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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_20Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.2</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>16.24</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.59</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_20Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.54</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>15.92</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_20Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.47</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>15.55</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:56:20 PM</TimeStamp>
    <Symbol>USD_20Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>15.24</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:56:20 PM</TimeStamp>
    <Symbol>USD_20Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.84</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.74</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:56:20 PM</TimeStamp>
    <Symbol>USD_20Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.49</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_20Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.17</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_20Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.04</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_25Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.09</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_25Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.35</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>15.1</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_25Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.03</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_25Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>11.9</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.8</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>11.87</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.44</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.11</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.81</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.63</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.49</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.33</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_25Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.18</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_2M_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>28.39</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:07 PM</TimeStamp>
    <Symbol>USD_2M_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.64</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>100.38</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:07 PM</TimeStamp>
    <Symbol>USD_2M_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.63</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.11</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>66.16</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.68</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>49.16</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>40.89</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>38.41</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>34.96</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_2M_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>32.36</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_2M_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.68</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2M_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.56</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>27.66</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.65</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>46.52</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.78</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.46</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>40.44</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.19</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>36.18</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_2Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>33.62</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>31.9</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.64</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.51</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_2Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.05</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_2Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>28.39</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.49</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>14.14</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>11.68</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>11.39</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.84</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>11.3</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.56</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>13.28</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.99</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.77</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.54</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_30Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>12.52</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:07 PM</TimeStamp>
    <Symbol>USD_3M_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.14</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:07 PM</TimeStamp>
    <Symbol>USD_3M_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.95</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>97.45</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.98</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.45</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>64.73</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.04</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>49.06</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>41.09</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>38.95</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>35.81</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3M_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>33.01</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_3M_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>31.34</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_3M_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.1</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.52</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.07</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_3Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>35.76</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.42</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.19</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_3Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>32.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.97</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.88</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.5</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>28.49</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>27.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>27.07</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.78</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_3Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.18</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.84</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.73</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_4Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.51</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.21</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.04</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>28.98</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.85</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>27.83</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.95</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.24</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.03</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.12</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.77</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_4Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.36</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.56</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.82</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>27.63</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.25</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.11</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>26.73</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.96</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.25</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.61</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.33</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.58</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.26</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_5Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.84</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_6M_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.93</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>90.51</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_6M_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.52</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.03</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>63.45</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.66</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>49.4</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>42.09</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>38.61</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>35.45</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6M_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>33.35</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_6M_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>32.03</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:51 PM</TimeStamp>
    <Symbol>USD_6M_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>31.22</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.34</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.7</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>25.6</Mid>
    <Source>BGCantor</Source>
  </InterestRateOption>
  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_6Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.22</Mid>
    <Source>BGCantor</Source>
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    <Delay>0</Delay>
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    <Symbol>USD_6Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.11</Mid>
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    <Mid>24.92</Mid>
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    <Mid>18.97</Mid>
    <Source>BGCantor</Source>
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    <Mid>24.31</Mid>
    <Source>BGCantor</Source>
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    <Outcome>Success</Outcome>
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    <Mid>23.64</Mid>
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    <Outcome>Success</Outcome>
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    <Mid>23.04</Mid>
    <Source>BGCantor</Source>
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    <Delay>0</Delay>
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    <Symbol>USD_6Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.62</Mid>
    <Source>BGCantor</Source>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Mid>22.18</Mid>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Mid>21.88</Mid>
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    <Symbol>USD_6Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.63</Mid>
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    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_7Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.23</Mid>
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    <Symbol>USD_7Y_15Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18.63</Mid>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Symbol>USD_7Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>24.13</Mid>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Symbol>USD_7Y_20Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18.23</Mid>
    <Source>BGCantor</Source>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Symbol>USD_7Y_25Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18.12</Mid>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Symbol>USD_7Y_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>23.54</Mid>
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    <Outcome>Success</Outcome>
    <Delay>0</Delay>
    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
    <Symbol>USD_7Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18</Mid>
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  <InterestRateOption>
    <Outcome>Success</Outcome>
    <Delay>0</Delay>
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    <Symbol>USD_7Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.86</Mid>
    <Source>BGCantor</Source>
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    <Outcome>Success</Outcome>
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    <Symbol>USD_7Y_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>22.19</Mid>
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    <Outcome>Success</Outcome>
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    <Symbol>USD_7Y_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.61</Mid>
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    <Symbol>USD_7Y_6Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.34</Mid>
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    <Symbol>USD_7Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>20.88</Mid>
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    <Mid>20.68</Mid>
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    <Mid>20.55</Mid>
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    <Symbol>USD_8Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.45</Mid>
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    <Mid>18.13</Mid>
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    <Mid>23.24</Mid>
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    <Mid>21.78</Mid>
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    <Mid>17.32</Mid>
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    <Mid>21.24</Mid>
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    <Mid>20.59</Mid>
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    <Mid>20.04</Mid>
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    <Symbol>USD_8Y_7Y_SW_ATM_STR_LG_VOL</Symbol>
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    <Symbol>USD_8Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.68</Mid>
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    <Symbol>USD_8Y_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.56</Mid>
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    <Symbol>USD_9M_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>29.79</Mid>
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    <Symbol>USD_9M_2Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>57.24</Mid>
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    <Mid>23.79</Mid>
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    <Symbol>USD_9M_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>46.47</Mid>
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    <Symbol>USD_9M_4Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>40.61</Mid>
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    <Symbol>USD_9M_5Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>37.56</Mid>
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    <Symbol>USD_9M_6Y_SW_ATM_STR_LG_VOL</Symbol>
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    <Symbol>USD_9M_7Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>32.96</Mid>
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    <Symbol>USD_9M_9Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>30.99</Mid>
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    <TimeStamp>1/29/2010 6:58:37 PM</TimeStamp>
    <Symbol>USD_9Y_10Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18.38</Mid>
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    <Symbol>USD_9Y_1Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>21.62</Mid>
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    <TimeStamp>1/29/2010 6:57:08 PM</TimeStamp>
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    <Mid>17.12</Mid>
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    <Mid>16.85</Mid>
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    <Mid>20.51</Mid>
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    <Symbol>USD_9Y_30Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>16.57</Mid>
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    <Symbol>USD_9Y_3Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>19.89</Mid>
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    <Mid>19.38</Mid>
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    <Mid>18.86</Mid>
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    <Mid>18.72</Mid>
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    <Mid>18.57</Mid>
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    <Symbol>USD_9Y_8Y_SW_ATM_STR_LG_VOL</Symbol>
    <Mid>18.47</Mid>
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    <Mid>18.5</Mid>
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