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    <Ask>39</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_07Y_03M_v_06M</Symbol>
    <Bid>-5.5</Bid>
    <Ask>-4.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_07Y_06M_v_01M</Symbol>
    <Bid>12.5</Bid>
    <Ask>15.5</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_08Y_03M_v_01M</Symbol>
    <Bid>7.5</Bid>
    <Ask>9.5</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:50 AM</TimeStamp>
    <Symbol>AUD_BS_08Y_03M_v_03M</Symbol>
    <Bid>33</Bid>
    <Ask>39</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_08Y_03M_v_06M</Symbol>
    <Bid>-5.25</Bid>
    <Ask>-4.5</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_08Y_06M_v_01M</Symbol>
    <Bid>12</Bid>
    <Ask>14.75</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_09Y_03M_v_01M</Symbol>
    <Bid>7</Bid>
    <Ask>9</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_09Y_03M_v_03M</Symbol>
    <Bid>33</Bid>
    <Ask>39</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_09Y_03M_v_06M</Symbol>
    <Bid>-5.25</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_09Y_06M_v_01M</Symbol>
    <Bid>11.5</Bid>
    <Ask>14.25</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_10Y_03M_v_01M</Symbol>
    <Bid>6.5</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_10Y_03M_v_03M</Symbol>
    <Bid>33</Bid>
    <Ask>39</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_10Y_03M_v_06M</Symbol>
    <Bid>-5</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>AUD_BS_10Y_06M_v_01M</Symbol>
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    <Ask>13</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_12Y_03M_v_03M</Symbol>
    <Bid>30</Bid>
    <Ask>36</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_15Y_03M_v_03M</Symbol>
    <Bid>22.5</Bid>
    <Ask>28.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_20Y_03M_v_03M</Symbol>
    <Bid>11</Bid>
    <Ask>17</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_25Y_03M_v_03M</Symbol>
    <Bid>-2</Bid>
    <Ask>4</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 3:29:52 AM</TimeStamp>
    <Symbol>AUD_BS_30Y_03M_v_03M</Symbol>
    <Bid>-14</Bid>
    <Ask>-8</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_01Y_03M_v_03M</Symbol>
    <Bid>-17</Bid>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_02Y_03M_v_03M</Symbol>
    <Bid>-16</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_03Y_03M_v_03M</Symbol>
    <Bid>-15</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_04Y_03M_v_03M</Symbol>
    <Bid>-13</Bid>
    <Ask>-3</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_05Y_03M_v_03M</Symbol>
    <Bid>-12</Bid>
    <Ask>-2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_07Y_03M_v_03M</Symbol>
    <Bid>-12</Bid>
    <Ask>-2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_10Y_03M_v_03M</Symbol>
    <Bid>-12</Bid>
    <Ask>-2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_12Y_03M_v_03M</Symbol>
    <Bid>-12</Bid>
    <Ask>-2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:51:19 PM</TimeStamp>
    <Symbol>HKD_BS_15Y_03M_v_03M</Symbol>
    <Bid>-12</Bid>
    <Ask>-2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_01Y_03M_v_03M</Symbol>
    <Bid>16</Bid>
    <Ask>20</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_02Y_03M_v_03M</Symbol>
    <Bid>24</Bid>
    <Ask>28</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_03Y_03M_v_03M</Symbol>
    <Bid>32.75</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_04Y_03M_v_03M</Symbol>
    <Bid>36.75</Bid>
    <Ask>40.75</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_05Y_03M_v_03M</Symbol>
    <Bid>37.75</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_07Y_03M_v_03M</Symbol>
    <Bid>36.75</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_10Y_03M_v_03M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_12Y_03M_v_03M</Symbol>
    <Bid>35.5</Bid>
    <Ask>39.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>NZD_BS_15Y_03M_v_03M</Symbol>
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    <Ask>39.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_01Y_03M_v_06M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_02Y_03M_v_06M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_03Y_03M_v_06M</Symbol>
    <Bid>-17</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_04Y_03M_v_06M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_05Y_03M_v_06M</Symbol>
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    <Ask>-17</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_07Y_03M_v_06M</Symbol>
    <Bid>-21</Bid>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_10Y_03M_v_06M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_12Y_03M_v_06M</Symbol>
    <Bid>-27.5</Bid>
    <Ask>-22.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_15Y_03M_v_06M</Symbol>
    <Bid>-28.5</Bid>
    <Ask>-23.5</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:00 PM</TimeStamp>
    <Symbol>SGD_BS_18M_03M_v_06M</Symbol>
    <Bid>-12</Bid>
    <Ask>-8</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 9:17:21 AM</TimeStamp>
    <Symbol>THB_BS_01Y_06M_v_06M</Symbol>
    <Bid>-25</Bid>
    <Ask>-15</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 9:17:58 AM</TimeStamp>
    <Symbol>THB_BS_02Y_06M_v_06M</Symbol>
    <Bid>-45</Bid>
    <Ask>-25</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:06 PM</TimeStamp>
    <Symbol>THB_BS_03Y_06M_v_06M</Symbol>
    <Bid>-45</Bid>
    <Ask>-25</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:06 PM</TimeStamp>
    <Symbol>THB_BS_04Y_06M_v_06M</Symbol>
    <Bid>-50</Bid>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:06 PM</TimeStamp>
    <Symbol>THB_BS_05Y_06M_v_06M</Symbol>
    <Bid>-50</Bid>
    <Ask>-30</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:06 PM</TimeStamp>
    <Symbol>THB_BS_07Y_06M_v_06M</Symbol>
    <Bid>-50</Bid>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/28/2010 7:54:06 PM</TimeStamp>
    <Symbol>THB_BS_10Y_06M_v_06M</Symbol>
    <Bid>-50</Bid>
    <Ask>-30</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 5:34:03 PM</TimeStamp>
    <Symbol>EUR_BS_01Y_01M_v_03M</Symbol>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:54:52 PM</TimeStamp>
    <Symbol>EUR_BS_01Y_03M_v_06M</Symbol>
    <Bid>0</Bid>
    <Ask>20.6</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:18:58 PM</TimeStamp>
    <Symbol>EUR_BS_01Y_06M_v_12M</Symbol>
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    <Ask>4</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:17:55 PM</TimeStamp>
    <Symbol>EUR_BS_02Y_01M_v_03M</Symbol>
    <Bid>0</Bid>
    <Ask>21.8</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:17:57 PM</TimeStamp>
    <Symbol>EUR_BS_02Y_03M_v_06M</Symbol>
    <Bid>0</Bid>
    <Ask>17.4</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:54:45 PM</TimeStamp>
    <Symbol>EUR_BS_02Y_06M_v_12M</Symbol>
    <Bid>0</Bid>
    <Ask>4.2</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:17:54 PM</TimeStamp>
    <Symbol>EUR_BS_03Y_01M_v_03M</Symbol>
    <Bid>0</Bid>
    <Ask>20.1</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:06:32 PM</TimeStamp>
    <Symbol>EUR_BS_03Y_03M_v_06M</Symbol>
    <Bid>0</Bid>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:53:17 PM</TimeStamp>
    <Symbol>EUR_BS_03Y_06M_v_12M</Symbol>
    <Bid>0</Bid>
    <Ask>3.4</Ask>
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  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:17:54 PM</TimeStamp>
    <Symbol>EUR_BS_04Y_01M_v_03M</Symbol>
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    <Ask>18.6</Ask>
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  </BasisSwap>
  <BasisSwap>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 7:01:10 PM</TimeStamp>
    <Symbol>EUR_BS_04Y_03M_v_06M</Symbol>
    <Bid>0</Bid>
    <Ask>14.1</Ask>
    <Source>BGCantor</Source>
  </BasisSwap>
  <BasisSwap>
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