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1/29/2010 4:06:07 PM USD_IMM_FRA_v_OIS_C4 21.5 22.5 BGCantor Success 0 1/29/2010 4:06:08 PM USD_IMM_FRA_v_OIS_C5 21.25 22.75 BGCantor Success 0 1/29/2010 4:06:11 PM USD_IMM_FRA_v_OIS_C6 21.5 23 BGCantor Success 0 1/29/2010 4:06:13 PM USD_IMM_FRA_v_OIS_C7 21.75 23.25 BGCantor Success 0 1/29/2010 4:06:15 PM USD_IMM_FRA_v_OIS_C8 22.5 24 BGCantor Success 0 1/29/2010 4:06:16 PM USD_IMM_FRA_v_OIS_C9 21 23 BGCantor Success 0 1/29/2010 7:28:59 PM USD_IRS_AN_02Y_v_03M 1.077 1.117 BGCantor Success 0 1/29/2010 7:26:56 PM USD_IRS_AN_03Y_v_03M 1.692 1.732 BGCantor Success 0 1/29/2010 7:28:18 PM USD_IRS_AN_04Y_v_03M 2.201 2.241 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_AN_05Y_v_03M 2.621 2.661 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_AN_06Y_v_03M 2.938 2.978 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_AN_07Y_v_03M 3.195 3.235 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_AN_08Y_v_03M 3.387 3.427 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_AN_09Y_v_03M 3.552 3.592 BGCantor 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2.259 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_05Y_v_03M 2.64 2.68 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_SA_06Y_v_03M 2.957 2.997 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_SA_07Y_v_03M 3.214 3.254 BGCantor Success 0 1/29/2010 7:29:00 PM USD_IRS_SA_08Y_v_03M 3.405 3.445 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_09Y_v_03M 3.569 3.609 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_10Y_v_03M 3.708 3.748 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_11Y_v_03M 3.818 3.858 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_12Y_v_03M 3.926 3.966 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_13Y_v_03M 4.016 4.056 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_14Y_v_03M 4.091 4.131 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_15Y_v_03M 4.138 4.178 BGCantor Success 0 1/29/2010 7:29:02 PM USD_IRS_SA_20Y_v_03M 4.29 4.33 BGCantor Success 0 1/29/2010 7:29:14 PM USD_IRS_SA_25Y_v_03M 4.347 4.387 BGCantor Success 0 1/29/2010 7:29:08 PM USD_IRS_SA_30Y_v_03M 4.372 4.412 BGCantor Success 0 1/29/2010 7:29:14 PM USD_IRS_SA_40Y_v_03M 4.389 4.429 BGCantor Success 0 1/29/2010 7:29:14 PM USD_IRS_SA_50Y_v_03M 4.359 4.399 BGCantor Success 0 1/29/2010 3:03:20 PM USD_IRS_SWP_02Y_v_03M 24.75 28.75 BGCantor Success 0 1/29/2010 3:56:58 PM USD_IRS_SWP_03Y_v_03M 33.5 37.5 BGCantor Success 0 1/28/2010 7:51:45 PM USD_IRS_SWP_04Y_v_03M 36 40 BGCantor Success 0 1/29/2010 7:26:37 PM USD_IRS_SWP_05Y_v_03M 28.5 32.5 BGCantor Success 0 1/29/2010 11:57:25 AM USD_IRS_SWP_06Y_v_03M 23.75 27.75 BGCantor Success 0 1/29/2010 6:26:04 PM USD_IRS_SWP_07Y_v_03M 13 17 BGCantor Success 0 1/29/2010 11:45:42 AM USD_IRS_SWP_08Y_v_03M 14.75 18.75 BGCantor Success 0 1/29/2010 11:45:39 AM USD_IRS_SWP_09Y_v_03M 13.75 17.75 BGCantor Success 0 1/29/2010 6:30:49 PM USD_IRS_SWP_10Y_v_03M 10.25 14.25 BGCantor Success 0 1/29/2010 7:28:29 PM USD_IRS_SWP_11Y_v_03M 21.25 25.25 BGCantor Success 0 1/29/2010 7:28:30 PM USD_IRS_SWP_11Y_v_03M_US/10Y 21.25 25.25 BGCantor 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PM USD_IRS_SWP_40Y_v_03M_US/30Y -11.5 -7.5 BGCantor Success 0 1/28/2010 7:51:45 PM USD_IRS_SWP_50Y_v_03M_US/30Y -14.5 -10.5 BGCantor Success 0 1/29/2010 7:28:58 PM USD_MID_YLD_02Y 0.841 0.841 BGCantor Success 0 1/29/2010 7:26:55 PM USD_MID_YLD_03Y 1.374 1.374 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_04Y 1.864 1.864 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_05Y 2.355 2.355 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_06Y 2.719 2.719 BGCantor Success 0 1/29/2010 7:28:59 PM USD_MID_YLD_07Y 3.084 3.084 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_08Y 3.258 3.258 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_09Y 3.432 3.432 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_10Y 3.606 3.606 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_11Y 3.606 3.606 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_12Y 3.606 3.606 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_13Y 3.606 3.606 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_14Y 3.606 3.606 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_15Y 3.83 3.83 BGCantor Success 0 1/29/2010 7:29:02 PM USD_MID_YLD_20Y 4.055 4.055 BGCantor Success 0 1/29/2010 7:29:08 PM USD_MID_YLD_25Y 4.28 4.28 BGCantor Success 0 1/29/2010 7:29:13 PM USD_MID_YLD_30Y 4.504 4.504 BGCantor Success 0 1/28/2010 7:51:45 PM USD_OIS_01M 0.112 0.152 BGCantor Success 0 1/29/2010 7:28:18 PM USD_OIS_01Y 0.309098833812519 0.349098833812519 BGCantor Success 0 1/29/2010 3:47:18 PM USD_OIS_02M 0.118 0.158 BGCantor Success 0 1/29/2010 7:29:08 PM USD_OIS_02Y 0.89739610712861 0.93739610712861 BGCantor Success 0 1/29/2010 7:10:45 PM USD_OIS_03M 0.125 0.165 BGCantor Success 0 1/29/2010 7:29:08 PM USD_OIS_03Y 1.51576109910992 1.55576109910992 BGCantor Success 0 1/29/2010 7:10:57 PM USD_OIS_04M 0.136 0.176 BGCantor Success 0 1/29/2010 7:29:00 PM USD_OIS_04Y 1.991 2.051 BGCantor Success 0 1/29/2010 7:10:57 PM USD_OIS_05M 0.143 0.183 BGCantor Success 0 1/29/2010 7:29:00 PM USD_OIS_05Y 2.416 2.476 BGCantor Success 0 1/29/2010 7:10:57 PM USD_OIS_06M 0.154 0.194 BGCantor Success 0 1/29/2010 7:10:58 PM USD_OIS_07M 0.17 0.21 BGCantor Success 0 1/29/2010 6:58:09 PM USD_OIS_08M 0.191 0.231 BGCantor Success 0 1/29/2010 7:10:58 PM USD_OIS_09M 0.211 0.251 BGCantor Success 0 1/29/2010 7:28:14 PM USD_OIS_10M 0.243690760827359 0.283690760827359 BGCantor Success 0 1/29/2010 7:29:01 PM USD_OIS_10Y 3.477 3.557 BGCantor Success 0 1/29/2010 7:28:18 PM USD_OIS_11M 0.274287471149921 0.314287471149921 BGCantor Success 0 1/29/2010 7:29:08 PM USD_OIS_18M 0.58621668866255 0.62621668866255 BGCantor