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1 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 53034; 23194; 12513; 297; 29171; 39817; 52662; 52627; 372; 407\r
2 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 67752; 22288; 1503; 2112; 36420; 57095; 60820; 60710; 6932; 7042\r
3 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 58948; 21718; 2612; 187; 36991; 55893; 58896; 58692; 52; 256\r
4 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 55282; 20611; 3127; 187; 34412; 51660; 55210; 54974; 72; 308\r
5 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 62276; 20318; 2993; 187; 41648; 58760; 62153; 61940; 123; 336\r
6 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 59001; 18529; 1649; 187; 40274; 56903; 58990; 58739; 11; 262\r
7 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 57997; 18343; 1825; 0; 39647; 55974; 57990; 57799; 7; 198\r
8 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59488; 17265; 1157; 0; 42223; 58090; 59488; 59247; 0; 241\r
9 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 60715; 18742; 560; 68; 41889; 59839; 60699; 60467; 16; 248\r
10 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 58677; 17331; 1795; 0; 41325; 56622; 58656; 58417; 21; 260\r
11 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 60098; 16237; 2540; 0; 43855; 57336; 60092; 59876; 6; 222\r
12 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 58780; 15177; 2709; 38; 43558; 55753; 58773; 58500; 7; 280\r
13 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 57420; 16665; 2653; 55; 40693; 54432; 57413; 57140; 7; 280\r
14 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 59515; 17096; 2891; 0; 42413; 56374; 59509; 59265; 6; 250\r
15 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 70629; 15776; 2586; 2121; 50077; 60625; 67974; 65332; 2655; 5297\r
16 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 45238; 9961; 1476; 401; 34869; 43217; 45231; 45094; 7; 144\r
17 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 40696; 9877; 1589; 50; 30763; 38851; 40690; 40490; 6; 206\r
18 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 41167; 9579; 1568; 10; 31572; 39454; 41161; 41032; 6; 135\r
19 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 24162; 2832; 1184; 20; 21304; 22803; 24156; 24007; 6; 155\r
20 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 24003; 4172; 673; 20; 19802; 23188; 23994; 23881; 9; 122\r
21 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 24410; 5289; 696; 20; 19052; 23564; 24361; 24280; 49; 130\r
22 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 18718; 1988; 1525; 457; 16208; 16640; 18653; 18622; 65; 96\r
23 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 18185; 2396; 546; 333; 15371; 17216; 18100; 18095; 85; 90\r
24 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 18288; 2124; 1392; 420; 15609; 16373; 18153; 18185; 135; 103\r
25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 17918; 2146; 1207; 564; 15140; 16075; 17850; 17846; 68; 72\r
26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 18177; 1944; 3415; 558; 15587; 14140; 18089; 18113; 88; 64\r
27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 18234; 2107; 3969; 298; 15745; 13893; 18150; 18160; 84; 74\r
28 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 27394; 2939; 5064; 160; 24158; 22037; 27257; 27261; 137; 133\r
29 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 22630; 2025; 3250; 370; 20167; 18883; 22562; 22503; 68; 127\r
30 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 16816; 1586; 2573; 111; 14974; 14063; 16671; 16747; 145; 69\r
31 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 16011; 1538; 1878; 334; 13967; 13730; 15839; 15942; 172; 69\r
32 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 16082; 838; 2499; 111; 14958; 13403; 15907; 16013; 175; 69\r
33 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 15364; 1286; 1903; 111; 13854; 13287; 15251; 15301; 113; 63\r
34 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 15338; 1307; 1465; 353; 13486; 13377; 15146; 15195; 192; 143\r
35 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 17654; 6069; 4087; 110; 11363; 12501; 17542; 16698; 112; 956\r
36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 16573; 9865; 3313; 110; 6403; 13018; 16378; 16441; 195; 132\r
37 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 16894; 9784; 3981; 251; 6766; 12625; 16801; 16857; 93; 37\r
38 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 16162; 9753; 4541; 114; 6257; 11493; 16124; 16148; 38; 14\r
39 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 17214; 9747; 4945; 114; 7309; 12137; 17170; 17196; 44; 18\r
40 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 17200; 9697; 4326; 150; 7308; 12686; 17155; 17162; 45; 38\r
41 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 22456; 5478; 711; 2055; 14912; 19644; 22445; 22410; 11; 46\r
42 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 16588; 6452; 399; 659; 9393; 15464; 16504; 16522; 84; 66\r
43 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 20188; 6620; 1131; 1881; 11650; 17127; 20151; 20139; 37; 49\r
44 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 16370; 3237; 3718; 189; 12943; 12416; 16369; 16323; 1; 47\r
45 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 16049; 7759; 3943; 7; 8282; 12026; 16048; 15976; 1; 73\r
46 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 17346; 9687; 3964; 7; 7651; 13313; 17345; 17284; 1; 62\r
47 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 15334; 9144; 4310; 0; 6189; 10969; 15333; 15279; 1; 55\r
48 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 15189; 9085; 3524; 106; 5997; 11505; 15188; 15135; 1; 54\r
49 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 15620; 9958; 2314; 1; 5559; 13184; 15518; 15499; 102; 121\r
50 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 13195; 7333; 2913; 292; 5469; 9869; 13094; 13074; 101; 121\r
51 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 13245; 7735; 3169; 0; 5416; 9939; 13151; 13108; 94; 137\r
52 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 13876; 8467; 2851; 0; 5407; 10998; 13874; 13849; 2; 27\r
53 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 10400; 5132; 2676; 0; 5225; 7702; 10357; 10378; 43; 22\r
54 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 30128; 2804; 8140; 2451; 24860; 19522; 30115; 30113; 13; 15\r
55 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 26217; 2693; 7855; 670; 22852; 17673; 26215; 26198; 2; 19\r
56 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 31301; 2712; 10168; 619; 27968; 20493; 31299; 31280; 2; 21\r
57 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 35294; 2520; 11305; 128; 30230; 21424; 32878; 32857; 2416; 2437\r
58 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 34561; 3280; 10481; 296; 30971; 23754; 34547; 34531; 14; 30\r
59 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 31181; 2212; 8801; 0; 28946; 22284; 31158; 31085; 23; 96\r
60 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 33264; 1217; 10996; 0; 32047; 22044; 33264; 33040; 0; 224\r
61 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 20794; 1485; 5140; 149; 19160; 15364; 20794; 20653; 0; 141\r
62 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 18853; 1155; 3273; 141; 17557; 14940; 18853; 18354; 0; 499\r
63 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 22563; 1359; 3603; 69; 21135; 18396; 22563; 22068; 0; 495\r
64 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 14531; 278; 1713; 0; 14253; 12689; 14531; 14402; 0; 129\r
65 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 13893; 0; 1547; 0; 13879; 12264; 13879; 13811; 14; 82\r
66 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 12571; 100; 1105; 0; 12468; 11422; 12568; 12527; 3; 44\r
67 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 14234; 0; 948; 0; 14180; 13200; 14180; 14148; 54; 86\r
68 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 14302; 0; 1037; 0; 14248; 13184; 14248; 14221; 54; 81\r
69 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 14251; 0; 1045; 0; 14188; 13126; 14188; 14171; 63; 80\r
70 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 14323; 0; 1039; 0; 14025; 12946; 14025; 13985; 298; 338\r
71 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 12689; 0; 1038; 0; 12383; 11251; 12383; 12289; 306; 400\r
72 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 11892; 0; 1244; 0; 11644; 10304; 11644; 11548; 248; 344\r
73 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 13354; 0; 2026; 0; 13353; 11228; 13353; 13254; 1; 100\r
74 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 12587; 0; 1992; 0; 12586; 10182; 12586; 12174; 1; 413\r
75 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 12983; 0; 2204; 0; 12838; 10666; 12838; 12870; 145; 113\r
76 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 14185; 0; 2681; 0; 13125; 10666; 13125; 13347; 1060; 838\r
77 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 14038; 0; 3010; 0; 14037; 10916; 14037; 13926; 1; 112\r
78 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 17180; 5726; 2996; 0; 11360; 13996; 17086; 16992; 94; 188\r
79 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 14613; 5656; 2372; 0; 8464; 11668; 14120; 14040; 493; 573\r
80 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 14687; 5656; 2745; 0; 8468; 11384; 14124; 14129; 563; 558\r
81 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 13991; 5899; 1948; 0; 7630; 11061; 13529; 13009; 462; 982\r
82 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 14540; 5689; 1903; 0; 8816; 12116; 14505; 14019; 35; 521\r
83 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 14134; 5689; 1665; 0; 8360; 12254; 14049; 13919; 85; 215\r
84 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 14214; 5718; 1587; 0; 8480; 12167; 14198; 13754; 16; 460\r
85 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 13463; 0; 1747; 0; 13451; 11252; 13451; 12999; 12; 464\r
86 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 13266; 0; 1554; 0; 13254; 11252; 13254; 12806; 12; 460\r
87 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 13599; 500; 1689; 0; 13078; 11442; 13578; 13131; 21; 468\r
88 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 13126; 681; 1580; 0; 12433; 11090; 13114; 12670; 12; 456\r
89 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 13512; 385; 1656; 0; 13102; 11212; 13487; 12868; 25; 644\r
90 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 12828; 579; 1776; 0; 12240; 10604; 12819; 12380; 9; 448\r
91 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 18635; 279; 984; 887; 17356; 16225; 18522; 18096; 113; 539\r
92 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 8752; 44; 1841; 94; 8586; 6263; 8724; 8198; 28; 554\r
93 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 8090; 294; 1848; 85; 7696; 5606; 8075; 7539; 15; 551\r
94 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 6349; 625; 2887; 85; 5564; 2771; 6274; 5743; 75; 606\r
95 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 5497; 378; 1915; 84; 4964; 2890; 5426; 4889; 71; 608\r
96 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 5149; 630; 1691; 84; 3343; 2828; 4057; 4603; 1092; 546\r
97 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 6902; 577; 2549; 61; 6229; 3728; 6867; 6338; 35; 564\r
98 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 6236; 492; 1964; 43; 5653; 3619; 6188; 5626; 48; 610\r
99 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 6765; 587; 2073; 43; 5604; 3549; 6234; 5665; 531; 1100\r
100 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 6726; 552; 2374; 43; 6074; 3699; 6669; 6116; 57; 610\r
101 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 6649; 2630; 1869; 21; 3865; 4012; 6516; 5902; 133; 747\r
102 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 8497; 1690; 2328; 2; 6668; 5942; 8360; 8272; 137; 225\r
103 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 9924; 2261; 2435; 0; 7530; 6741; 9791; 9176; 133; 748\r
104 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 9090; 1447; 2231; 0; 7509; 6117; 8956; 8348; 134; 742\r
105 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 9084; 1442; 2250; 0; 7509; 6068; 8951; 8318; 133; 766\r
106 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 8437; 990; 2322; 0; 7329; 5347; 8319; 7669; 118; 768\r
107 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 7902; 487; 2803; 0; 7377; 4421; 7864; 7224; 38; 678\r
108 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 7957; 346; 3183; 0; 7377; 4022; 7723; 7205; 234; 752\r
109 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 7940; 339; 3117; 0; 7377; 4086; 7716; 7203; 224; 737\r
110 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 7890; 375; 3947; 0; 7327; 3290; 7702; 7237; 188; 653\r
111 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 6876; 339; 3496; 0; 6527; 2761; 6866; 6257; 10; 619\r
112 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 6539; 1064; 3201; 0; 5395; 2635; 6459; 5836; 80; 703\r
113 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 6703; 812; 3255; 0; 5295; 2250; 6107; 5505; 596; 1198\r
114 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 7270; 1159; 2717; 0; 5756; 3375; 6915; 6092; 355; 1178\r
115 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 7386; 0; 3062; 0; 6942; 3278; 6942; 6340; 444; 1046\r
116 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 7004; 105; 2738; 0; 6642; 3644; 6747; 6382; 257; 622\r
117 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 5777; 0; 2282; 0; 5555; 2671; 5555; 4953; 222; 824\r
118 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 5671; 160; 2135; 485; 4936; 2877; 5581; 5497; 90; 174\r
119 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 5647; 384; 2620; 426; 4437; 2502; 5247; 5548; 400; 99\r
120 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 53034; 23194; 12513; 297; 29171; 39817; 52662; 52627; 372; 407\r
121 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 67752; 22288; 1503; 2112; 36420; 57095; 60820; 60710; 6932; 7042\r
122 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 58948; 21718; 2612; 187; 36991; 55893; 58896; 58692; 52; 256\r
123 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 55282; 20611; 3127; 187; 34412; 51660; 55210; 54974; 72; 308\r
124 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 62276; 20318; 2993; 187; 41648; 58760; 62153; 61940; 123; 336\r
125 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 59001; 18529; 1649; 187; 40274; 56903; 58990; 58739; 11; 262\r
126 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 57997; 18343; 1825; 0; 39647; 55974; 57990; 57799; 7; 198\r
127 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59488; 17265; 1157; 0; 42223; 58090; 59488; 59247; 0; 241\r
128 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 60715; 18742; 560; 68; 41889; 59839; 60699; 60467; 16; 248\r
129 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 58677; 17331; 1795; 0; 41325; 56622; 58656; 58417; 21; 260\r
130 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 60098; 16237; 2540; 0; 43855; 57336; 60092; 59876; 6; 222\r
131 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 58780; 15177; 2709; 38; 43558; 55753; 58773; 58500; 7; 280\r
132 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 57420; 16665; 2653; 55; 40693; 54432; 57413; 57140; 7; 280\r
133 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 59515; 17096; 2891; 0; 42413; 56374; 59509; 59265; 6; 250\r
134 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 70629; 15776; 2586; 2121; 50077; 60625; 67974; 65332; 2655; 5297\r
135 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 45238; 9961; 1476; 401; 34869; 43217; 45231; 45094; 7; 144\r
136 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 40696; 9877; 1589; 50; 30763; 38851; 40690; 40490; 6; 206\r
137 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 41167; 9579; 1568; 10; 31572; 39454; 41161; 41032; 6; 135\r
138 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 24162; 2832; 1184; 20; 21304; 22803; 24156; 24007; 6; 155\r
139 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 24003; 4172; 673; 20; 19802; 23188; 23994; 23881; 9; 122\r
140 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 24410; 5289; 696; 20; 19052; 23564; 24361; 24280; 49; 130\r
141 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 18718; 1988; 1525; 457; 16208; 16640; 18653; 18622; 65; 96\r
142 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 18185; 2396; 546; 333; 15371; 17216; 18100; 18095; 85; 90\r
143 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 18288; 2124; 1392; 420; 15609; 16373; 18153; 18185; 135; 103\r
144 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 17918; 2146; 1207; 564; 15140; 16075; 17850; 17846; 68; 72\r
145 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 18177; 1944; 3415; 558; 15587; 14140; 18089; 18113; 88; 64\r
146 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 18234; 2107; 3969; 298; 15745; 13893; 18150; 18160; 84; 74\r
147 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 27394; 2939; 5064; 160; 24158; 22037; 27257; 27261; 137; 133\r
148 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 22630; 2025; 3250; 370; 20167; 18883; 22562; 22503; 68; 127\r
149 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 16816; 1586; 2573; 111; 14974; 14063; 16671; 16747; 145; 69\r
150 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 16011; 1538; 1878; 334; 13967; 13730; 15839; 15942; 172; 69\r
151 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 16082; 838; 2499; 111; 14958; 13403; 15907; 16013; 175; 69\r
152 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 15364; 1286; 1903; 111; 13854; 13287; 15251; 15301; 113; 63\r
153 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 15338; 1307; 1465; 353; 13486; 13377; 15146; 15195; 192; 143\r
154 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 17654; 6069; 4087; 110; 11363; 12501; 17542; 16698; 112; 956\r
155 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 16573; 9865; 3313; 110; 6403; 13018; 16378; 16441; 195; 132\r
156 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 16894; 9784; 3981; 251; 6766; 12625; 16801; 16857; 93; 37\r
157 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 16162; 9753; 4541; 114; 6257; 11493; 16124; 16148; 38; 14\r
158 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 17214; 9747; 4945; 114; 7309; 12137; 17170; 17196; 44; 18\r
159 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 17200; 9697; 4326; 150; 7308; 12686; 17155; 17162; 45; 38\r
160 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 22456; 5478; 711; 2055; 14912; 19644; 22445; 22410; 11; 46\r
161 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 16588; 6452; 399; 659; 9393; 15464; 16504; 16522; 84; 66\r
162 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 20188; 6620; 1131; 1881; 11650; 17127; 20151; 20139; 37; 49\r
163 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 16370; 3237; 3718; 189; 12943; 12416; 16369; 16323; 1; 47\r
164 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 16049; 7759; 3943; 7; 8282; 12026; 16048; 15976; 1; 73\r
165 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 17346; 9687; 3964; 7; 7651; 13313; 17345; 17284; 1; 62\r
166 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 15334; 9144; 4310; 0; 6189; 10969; 15333; 15279; 1; 55\r
167 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 15189; 9085; 3524; 106; 5997; 11505; 15188; 15135; 1; 54\r
168 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 15620; 9958; 2314; 1; 5559; 13184; 15518; 15499; 102; 121\r
169 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 13195; 7333; 2913; 292; 5469; 9869; 13094; 13074; 101; 121\r
170 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 13245; 7735; 3169; 0; 5416; 9939; 13151; 13108; 94; 137\r
171 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 13876; 8467; 2851; 0; 5407; 10998; 13874; 13849; 2; 27\r
172 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 10400; 5132; 2676; 0; 5225; 7702; 10357; 10378; 43; 22\r
173 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 30128; 2804; 8140; 2451; 24860; 19522; 30115; 30113; 13; 15\r
174 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 26217; 2693; 7855; 670; 22852; 17673; 26215; 26198; 2; 19\r
175 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 31301; 2712; 10168; 619; 27968; 20493; 31299; 31280; 2; 21\r
176 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 35294; 2520; 11305; 128; 30230; 21424; 32878; 32857; 2416; 2437\r
177 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 34561; 3280; 10481; 296; 30971; 23754; 34547; 34531; 14; 30\r
178 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 31181; 2212; 8801; 0; 28946; 22284; 31158; 31085; 23; 96\r
179 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 33264; 1217; 10996; 0; 32047; 22044; 33264; 33040; 0; 224\r
180 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 20794; 1485; 5140; 149; 19160; 15364; 20794; 20653; 0; 141\r
181 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 18853; 1155; 3273; 141; 17557; 14940; 18853; 18354; 0; 499\r
182 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 22563; 1359; 3603; 69; 21135; 18396; 22563; 22068; 0; 495\r
183 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 14531; 278; 1713; 0; 14253; 12689; 14531; 14402; 0; 129\r
184 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 13893; 0; 1547; 0; 13879; 12264; 13879; 13811; 14; 82\r
185 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 12571; 100; 1105; 0; 12468; 11422; 12568; 12527; 3; 44\r
186 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 14234; 0; 948; 0; 14180; 13200; 14180; 14148; 54; 86\r
187 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 14302; 0; 1037; 0; 14248; 13184; 14248; 14221; 54; 81\r
188 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 14251; 0; 1045; 0; 14188; 13126; 14188; 14171; 63; 80\r
189 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 14323; 0; 1039; 0; 14025; 12946; 14025; 13985; 298; 338\r
190 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 12689; 0; 1038; 0; 12383; 11251; 12383; 12289; 306; 400\r
191 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 11892; 0; 1244; 0; 11644; 10304; 11644; 11548; 248; 344\r
192 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 13354; 0; 2026; 0; 13353; 11228; 13353; 13254; 1; 100\r
193 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 12587; 0; 1992; 0; 12586; 10182; 12586; 12174; 1; 413\r
194 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 12983; 0; 2204; 0; 12838; 10666; 12838; 12870; 145; 113\r
195 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 14185; 0; 2681; 0; 13125; 10666; 13125; 13347; 1060; 838\r
196 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 14038; 0; 3010; 0; 14037; 10916; 14037; 13926; 1; 112\r
197 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 17180; 5726; 2996; 0; 11360; 13996; 17086; 16992; 94; 188\r
198 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 14613; 5656; 2372; 0; 8464; 11668; 14120; 14040; 493; 573\r
199 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 14687; 5656; 2745; 0; 8468; 11384; 14124; 14129; 563; 558\r
200 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 13991; 5899; 1948; 0; 7630; 11061; 13529; 13009; 462; 982\r
201 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 14540; 5689; 1903; 0; 8816; 12116; 14505; 14019; 35; 521\r
202 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 14134; 5689; 1665; 0; 8360; 12254; 14049; 13919; 85; 215\r
203 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 14214; 5718; 1587; 0; 8480; 12167; 14198; 13754; 16; 460\r
204 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 13463; 0; 1747; 0; 13451; 11252; 13451; 12999; 12; 464\r
205 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 13266; 0; 1554; 0; 13254; 11252; 13254; 12806; 12; 460\r
206 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 13599; 500; 1689; 0; 13078; 11442; 13578; 13131; 21; 468\r
207 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 13126; 681; 1580; 0; 12433; 11090; 13114; 12670; 12; 456\r
208 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 13512; 385; 1656; 0; 13102; 11212; 13487; 12868; 25; 644\r
209 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 12828; 579; 1776; 0; 12240; 10604; 12819; 12380; 9; 448\r
210 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 18635; 279; 984; 887; 17356; 16225; 18522; 18096; 113; 539\r
211 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 8752; 44; 1841; 94; 8586; 6263; 8724; 8198; 28; 554\r
212 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 8090; 294; 1848; 85; 7696; 5606; 8075; 7539; 15; 551\r
213 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 6349; 625; 2887; 85; 5564; 2771; 6274; 5743; 75; 606\r
214 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 5497; 378; 1915; 84; 4964; 2890; 5426; 4889; 71; 608\r
215 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 5149; 630; 1691; 84; 3343; 2828; 4057; 4603; 1092; 546\r
216 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 6902; 577; 2549; 61; 6229; 3728; 6867; 6338; 35; 564\r
217 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 6236; 492; 1964; 43; 5653; 3619; 6188; 5626; 48; 610\r
218 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 6765; 587; 2073; 43; 5604; 3549; 6234; 5665; 531; 1100\r
219 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 6726; 552; 2374; 43; 6074; 3699; 6669; 6116; 57; 610\r
220 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 6649; 2630; 1869; 21; 3865; 4012; 6516; 5902; 133; 747\r
221 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 8497; 1690; 2328; 2; 6668; 5942; 8360; 8272; 137; 225\r
222 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 9924; 2261; 2435; 0; 7530; 6741; 9791; 9176; 133; 748\r
223 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 9090; 1447; 2231; 0; 7509; 6117; 8956; 8348; 134; 742\r
224 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 9084; 1442; 2250; 0; 7509; 6068; 8951; 8318; 133; 766\r
225 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 8437; 990; 2322; 0; 7329; 5347; 8319; 7669; 118; 768\r
226 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 7902; 487; 2803; 0; 7377; 4421; 7864; 7224; 38; 678\r
227 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 7957; 346; 3183; 0; 7377; 4022; 7723; 7205; 234; 752\r
228 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 7940; 339; 3117; 0; 7377; 4086; 7716; 7203; 224; 737\r
229 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 7890; 375; 3947; 0; 7327; 3290; 7702; 7237; 188; 653\r
230 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 6876; 339; 3496; 0; 6527; 2761; 6866; 6257; 10; 619\r
231 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 6539; 1064; 3201; 0; 5395; 2635; 6459; 5836; 80; 703\r
232 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 6703; 812; 3255; 0; 5295; 2250; 6107; 5505; 596; 1198\r
233 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 7270; 1159; 2717; 0; 5756; 3375; 6915; 6092; 355; 1178\r
234 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 7386; 0; 3062; 0; 6942; 3278; 6942; 6340; 444; 1046\r
235 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 7004; 105; 2738; 0; 6642; 3644; 6747; 6382; 257; 622\r
236 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 5777; 0; 2282; 0; 5555; 2671; 5555; 4953; 222; 824\r
237 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 5671; 160; 2135; 485; 4936; 2877; 5581; 5497; 90; 174\r
238 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 5647; 384; 2620; 426; 4437; 2502; 5247; 5548; 400; 99\r
239 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.16; 53034; 23194; 12513; 297; 29171; 39817; 52662; 52627; 372; 407\r
240 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.09; 67752; 22288; 1503; 2112; 36420; 57095; 60820; 60710; 6932; 7042\r
241 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.09.02; 58948; 21718; 2612; 187; 36991; 55893; 58896; 58692; 52; 256\r
242 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.26; 55282; 20611; 3127; 187; 34412; 51660; 55210; 54974; 72; 308\r
243 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.19; 62276; 20318; 2993; 187; 41648; 58760; 62153; 61940; 123; 336\r
244 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.12; 59001; 18529; 1649; 187; 40274; 56903; 58990; 58739; 11; 262\r
245 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.08.05; 57997; 18343; 1825; 0; 39647; 55974; 57990; 57799; 7; 198\r
246 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.29; 59488; 17265; 1157; 0; 42223; 58090; 59488; 59247; 0; 241\r
247 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.22; 60715; 18742; 560; 68; 41889; 59839; 60699; 60467; 16; 248\r
248 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.15; 58677; 17331; 1795; 0; 41325; 56622; 58656; 58417; 21; 260\r
249 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.08; 60098; 16237; 2540; 0; 43855; 57336; 60092; 59876; 6; 222\r
250 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.07.01; 58780; 15177; 2709; 38; 43558; 55753; 58773; 58500; 7; 280\r
251 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.24; 57420; 16665; 2653; 55; 40693; 54432; 57413; 57140; 7; 280\r
252 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.17; 59515; 17096; 2891; 0; 42413; 56374; 59509; 59265; 6; 250\r
253 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.10; 70629; 15776; 2586; 2121; 50077; 60625; 67974; 65332; 2655; 5297\r
254 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.06.03; 45238; 9961; 1476; 401; 34869; 43217; 45231; 45094; 7; 144\r
255 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.27; 40696; 9877; 1589; 50; 30763; 38851; 40690; 40490; 6; 206\r
256 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.20; 41167; 9579; 1568; 10; 31572; 39454; 41161; 41032; 6; 135\r
257 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.13; 24162; 2832; 1184; 20; 21304; 22803; 24156; 24007; 6; 155\r
258 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.05.06; 24003; 4172; 673; 20; 19802; 23188; 23994; 23881; 9; 122\r
259 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.29; 24410; 5289; 696; 20; 19052; 23564; 24361; 24280; 49; 130\r
260 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.22; 18718; 1988; 1525; 457; 16208; 16640; 18653; 18622; 65; 96\r
261 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.15; 18185; 2396; 546; 333; 15371; 17216; 18100; 18095; 85; 90\r
262 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.08; 18288; 2124; 1392; 420; 15609; 16373; 18153; 18185; 135; 103\r
263 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.04.01; 17918; 2146; 1207; 564; 15140; 16075; 17850; 17846; 68; 72\r
264 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.25; 18177; 1944; 3415; 558; 15587; 14140; 18089; 18113; 88; 64\r
265 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.18; 18234; 2107; 3969; 298; 15745; 13893; 18150; 18160; 84; 74\r
266 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.11; 27394; 2939; 5064; 160; 24158; 22037; 27257; 27261; 137; 133\r
267 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.03.04; 22630; 2025; 3250; 370; 20167; 18883; 22562; 22503; 68; 127\r
268 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.26; 16816; 1586; 2573; 111; 14974; 14063; 16671; 16747; 145; 69\r
269 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.19; 16011; 1538; 1878; 334; 13967; 13730; 15839; 15942; 172; 69\r
270 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.12; 16082; 838; 2499; 111; 14958; 13403; 15907; 16013; 175; 69\r
271 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.02.05; 15364; 1286; 1903; 111; 13854; 13287; 15251; 15301; 113; 63\r
272 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.29; 15338; 1307; 1465; 353; 13486; 13377; 15146; 15195; 192; 143\r
273 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.22; 17654; 6069; 4087; 110; 11363; 12501; 17542; 16698; 112; 956\r
274 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.15; 16573; 9865; 3313; 110; 6403; 13018; 16378; 16441; 195; 132\r
275 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2008.01.08; 16894; 9784; 3981; 251; 6766; 12625; 16801; 16857; 93; 37\r
276 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.31; 16162; 9753; 4541; 114; 6257; 11493; 16124; 16148; 38; 14\r
277 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.24; 17214; 9747; 4945; 114; 7309; 12137; 17170; 17196; 44; 18\r
278 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.18; 17200; 9697; 4326; 150; 7308; 12686; 17155; 17162; 45; 38\r
279 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.11; 22456; 5478; 711; 2055; 14912; 19644; 22445; 22410; 11; 46\r
280 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.12.04; 16588; 6452; 399; 659; 9393; 15464; 16504; 16522; 84; 66\r
281 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.27; 20188; 6620; 1131; 1881; 11650; 17127; 20151; 20139; 37; 49\r
282 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.20; 16370; 3237; 3718; 189; 12943; 12416; 16369; 16323; 1; 47\r
283 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.13; 16049; 7759; 3943; 7; 8282; 12026; 16048; 15976; 1; 73\r
284 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.11.06; 17346; 9687; 3964; 7; 7651; 13313; 17345; 17284; 1; 62\r
285 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.30; 15334; 9144; 4310; 0; 6189; 10969; 15333; 15279; 1; 55\r
286 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.23; 15189; 9085; 3524; 106; 5997; 11505; 15188; 15135; 1; 54\r
287 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.16; 15620; 9958; 2314; 1; 5559; 13184; 15518; 15499; 102; 121\r
288 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.09; 13195; 7333; 2913; 292; 5469; 9869; 13094; 13074; 101; 121\r
289 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.10.02; 13245; 7735; 3169; 0; 5416; 9939; 13151; 13108; 94; 137\r
290 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.25; 13876; 8467; 2851; 0; 5407; 10998; 13874; 13849; 2; 27\r
291 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.18; 10400; 5132; 2676; 0; 5225; 7702; 10357; 10378; 43; 22\r
292 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.11; 30128; 2804; 8140; 2451; 24860; 19522; 30115; 30113; 13; 15\r
293 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.09.04; 26217; 2693; 7855; 670; 22852; 17673; 26215; 26198; 2; 19\r
294 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.28; 31301; 2712; 10168; 619; 27968; 20493; 31299; 31280; 2; 21\r
295 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.21; 35294; 2520; 11305; 128; 30230; 21424; 32878; 32857; 2416; 2437\r
296 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.14; 34561; 3280; 10481; 296; 30971; 23754; 34547; 34531; 14; 30\r
297 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.08.07; 31181; 2212; 8801; 0; 28946; 22284; 31158; 31085; 23; 96\r
298 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.31; 33264; 1217; 10996; 0; 32047; 22044; 33264; 33040; 0; 224\r
299 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.24; 20794; 1485; 5140; 149; 19160; 15364; 20794; 20653; 0; 141\r
300 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.17; 18853; 1155; 3273; 141; 17557; 14940; 18853; 18354; 0; 499\r
301 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2007.07.10; 22563; 1359; 3603; 69; 21135; 18396; 22563; 22068; 0; 495\r
302 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.10.18; 14531; 278; 1713; 0; 14253; 12689; 14531; 14402; 0; 129\r
303 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.06.07; 13893; 0; 1547; 0; 13879; 12264; 13879; 13811; 14; 82\r
304 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.31; 12571; 100; 1105; 0; 12468; 11422; 12568; 12527; 3; 44\r
305 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.24; 14234; 0; 948; 0; 14180; 13200; 14180; 14148; 54; 86\r
306 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.17; 14302; 0; 1037; 0; 14248; 13184; 14248; 14221; 54; 81\r
307 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.10; 14251; 0; 1045; 0; 14188; 13126; 14188; 14171; 63; 80\r
308 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.05.03; 14323; 0; 1039; 0; 14025; 12946; 14025; 13985; 298; 338\r
309 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.26; 12689; 0; 1038; 0; 12383; 11251; 12383; 12289; 306; 400\r
310 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.19; 11892; 0; 1244; 0; 11644; 10304; 11644; 11548; 248; 344\r
311 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.12; 13354; 0; 2026; 0; 13353; 11228; 13353; 13254; 1; 100\r
312 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.04.05; 12587; 0; 1992; 0; 12586; 10182; 12586; 12174; 1; 413\r
313 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.29; 12983; 0; 2204; 0; 12838; 10666; 12838; 12870; 145; 113\r
314 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.22; 14185; 0; 2681; 0; 13125; 10666; 13125; 13347; 1060; 838\r
315 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.15; 14038; 0; 3010; 0; 14037; 10916; 14037; 13926; 1; 112\r
316 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.08; 17180; 5726; 2996; 0; 11360; 13996; 17086; 16992; 94; 188\r
317 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.03.01; 14613; 5656; 2372; 0; 8464; 11668; 14120; 14040; 493; 573\r
318 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.22; 14687; 5656; 2745; 0; 8468; 11384; 14124; 14129; 563; 558\r
319 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.15; 13991; 5899; 1948; 0; 7630; 11061; 13529; 13009; 462; 982\r
320 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.08; 14540; 5689; 1903; 0; 8816; 12116; 14505; 14019; 35; 521\r
321 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.02.01; 14134; 5689; 1665; 0; 8360; 12254; 14049; 13919; 85; 215\r
322 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.25; 14214; 5718; 1587; 0; 8480; 12167; 14198; 13754; 16; 460\r
323 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.18; 13463; 0; 1747; 0; 13451; 11252; 13451; 12999; 12; 464\r
324 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.11; 13266; 0; 1554; 0; 13254; 11252; 13254; 12806; 12; 460\r
325 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2005.01.04; 13599; 500; 1689; 0; 13078; 11442; 13578; 13131; 21; 468\r
326 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.28; 13126; 681; 1580; 0; 12433; 11090; 13114; 12670; 12; 456\r
327 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.21; 13512; 385; 1656; 0; 13102; 11212; 13487; 12868; 25; 644\r
328 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.14; 12828; 579; 1776; 0; 12240; 10604; 12819; 12380; 9; 448\r
329 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.12.07; 18635; 279; 984; 887; 17356; 16225; 18522; 18096; 113; 539\r
330 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.30; 8752; 44; 1841; 94; 8586; 6263; 8724; 8198; 28; 554\r
331 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.23; 8090; 294; 1848; 85; 7696; 5606; 8075; 7539; 15; 551\r
332 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.16; 6349; 625; 2887; 85; 5564; 2771; 6274; 5743; 75; 606\r
333 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.09; 5497; 378; 1915; 84; 4964; 2890; 5426; 4889; 71; 608\r
334 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.11.02; 5149; 630; 1691; 84; 3343; 2828; 4057; 4603; 1092; 546\r
335 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.26; 6902; 577; 2549; 61; 6229; 3728; 6867; 6338; 35; 564\r
336 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.12; 6236; 492; 1964; 43; 5653; 3619; 6188; 5626; 48; 610\r
337 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.10.05; 6765; 587; 2073; 43; 5604; 3549; 6234; 5665; 531; 1100\r
338 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.28; 6726; 552; 2374; 43; 6074; 3699; 6669; 6116; 57; 610\r
339 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.09.07; 6649; 2630; 1869; 21; 3865; 4012; 6516; 5902; 133; 747\r
340 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.31; 8497; 1690; 2328; 2; 6668; 5942; 8360; 8272; 137; 225\r
341 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.24; 9924; 2261; 2435; 0; 7530; 6741; 9791; 9176; 133; 748\r
342 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.17; 9090; 1447; 2231; 0; 7509; 6117; 8956; 8348; 134; 742\r
343 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.10; 9084; 1442; 2250; 0; 7509; 6068; 8951; 8318; 133; 766\r
344 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.08.03; 8437; 990; 2322; 0; 7329; 5347; 8319; 7669; 118; 768\r
345 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.27; 7902; 487; 2803; 0; 7377; 4421; 7864; 7224; 38; 678\r
346 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.20; 7957; 346; 3183; 0; 7377; 4022; 7723; 7205; 234; 752\r
347 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.13; 7940; 339; 3117; 0; 7377; 4086; 7716; 7203; 224; 737\r
348 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.07.06; 7890; 375; 3947; 0; 7327; 3290; 7702; 7237; 188; 653\r
349 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.29; 6876; 339; 3496; 0; 6527; 2761; 6866; 6257; 10; 619\r
350 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.22; 6539; 1064; 3201; 0; 5395; 2635; 6459; 5836; 80; 703\r
351 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.15; 6703; 812; 3255; 0; 5295; 2250; 6107; 5505; 596; 1198\r
352 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.08; 7270; 1159; 2717; 0; 5756; 3375; 6915; 6092; 355; 1178\r
353 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.06.01; 7386; 0; 3062; 0; 6942; 3278; 6942; 6340; 444; 1046\r
354 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.25; 7004; 105; 2738; 0; 6642; 3644; 6747; 6382; 257; 622\r
355 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2004.05.18; 5777; 0; 2282; 0; 5555; 2671; 5555; 4953; 222; 824\r
356 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.11; 5671; 160; 2135; 485; 4936; 2877; 5581; 5497; 90; 174\r
357 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE ;2003.02.04; 5647; 384; 2620; 426; 4437; 2502; 5247; 5548; 400; 99\r