; 15484; 7585; 646; 41569; 49499; 57699; 57730; 219; 188\r
363 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 56459; 15728; 7256; 773; 39687; 48238; 56188; 56267; 271; 192\r
364 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 56023; 15269; 7518; 813; 39661; 47246; 55743; 55577; 280; 446\r
365 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 55890; 15363; 7629; 732; 39715; 47489; 55810; 55850; 80; 40\r
366 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 52927; 13630; 6490; 846; 38069; 45213; 52545; 52549; 382; 378\r
367 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 51844; 13236; 5964; 857; 37375; 44670; 51468; 51491; 376; 353\r
368 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 62714; 14711; 3464; 1224; 46330; 57437; 62265; 62125; 449; 589\r
369 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 61287; 15489; 4675; 1217; 44305; 55279; 61011; 61171; 276; 116\r
370 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 59355; 18475; 4452; 1433; 39219; 53199; 59127; 59084; 228; 271\r
371 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 60934; 18828; 4546; 1473; 40405; 54764; 60706; 60783; 228; 151\r
372 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 59781; 18756; 4469; 1438; 39353; 53788; 59547; 59695; 234; 86\r
373 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 49081; 11205; 2685; 1759; 35883; 44566; 48847; 49010; 234; 71\r
374 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 54693; 8115; 2808; 846; 39965; 50985; 48926; 54639; 5767; 54\r
375 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 53190; 5793; 6335; 972; 46117; 45836; 52882; 53143; 308; 47\r
376 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 53183; 5278; 4658; 1269; 46311; 47170; 52858; 53097; 325; 86\r
377 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 50827; 5332; 3694; 1313; 43966; 45763; 50611; 50770; 216; 57\r
378 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 50675; 5488; 4389; 1269; 43687; 44993; 50444; 50651; 231; 24\r
379 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 50413; 5677; 4594; 1269; 43210; 44467; 50156; 50330; 257; 83\r
380 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 51500; 5680; 4892; 1269; 44220; 45264; 51169; 51425; 331; 75\r
381 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 57584; 6756; 3726; 2009; 47698; 50910; 56463; 56645; 1121; 939\r
382 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 50975; 6287; 3802; 1845; 42605; 45137; 50737; 50784; 238; 191\r
383 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 54377; 10132; 10231; 1135; 42829; 42896; 54096; 54262; 281; 115\r
384 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 53885; 10057; 10563; 910; 42565; 42374; 53532; 53847; 353; 38\r
385 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 55484; 11583; 11515; 1045; 42466; 42881; 55094; 55441; 390; 43\r
386 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 55480; 12135; 10645; 857; 42082; 43318; 55074; 54820; 406; 660\r
387 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 55013; 11504; 10832; 824; 42292; 43291; 54620; 54947; 393; 66\r
388 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 56214; 11406; 11125; 884; 43468; 44061; 55758; 56070; 456; 144\r
389 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 56250; 11548; 9855; 976; 43267; 45323; 55791; 56154; 459; 96\r
390 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 52713; 8644; 10539; 1277; 42488; 40766; 52409; 52582; 304; 131\r
391 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 52148; 8134; 10785; 1652; 42076; 39699; 51862; 52136; 286; 12\r
392 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 51855; 8247; 10394; 1574; 39077; 37078; 48898; 49046; 2957; 2809\r
393 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 51642; 6929; 10155; 1579; 42866; 39796; 51374; 51530; 268; 112\r
394 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 51830; 6789; 14102; 1519; 43242; 36080; 51550; 51701; 280; 129\r
395 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 54345; 8946; 13903; 1619; 43399; 38681; 53964; 54203; 381; 142\r
396 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 54897; 6372; 13690; 1671; 46506; 39382; 54549; 54743; 348; 154\r
397 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 56803; 6737; 14851; 1662; 48023; 40214; 56422; 56727; 381; 76\r
398 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 55087; 7070; 18176; 1607; 46088; 35236; 54765; 55019; 322; 68\r
399 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 57069; 7368; 18558; 1666; 47762; 36744; 56796; 56968; 273; 101\r
400 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 55763; 4820; 19463; 618; 50165; 35516; 55603; 55597; 160; 166\r
401 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 54992; 5442; 18528; 575; 48741; 35762; 54758; 54865; 234; 127\r
402 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 53098; 2969; 17771; 285; 49685; 35041; 52939; 53097; 159; 1\r
403 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 53336; 2729; 17894; 285; 49986; 34956; 53000; 53135; 336; 201\r
404 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 52924; 2501; 17961; 285; 49908; 34612; 52694; 52858; 230; 66\r
405 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 55073; 2468; 20966; 285; 52041; 33782; 54794; 55033; 279; 40\r
406 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 54032; 2075; 19564; 285; 51544; 34089; 53904; 53938; 128; 94\r
407 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 65184; 2850; 21639; 285; 61952; 43192; 65087; 65116; 97; 68\r
408 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 70424; 3286; 17916; 383; 66537; 51948; 70206; 70247; 218; 177\r
409 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 71426; 3302; 19110; 338; 67578; 51842; 71218; 71290; 208; 136\r
410 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 67716; 3489; 17834; 285; 63639; 49361; 67413; 67480; 303; 236\r
411 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 68539; 3589; 18959; 285; 64433; 49086; 68307; 68330; 232; 209\r
412 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 71483; 4176; 18365; 285; 66892; 52558; 71353; 71208; 130; 275\r
413 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 65963; 3643; 12303; 1714; 60374; 49415; 65731; 63432; 232; 2531\r
414 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 64633; 2566; 13785; 828; 61122; 47741; 64516; 62354; 117; 2279\r
415 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 64467; 2736; 15210; 622; 61035; 46496; 64393; 62328; 74; 2139\r
416 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 63913; 2137; 16285; 611; 60997; 44841; 63745; 61737; 168; 2176\r
417 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.03; 63361; 2295; 16141; 288; 59709; 43796; 62292; 60225; 1069; 3136\r
418 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.26; 58248; 1835; 15028; 304; 55955; 40624; 58094; 55956; 154; 2292\r
419 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.19; 57068; 1799; 13625; 304; 54715; 40825; 56818; 54754; 250; 2314\r
420 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.12; 67310; 1602; 22583; 351; 65118; 41802; 67071; 64736; 239; 2574\r
421 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.05; 64551; 1759; 23439; 464; 62111; 38445; 64334; 62348; 217; 2203\r
422 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.29; 60823; 2024; 20110; 512; 57714; 37813; 60250; 58435; 573; 2388\r
423 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.22; 50094; 2068; 16957; 333; 47506; 30812; 49907; 48102; 187; 1992\r
424 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.15; 48016; 2015; 16658; 375; 45469; 28974; 47859; 46007; 157; 2009\r
425 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.08; 47729; 2462; 16708; 675; 44554; 28504; 47691; 45887; 38; 1842\r
426 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.01; 47191; 2268; 16954; 375; 44514; 27996; 47157; 45325; 34; 1866\r
427 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.24; 46181; 2346; 16037; 337; 43212; 27822; 45895; 44196; 286; 1985\r
428 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.17; 46253; 2260; 16331; 333; 43383; 27567; 45976; 44231; 277; 2022\r
429 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.10; 46617; 2572; 16081; 333; 43554; 28226; 46459; 44640; 158; 1977\r
430 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.03; 44564; 3206; 15915; 333; 40824; 26334; 44363; 42582; 201; 1982\r
431 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.27; 44937; 3447; 16072; 334; 40853; 26450; 44634; 42856; 303; 2081\r
432 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.20; 45021; 4087; 16046; 333; 40340; 26735; 44760; 43114; 261; 1907\r
433 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.13; 57951; 2599; 22067; 2965; 50694; 29597; 56258; 54629; 1693; 3322\r
434 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.06; 53076; 2453; 19994; 2549; 47919; 30400; 52921; 52943; 155; 133\r
435 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.27; 51962; 2419; 17311; 2654; 45717; 30862; 50790; 50827; 1172; 1135\r
436 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.20; 46538; 3358; 16549; 478; 42566; 29376; 46402; 46403; 136; 135\r
437 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.13; 44678; 2842; 16594; 586; 41129; 27343; 44557; 44523; 121; 155\r
438 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.06; 44153; 3106; 16620; 398; 40528; 27029; 44032; 44047; 121; 106\r
439 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.30; 43477; 2130; 15763; 548; 40677; 27041; 43355; 43352; 122; 125\r
440 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.23; 45666; 3113; 16341; 393; 42039; 28811; 45545; 45545; 121; 121\r
441 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.16; 44899; 2227; 15536; 449; 42102; 28576; 44778; 44561; 121; 338\r
442 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.09; 45266; 2615; 15430; 393; 42022; 28938; 45030; 44761; 236; 505\r
443 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.03; 45678; 3198; 15533; 393; 41949; 29536; 45540; 45462; 138; 216\r
444 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.26; 45576; 3094; 15323; 393; 42001; 29664; 45488; 45380; 88; 196\r
445 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.19; 46336; 3132; 14809; 393; 41137; 29384; 44662; 44586; 1674; 1750\r
446 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.12; 46934; 2242; 14944; 1270; 40974; 28146; 44486; 44360; 2448; 2574\r
447 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.05; 47184; 2161; 14162; 5271; 39669; 27631; 47101; 47064; 83; 120\r
448 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.28; 45803; 2345; 15414; 3106; 40176; 27060; 45627; 45580; 176; 223\r
449 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.21; 43983; 2282; 16066; 738; 40828; 26750; 43848; 43554; 135; 429\r
450 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.14; 43281; 1900; 15606; 658; 40598; 26884; 43156; 43148; 125; 133\r
451 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.07; 43248; 1838; 15377; 658; 40615; 27041; 43111; 43076; 137; 172\r
452 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.31; 43126; 1874; 14967; 508; 40504; 27412; 42886; 42887; 240; 239\r
453 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.24; 41955; 1711; 12389; 1786; 38311; 27637; 41808; 41812; 147; 143\r
454 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.17; 40494; 2952; 12811; 624; 36580; 26702; 40156; 40137; 338; 357\r
455 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.10; 38203; 3450; 10703; 877; 33333; 26035; 37660; 37615; 543; 588\r
456 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.03; 38690; 3450; 10735; 427; 34696; 27368; 38573; 38530; 117; 160\r
457 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.26; 46812; 11743; 9667; 427; 34531; 36532; 46701; 46626; 111; 186\r
458 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.19; 28974; 14053; 8866; 427; 14399; 19492; 28879; 28785; 95; 189\r
459 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.12; 30074; 5434; 7973; 2733; 21636; 19164; 29803; 29870; 271; 204\r
460 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.05; 30717; 10884; 7446; 1879; 17504; 21172; 30267; 30497; 450; 220\r
461 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.29; 30222; 11433; 7709; 357; 18151; 22002; 29941; 30068; 281; 154\r
462 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.22; 31730; 12433; 5582; 357; 18412; 25371; 31202; 31310; 528; 420\r
463 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.15; 23640; 12763; 6631; 507; 10044; 16341; 23314; 23479; 326; 161\r
464 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.08; 22315; 9863; 6721; 557; 11620; 14876; 22040; 22154; 275; 161\r
465 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.01; 21709; 10044; 5372; 457; 10985; 15683; 21486; 21512; 223; 197\r
466 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.25; 17171; 8190; 2591; 338; 8467; 14057; 16995; 16986; 176; 185\r
467 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.18; 14671; 5534; 2235; 238; 8658; 12056; 14430; 14529; 241; 142\r
468 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.11; 14576; 5534; 2521; 238; 8732; 11694; 14504; 14453; 72; 123\r
469 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.03; 12543; 2866; 2770; 238; 9091; 9333; 12195; 12341; 348; 202\r
470 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.27; 11222; 2883; 2769; 238; 7632; 7696; 10753; 10703; 469; 519\r
471 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.20; 10422; 2347; 2195; 238; 7663; 7767; 10248; 10200; 174; 222\r
472 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.13; 12948; 3348; 2384; 1831; 7570; 8160; 12749; 12375; 199; 573\r
473 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.06; 12619; 3201; 2427; 1570; 7628; 8095; 12399; 12092; 220; 527\r
474 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.30; 11606; 2989; 2778; 459; 7945; 7827; 11393; 11064; 213; 542\r
475 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.23; 11802; 2076; 2896; 370; 8804; 8044; 11250; 11310; 552; 492\r
476 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.16; 12666; 2340; 2647; 370; 9781; 9101; 12491; 12118; 175; 548\r
477 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.09; 12674; 1882; 3038; 259; 10358; 9149; 12499; 12446; 175; 228\r
478 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.02; 12825; 1838; 2878; 259; 10379; 9505; 12476; 12642; 349; 183\r
479 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.25; 13837; 2951; 2732; 239; 10257; 10689; 13447; 13660; 390; 177\r
480 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.18; 13756; 2951; 2709; 239; 10165; 10629; 13355; 13577; 401; 179\r
481 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.11; 13331; 1924; 2279; 239; 10804; 10609; 12967; 13127; 364; 204\r
482 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.04; 13842; 1751; 2263; 239; 11497; 11031; 13487; 13533; 355; 309\r
483 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.28; 14011; 1778; 2404; 239; 11624; 11074; 13641; 13717; 370; 294\r
484 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.21; 14416; 1778; 2431; 239; 12121; 11468; 14138; 14138; 278; 278\r
485 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.14; 14702; 1662; 2025; 270; 12471; 12139; 14403; 14434; 299; 268\r
486 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.07; 21891; 7423; 2879; 506; 13672; 18193; 21601; 21578; 290; 313\r
487 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.28; 24159; 7620; 2909; 557; 15621; 20286; 23798; 23752; 361; 407\r
488 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.21; 31818; 7601; 3096; 557; 23321; 27783; 31479; 31436; 339; 382\r
489 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.14; 32864; 7543; 3664; 557; 24378; 28268; 32478; 32489; 386; 375\r
490 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.07; 32959; 7527; 4052; 556; 24478; 28073; 32561; 32681; 398; 278\r
491 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.31; 32542; 7507; 4189; 523; 24123; 27218; 32153; 31930; 389; 612\r
492 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.24; 32601; 7637; 4161; 479; 24159; 27812; 32275; 32452; 326; 149\r
493 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.17; 33716; 8771; 4276; 512; 24401; 28899; 33684; 33687; 32; 29\r
494 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.10; 33610; 8826; 4323; 510; 24247; 28746; 33583; 33579; 27; 31\r
495 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.03; 34058; 8898; 4358; 475; 24450; 28736; 33823; 33569; 235; 489\r
496 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.27; 34054; 8893; 4362; 475; 24461; 28704; 33829; 33541; 225; 513\r
497 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.20; 33619; 8827; 4455; 475; 24096; 28240; 33398; 33170; 221; 449\r
498 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.13; 35667; 8771; 4254; 555; 26137; 30153; 35463; 34962; 204; 705\r
499 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.06; 38190; 8794; 4252; 555; 28664; 32847; 38013; 37654; 177; 536\r
500 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.29; 35296; 8663; 3838; 476; 25688; 30175; 34827; 34489; 469; 807\r
501 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.22; 35967; 9084; 4087; 69; 25854; 30497; 35007; 34653; 960; 1314\r
502 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.15; 33614; 7236; 3730; 69; 25950; 29027; 33255; 32826; 359; 788\r
503 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.08; 33553; 6917; 3463; 56; 26232; 29278; 33205; 32797; 348; 756\r
504 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.01; 32729; 6822; 3536; 56; 25443; 28407; 32321; 31999; 408; 730\r
505 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.25; 33398; 6779; 3456; 62; 26179; 29117; 33020; 32635; 378; 763\r
506 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 34929; 8674; 3600; 62; 25785; 30571; 34521; 34233; 408; 696\r
507 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.11; 33673; 8674; 3633; 62; 24473; 29105; 33209; 32800; 464; 873\r
508 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.04; 33490; 8664; 3745; 62; 24311; 28953; 33037; 32760; 453; 730\r
509 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.27; 33678; 8544; 3881; 172; 24751; 28896; 33467; 32949; 211; 729\r
510 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.20; 34080; 8880; 3804; 172; 24824; 29446; 33876; 33422; 204; 658\r
511 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.13; 39703; 2922; 3926; 6638; 29731; 28210; 39291; 38774; 412; 929\r
512 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.06; 40441; 2430; 4434; 4443; 32260; 29663; 39133; 38540; 1308; 1901\r
513 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.30; 42608; 3126; 4518; 1843; 36260; 34374; 41229; 40735; 1379; 1873\r
514 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.23; 43059; 2249; 4789; 2273; 37244; 34247; 41766; 41309; 1293; 1750\r
515 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.16; 38335; 2254; 4712; 1273; 34499; 31576; 38026; 37561; 309; 774\r
516 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.09; 36504; 1963; 5611; 1004; 33039; 28808; 36006; 35423; 498; 1081\r
517 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.02; 36259; 2053; 5046; 1004; 32867; 29326; 35924; 35376; 335; 883\r
518 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.26; 37324; 3770; 5424; 1019; 32237; 29968; 37026; 36411; 298; 913\r
519 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.19; 37110; 3754; 5348; 1023; 32031; 29839; 36808; 36210; 302; 900\r
520 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.12; 37592; 3966; 5821; 1023; 32224; 29955; 37213; 36799; 379; 793\r
521 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.05; 37619; 3956; 5708; 1028; 32194; 30025; 37178; 36761; 441; 858\r
522 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.28; 37154; 3768; 5429; 1028; 31681; 29550; 36477; 36007; 677; 1147\r
523 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.21; 36211; 3068; 6007; 1027; 31439; 28021; 35534; 35055; 677; 1156\r
524 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.14; 36636; 3244; 5636; 1029; 31707; 28784; 35980; 35449; 656; 1187\r
525 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 40954; 6168; 6362; 1029; 32911; 32452; 40108; 39843; 846; 1111\r
526 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 44733; 6503; 6891; 1046; 36479; 35373; 44028; 43310; 705; 1423\r
527 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 39731; 6518; 6327; 1046; 31317; 30844; 38881; 38217; 850; 1514\r
528 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 38596; 6588; 7379; 1046; 29814; 28692; 37448; 37117; 1148; 1479\r
529 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 37756; 6047; 6038; 1046; 29676; 29327; 36769; 36411; 987; 1345\r
530 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 36423; 4372; 5958; 1046; 29891; 27883; 35309; 34887; 1114; 1536\r
531 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 35527; 3962; 5821; 1046; 29684; 27247; 34692; 34114; 835; 1413\r
532 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 35159; 2937; 5654; 1046; 30385; 26473; 34368; 33173; 791; 1986\r
533 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 33892; 4167; 6240; 1046; 28482; 25222; 33695; 32508; 197; 1384\r
534 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 33800; 4219; 6077; 1046; 28426; 25160; 33691; 32283; 109; 1517\r
535 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 34368; 4243; 6863; 1046; 28921; 24692; 34210; 32601; 158; 1767\r
536 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 34615; 4182; 6574; 1046; 29229; 25573; 34457; 33193; 158; 1422\r
537 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 36501; 4073; 6876; 1111; 31221; 27304; 36405; 35291; 96; 1210\r
538 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 38699; 6324; 6979; 1111; 30382; 28799; 37817; 36889; 882; 1810\r
539 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 40429; 5964; 6256; 1439; 31942; 30601; 39345; 38296; 1084; 2133\r
540 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 37209; 6533; 6275; 1517; 28529; 27169; 36579; 34961; 630; 2248\r
541 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 37739; 7858; 6825; 1517; 28004; 27320; 37379; 35662; 360; 2077\r
542 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 40003; 8761; 9577; 1014; 29865; 28070; 39640; 38661; 363; 1342\r
543 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 40945; 8106; 10265; 1014; 31506; 28219; 40626; 39498; 319; 1447\r
544 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 39125; 7850; 10239; 1014; 29977; 26480; 38841; 37733; 284; 1392\r
545 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 39897; 1892; 10337; 1014; 36780; 27239; 39686; 38590; 211; 1307\r
546 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 35875; 1696; 6395; 1006; 32843; 27086; 35545; 34487; 330; 1388\r
547 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 36255; 1548; 6464; 1006; 33363; 27417; 35917; 34887; 338; 1368\r
548 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 36307; 2031; 6400; 1006; 32906; 27529; 35943; 34935; 364; 1372\r
549 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 37012; 2326; 7014; 1006; 33483; 27625; 36815; 35645; 197; 1367\r
550 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 36734; 2262; 7001; 1006; 33190; 27278; 36458; 35285; 276; 1449\r
551 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 42719; 1336; 6446; 998; 39767; 33525; 42101; 40969; 618; 1750\r
552 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 40643; 528; 6760; 981; 38087; 30343; 39596; 38084; 1047; 2559\r
553 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 43237; 770; 7786; 981; 40366; 31612; 42117; 40379; 1120; 2858\r
554 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 36642; 471; 6997; 1108; 34494; 26358; 36073; 34463; 569; 2179\r
555 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 37539; 482; 6972; 1108; 34372; 26305; 35962; 34385; 1577; 3154\r
556 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 37192; 838; 7128; 1108; 34790; 26142; 36736; 34378; 456; 2814\r
557 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 37373; 819; 7018; 1108; 34620; 26497; 36547; 34623; 826; 2750\r
558 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.19; 37706; 455; 6529; 1108; 35289; 27256; 36852; 34893; 854; 2813\r
559 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 37781; 485; 6452; 221; 36316; 28368; 37022; 35041; 759; 2740\r
560 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 38279; 760; 6449; 371; 36080; 28210; 37211; 35030; 1068; 3249\r
561 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 38779; 960; 6541; 371; 36052; 28043; 37383; 34955; 1396; 3824\r
562 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.21; 37565; 1044; 5840; 1021; 34548; 27379; 36613; 34240; 952; 3325\r
563 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.14; 35408; 1772; 6389; 560; 32415; 25586; 34747; 32535; 661; 2873\r
564 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 46284; 1937; 9073; 370; 42003; 32635; 44310; 42078; 1974; 4206\r
565 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 44568; 2033; 9522; 380; 40803; 31165; 43216; 41067; 1352; 3501\r
566 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 47727; 2035; 10977; 359; 44942; 34623; 47336; 45959; 391; 1768\r
567 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 43991; 2005; 11056; 384; 41423; 30880; 43812; 42320; 179; 1671\r
568 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 53100; 1996; 10931; 384; 50336; 40226; 52716; 51541; 384; 1559\r
569 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 52550; 1466; 11451; 234; 50544; 39391; 52244; 51076; 306; 1474\r
570 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 51838; 1727; 11327; 234; 49389; 38700; 51350; 50261; 488; 1577\r
571 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 51920; 1760; 11524; 234; 49549; 38216; 51543; 49974; 377; 1946\r
572 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 52874; 1763; 11513; 234; 50411; 39122; 52408; 50869; 466; 2005\r
573 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 53891; 1761; 12203; 234; 51465; 39546; 53460; 51983; 431; 1908\r
574 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 52917; 1425; 12000; 234; 50872; 38675; 52531; 50909; 386; 2008\r
575 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 52881; 1229; 13798; 234; 51079; 36822; 52542; 50854; 339; 2027\r
576 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 49603; 1121; 12747; 216; 48236; 35125; 49573; 48088; 30; 1515\r
577 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 52292; 443; 12827; 129; 51479; 37828; 52051; 50784; 241; 1508\r
578 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 50239; 443; 11576; 129; 47535; 35372; 48107; 47077; 2132; 3162\r
579 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 51051; 1458; 10967; 192; 48358; 37880; 50008; 49039; 1043; 2012\r
580 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 50441; 1458; 9679; 79; 47832; 37947; 49369; 47705; 1072; 2736\r
581 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.11; 48674; 1458; 8945; 79; 46952; 38010; 48489; 47034; 185; 1640\r
582 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.04; 50062; 400; 8796; 76; 49126; 39675; 49602; 48547; 460; 1515\r
583 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.27; 50051; 640; 8869; 76; 49096; 39519; 49812; 48464; 239; 1587\r
584 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.20; 49345; 583; 8843; 76; 48450; 38972; 49109; 47891; 236; 1454\r
585 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.12; 49490; 313; 8146; 76; 48919; 39909; 49308; 48131; 182; 1359\r
586 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.06; 49073; 323; 8333; 76; 48486; 39615; 48885; 48024; 188; 1049\r
587 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.30; 38999; 582; 8856; 76; 38060; 28513; 38718; 37445; 281; 1554\r
588 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.23; 39142; 749; 8948; 76; 37978; 28524; 38803; 37548; 339; 1594\r
589 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.16; 38329; 749; 8176; 76; 37167; 28645; 37992; 36897; 337; 1432\r
590 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.09; 40234; 2231; 8289; 176; 36905; 29896; 39312; 38361; 922; 1873\r
591 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.02; 40782; 2522; 7929; 211; 36081; 29751; 38814; 37891; 1968; 2891\r
592 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.24; 40500; 2901; 7595; 270; 36339; 30665; 39510; 38530; 990; 1970\r
593 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.17; 39067; 2696; 7475; 76; 35976; 30051; 38748; 37602; 319; 1465\r
594 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.10; 39919; 2338; 7906; 76; 37238; 30526; 39652; 38508; 267; 1411\r
595 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.03; 39569; 277; 6790; 76; 38986; 31399; 39339; 38265; 230; 1304\r
596 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.27; 38415; 316; 6217; 76; 37845; 31401; 38237; 37694; 178; 721\r
597 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.20; 38364; 236; 6369; 76; 37892; 30922; 38204; 37367; 160; 997\r
598 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.13; 38304; 235; 6142; 69; 37878; 30823; 38182; 37034; 122; 1270\r
599 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.06; 36918; 157; 5325; 73; 36607; 30616; 36837; 36014; 81; 904\r
600 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.30; 36907; 315; 5328; 73; 36350; 30129; 36738; 35530; 169; 1377\r
601 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.22; 35254; 448; 5023; 73; 34603; 29268; 35124; 34364; 130; 890\r
602 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.16; 42414; 245; 4761; 73; 41184; 33894; 41502; 38728; 912; 3686\r
603 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.09; 45740; 254; 4943; 73; 44990; 39064; 45317; 44080; 423; 1660\r
604 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.02; 42469; 350; 4154; 73; 41597; 35146; 42020; 39373; 449; 3096\r
605 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.25; 40635; 372; 3231; 201; 39884; 35733; 40457; 39165; 178; 1470\r
606 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.18; 43477; 288; 2569; 292; 42671; 39119; 43251; 41980; 226; 1497\r
607 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.11; 44383; 424; 2621; 73; 43687; 40353; 44184; 43047; 199; 1336\r
608 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.04; 43898; 300; 2421; 73; 43241; 40117; 43614; 42611; 284; 1287\r
609 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.28; 43654; 234; 2371; 63; 43100; 40010; 43397; 42444; 257; 1210\r
610 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.21; 44109; 410; 2331; 63; 43384; 40440; 43857; 42834; 252; 1275\r
611 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.14; 43800; 250; 2249; 163; 43052; 40205; 43465; 42617; 335; 1183\r
612 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.07; 43354; 254; 2227; 185; 42491; 39775; 42930; 42187; 424; 1167\r
613 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.30; 47461; 156; 2227; 185; 46711; 43958; 47052; 46370; 409; 1091\r
614 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.23; 51708; 332; 1487; 35; 51020; 49115; 51387; 50637; 321; 1071\r
615 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.16; 54656; 793; 1696; 35; 53534; 51915; 54362; 53646; 294; 1010\r
616 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.09; 56708; 835; 1583; 100; 54956; 54028; 55891; 55711; 817; 997\r
617 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.02; 53912; 861; 1646; 102; 52124; 51268; 53087; 53016; 825; 896\r
618 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.26; 53767; 319; 1745; 0; 52646; 51163; 52965; 52908; 802; 859\r
619 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.19; 53964; 596; 1655; 150; 52455; 51297; 53201; 53102; 763; 862\r
620 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.12; 55777; 728; 1597; 0; 54738; 53266; 55466; 54863; 311; 914\r
621 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.05; 55179; 600; 1587; 0; 54347; 52775; 54947; 54362; 232; 817\r
622 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.29; 53781; 100; 1877; 0; 53435; 50896; 53535; 52773; 246; 1008\r
623 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.22; 54191; 310; 1933; 0; 53765; 51425; 54075; 53358; 116; 833\r
624 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.15; 54072; 159; 1703; 0; 53777; 51495; 53936; 53198; 136; 874\r
625 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.08; 52961; 170; 1793; 0; 52707; 50221; 52877; 52014; 84; 947\r
626 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.01; 53498; 103; 2060; 0; 53258; 50498; 53361; 52558; 137; 940\r
627 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.24; 54473; 394; 2716; 0; 53919; 50751; 54313; 53467; 160; 1006\r
628 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.17; 54811; 555; 1695; 0; 54120; 52149; 54675; 53844; 136; 967\r
629 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.10; 56860; 713; 794; 271; 54365; 53479; 55349; 54544; 1511; 2316\r
630 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.03; 55659; 713; 933; 0; 53681; 52622; 54394; 53555; 1265; 2104\r
631 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.27; 57606; 735; 930; 368; 56233; 55318; 57336; 56616; 270; 990\r
632 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.20; 57020; 729; 1299; 45; 56054; 54665; 56828; 56009; 192; 1011\r
633 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.13; 54918; 726; 887; 100; 53908; 52726; 54734; 53714; 183; 1204\r
634 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.06; 52738; 693; 732; 0; 51897; 50793; 52590; 51525; 148; 1213\r
635 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.29; 53143; 600; 1120; 0; 52029; 51062; 52629; 52182; 514; 961\r
636 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.22; 52313; 184; 1440; 0; 52029; 50128; 52213; 51568; 100; 745\r
637 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.15; 53728; 177; 818; 0; 53446; 51941; 53623; 52759; 105; 969\r
638 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.08; 53047; 1131; 488; 0; 51655; 51613; 52786; 52101; 261; 946\r
639 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.01; 53126; 1131; 638; 0; 51777; 51765; 52908; 52403; 218; 723\r
640 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.25; 53735; 1131; 638; 0; 52422; 52322; 53553; 52960; 182; 775\r
641 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.18; 48559; 1206; 589; 0; 47153; 47225; 48359; 47814; 200; 745\r
642 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.11; 49555; 1537; 745; 1; 47794; 47875; 49332; 48621; 223; 934\r
643 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.04; 48251; 1652; 489; 292; 46005; 46422; 47949; 47203; 302; 1048\r
644 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.25; 37648; 1526; 649; 542; 35020; 35488; 37088; 36678; 560; 970\r
645 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.18; 37150; 1248; 1001; 71; 35379; 35153; 36698; 36225; 452; 925\r
646 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 35761; 1238; 716; 98; 34046; 34157; 35382; 34970; 379; 791\r
647 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 36047; 1197; 715; 127; 34322; 34526; 35646; 35368; 401; 679\r
648 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.28; 37749; 1169; 779; 186; 35988; 36040; 37343; 37004; 406; 745\r
649 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.21; 39951; 1246; 625; 193; 38087; 38468; 39527; 39286; 424; 665\r
650 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.14; 35317; 1168; 819; 244; 33544; 33580; 34956; 34643; 361; 674\r
651 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.07; 36772; 1311; 528; 232; 34823; 35378; 36366; 36137; 406; 635\r
652 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.31; 37677; 1137; 771; 175; 36025; 36087; 37337; 37033; 340; 644\r
653 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.23; 36505; 1117; 761; 245; 34815; 34705; 36176; 35710; 329; 795\r
654 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.17; 35964; 1088; 421; 314; 34049; 34596; 35450; 35330; 514; 634\r
655 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.10; 41771; 1607; 1726; 1826; 37975; 37480; 41407; 41032; 364; 740\r
656 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.03; 44515; 1483; 1408; 1939; 40691; 40433; 44113; 43781; 402; 734\r
657 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.26; 45240; 1628; 1375; 2071; 41010; 41005; 44709; 44451; 531; 789\r
658 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.19; 40401; 1570; 1335; 1958; 36303; 36395; 39831; 39688; 570; 713\r
659 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.12; 36404; 1674; 805; 256; 33826; 34089; 35756; 35150; 648; 1254\r
660 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.05; 33969; 1572; 1335; 47; 31713; 31905; 33332; 33287; 637; 682\r
661 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.29; 33866; 1516; 1514; 47; 31605; 31350; 33168; 32911; 698; 955\r
662 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.22; 31066; 1757; 1356; 2; 28807; 28717; 30566; 30075; 500; 991\r
663 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.15; 30095; 3617; 1671; 2; 25981; 27546; 29600; 29219; 495; 876\r
664 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.08; 29844; 3568; 1941; 2; 25722; 26994; 29292; 28937; 552; 907\r
665 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.01; 30034; 3398; 1685; 0; 26141; 27171; 29539; 28856; 495; 1178\r
666 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.24; 30824; 2908; 1492; 0; 26943; 28052; 29851; 29544; 973; 1280\r
667 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.17; 33874; 2868; 1588; 0; 30395; 30964; 33263; 32552; 611; 1322\r
668 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.10; 37196; 2151; 1175; 0; 33334; 33768; 35485; 34943; 1711; 2253\r
669 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.03; 36669; 1220; 2342; 476; 33870; 31560; 35566; 34378; 1103; 2291\r
670 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.27; 29636; 1719; 2287; 350; 26711; 25182; 28780; 27819; 856; 1817\r
671 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.20; 29911; 1885; 1920; 0; 27339; 26183; 29224; 28103; 687; 1808\r
672 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.13; 30025; 2111; 1724; 0; 27063; 26760; 29174; 28484; 851; 1541\r
673 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.06; 29449; 2081; 1890; 0; 26722; 26560; 28803; 28450; 646; 999\r
674 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.30; 29633; 1946; 1763; 0; 27241; 27029; 29187; 28792; 446; 841\r
675 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.23; 30452; 1946; 1510; 0; 27805; 27478; 29751; 28988; 701; 1464\r
676 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.16; 33152; 6103; 1768; 0; 26656; 30570; 32759; 32338; 393; 814\r
677 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.09; 32724; 5873; 1836; 0; 26645; 30236; 32518; 32072; 206; 652\r
678 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.02; 34825; 5993; 1897; 0; 28591; 32417; 34584; 34314; 241; 511\r
679 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.25; 34219; 5490; 1961; 0; 28509; 31630; 33999; 33591; 220; 628\r
680 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.18; 33369; 4720; 2292; 0; 28407; 30321; 33127; 32613; 242; 756\r
681 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.11; 40152; 5425; 1147; 1323; 31086; 34977; 37834; 37447; 2318; 2705\r
682 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.04; 38109; 5515; 891; 1581; 28766; 32856; 35862; 35328; 2247; 2781\r
683 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.28; 34366; 5136; 740; 1897; 27037; 30030; 34070; 32667; 296; 1699\r
684 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.21; 29194; 9315; 644; 775; 18676; 27180; 28766; 28599; 428; 595\r
685 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.14; 25626; 6305; 500; 0; 19013; 24761; 25318; 25261; 308; 365\r
686 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.07; 25650; 5834; 788; 0; 19503; 24483; 25337; 25271; 313; 379\r
687 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.30; 25234; 5448; 873; 0; 19653; 24101; 25101; 24974; 133; 260\r
688 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.23; 24630; 5348; 745; 0; 19190; 23461; 24538; 24206; 92; 424\r
689 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.16; 23975; 5534; 518; 0; 18235; 23274; 23769; 23792; 206; 183\r
690 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.09; 23935; 5308; 745; 0; 18514; 22919; 23822; 23664; 113; 271\r
691 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.02; 22299; 5021; 915; 0; 17208; 21235; 22229; 22150; 70; 149\r
692 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.26; 20179; 5516; 838; 0; 13578; 18924; 19094; 19762; 1085; 417\r
693 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.19; 14436; 4566; 883; 0; 8749; 12115; 13315; 12998; 1121; 1438\r
694 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.12; 10798; 3902; 393; 0; 5964; 9555; 9866; 9948; 932; 850\r
695 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.05; 9975; 3775; 195; 242; 5680; 9212; 9697; 9649; 278; 326\r
696 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.26; 9884; 2582; 147; 331; 6726; 9228; 9639; 9706; 245; 178\r
697 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.19; 11618; 2877; 215; 0; 8339; 10911; 11216; 11126; 402; 492\r
698 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.12; 7991; 2690; 0; 0; 4731; 7631; 7421; 7631; 570; 360\r
699 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.05; 5931; 2585; 84; 0; 2945; 5467; 5530; 5551; 401; 380\r
700 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.29; 5985; 2583; 0; 0; 3104; 5535; 5687; 5535; 298; 450\r
701 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.08; 5667; 2452; 2062; 1; 3040; 2796; 5493; 4859; 174; 808\r
702 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.18; 5746; 2572; 2032; 0; 2994; 3011; 5566; 5043; 180; 703\r
703 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.11; 7632; 2899; 2188; 183; 4003; 3652; 7085; 6023; 547; 1609\r
704 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.04; 8012; 3149; 2115; 0; 4141; 4180; 7290; 6295; 722; 1717\r
705 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.27; 6920; 3250; 1240; 1; 3639; 4607; 6890; 5848; 30; 1072\r
706 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.13; 5855; 1362; 180; 0; 3636; 3859; 4998; 4039; 857; 1816\r
707 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 36571; 13635; 8344; 630; 22150; 27562; 36415; 36536; 156; 35\r
708 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 59554; 14399; 9121; 1684; 42904; 48162; 58987; 58967; 567; 587\r
709 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 60617; 13872; 9119; 2277; 44415; 49112; 60564; 60508; 53; 109\r
710 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 52067; 14175; 9072; 748; 37081; 42135; 52004; 51955; 63; 112\r
711 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 53493; 13043; 9085; 998; 39395; 42559; 53436; 52642; 57; 851\r
712 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 55477; 14801; 9457; 793; 39846; 45029; 55440; 55279; 37; 198\r
713 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 55848; 14965; 9479; 1020; 39797; 45149; 55782; 55648; 66; 200\r
714 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59161; 15171; 8145; 543; 43221; 50282; 58935; 58970; 226; 191\r
715 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 57918; 15484; 7585; 646; 41569; 49499; 57699; 57730; 219; 188\r
716 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 56459; 15728; 7256; 773; 39687; 48238; 56188; 56267; 271; 192\r
717 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 56023; 15269; 7518; 813; 39661; 47246; 55743; 55577; 280; 446\r
718 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 55890; 15363; 7629; 732; 39715; 47489; 55810; 55850; 80; 40\r
719 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 52927; 13630; 6490; 846; 38069; 45213; 52545; 52549; 382; 378\r
720 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 51844; 13236; 5964; 857; 37375; 44670; 51468; 51491; 376; 353\r
721 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 62714; 14711; 3464; 1224; 46330; 57437; 62265; 62125; 449; 589\r
722 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 61287; 15489; 4675; 1217; 44305; 55279; 61011; 61171; 276; 116\r
723 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 59355; 18475; 4452; 1433; 39219; 53199; 59127; 59084; 228; 271\r
724 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 60934; 18828; 4546; 1473; 40405; 54764; 60706; 60783; 228; 151\r
725 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 59781; 18756; 4469; 1438; 39353; 53788; 59547; 59695; 234; 86\r
726 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 49081; 11205; 2685; 1759; 35883; 44566; 48847; 49010; 234; 71\r
727 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 54693; 8115; 2808; 846; 39965; 50985; 48926; 54639; 5767; 54\r
728 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 53190; 5793; 6335; 972; 46117; 45836; 52882; 53143; 308; 47\r
729 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 53183; 5278; 4658; 1269; 46311; 47170; 52858; 53097; 325; 86\r
730 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 50827; 5332; 3694; 1313; 43966; 45763; 50611; 50770; 216; 57\r
731 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 50675; 5488; 4389; 1269; 43687; 44993; 50444; 50651; 231; 24\r
732 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 50413; 5677; 4594; 1269; 43210; 44467; 50156; 50330; 257; 83\r
733 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 51500; 5680; 4892; 1269; 44220; 45264; 51169; 51425; 331; 75\r
734 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 57584; 6756; 3726; 2009; 47698; 50910; 56463; 56645; 1121; 939\r
735 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 50975; 6287; 3802; 1845; 42605; 45137; 50737; 50784; 238; 191\r
736 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 54377; 10132; 10231; 1135; 42829; 42896; 54096; 54262; 281; 115\r
737 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 53885; 10057; 10563; 910; 42565; 42374; 53532; 53847; 353; 38\r
738 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 55484; 11583; 11515; 1045; 42466; 42881; 55094; 55441; 390; 43\r
739 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 55480; 12135; 10645; 857; 42082; 43318; 55074; 54820; 406; 660\r
740 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 55013; 11504; 10832; 824; 42292; 43291; 54620; 54947; 393; 66\r
741 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 56214; 11406; 11125; 884; 43468; 44061; 55758; 56070; 456; 144\r
742 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 56250; 11548; 9855; 976; 43267; 45323; 55791; 56154; 459; 96\r
743 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 52713; 8644; 10539; 1277; 42488; 40766; 52409; 52582; 304; 131\r
744 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 52148; 8134; 10785; 1652; 42076; 39699; 51862; 52136; 286; 12\r
745 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 51855; 8247; 10394; 1574; 39077; 37078; 48898; 49046; 2957; 2809\r
746 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 51642; 6929; 10155; 1579; 42866; 39796; 51374; 51530; 268; 112\r
747 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 51830; 6789; 14102; 1519; 43242; 36080; 51550; 51701; 280; 129\r
748 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 54345; 8946; 13903; 1619; 43399; 38681; 53964; 54203; 381; 142\r
749 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 54897; 6372; 13690; 1671; 46506; 39382; 54549; 54743; 348; 154\r
750 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 56803; 6737; 14851; 1662; 48023; 40214; 56422; 56727; 381; 76\r
751 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 55087; 7070; 18176; 1607; 46088; 35236; 54765; 55019; 322; 68\r
752 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 57069; 7368; 18558; 1666; 47762; 36744; 56796; 56968; 273; 101\r
753 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 55763; 4820; 19463; 618; 50165; 35516; 55603; 55597; 160; 166\r
754 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 54992; 5442; 18528; 575; 48741; 35762; 54758; 54865; 234; 127\r
755 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 53098; 2969; 17771; 285; 49685; 35041; 52939; 53097; 159; 1\r
756 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 53336; 2729; 17894; 285; 49986; 34956; 53000; 53135; 336; 201\r
757 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 52924; 2501; 17961; 285; 49908; 34612; 52694; 52858; 230; 66\r
758 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 55073; 2468; 20966; 285; 52041; 33782; 54794; 55033; 279; 40\r
759 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 54032; 2075; 19564; 285; 51544; 34089; 53904; 53938; 128; 94\r
760 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 65184; 2850; 21639; 285; 61952; 43192; 65087; 65116; 97; 68\r
761 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 70424; 3286; 17916; 383; 66537; 51948; 70206; 70247; 218; 177\r
762 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 71426; 3302; 19110; 338; 67578; 51842; 71218; 71290; 208; 136\r
763 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 67716; 3489; 17834; 285; 63639; 49361; 67413; 67480; 303; 236\r
764 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 68539; 3589; 18959; 285; 64433; 49086; 68307; 68330; 232; 209\r
765 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 71483; 4176; 18365; 285; 66892; 52558; 71353; 71208; 130; 275\r
766 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 65963; 3643; 12303; 1714; 60374; 49415; 65731; 63432; 232; 2531\r
767 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 64633; 2566; 13785; 828; 61122; 47741; 64516; 62354; 117; 2279\r
768 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 64467; 2736; 15210; 622; 61035; 46496; 64393; 62328; 74; 2139\r
769 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 63913; 2137; 16285; 611; 60997; 44841; 63745; 61737; 168; 2176\r
770 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.03; 63361; 2295; 16141; 288; 59709; 43796; 62292; 60225; 1069; 3136\r
771 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.26; 58248; 1835; 15028; 304; 55955; 40624; 58094; 55956; 154; 2292\r
772 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.19; 57068; 1799; 13625; 304; 54715; 40825; 56818; 54754; 250; 2314\r
773 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.12; 67310; 1602; 22583; 351; 65118; 41802; 67071; 64736; 239; 2574\r
774 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.06.05; 64551; 1759; 23439; 464; 62111; 38445; 64334; 62348; 217; 2203\r
775 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.29; 60823; 2024; 20110; 512; 57714; 37813; 60250; 58435; 573; 2388\r
776 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.22; 50094; 2068; 16957; 333; 47506; 30812; 49907; 48102; 187; 1992\r
777 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.15; 48016; 2015; 16658; 375; 45469; 28974; 47859; 46007; 157; 2009\r
778 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.08; 47729; 2462; 16708; 675; 44554; 28504; 47691; 45887; 38; 1842\r
779 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.05.01; 47191; 2268; 16954; 375; 44514; 27996; 47157; 45325; 34; 1866\r
780 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.24; 46181; 2346; 16037; 337; 43212; 27822; 45895; 44196; 286; 1985\r
781 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.17; 46253; 2260; 16331; 333; 43383; 27567; 45976; 44231; 277; 2022\r
782 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.10; 46617; 2572; 16081; 333; 43554; 28226; 46459; 44640; 158; 1977\r
783 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.04.03; 44564; 3206; 15915; 333; 40824; 26334; 44363; 42582; 201; 1982\r
784 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.27; 44937; 3447; 16072; 334; 40853; 26450; 44634; 42856; 303; 2081\r
785 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.20; 45021; 4087; 16046; 333; 40340; 26735; 44760; 43114; 261; 1907\r
786 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.13; 57951; 2599; 22067; 2965; 50694; 29597; 56258; 54629; 1693; 3322\r
787 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.03.06; 53076; 2453; 19994; 2549; 47919; 30400; 52921; 52943; 155; 133\r
788 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.27; 51962; 2419; 17311; 2654; 45717; 30862; 50790; 50827; 1172; 1135\r
789 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.20; 46538; 3358; 16549; 478; 42566; 29376; 46402; 46403; 136; 135\r
790 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.13; 44678; 2842; 16594; 586; 41129; 27343; 44557; 44523; 121; 155\r
791 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.02.06; 44153; 3106; 16620; 398; 40528; 27029; 44032; 44047; 121; 106\r
792 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.30; 43477; 2130; 15763; 548; 40677; 27041; 43355; 43352; 122; 125\r
793 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.23; 45666; 3113; 16341; 393; 42039; 28811; 45545; 45545; 121; 121\r
794 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.16; 44899; 2227; 15536; 449; 42102; 28576; 44778; 44561; 121; 338\r
795 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.09; 45266; 2615; 15430; 393; 42022; 28938; 45030; 44761; 236; 505\r
796 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2007.01.03; 45678; 3198; 15533; 393; 41949; 29536; 45540; 45462; 138; 216\r
797 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.26; 45576; 3094; 15323; 393; 42001; 29664; 45488; 45380; 88; 196\r
798 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.19; 46336; 3132; 14809; 393; 41137; 29384; 44662; 44586; 1674; 1750\r
799 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.12; 46934; 2242; 14944; 1270; 40974; 28146; 44486; 44360; 2448; 2574\r
800 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.12.05; 47184; 2161; 14162; 5271; 39669; 27631; 47101; 47064; 83; 120\r
801 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.28; 45803; 2345; 15414; 3106; 40176; 27060; 45627; 45580; 176; 223\r
802 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.21; 43983; 2282; 16066; 738; 40828; 26750; 43848; 43554; 135; 429\r
803 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.14; 43281; 1900; 15606; 658; 40598; 26884; 43156; 43148; 125; 133\r
804 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.11.07; 43248; 1838; 15377; 658; 40615; 27041; 43111; 43076; 137; 172\r
805 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.31; 43126; 1874; 14967; 508; 40504; 27412; 42886; 42887; 240; 239\r
806 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.24; 41955; 1711; 12389; 1786; 38311; 27637; 41808; 41812; 147; 143\r
807 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.17; 40494; 2952; 12811; 624; 36580; 26702; 40156; 40137; 338; 357\r
808 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.10; 38203; 3450; 10703; 877; 33333; 26035; 37660; 37615; 543; 588\r
809 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.10.03; 38690; 3450; 10735; 427; 34696; 27368; 38573; 38530; 117; 160\r
810 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.26; 46812; 11743; 9667; 427; 34531; 36532; 46701; 46626; 111; 186\r
811 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.19; 28974; 14053; 8866; 427; 14399; 19492; 28879; 28785; 95; 189\r
812 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.12; 30074; 5434; 7973; 2733; 21636; 19164; 29803; 29870; 271; 204\r
813 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.09.05; 30717; 10884; 7446; 1879; 17504; 21172; 30267; 30497; 450; 220\r
814 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.29; 30222; 11433; 7709; 357; 18151; 22002; 29941; 30068; 281; 154\r
815 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.22; 31730; 12433; 5582; 357; 18412; 25371; 31202; 31310; 528; 420\r
816 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.15; 23640; 12763; 6631; 507; 10044; 16341; 23314; 23479; 326; 161\r
817 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.08; 22315; 9863; 6721; 557; 11620; 14876; 22040; 22154; 275; 161\r
818 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.08.01; 21709; 10044; 5372; 457; 10985; 15683; 21486; 21512; 223; 197\r
819 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.25; 17171; 8190; 2591; 338; 8467; 14057; 16995; 16986; 176; 185\r
820 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.18; 14671; 5534; 2235; 238; 8658; 12056; 14430; 14529; 241; 142\r
821 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.11; 14576; 5534; 2521; 238; 8732; 11694; 14504; 14453; 72; 123\r
822 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.07.03; 12543; 2866; 2770; 238; 9091; 9333; 12195; 12341; 348; 202\r
823 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.27; 11222; 2883; 2769; 238; 7632; 7696; 10753; 10703; 469; 519\r
824 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.20; 10422; 2347; 2195; 238; 7663; 7767; 10248; 10200; 174; 222\r
825 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.13; 12948; 3348; 2384; 1831; 7570; 8160; 12749; 12375; 199; 573\r
826 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.06.06; 12619; 3201; 2427; 1570; 7628; 8095; 12399; 12092; 220; 527\r
827 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.30; 11606; 2989; 2778; 459; 7945; 7827; 11393; 11064; 213; 542\r
828 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.23; 11802; 2076; 2896; 370; 8804; 8044; 11250; 11310; 552; 492\r
829 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.16; 12666; 2340; 2647; 370; 9781; 9101; 12491; 12118; 175; 548\r
830 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.09; 12674; 1882; 3038; 259; 10358; 9149; 12499; 12446; 175; 228\r
831 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.05.02; 12825; 1838; 2878; 259; 10379; 9505; 12476; 12642; 349; 183\r
832 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.25; 13837; 2951; 2732; 239; 10257; 10689; 13447; 13660; 390; 177\r
833 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.18; 13756; 2951; 2709; 239; 10165; 10629; 13355; 13577; 401; 179\r
834 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.11; 13331; 1924; 2279; 239; 10804; 10609; 12967; 13127; 364; 204\r
835 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.04.04; 13842; 1751; 2263; 239; 11497; 11031; 13487; 13533; 355; 309\r
836 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.28; 14011; 1778; 2404; 239; 11624; 11074; 13641; 13717; 370; 294\r
837 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.21; 14416; 1778; 2431; 239; 12121; 11468; 14138; 14138; 278; 278\r
838 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.14; 14702; 1662; 2025; 270; 12471; 12139; 14403; 14434; 299; 268\r
839 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.03.07; 21891; 7423; 2879; 506; 13672; 18193; 21601; 21578; 290; 313\r
840 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.28; 24159; 7620; 2909; 557; 15621; 20286; 23798; 23752; 361; 407\r
841 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.21; 31818; 7601; 3096; 557; 23321; 27783; 31479; 31436; 339; 382\r
842 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.14; 32864; 7543; 3664; 557; 24378; 28268; 32478; 32489; 386; 375\r
843 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.02.07; 32959; 7527; 4052; 556; 24478; 28073; 32561; 32681; 398; 278\r
844 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.31; 32542; 7507; 4189; 523; 24123; 27218; 32153; 31930; 389; 612\r
845 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.24; 32601; 7637; 4161; 479; 24159; 27812; 32275; 32452; 326; 149\r
846 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.17; 33716; 8771; 4276; 512; 24401; 28899; 33684; 33687; 32; 29\r
847 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.10; 33610; 8826; 4323; 510; 24247; 28746; 33583; 33579; 27; 31\r
848 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2006.01.03; 34058; 8898; 4358; 475; 24450; 28736; 33823; 33569; 235; 489\r
849 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.27; 34054; 8893; 4362; 475; 24461; 28704; 33829; 33541; 225; 513\r
850 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.20; 33619; 8827; 4455; 475; 24096; 28240; 33398; 33170; 221; 449\r
851 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.13; 35667; 8771; 4254; 555; 26137; 30153; 35463; 34962; 204; 705\r
852 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.12.06; 38190; 8794; 4252; 555; 28664; 32847; 38013; 37654; 177; 536\r
853 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.29; 35296; 8663; 3838; 476; 25688; 30175; 34827; 34489; 469; 807\r
854 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.22; 35967; 9084; 4087; 69; 25854; 30497; 35007; 34653; 960; 1314\r
855 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.15; 33614; 7236; 3730; 69; 25950; 29027; 33255; 32826; 359; 788\r
856 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.08; 33553; 6917; 3463; 56; 26232; 29278; 33205; 32797; 348; 756\r
857 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.11.01; 32729; 6822; 3536; 56; 25443; 28407; 32321; 31999; 408; 730\r
858 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.25; 33398; 6779; 3456; 62; 26179; 29117; 33020; 32635; 378; 763\r
859 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 34929; 8674; 3600; 62; 25785; 30571; 34521; 34233; 408; 696\r
860 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.11; 33673; 8674; 3633; 62; 24473; 29105; 33209; 32800; 464; 873\r
861 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.04; 33490; 8664; 3745; 62; 24311; 28953; 33037; 32760; 453; 730\r
862 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.27; 33678; 8544; 3881; 172; 24751; 28896; 33467; 32949; 211; 729\r
863 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.20; 34080; 8880; 3804; 172; 24824; 29446; 33876; 33422; 204; 658\r
864 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.13; 39703; 2922; 3926; 6638; 29731; 28210; 39291; 38774; 412; 929\r
865 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.09.06; 40441; 2430; 4434; 4443; 32260; 29663; 39133; 38540; 1308; 1901\r
866 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.30; 42608; 3126; 4518; 1843; 36260; 34374; 41229; 40735; 1379; 1873\r
867 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.23; 43059; 2249; 4789; 2273; 37244; 34247; 41766; 41309; 1293; 1750\r
868 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.16; 38335; 2254; 4712; 1273; 34499; 31576; 38026; 37561; 309; 774\r
869 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.09; 36504; 1963; 5611; 1004; 33039; 28808; 36006; 35423; 498; 1081\r
870 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.08.02; 36259; 2053; 5046; 1004; 32867; 29326; 35924; 35376; 335; 883\r
871 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.26; 37324; 3770; 5424; 1019; 32237; 29968; 37026; 36411; 298; 913\r
872 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.19; 37110; 3754; 5348; 1023; 32031; 29839; 36808; 36210; 302; 900\r
873 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.12; 37592; 3966; 5821; 1023; 32224; 29955; 37213; 36799; 379; 793\r
874 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.07.05; 37619; 3956; 5708; 1028; 32194; 30025; 37178; 36761; 441; 858\r
875 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.28; 37154; 3768; 5429; 1028; 31681; 29550; 36477; 36007; 677; 1147\r
876 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.21; 36211; 3068; 6007; 1027; 31439; 28021; 35534; 35055; 677; 1156\r
877 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.14; 36636; 3244; 5636; 1029; 31707; 28784; 35980; 35449; 656; 1187\r
878 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 40954; 6168; 6362; 1029; 32911; 32452; 40108; 39843; 846; 1111\r
879 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 44733; 6503; 6891; 1046; 36479; 35373; 44028; 43310; 705; 1423\r
880 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 39731; 6518; 6327; 1046; 31317; 30844; 38881; 38217; 850; 1514\r
881 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 38596; 6588; 7379; 1046; 29814; 28692; 37448; 37117; 1148; 1479\r
882 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 37756; 6047; 6038; 1046; 29676; 29327; 36769; 36411; 987; 1345\r
883 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 36423; 4372; 5958; 1046; 29891; 27883; 35309; 34887; 1114; 1536\r
884 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 35527; 3962; 5821; 1046; 29684; 27247; 34692; 34114; 835; 1413\r
885 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 35159; 2937; 5654; 1046; 30385; 26473; 34368; 33173; 791; 1986\r
886 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 33892; 4167; 6240; 1046; 28482; 25222; 33695; 32508; 197; 1384\r
887 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 33800; 4219; 6077; 1046; 28426; 25160; 33691; 32283; 109; 1517\r
888 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 34368; 4243; 6863; 1046; 28921; 24692; 34210; 32601; 158; 1767\r
889 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 34615; 4182; 6574; 1046; 29229; 25573; 34457; 33193; 158; 1422\r
890 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 36501; 4073; 6876; 1111; 31221; 27304; 36405; 35291; 96; 1210\r
891 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 38699; 6324; 6979; 1111; 30382; 28799; 37817; 36889; 882; 1810\r
892 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 40429; 5964; 6256; 1439; 31942; 30601; 39345; 38296; 1084; 2133\r
893 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 37209; 6533; 6275; 1517; 28529; 27169; 36579; 34961; 630; 2248\r
894 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 37739; 7858; 6825; 1517; 28004; 27320; 37379; 35662; 360; 2077\r
895 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 40003; 8761; 9577; 1014; 29865; 28070; 39640; 38661; 363; 1342\r
896 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 40945; 8106; 10265; 1014; 31506; 28219; 40626; 39498; 319; 1447\r
897 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 39125; 7850; 10239; 1014; 29977; 26480; 38841; 37733; 284; 1392\r
898 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 39897; 1892; 10337; 1014; 36780; 27239; 39686; 38590; 211; 1307\r
899 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 35875; 1696; 6395; 1006; 32843; 27086; 35545; 34487; 330; 1388\r
900 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 36255; 1548; 6464; 1006; 33363; 27417; 35917; 34887; 338; 1368\r
901 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 36307; 2031; 6400; 1006; 32906; 27529; 35943; 34935; 364; 1372\r
902 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 37012; 2326; 7014; 1006; 33483; 27625; 36815; 35645; 197; 1367\r
903 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 36734; 2262; 7001; 1006; 33190; 27278; 36458; 35285; 276; 1449\r
904 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 42719; 1336; 6446; 998; 39767; 33525; 42101; 40969; 618; 1750\r
905 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 40643; 528; 6760; 981; 38087; 30343; 39596; 38084; 1047; 2559\r
906 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 43237; 770; 7786; 981; 40366; 31612; 42117; 40379; 1120; 2858\r
907 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 36642; 471; 6997; 1108; 34494; 26358; 36073; 34463; 569; 2179\r
908 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 37539; 482; 6972; 1108; 34372; 26305; 35962; 34385; 1577; 3154\r
909 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 37192; 838; 7128; 1108; 34790; 26142; 36736; 34378; 456; 2814\r
910 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 37373; 819; 7018; 1108; 34620; 26497; 36547; 34623; 826; 2750\r
911 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.19; 37706; 455; 6529; 1108; 35289; 27256; 36852; 34893; 854; 2813\r
912 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 37781; 485; 6452; 221; 36316; 28368; 37022; 35041; 759; 2740\r
913 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 38279; 760; 6449; 371; 36080; 28210; 37211; 35030; 1068; 3249\r
914 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 38779; 960; 6541; 371; 36052; 28043; 37383; 34955; 1396; 3824\r
915 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.21; 37565; 1044; 5840; 1021; 34548; 27379; 36613; 34240; 952; 3325\r
916 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.14; 35408; 1772; 6389; 560; 32415; 25586; 34747; 32535; 661; 2873\r
917 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 46284; 1937; 9073; 370; 42003; 32635; 44310; 42078; 1974; 4206\r
918 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 44568; 2033; 9522; 380; 40803; 31165; 43216; 41067; 1352; 3501\r
919 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 47727; 2035; 10977; 359; 44942; 34623; 47336; 45959; 391; 1768\r
920 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 43991; 2005; 11056; 384; 41423; 30880; 43812; 42320; 179; 1671\r
921 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 53100; 1996; 10931; 384; 50336; 40226; 52716; 51541; 384; 1559\r
922 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 52550; 1466; 11451; 234; 50544; 39391; 52244; 51076; 306; 1474\r
923 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 51838; 1727; 11327; 234; 49389; 38700; 51350; 50261; 488; 1577\r
924 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 51920; 1760; 11524; 234; 49549; 38216; 51543; 49974; 377; 1946\r
925 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 52874; 1763; 11513; 234; 50411; 39122; 52408; 50869; 466; 2005\r
926 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 53891; 1761; 12203; 234; 51465; 39546; 53460; 51983; 431; 1908\r
927 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 52917; 1425; 12000; 234; 50872; 38675; 52531; 50909; 386; 2008\r
928 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 52881; 1229; 13798; 234; 51079; 36822; 52542; 50854; 339; 2027\r
929 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 49603; 1121; 12747; 216; 48236; 35125; 49573; 48088; 30; 1515\r
930 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 52292; 443; 12827; 129; 51479; 37828; 52051; 50784; 241; 1508\r
931 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 50239; 443; 11576; 129; 47535; 35372; 48107; 47077; 2132; 3162\r
932 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 51051; 1458; 10967; 192; 48358; 37880; 50008; 49039; 1043; 2012\r
933 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 50441; 1458; 9679; 79; 47832; 37947; 49369; 47705; 1072; 2736\r
934 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.11; 48674; 1458; 8945; 79; 46952; 38010; 48489; 47034; 185; 1640\r
935 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.04; 50062; 400; 8796; 76; 49126; 39675; 49602; 48547; 460; 1515\r
936 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.27; 50051; 640; 8869; 76; 49096; 39519; 49812; 48464; 239; 1587\r
937 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.20; 49345; 583; 8843; 76; 48450; 38972; 49109; 47891; 236; 1454\r
938 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.12; 49490; 313; 8146; 76; 48919; 39909; 49308; 48131; 182; 1359\r
939 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.04.06; 49073; 323; 8333; 76; 48486; 39615; 48885; 48024; 188; 1049\r
940 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.30; 38999; 582; 8856; 76; 38060; 28513; 38718; 37445; 281; 1554\r
941 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.23; 39142; 749; 8948; 76; 37978; 28524; 38803; 37548; 339; 1594\r
942 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.16; 38329; 749; 8176; 76; 37167; 28645; 37992; 36897; 337; 1432\r
943 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.09; 40234; 2231; 8289; 176; 36905; 29896; 39312; 38361; 922; 1873\r
944 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.03.02; 40782; 2522; 7929; 211; 36081; 29751; 38814; 37891; 1968; 2891\r
945 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.24; 40500; 2901; 7595; 270; 36339; 30665; 39510; 38530; 990; 1970\r
946 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.17; 39067; 2696; 7475; 76; 35976; 30051; 38748; 37602; 319; 1465\r
947 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.10; 39919; 2338; 7906; 76; 37238; 30526; 39652; 38508; 267; 1411\r
948 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.02.03; 39569; 277; 6790; 76; 38986; 31399; 39339; 38265; 230; 1304\r
949 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.27; 38415; 316; 6217; 76; 37845; 31401; 38237; 37694; 178; 721\r
950 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.20; 38364; 236; 6369; 76; 37892; 30922; 38204; 37367; 160; 997\r
951 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.13; 38304; 235; 6142; 69; 37878; 30823; 38182; 37034; 122; 1270\r
952 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2004.01.06; 36918; 157; 5325; 73; 36607; 30616; 36837; 36014; 81; 904\r
953 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.30; 36907; 315; 5328; 73; 36350; 30129; 36738; 35530; 169; 1377\r
954 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.22; 35254; 448; 5023; 73; 34603; 29268; 35124; 34364; 130; 890\r
955 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.16; 42414; 245; 4761; 73; 41184; 33894; 41502; 38728; 912; 3686\r
956 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.09; 45740; 254; 4943; 73; 44990; 39064; 45317; 44080; 423; 1660\r
957 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.12.02; 42469; 350; 4154; 73; 41597; 35146; 42020; 39373; 449; 3096\r
958 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.25; 40635; 372; 3231; 201; 39884; 35733; 40457; 39165; 178; 1470\r
959 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.18; 43477; 288; 2569; 292; 42671; 39119; 43251; 41980; 226; 1497\r
960 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.11; 44383; 424; 2621; 73; 43687; 40353; 44184; 43047; 199; 1336\r
961 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.11.04; 43898; 300; 2421; 73; 43241; 40117; 43614; 42611; 284; 1287\r
962 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.28; 43654; 234; 2371; 63; 43100; 40010; 43397; 42444; 257; 1210\r
963 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.21; 44109; 410; 2331; 63; 43384; 40440; 43857; 42834; 252; 1275\r
964 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.14; 43800; 250; 2249; 163; 43052; 40205; 43465; 42617; 335; 1183\r
965 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.10.07; 43354; 254; 2227; 185; 42491; 39775; 42930; 42187; 424; 1167\r
966 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.30; 47461; 156; 2227; 185; 46711; 43958; 47052; 46370; 409; 1091\r
967 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.23; 51708; 332; 1487; 35; 51020; 49115; 51387; 50637; 321; 1071\r
968 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.16; 54656; 793; 1696; 35; 53534; 51915; 54362; 53646; 294; 1010\r
969 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.09; 56708; 835; 1583; 100; 54956; 54028; 55891; 55711; 817; 997\r
970 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.09.02; 53912; 861; 1646; 102; 52124; 51268; 53087; 53016; 825; 896\r
971 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.26; 53767; 319; 1745; 0; 52646; 51163; 52965; 52908; 802; 859\r
972 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.19; 53964; 596; 1655; 150; 52455; 51297; 53201; 53102; 763; 862\r
973 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.12; 55777; 728; 1597; 0; 54738; 53266; 55466; 54863; 311; 914\r
974 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.08.05; 55179; 600; 1587; 0; 54347; 52775; 54947; 54362; 232; 817\r
975 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.29; 53781; 100; 1877; 0; 53435; 50896; 53535; 52773; 246; 1008\r
976 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.22; 54191; 310; 1933; 0; 53765; 51425; 54075; 53358; 116; 833\r
977 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.15; 54072; 159; 1703; 0; 53777; 51495; 53936; 53198; 136; 874\r
978 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.08; 52961; 170; 1793; 0; 52707; 50221; 52877; 52014; 84; 947\r
979 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.07.01; 53498; 103; 2060; 0; 53258; 50498; 53361; 52558; 137; 940\r
980 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.24; 54473; 394; 2716; 0; 53919; 50751; 54313; 53467; 160; 1006\r
981 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.17; 54811; 555; 1695; 0; 54120; 52149; 54675; 53844; 136; 967\r
982 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.10; 56860; 713; 794; 271; 54365; 53479; 55349; 54544; 1511; 2316\r
983 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.06.03; 55659; 713; 933; 0; 53681; 52622; 54394; 53555; 1265; 2104\r
984 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.27; 57606; 735; 930; 368; 56233; 55318; 57336; 56616; 270; 990\r
985 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.20; 57020; 729; 1299; 45; 56054; 54665; 56828; 56009; 192; 1011\r
986 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.13; 54918; 726; 887; 100; 53908; 52726; 54734; 53714; 183; 1204\r
987 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.05.06; 52738; 693; 732; 0; 51897; 50793; 52590; 51525; 148; 1213\r
988 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.29; 53143; 600; 1120; 0; 52029; 51062; 52629; 52182; 514; 961\r
989 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.22; 52313; 184; 1440; 0; 52029; 50128; 52213; 51568; 100; 745\r
990 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.15; 53728; 177; 818; 0; 53446; 51941; 53623; 52759; 105; 969\r
991 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.08; 53047; 1131; 488; 0; 51655; 51613; 52786; 52101; 261; 946\r
992 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.04.01; 53126; 1131; 638; 0; 51777; 51765; 52908; 52403; 218; 723\r
993 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.25; 53735; 1131; 638; 0; 52422; 52322; 53553; 52960; 182; 775\r
994 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.18; 48559; 1206; 589; 0; 47153; 47225; 48359; 47814; 200; 745\r
995 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.11; 49555; 1537; 745; 1; 47794; 47875; 49332; 48621; 223; 934\r
996 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.03.04; 48251; 1652; 489; 292; 46005; 46422; 47949; 47203; 302; 1048\r
997 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.25; 37648; 1526; 649; 542; 35020; 35488; 37088; 36678; 560; 970\r
998 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.18; 37150; 1248; 1001; 71; 35379; 35153; 36698; 36225; 452; 925\r
999 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 35761; 1238; 716; 98; 34046; 34157; 35382; 34970; 379; 791\r
1000 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 36047; 1197; 715; 127; 34322; 34526; 35646; 35368; 401; 679\r
1001 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.28; 37749; 1169; 779; 186; 35988; 36040; 37343; 37004; 406; 745\r
1002 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.21; 39951; 1246; 625; 193; 38087; 38468; 39527; 39286; 424; 665\r
1003 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.14; 35317; 1168; 819; 244; 33544; 33580; 34956; 34643; 361; 674\r
1004 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2003.01.07; 36772; 1311; 528; 232; 34823; 35378; 36366; 36137; 406; 635\r
1005 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.31; 37677; 1137; 771; 175; 36025; 36087; 37337; 37033; 340; 644\r
1006 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.23; 36505; 1117; 761; 245; 34815; 34705; 36176; 35710; 329; 795\r
1007 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.17; 35964; 1088; 421; 314; 34049; 34596; 35450; 35330; 514; 634\r
1008 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.10; 41771; 1607; 1726; 1826; 37975; 37480; 41407; 41032; 364; 740\r
1009 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.12.03; 44515; 1483; 1408; 1939; 40691; 40433; 44113; 43781; 402; 734\r
1010 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.26; 45240; 1628; 1375; 2071; 41010; 41005; 44709; 44451; 531; 789\r
1011 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.19; 40401; 1570; 1335; 1958; 36303; 36395; 39831; 39688; 570; 713\r
1012 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.12; 36404; 1674; 805; 256; 33826; 34089; 35756; 35150; 648; 1254\r
1013 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.11.05; 33969; 1572; 1335; 47; 31713; 31905; 33332; 33287; 637; 682\r
1014 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.29; 33866; 1516; 1514; 47; 31605; 31350; 33168; 32911; 698; 955\r
1015 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.22; 31066; 1757; 1356; 2; 28807; 28717; 30566; 30075; 500; 991\r
1016 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.15; 30095; 3617; 1671; 2; 25981; 27546; 29600; 29219; 495; 876\r
1017 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.08; 29844; 3568; 1941; 2; 25722; 26994; 29292; 28937; 552; 907\r
1018 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.10.01; 30034; 3398; 1685; 0; 26141; 27171; 29539; 28856; 495; 1178\r
1019 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.24; 30824; 2908; 1492; 0; 26943; 28052; 29851; 29544; 973; 1280\r
1020 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.17; 33874; 2868; 1588; 0; 30395; 30964; 33263; 32552; 611; 1322\r
1021 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.10; 37196; 2151; 1175; 0; 33334; 33768; 35485; 34943; 1711; 2253\r
1022 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.09.03; 36669; 1220; 2342; 476; 33870; 31560; 35566; 34378; 1103; 2291\r
1023 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.27; 29636; 1719; 2287; 350; 26711; 25182; 28780; 27819; 856; 1817\r
1024 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.20; 29911; 1885; 1920; 0; 27339; 26183; 29224; 28103; 687; 1808\r
1025 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.13; 30025; 2111; 1724; 0; 27063; 26760; 29174; 28484; 851; 1541\r
1026 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.08.06; 29449; 2081; 1890; 0; 26722; 26560; 28803; 28450; 646; 999\r
1027 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.30; 29633; 1946; 1763; 0; 27241; 27029; 29187; 28792; 446; 841\r
1028 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.23; 30452; 1946; 1510; 0; 27805; 27478; 29751; 28988; 701; 1464\r
1029 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.16; 33152; 6103; 1768; 0; 26656; 30570; 32759; 32338; 393; 814\r
1030 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.09; 32724; 5873; 1836; 0; 26645; 30236; 32518; 32072; 206; 652\r
1031 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.07.02; 34825; 5993; 1897; 0; 28591; 32417; 34584; 34314; 241; 511\r
1032 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.25; 34219; 5490; 1961; 0; 28509; 31630; 33999; 33591; 220; 628\r
1033 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.18; 33369; 4720; 2292; 0; 28407; 30321; 33127; 32613; 242; 756\r
1034 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.11; 40152; 5425; 1147; 1323; 31086; 34977; 37834; 37447; 2318; 2705\r
1035 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.06.04; 38109; 5515; 891; 1581; 28766; 32856; 35862; 35328; 2247; 2781\r
1036 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.28; 34366; 5136; 740; 1897; 27037; 30030; 34070; 32667; 296; 1699\r
1037 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.21; 29194; 9315; 644; 775; 18676; 27180; 28766; 28599; 428; 595\r
1038 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.14; 25626; 6305; 500; 0; 19013; 24761; 25318; 25261; 308; 365\r
1039 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.05.07; 25650; 5834; 788; 0; 19503; 24483; 25337; 25271; 313; 379\r
1040 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.30; 25234; 5448; 873; 0; 19653; 24101; 25101; 24974; 133; 260\r
1041 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.23; 24630; 5348; 745; 0; 19190; 23461; 24538; 24206; 92; 424\r
1042 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.16; 23975; 5534; 518; 0; 18235; 23274; 23769; 23792; 206; 183\r
1043 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.09; 23935; 5308; 745; 0; 18514; 22919; 23822; 23664; 113; 271\r
1044 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.04.02; 22299; 5021; 915; 0; 17208; 21235; 22229; 22150; 70; 149\r
1045 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.26; 20179; 5516; 838; 0; 13578; 18924; 19094; 19762; 1085; 417\r
1046 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.19; 14436; 4566; 883; 0; 8749; 12115; 13315; 12998; 1121; 1438\r
1047 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.12; 10798; 3902; 393; 0; 5964; 9555; 9866; 9948; 932; 850\r
1048 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.03.05; 9975; 3775; 195; 242; 5680; 9212; 9697; 9649; 278; 326\r
1049 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.26; 9884; 2582; 147; 331; 6726; 9228; 9639; 9706; 245; 178\r
1050 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.19; 11618; 2877; 215; 0; 8339; 10911; 11216; 11126; 402; 492\r
1051 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.12; 7991; 2690; 0; 0; 4731; 7631; 7421; 7631; 570; 360\r
1052 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.02.05; 5931; 2585; 84; 0; 2945; 5467; 5530; 5551; 401; 380\r
1053 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.29; 5985; 2583; 0; 0; 3104; 5535; 5687; 5535; 298; 450\r
1054 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2002.01.08; 5667; 2452; 2062; 1; 3040; 2796; 5493; 4859; 174; 808\r
1055 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.18; 5746; 2572; 2032; 0; 2994; 3011; 5566; 5043; 180; 703\r
1056 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.11; 7632; 2899; 2188; 183; 4003; 3652; 7085; 6023; 547; 1609\r
1057 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.12.04; 8012; 3149; 2115; 0; 4141; 4180; 7290; 6295; 722; 1717\r
1058 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.27; 6920; 3250; 1240; 1; 3639; 4607; 6890; 5848; 30; 1072\r
1059 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE ;2001.11.13; 5855; 1362; 180; 0; 3636; 3859; 4998; 4039; 857; 1816\r