TERM SECURITIES LENDING FACILITY (TSLF) DATA

LOANS											COLLATERAL
Trade date	Loan date	Maturity date	Schedule	TOP-related loan	Borrower	Lending fee	Par amount lent	Par outstanding	Market value of loan	Market value outstanding	Total value of collateral pledged	BY COLLATERAL TYPE								BY RATING
												U.S. Treasury/agency	Municipal	Corporate	MBS/CMO: agency backed	MBS/CMO: other	Asset-backed	International	Other	U.S. Treasury/agency	MBS/CMO: agency backed	Aaa/AAA	Aa/AA	A	Baa/BBB	Ba/BB	B	Caa/CCC or Lower	P-1/A-1	P-2/A-2	P-3/A-3
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	J.P. Morgan Securities LLC	0.33	3,000.0	3,000.0	3,395.9	3,395.9	3,621.6	0.0	0.0	0.0	0.0	3,621.6	0.0	0.0	0.0	0.0	0.0	3,621.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Barclays Capital Inc.	0.33	500.0	500.0	566.0	566.0	603.6	0.0	0.0	0.0	0.0	603.6	0.0	0.0	0.0	0.0	0.0	603.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	UBS Securities LLC.	0.33	15,000.0	15,000.0	16,979.6	16,979.6	18,108.6	0.0	0.0	0.0	0.0	18,108.6	0.0	0.0	0.0	0.0	0.0	18,108.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Citigroup Global Markets Inc.	0.33	1,000.0	1,000.0	1,132.0	1,132.0	1,206.8	0.0	0.0	0.0	38.7	1,168.2	0.0	0.0	0.0	0.0	38.7	1,168.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	BNP Paribas Securities Corp.	0.33	1,500.0	1,500.0	1,698.0	1,698.0	1,771.9	835.1	0.0	0.0	0.0	936.8	0.0	0.0	0.0	835.1	0.0	936.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Morgan Stanley & Co. Incorporated	0.33	5,000.0	5,000.0	5,659.9	5,659.9	6,007.8	0.0	0.0	0.0	3,441.5	2,566.3	0.0	0.0	0.0	0.0	3,441.5	2,566.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Lehman Brothers Inc.	0.33	8,000.0	8,000.0	9,055.8	9,055.8	9,617.9	0.0	0.0	0.0	4,209.4	5,408.4	0.0	0.0	0.0	0.0	4,209.4	5,408.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	RBS Securities Inc.	0.33	4,000.0	4,000.0	4,527.9	4,527.9	4,814.5	0.0	0.0	0.0	1,509.2	3,305.3	0.0	0.0	0.0	0.0	1,509.2	3,305.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Goldman, Sachs & Co.	0.33	7,000.0	7,000.0	7,923.8	7,923.8	8,416.8	0.0	0.0	0.0	3,549.6	4,867.2	0.0	0.0	0.0	0.0	3,549.6	4,867.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Deutsche Bank Securities Inc.	0.33	6,000.0	6,000.0	6,791.8	6,791.8	7,243.2	0.0	0.0	0.0	0.0	7,243.2	0.0	0.0	0.0	0.0	0.0	7,243.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Countrywide Securities Corporation	0.33	1,000.0	1,000.0	1,132.0	1,132.0	1,198.3	0.0	0.0	0.0	778.1	420.2	0.0	0.0	0.0	0.0	778.1	420.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Credit Suisse Securities (USA) LLC	0.33	5,000.0	5,000.0	5,659.9	5,659.9	6,036.0	0.0	0.0	0.0	0.0	6,036.0	0.0	0.0	0.0	0.0	0.0	6,036.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Banc of America Securities LLC	0.33	7,000.0	7,000.0	7,923.8	7,923.8	8,393.6	0.0	0.0	0.0	6,020.8	2,372.8	0.0	0.0	0.0	0.0	6,020.8	2,372.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Bear, Stearns & Co., Inc.	0.33	1,000.0	1,000.0	1,132.0	1,132.0	1,207.2	0.0	0.0	0.0	0.0	1,207.2	0.0	0.0	0.0	0.0	0.0	1,207.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 27 2008	Mar 28 2008	Apr 25 2008	2	N	Merrill Lynch Government Securities Inc.	0.33	10,000.0	10,000.0	11,319.7	11,319.7	11,974.1	0.0	0.0	0.0	10,369.1	1,605.0	0.0	0.0	0.0	0.0	10,369.1	1,605.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Morgan Stanley & Co. Incorporated	0.16	2,000.0	7,000.0	2,467.9	8,113.3	8,564.4	0.0	0.0	0.0	5,996.2	2,568.2	0.0	0.0	0.0	0.0	5,996.2	2,568.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Merrill Lynch Government Securities Inc.	0.16	4,000.0	14,000.0	4,935.7	16,226.6	16,956.4	3,737.0	0.0	0.0	10,009.4	3,210.0	0.0	0.0	0.0	3,737.0	10,009.4	3,210.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	BNP Paribas Securities Corp.	0.16	5,000.0	6,500.0	6,169.6	7,863.3	8,294.4	0.0	0.0	0.0	6,949.0	1,345.4	0.0	0.0	0.0	0.0	6,949.0	1,345.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Deutsche Bank Securities Inc.	0.16	5,000.0	11,000.0	6,169.6	12,944.2	13,715.2	0.0	0.0	0.0	6,501.9	7,213.3	0.0	0.0	0.0	0.0	6,501.9	7,213.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Barclays Capital Inc.	0.16	400.0	900.0	493.6	1,058.1	1,121.3	0.0	0.0	0.0	520.1	601.1	0.0	0.0	0.0	0.0	520.1	601.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Countrywide Securities Corporation	0.16	1,000.0	2,000.0	1,233.9	2,363.0	2,456.1	899.7	0.0	0.0	922.3	634.0	0.0	0.0	0.0	899.7	922.3	634.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	Citigroup Global Markets Inc.	0.16	4,600.0	5,600.0	5,676.1	6,805.2	7,172.9	0.0	0.0	0.0	5,970.6	1,202.2	0.0	0.0	0.0	0.0	5,970.6	1,202.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 3 2008	Apr 4 2008	May 2 2008	1	N	J.P. Morgan Securities LLC	0.16	3,000.0	6,000.0	3,701.8	7,089.0	7,473.6	119.1	0.0	0.0	3,747.9	3,606.7	0.0	0.0	0.0	119.1	3,747.9	3,606.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Deutsche Bank Securities Inc.	0.25	2,500.0	13,500.0	3,094.6	16,060.3	17,068.8	0.0	0.0	0.0	6,529.2	10,539.6	0.0	0.0	0.0	0.0	6,529.2	10,539.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Citigroup Global Markets Inc.	0.25	6,000.0	11,600.0	7,427.0	14,240.8	15,101.3	0.0	0.0	0.0	7,754.0	7,347.3	0.0	0.0	0.0	0.0	7,754.0	7,347.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	4,000.0	11,000.0	4,951.4	13,079.7	13,827.9	0.0	0.0	0.0	11,478.8	2,349.1	0.0	0.0	0.0	0.0	11,478.8	2,349.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	3,000.0	17,000.0	3,713.5	19,970.3	21,028.9	3,801.5	0.0	0.0	11,990.5	4,923.9	313.0	0.0	0.0	3,801.5	11,990.5	5,236.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Lehman Brothers Inc.	0.25	3,000.0	11,000.0	3,713.5	12,766.0	13,538.5	0.0	0.0	0.0	7,908.7	5,549.9	79.9	0.0	0.0	0.0	7,908.7	5,629.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	J.P. Morgan Securities LLC	0.25	3,000.0	9,000.0	3,713.5	10,814.0	11,403.3	102.0	0.0	0.0	5,845.4	5,455.9	0.0	0.0	0.0	102.0	5,845.4	5,455.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Goldman, Sachs & Co.	0.25	4,000.0	11,000.0	4,951.4	12,872.3	13,641.7	0.0	0.0	0.0	8,724.8	4,917.0	0.0	0.0	0.0	0.0	8,724.8	4,917.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Countrywide Securities Corporation	0.25	750.0	2,750.0	928.4	3,295.2	3,437.3	1,564.0	0.0	0.0	1,249.2	624.1	0.0	0.0	0.0	1,564.0	1,249.2	624.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	1,000.0	6,000.0	1,237.8	6,895.7	7,348.9	6.3	0.0	0.0	585.6	6,310.0	446.9	0.0	0.0	6.3	585.6	6,756.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Cantor Fitzgerald & Co.	0.25	300.0	300.0	371.4	371.4	391.9	0.0	0.0	0.0	391.9	0.0	0.0	0.0	0.0	0.0	391.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Banc of America Securities LLC	0.25	2,400.0	9,400.0	2,970.8	10,891.8	11,530.3	0.0	0.0	0.0	8,805.7	2,724.6	0.0	0.0	0.0	0.0	8,805.7	2,724.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Bear, Stearns & Co., Inc.	0.25	1,000.0	2,000.0	1,237.8	2,369.4	2,525.8	0.0	0.0	0.0	0.0	2,525.8	0.0	0.0	0.0	0.0	0.0	2,525.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	Barclays Capital Inc.	0.25	500.0	1,400.0	618.9	1,678.8	1,785.2	0.0	0.0	0.0	522.3	1,262.9	0.0	0.0	0.0	0.0	522.3	1,262.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 10 2008	Apr 11 2008	May 9 2008	2	N	RBS Securities Inc.	0.25	2,500.0	6,500.0	3,094.6	7,620.9	8,052.4	0.0	0.0	0.0	4,463.0	3,365.8	223.6	0.0	0.0	0.0	4,463.0	3,589.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	J.P. Morgan Securities LLC	0.10	3,000.0	12,000.0	3,620.8	14,287.2	15,117.8	547.6	0.0	0.0	9,373.2	5,197.0	0.0	0.0	0.0	547.6	9,373.2	5,197.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Barclays Capital Inc.	0.10	2,250.0	3,650.0	2,715.6	4,371.3	4,636.4	0.0	0.0	0.0	3,388.2	1,248.2	0.0	0.0	0.0	0.0	3,388.2	1,248.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Citigroup Global Markets Inc.	0.10	223.0	11,823.0	269.1	14,296.0	15,198.9	0.0	0.0	0.0	8,001.9	7,197.1	0.0	0.0	0.0	0.0	8,001.9	7,197.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	BNP Paribas Securities Corp.	0.10	5,000.0	11,500.0	6,034.6	13,813.8	14,628.6	0.0	0.0	0.0	13,447.6	1,181.0	0.0	0.0	0.0	0.0	13,447.6	1,181.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Morgan Stanley & Co. Incorporated	0.10	4,000.0	15,000.0	4,827.7	17,729.3	18,751.9	0.0	0.0	0.0	16,398.0	2,353.8	0.0	0.0	0.0	0.0	16,398.0	2,353.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Merrill Lynch Government Securities Inc.	0.10	1,115.0	18,115.0	1,345.7	21,069.4	22,185.1	5,165.3	0.0	0.0	11,683.9	5,016.0	319.9	0.0	0.0	5,165.3	11,683.9	5,335.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Goldman, Sachs & Co.	0.10	223.0	11,223.0	269.1	12,970.0	13,778.7	0.0	0.0	0.0	9,117.6	4,661.1	0.0	0.0	0.0	0.0	9,117.6	4,661.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Dresdner Kleinwort Securities LLC	0.10	223.0	223.0	269.1	269.1	275.3	275.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	275.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	18,500.0	6,034.6	21,891.8	23,305.2	0.0	0.0	0.0	12,850.9	10,454.3	0.0	0.0	0.0	0.0	12,850.9	10,454.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Banc of America Securities LLC	0.10	1,115.0	10,515.0	1,345.7	12,101.2	12,831.1	0.0	0.0	0.0	10,121.6	2,709.5	0.0	0.0	0.0	0.0	10,121.6	2,709.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	Countrywide Securities Corporation	0.10	850.0	3,600.0	1,025.9	4,277.4	4,532.9	0.0	0.0	0.0	3,972.4	560.6	0.0	0.0	0.0	0.0	3,972.4	560.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 17 2008	Apr 18 2008	May 16 2008	1	N	RBS Securities Inc.	0.10	2,000.0	8,500.0	2,413.8	9,932.0	10,490.3	0.0	0.0	0.0	7,088.7	3,180.9	220.7	0.0	0.0	0.0	7,088.7	3,401.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	4,000.0	14,000.0	4,468.3	16,488.3	17,510.3	0.0	0.0	0.0	15,236.2	2,274.1	0.0	0.0	0.0	0.0	15,236.2	2,274.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	UBS Securities LLC.	0.25	15,000.0	15,000.0	16,756.0	16,756.0	17,972.7	0.0	0.0	0.0	239.4	17,321.2	412.0	0.0	0.0	0.0	239.4	17,733.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	BNP Paribas Securities Corp.	0.25	1,000.0	11,000.0	1,117.1	13,150.0	13,987.4	0.0	0.0	0.0	12,846.4	1,141.0	0.0	0.0	0.0	0.0	12,846.4	1,141.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	13,115.0	5,585.3	15,374.0	16,209.6	5,159.1	0.0	0.0	5,835.5	4,893.3	321.6	0.0	0.0	5,159.1	5,835.5	5,214.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Lehman Brothers Inc.	0.25	8,000.0	11,000.0	8,936.5	12,548.2	13,385.2	0.0	0.0	0.0	8,088.4	5,281.7	15.1	0.0	0.0	0.0	8,088.4	5,296.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	J.P. Morgan Securities LLC	0.25	4,000.0	13,000.0	4,468.3	15,299.8	16,305.0	7.7	0.0	0.0	7,627.6	8,669.7	0.0	0.0	0.0	7.7	7,627.6	8,669.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Goldman, Sachs & Co.	0.25	4,000.0	8,223.0	4,468.3	9,550.5	10,191.1	0.0	0.0	0.0	6,011.6	4,179.5	0.0	0.0	0.0	0.0	6,011.6	4,179.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Deutsche Bank Securities Inc.	0.25	8,000.0	20,500.0	8,936.5	23,979.3	25,599.6	2.6	0.0	0.0	13,807.0	11,790.0	0.0	0.0	0.0	2.6	13,807.0	11,790.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Countrywide Securities Corporation	0.25	460.0	3,060.0	513.9	3,644.0	3,874.9	0.0	0.0	0.0	3,324.1	550.8	0.0	0.0	0.0	0.0	3,324.1	550.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	4,000.0	3,351.2	4,555.1	4,887.1	0.0	0.0	0.0	0.0	4,887.1	0.0	0.0	0.0	0.0	0.0	4,887.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Barclays Capital Inc.	0.25	1,500.0	4,650.0	1,675.6	5,452.1	5,819.2	0.0	0.0	0.0	3,375.7	2,443.5	0.0	0.0	0.0	0.0	3,375.7	2,443.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	RBS Securities Inc.	0.25	500.0	5,000.0	558.5	5,959.6	6,334.8	0.0	0.0	0.0	2,974.1	3,139.4	221.3	0.0	0.0	0.0	2,974.1	3,360.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Apr 24 2008	Apr 25 2008	May 23 2008	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	15,823.0	5,585.3	18,645.8	19,878.8	0.0	0.0	0.0	12,760.1	7,118.7	0.0	0.0	0.0	0.0	12,760.1	7,118.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	20,500.0	5,847.1	23,798.9	25,482.0	0.0	0.0	0.0	13,798.2	11,683.8	0.0	0.0	0.0	0.0	13,798.2	11,683.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Citigroup Global Markets Inc.	0.10	5,000.0	16,223.0	5,847.1	18,943.0	20,250.3	0.0	0.0	0.0	13,516.0	6,734.3	0.0	0.0	0.0	0.0	13,516.0	6,734.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	BNP Paribas Securities Corp.	0.10	2,000.0	8,000.0	2,338.9	9,448.7	10,083.9	0.0	0.0	0.0	8,920.1	1,163.9	0.0	0.0	0.0	0.0	8,920.1	1,163.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Morgan Stanley & Co. Incorporated	0.10	2,000.0	14,000.0	2,338.9	16,430.1	17,503.0	0.0	0.0	0.0	15,208.8	2,294.2	0.0	0.0	0.0	0.0	15,208.8	2,294.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Merrill Lynch Government Securities Inc.	0.10	5,000.0	14,115.0	5,847.1	16,392.5	17,301.6	5,427.5	0.0	0.0	6,837.7	4,733.5	302.8	0.0	0.0	5,427.5	6,837.7	5,036.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Goldman, Sachs & Co.	0.10	2,000.0	10,223.0	2,338.9	11,903.8	12,728.6	0.0	0.0	0.0	8,580.1	4,148.5	0.0	0.0	0.0	0.0	8,580.1	4,148.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Countrywide Securities Corporation	0.10	870.0	2,930.0	1,017.4	3,455.1	3,688.0	0.0	0.0	0.0	3,116.5	571.5	0.0	0.0	0.0	0.0	3,116.5	571.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	Barclays Capital Inc.	0.10	1,250.0	5,500.0	1,461.8	6,438.3	6,879.0	0.0	0.0	0.0	5,075.6	1,803.3	0.0	0.0	0.0	0.0	5,075.6	1,803.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 1 2008	May 2 2008	May 30 2008	1	N	RBS Securities Inc.	0.10	1,000.0	6,000.0	1,169.4	7,141.4	7,598.2	0.0	0.0	0.0	4,229.7	3,148.7	219.8	0.0	0.0	0.0	4,229.7	3,368.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Lehman Brothers Inc.	0.25	2,500.0	10,500.0	2,697.6	11,700.2	12,437.0	0.0	0.0	0.0	5,938.8	4,965.6	1,532.6	0.0	0.0	0.0	5,938.8	6,498.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	UBS Securities LLC.	0.25	3,800.0	18,800.0	4,100.4	20,980.3	22,397.6	0.0	0.0	0.0	330.6	17,488.9	4,578.1	0.0	0.0	0.0	330.6	22,067.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Citigroup Global Markets Inc.	0.25	6,000.0	16,223.0	6,474.3	18,262.3	19,366.8	3.8	0.0	0.0	12,143.3	7,219.8	0.0	0.0	0.0	3.8	12,143.3	7,219.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,600.0	11,600.0	1,726.5	13,417.6	14,187.4	0.0	0.0	0.0	10,567.5	2,592.6	1,027.3	0.0	0.0	0.0	10,567.5	3,619.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	4,000.0	15,115.0	4,316.2	17,182.0	18,041.6	5,101.5	0.0	0.0	7,055.1	4,770.0	1,115.0	0.0	0.0	5,101.5	7,055.1	5,885.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Goldman, Sachs & Co.	0.25	3,000.0	9,223.0	3,237.1	10,364.7	11,016.5	0.0	0.0	0.0	5,472.6	4,244.5	1,299.4	0.0	0.0	0.0	5,472.6	5,543.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Countrywide Securities Corporation	0.25	620.0	2,800.0	669.0	3,238.9	3,426.2	0.0	0.0	0.0	2,792.0	569.7	64.5	0.0	0.0	0.0	2,792.0	634.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,000.0	5,000.0	2,158.1	5,534.1	5,910.5	0.0	0.0	0.0	0.0	5,910.5	0.0	0.0	0.0	0.0	0.0	5,910.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Banc of America Securities LLC	0.25	3,000.0	4,115.0	3,237.1	4,584.3	4,884.2	0.0	0.0	0.0	1,423.6	3,460.5	0.0	0.0	0.0	0.0	1,423.6	3,460.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	Barclays Capital Inc.	0.25	1,250.0	6,250.0	1,348.8	7,228.4	7,671.0	0.0	0.0	0.0	4,427.4	1,801.6	1,441.9	0.0	0.0	0.0	4,427.4	3,243.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 8 2008	May 9 2008	Jun 6 2008	2	N	RBS Securities Inc.	0.25	1,000.0	4,500.0	1,079.0	5,236.6	5,528.8	0.0	0.0	0.0	3,774.7	1,754.1	0.0	0.0	0.0	0.0	3,774.7	1,754.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 15 2008	May 16 2008	Jun 13 2008	1	N	Countrywide Securities Corporation	0.10	240.0	2,190.0	255.7	2,451.4	2,599.2	0.0	0.0	0.0	1,973.5	563.3	62.4	0.0	0.0	0.0	1,973.5	625.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 15 2008	May 16 2008	Jun 13 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	18,000.0	5,326.2	20,081.4	21,365.9	0.0	0.0	0.0	11,857.5	9,508.4	0.0	0.0	0.0	0.0	11,857.5	9,508.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 15 2008	May 16 2008	Jun 13 2008	1	N	Barclays Capital Inc.	0.10	1,000.0	5,000.0	1,065.2	5,537.6	5,897.3	0.0	0.0	0.0	2,682.1	2,472.4	742.8	0.0	0.0	0.0	2,682.1	3,215.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 15 2008	May 16 2008	Jun 13 2008	1	N	Goldman, Sachs & Co.	0.10	1,000.0	10,000.0	1,065.2	11,070.9	11,776.7	0.0	0.0	0.0	6,415.2	3,950.3	1,411.2	0.0	0.0	0.0	6,415.2	5,361.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	RBS Securities Inc.	0.25	500.0	2,500.0	574.0	2,821.0	2,980.2	0.0	0.0	0.0	1,222.9	1,757.3	0.0	0.0	0.0	0.0	1,222.9	1,757.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	UBS Securities LLC.	0.25	12,000.0	15,800.0	13,774.9	17,852.5	18,993.0	0.0	0.0	0.0	3,338.2	12,956.1	2,698.6	0.0	0.0	0.0	3,338.2	15,654.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Citigroup Global Markets Inc.	0.25	2,500.0	13,500.0	2,869.8	15,177.9	16,106.8	0.0	0.0	0.0	8,066.2	8,040.6	0.0	0.0	0.0	0.0	8,066.2	8,040.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	BNP Paribas Securities Corp.	0.25	500.0	2,500.0	574.0	2,921.8	3,085.9	0.0	0.0	0.0	2,474.7	611.2	0.0	0.0	0.0	0.0	2,474.7	611.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,000.0	4,600.0	1,147.9	5,212.7	5,532.1	0.0	0.0	0.0	2,700.2	2,831.9	0.0	0.0	0.0	0.0	2,700.2	2,831.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	4,000.0	13,000.0	4,591.6	14,753.6	15,518.9	3,605.3	0.0	0.0	6,028.5	4,356.7	1,528.3	0.0	0.0	3,605.3	6,028.5	5,885.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Goldman, Sachs & Co.	0.25	3,000.0	9,000.0	3,443.7	10,077.1	10,688.2	0.0	0.0	0.0	5,303.0	3,981.8	1,403.4	0.0	0.0	0.0	5,303.0	5,385.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Deutsche Bank Securities Inc.	0.25	7,000.0	17,000.0	8,035.3	19,236.4	20,389.7	0.0	0.0	0.0	11,832.9	8,556.9	0.0	0.0	0.0	0.0	11,832.9	8,556.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Countrywide Securities Corporation	0.25	630.0	2,360.0	723.2	2,665.7	2,816.9	0.0	0.0	0.0	2,204.1	550.5	62.2	0.0	0.0	0.0	2,204.1	612.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,500.0	4,500.0	2,869.8	5,015.9	5,348.2	0.0	0.0	0.0	0.0	5,348.2	0.0	0.0	0.0	0.0	0.0	5,348.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Barclays Capital Inc.	0.25	1,500.0	5,000.0	1,721.9	5,596.9	5,933.9	0.0	0.0	0.0	2,667.8	1,890.8	1,375.3	0.0	0.0	0.0	2,667.8	3,266.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	J.P. Morgan Securities LLC	0.25	4,000.0	4,000.0	4,591.6	4,591.6	4,889.9	0.0	0.0	0.0	0.0	4,889.9	0.0	0.0	0.0	0.0	0.0	4,889.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 22 2008	May 23 2008	Jun 20 2008	2	N	Lehman Brothers Inc.	0.25	7,000.0	9,500.0	8,035.3	10,718.0	11,385.3	0.0	0.0	0.0	3,926.2	5,811.4	1,647.8	0.0	0.0	0.0	3,926.2	7,459.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 29 2008	May 30 2008	Jun 27 2008	1	N	Barclays Capital Inc.	0.10	3,200.0	6,950.0	3,556.3	7,652.1	8,113.0	0.0	0.0	0.0	4,871.2	3,010.1	231.7	0.0	0.0	0.0	4,871.2	3,241.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 29 2008	May 30 2008	Jun 27 2008	1	N	Citigroup Global Markets Inc.	0.10	5,000.0	13,500.0	5,556.7	14,795.8	15,731.1	0.0	0.0	0.0	7,878.7	7,852.4	0.0	0.0	0.0	0.0	7,878.7	7,852.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 29 2008	May 30 2008	Jun 27 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	17,000.0	5,556.7	18,796.2	19,970.8	0.0	0.0	0.0	11,499.8	8,470.9	0.0	0.0	0.0	0.0	11,499.8	8,470.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 29 2008	May 30 2008	Jun 27 2008	1	N	Banc of America Securities LLC	0.10	3,000.0	6,000.0	3,334.0	6,537.0	6,947.5	0.0	0.0	0.0	3,523.7	3,423.8	0.0	0.0	0.0	0.0	3,523.7	3,423.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
May 29 2008	May 30 2008	Jun 27 2008	1	N	Countrywide Securities Corporation	0.10	230.0	1,720.0	255.6	1,886.2	2,000.0	0.0	0.0	0.0	1,392.1	546.4	61.6	0.0	0.0	0.0	1,392.1	607.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Goldman, Sachs & Co.	0.25	3,000.0	7,000.0	3,398.1	7,891.6	8,365.6	0.0	0.0	0.0	2,939.8	3,869.5	1,556.3	0.0	0.0	0.0	2,939.8	5,425.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	12,500.0	5,663.5	14,115.5	14,947.4	0.0	0.0	0.0	7,302.5	7,644.9	0.0	0.0	0.0	0.0	7,302.5	7,644.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,500.0	2,500.0	1,699.0	2,842.5	3,022.1	0.0	0.0	0.0	200.4	2,821.8	0.0	0.0	0.0	0.0	200.4	2,821.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	4,000.0	8,000.0	4,530.8	9,104.6	9,645.6	0.0	0.0	0.0	3,760.6	4,819.5	1,065.5	0.0	0.0	0.0	3,760.6	5,885.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	UBS Securities LLC.	0.25	1,000.0	13,000.0	1,132.7	14,854.2	15,775.4	2.1	0.0	0.0	682.1	12,530.8	2,560.5	0.0	0.0	2.1	682.1	15,091.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Deutsche Bank Securities Inc.	0.25	1,000.0	18,000.0	1,132.7	20,046.1	21,221.6	0.0	0.0	0.0	11,848.1	9,373.4	0.0	0.0	0.0	0.0	11,848.1	9,373.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,500.0	5,000.0	2,831.7	5,690.4	6,050.7	0.0	0.0	0.0	0.0	6,050.7	0.0	0.0	0.0	0.0	0.0	6,050.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Banc of America Securities LLC	0.25	3,400.0	6,400.0	3,851.1	7,207.2	7,636.7	0.0	0.0	0.0	3,537.9	4,098.8	0.0	0.0	0.0	0.0	3,537.9	4,098.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Barclays Capital Inc.	0.25	500.0	6,200.0	566.3	6,924.5	7,307.4	0.0	0.0	0.0	4,882.6	0.0	2,424.8	0.0	0.0	0.0	4,882.6	2,424.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	Lehman Brothers Inc.	0.25	2,000.0	9,000.0	2,265.4	10,269.6	10,876.5	0.0	0.0	0.0	3,970.3	5,373.4	1,532.8	0.0	0.0	0.0	3,970.3	6,906.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 5 2008	Jun 6 2008	Jul 7 2008	2	N	RBS Securities Inc.	0.25	3,000.0	3,500.0	3,398.1	3,969.8	4,222.8	0.0	0.0	0.0	130.0	2,381.0	1,711.8	0.0	0.0	0.0	130.0	4,092.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Dresdner Kleinwort Securities LLC	0.10	850.0	850.0	1,013.2	1,013.2	1,033.8	1,033.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1,033.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Citigroup Global Markets Inc.	0.10	850.0	13,350.0	1,013.2	14,927.3	15,907.2	0.0	0.0	0.0	8,273.1	7,634.1	0.0	0.0	0.0	0.0	8,273.1	7,634.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	BNP Paribas Securities Corp.	0.10	4,251.0	4,751.0	5,067.4	5,628.0	5,984.6	0.0	0.0	0.0	5,378.9	605.7	0.0	0.0	0.0	0.0	5,378.9	605.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Lehman Brothers Inc.	0.10	5,000.0	14,000.0	5,960.3	16,044.2	17,075.3	0.0	0.0	0.0	10,413.0	5,530.8	1,131.5	0.0	0.0	0.0	10,413.0	6,662.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Goldman, Sachs & Co.	0.10	1,700.0	7,700.0	2,026.5	8,743.1	9,328.5	0.0	0.0	0.0	4,228.6	3,765.2	1,334.7	0.0	0.0	0.0	4,228.6	5,099.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	18,000.0	5,960.3	20,449.3	21,803.8	0.0	0.0	0.0	12,291.1	9,512.7	0.0	0.0	0.0	0.0	12,291.1	9,512.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Credit Suisse Securities (USA) LLC	0.10	2,925.0	7,925.0	3,486.7	9,083.9	9,686.8	0.0	0.0	0.0	3,686.9	5,998.1	1.8	0.0	0.0	0.0	3,686.9	5,999.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	Barclays Capital Inc.	0.10	170.0	5,370.0	202.6	5,977.9	6,352.5	1.5	0.0	0.0	3,948.7	2,402.4	0.0	0.0	0.0	1.5	3,948.7	2,402.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 12 2008	Jun 13 2008	Jul 11 2008	1	N	RBS Securities Inc.	0.10	4,251.0	7,751.0	5,067.4	8,980.9	9,562.4	0.0	0.0	0.0	5,619.8	2,646.5	1,296.1	0.0	0.0	0.0	5,619.8	3,942.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	4,000.0	8,000.0	4,238.3	8,733.5	9,295.4	0.0	0.0	0.0	3,410.4	4,489.5	1,395.5	0.0	0.0	0.0	3,410.4	5,885.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,500.0	7,925.0	2,649.0	8,965.7	9,448.1	0.0	0.0	0.0	3,618.4	5,829.7	0.0	0.0	0.0	0.0	3,618.4	5,829.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Citigroup Global Markets Inc.	0.25	2,500.0	13,350.0	2,649.0	14,836.1	15,758.8	0.0	0.0	0.0	7,893.2	7,865.6	0.0	0.0	0.0	0.0	7,893.2	7,865.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	BNP Paribas Securities Corp.	0.25	500.0	4,751.0	529.8	5,627.0	5,951.5	0.0	0.0	0.0	5,385.6	565.8	0.0	0.0	0.0	0.0	5,385.6	565.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	UBS Securities LLC.	0.25	3,000.0	4,000.0	3,178.8	4,302.5	4,595.3	0.0	0.0	0.0	0.0	4,595.3	0.0	0.0	0.0	0.0	0.0	4,595.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	800.0	2,300.0	847.7	2,533.3	2,707.3	0.0	0.0	0.0	189.3	2,518.0	0.0	0.0	0.0	0.0	189.3	2,518.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Lehman Brothers Inc.	0.25	6,000.0	13,000.0	6,357.5	14,600.4	15,487.2	0.0	0.0	0.0	9,004.9	5,385.0	1,097.2	0.0	0.0	0.0	9,004.9	6,482.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	J.P. Morgan Securities LLC	0.25	4,000.0	4,000.0	4,238.3	4,238.3	4,526.7	0.0	0.0	0.0	0.0	4,526.7	0.0	0.0	0.0	0.0	0.0	4,526.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Deutsche Bank Securities Inc.	0.25	8,000.0	19,000.0	8,476.7	21,144.8	22,457.3	0.0	0.0	0.0	12,203.9	9,292.5	960.8	0.0	0.0	0.0	12,203.9	10,253.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Barclays Capital Inc.	0.25	1,500.0	5,370.0	1,589.4	5,906.5	6,260.9	0.0	0.0	0.0	3,963.4	2,297.6	0.0	0.0	0.0	0.0	3,963.4	2,297.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 19 2008	Jun 20 2008	Jul 18 2008	2	N	Goldman, Sachs & Co.	0.25	4,000.0	8,700.0	4,238.3	9,648.1	10,255.5	0.0	0.0	0.0	5,106.8	3,723.9	1,424.7	0.0	0.0	0.0	5,106.8	5,148.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 26 2008	Jun 27 2008	Jul 25 2008	1	N	Barclays Capital Inc.	0.11	400.0	2,570.0	466.2	2,848.9	3,030.1	0.0	0.0	0.0	842.2	2,187.9	0.0	0.0	0.0	0.0	842.2	2,187.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 26 2008	Jun 27 2008	Jul 25 2008	1	N	Banc of America Securities LLC	0.11	5,000.0	8,400.0	5,828.0	9,692.3	10,273.3	0.0	0.0	0.0	6,149.8	4,123.5	0.0	0.0	0.0	0.0	6,149.8	4,123.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 26 2008	Jun 27 2008	Jul 25 2008	1	N	Deutsche Bank Securities Inc.	0.11	5,000.0	19,000.0	5,828.0	21,607.5	22,920.4	0.0	0.0	0.0	12,562.2	9,492.6	865.5	0.0	0.0	0.0	12,562.2	10,358.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jun 26 2008	Jun 27 2008	Jul 25 2008	1	N	Citigroup Global Markets Inc.	0.11	5,000.0	13,350.0	5,828.0	15,222.3	16,140.6	0.0	0.0	0.0	8,645.5	7,495.1	0.0	0.0	0.0	0.0	8,645.5	7,495.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Lehman Brothers Inc.	0.25	2,000.0	13,000.0	2,251.3	14,807.4	15,699.5	0.0	0.0	0.0	9,427.9	5,120.0	1,151.6	0.0	0.0	0.0	9,427.9	6,271.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Citigroup Global Markets Inc.	0.25	3,000.0	11,350.0	3,376.9	12,957.2	13,737.9	0.0	0.0	0.0	7,278.7	6,459.2	0.0	0.0	0.0	0.0	7,278.7	6,459.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,600.0	2,400.0	1,801.0	2,662.2	2,838.7	0.0	0.0	0.0	308.2	2,530.5	0.0	0.0	0.0	0.0	308.2	2,530.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	2,000.0	6,000.0	2,251.3	6,557.4	6,987.4	0.0	0.0	0.0	1,102.4	4,236.3	1,648.8	0.0	0.0	0.0	1,102.4	5,885.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Goldman, Sachs & Co.	0.25	3,500.0	9,200.0	3,939.7	10,318.8	10,946.8	0.0	0.0	0.0	6,647.7	3,621.9	677.2	0.0	0.0	0.0	6,647.7	4,299.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Deutsche Bank Securities Inc.	0.25	1,500.0	19,500.0	1,688.4	22,250.2	23,620.1	0.0	0.0	0.0	12,628.0	9,191.6	1,800.5	0.0	0.0	0.0	12,628.0	10,992.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Banc of America Securities LLC	0.25	6,500.0	11,500.0	7,316.6	13,169.1	13,977.2	0.0	0.0	0.0	6,174.9	7,802.3	0.0	0.0	0.0	0.0	6,174.9	7,802.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	8,425.0	3,376.9	9,635.0	10,156.1	0.0	0.0	0.0	3,682.9	5,623.0	850.2	0.0	0.0	0.0	3,682.9	6,473.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 3 2008	Jul 7 2008	Aug 1 2008	2	N	RBS Securities Inc.	0.25	3,000.0	7,251.0	3,376.9	8,560.6	9,058.8	0.0	0.0	0.0	5,457.1	2,948.1	653.5	0.0	0.0	0.0	5,457.1	3,601.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	Lehman Brothers Inc.	0.10	1,000.0	9,000.0	1,199.0	9,878.8	10,602.0	0.0	0.0	0.0	4,325.5	5,141.7	1,134.8	0.0	0.0	0.0	4,325.5	6,276.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	Citigroup Global Markets Inc.	0.10	2,500.0	13,000.0	2,997.6	14,872.7	15,927.5	0.0	0.0	0.0	9,425.4	6,502.1	0.0	0.0	0.0	0.0	9,425.4	6,502.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	Merrill Lynch Government Securities Inc.	0.10	5,000.0	11,000.0	5,995.2	12,529.1	13,200.4	6,169.5	0.0	0.0	1,182.2	4,227.1	1,621.7	0.0	0.0	6,169.5	1,182.2	5,848.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	RBS Securities Inc.	0.10	4,800.0	7,800.0	5,755.4	9,118.6	9,749.2	0.0	0.0	0.0	6,121.0	2,967.1	661.1	0.0	0.0	0.0	6,121.0	3,628.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	Goldman, Sachs & Co.	0.10	2,000.0	9,500.0	2,398.1	10,613.6	11,372.6	0.0	0.0	0.0	6,947.8	3,847.4	577.4	0.0	0.0	0.0	6,947.8	4,424.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	19,500.0	5,995.2	22,089.9	23,689.2	0.0	0.0	0.0	12,631.0	9,244.5	1,813.7	0.0	0.0	0.0	12,631.0	11,058.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 10 2008	Jul 11 2008	Aug 8 2008	1	N	BNP Paribas Securities Corp.	0.10	1,000.0	1,500.0	1,199.0	1,735.5	1,856.8	0.0	0.0	0.0	1,279.0	566.9	10.9	0.0	0.0	0.0	1,279.0	577.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	J.P. Morgan Securities LLC	0.25	3,500.0	3,500.0	4,048.8	4,048.8	4,341.8	0.0	0.0	0.0	0.0	4,341.8	0.0	0.0	0.0	0.0	0.0	4,341.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Lehman Brothers Inc.	0.25	15,000.0	18,000.0	17,351.8	20,771.2	22,095.9	0.0	0.0	0.0	16,191.4	4,807.2	1,097.3	0.0	0.0	0.0	16,191.4	5,904.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	UBS Securities LLC.	0.25	3,000.0	3,000.0	3,470.4	3,470.4	3,721.5	0.0	0.0	0.0	0.0	3,721.5	0.0	0.0	0.0	0.0	0.0	3,721.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Citigroup Global Markets Inc.	0.25	3,500.0	14,000.0	4,048.8	16,154.8	17,219.9	0.0	0.0	0.0	9,631.0	7,588.8	0.0	0.0	0.0	0.0	9,631.0	7,588.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	BNP Paribas Securities Corp.	0.25	1,000.0	2,000.0	1,156.8	2,349.6	2,500.5	0.0	0.0	0.0	1,927.0	573.5	0.0	0.0	0.0	0.0	1,927.0	573.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	500.0	2,100.0	578.4	2,359.6	2,529.1	0.0	0.0	0.0	302.3	2,226.8	0.0	0.0	0.0	0.0	302.3	2,226.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	RBS Securities Inc.	0.25	1,000.0	8,800.0	1,156.8	10,222.0	10,872.3	0.0	0.0	0.0	6,747.0	2,811.9	1,313.3	0.0	0.0	0.0	6,747.0	4,125.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Barclays Capital Inc.	0.25	1,500.0	1,900.0	1,735.2	2,197.9	2,352.2	0.0	0.0	0.0	491.7	1,683.7	176.8	0.0	0.0	0.0	491.7	1,860.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Goldman, Sachs & Co.	0.25	4,000.0	9,500.0	4,627.2	10,909.2	11,631.9	0.0	0.0	0.0	7,166.1	3,930.1	535.7	0.0	0.0	0.0	7,166.1	4,465.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Deutsche Bank Securities Inc.	0.25	9,000.0	20,500.0	10,411.1	23,829.1	25,418.7	0.0	0.0	0.0	14,377.5	9,249.9	1,791.3	0.0	0.0	0.0	14,377.5	11,041.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,000.0	5,000.0	2,313.6	5,653.4	6,063.8	0.0	0.0	0.0	8.1	5,168.7	887.0	0.0	0.0	0.0	8.1	6,055.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Banc of America Securities LLC	0.25	1,250.0	12,750.0	1,446.0	14,466.5	15,444.1	0.0	0.0	0.0	6,131.5	9,312.6	0.0	0.0	0.0	0.0	6,131.5	9,312.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 17 2008	Jul 18 2008	Aug 15 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,500.0	12,500.0	6,362.3	14,552.8	15,334.6	6,141.4	0.0	0.0	1,929.1	3,733.8	3,530.4	0.0	0.0	6,141.4	1,929.1	7,264.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	RBS Securities Inc.	0.12	2,085.0	10,885.0	2,295.4	12,497.0	13,263.1	0.0	0.0	0.0	9,395.2	2,593.1	1,274.8	0.0	0.0	0.0	9,395.2	3,867.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	UBS Securities LLC.	0.12	5,000.0	8,000.0	5,504.5	8,965.1	9,477.9	5,755.7	0.0	0.0	0.0	3,722.2	0.0	0.0	0.0	5,755.7	0.0	3,722.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	Citigroup Global Markets Inc.	0.12	114.0	9,114.0	125.5	10,472.4	11,218.1	0.0	0.0	0.0	3,852.3	7,365.8	0.0	0.0	0.0	0.0	3,852.3	7,365.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	Morgan Stanley & Co. Incorporated	0.12	2,571.0	4,671.0	2,830.4	5,184.7	5,530.2	0.0	0.0	0.0	3,300.1	2,230.2	0.0	0.0	0.0	0.0	3,300.1	2,230.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	J.P. Morgan Securities LLC	0.12	4,028.0	7,528.0	4,434.4	8,471.8	9,038.3	0.0	0.0	0.0	4,695.8	4,341.5	1.0	0.0	0.0	0.0	4,695.8	4,342.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	Deutsche Bank Securities Inc.	0.12	5,000.0	20,500.0	5,504.5	23,506.1	25,140.4	0.0	0.0	0.0	14,096.1	9,094.2	1,950.0	0.0	0.0	0.0	14,096.1	11,044.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	Barclays Capital Inc.	0.12	1,200.0	2,700.0	1,321.1	3,051.4	3,263.8	0.0	0.0	0.0	1,402.9	1,685.8	175.1	0.0	0.0	0.0	1,402.9	1,860.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 24 2008	Jul 25 2008	Aug 22 2008	1	N	Merrill Lynch Government Securities Inc.	0.12	5,000.0	17,500.0	5,504.5	20,024.2	20,987.4	11,803.2	0.0	0.0	3,050.2	3,183.7	2,950.3	0.0	0.0	11,803.2	3,050.2	6,134.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Deutsche Bank Securities Inc.	0.25	1,500.0	20,500.0	1,687.3	23,737.5	25,193.4	0.0	0.0	0.0	14,277.4	9,300.4	1,615.6	0.0	0.0	0.0	14,277.4	10,916.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Lehman Brothers Inc.	0.25	3,000.0	19,000.0	3,374.7	22,068.0	23,340.1	0.0	0.0	0.0	18,569.4	3,782.2	988.5	0.0	0.0	0.0	18,569.4	4,770.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Citigroup Global Markets Inc.	0.25	4,100.0	10,214.0	4,612.0	11,822.9	12,582.1	0.0	0.0	0.0	3,318.1	9,264.0	0.0	0.0	0.0	0.0	3,318.1	9,264.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,500.0	4,571.0	1,687.3	5,123.8	5,423.3	0.0	0.0	0.0	3,196.9	2,226.3	0.0	0.0	0.0	0.0	3,196.9	2,226.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	2,000.0	17,500.0	2,249.8	20,218.4	21,031.7	11,819.0	0.0	0.0	3,333.0	3,021.2	2,858.6	0.0	0.0	11,819.0	3,333.0	5,879.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Goldman, Sachs & Co.	0.25	3,500.0	9,500.0	3,937.1	11,003.9	11,673.2	0.0	0.0	0.0	7,456.8	3,858.3	358.0	0.0	0.0	0.0	7,456.8	4,216.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Banc of America Securities LLC	0.25	6,500.0	7,750.0	7,311.8	8,769.5	9,361.7	0.0	0.0	0.0	0.0	9,361.7	0.0	0.0	0.0	0.0	0.0	9,361.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	5,000.0	3,374.7	5,707.0	6,091.3	0.0	0.0	0.0	10.5	4,436.1	1,644.6	0.0	0.0	0.0	10.5	6,080.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jul 31 2008	Aug 1 2008	Aug 29 2008	2	N	RBS Securities Inc.	0.25	3,000.0	10,885.0	3,374.7	12,620.2	13,322.1	0.0	0.0	0.0	9,651.6	2,440.3	1,230.3	0.0	0.0	0.0	9,651.6	3,670.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Deutsche Bank Securities Inc.	0.13	5,000.0	20,500.0	5,694.7	23,453.5	24,954.8	0.0	0.0	0.0	12,937.0	9,404.0	2,613.7	0.0	0.0	0.0	12,937.0	12,017.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Citigroup Global Markets Inc.	0.13	4,355.0	12,069.0	4,960.1	13,792.7	14,693.5	0.0	0.0	0.0	5,395.3	9,298.2	0.0	0.0	0.0	0.0	5,395.3	9,298.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	RBS Securities Inc.	0.13	5,000.0	11,085.0	5,694.7	12,558.6	13,287.0	0.0	0.0	0.0	9,652.4	2,327.7	1,306.9	0.0	0.0	0.0	9,652.4	3,634.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Credit Suisse Securities (USA) LLC	0.13	4,900.0	9,900.0	5,580.9	11,295.7	11,878.3	6.3	0.0	0.0	5,769.2	4,173.6	1,929.2	0.0	0.0	6.3	5,769.2	6,102.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Banc of America Securities LLC	0.13	4,355.0	12,105.0	4,960.1	13,740.7	14,644.6	0.0	0.0	0.0	5,251.7	9,392.9	0.0	0.0	0.0	0.0	5,251.7	9,392.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Barclays Capital Inc.	0.13	888.0	3,588.0	1,011.4	4,097.1	4,353.1	0.0	0.0	0.0	2,479.2	1,873.9	0.0	0.0	0.0	0.0	2,479.2	1,873.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 7 2008	Aug 8 2008	Sep 5 2008	1	N	Lehman Brothers Inc.	0.13	500.0	18,500.0	569.5	21,469.5	22,762.0	0.0	0.0	0.0	18,310.0	3,457.6	994.5	0.0	0.0	0.0	18,310.0	4,452.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	J.P. Morgan Securities LLC	0.25	3,500.0	7,528.0	3,967.2	8,432.2	8,931.2	0.0	0.0	0.0	4,696.0	4,235.3	0.0	0.0	0.0	0.0	4,696.0	4,235.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Lehman Brothers Inc.	0.25	8,000.0	11,500.0	9,068.0	13,006.6	13,789.3	0.0	0.0	0.0	9,358.7	3,472.9	957.7	0.0	0.0	0.0	9,358.7	4,430.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	UBS Securities LLC.	0.25	2,000.0	7,000.0	2,267.0	7,809.4	8,166.8	5,746.6	0.0	0.0	0.0	2,420.2	0.0	0.0	0.0	5,746.6	0.0	2,420.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Citigroup Global Markets Inc.	0.25	4,000.0	12,569.0	4,534.0	14,213.2	15,112.7	0.0	0.0	0.0	5,367.0	9,745.6	0.0	0.0	0.0	0.0	5,367.0	9,745.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	500.0	4,571.0	566.7	5,102.1	5,401.8	0.0	0.0	0.0	3,186.6	2,215.2	0.0	0.0	0.0	0.0	3,186.6	2,215.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	RBS Securities Inc.	0.25	1,000.0	11,085.0	1,133.5	12,494.1	13,184.5	0.0	0.0	0.0	9,645.0	2,336.0	1,203.6	0.0	0.0	0.0	9,645.0	3,539.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Goldman, Sachs & Co.	0.25	3,000.0	6,500.0	3,400.5	7,333.1	7,790.4	0.0	0.0	0.0	4,163.0	3,128.7	498.8	0.0	0.0	0.0	4,163.0	3,627.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Deutsche Bank Securities Inc.	0.25	8,000.0	19,500.0	9,068.0	21,974.4	23,342.3	0.0	0.0	0.0	11,862.3	8,988.3	2,491.7	0.0	0.0	0.0	11,862.3	11,480.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	10,900.0	3,400.5	12,336.3	12,967.8	6.3	0.0	0.0	6,000.8	4,109.7	2,851.0	0.0	0.0	6.3	6,000.8	6,960.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Barclays Capital Inc.	0.25	1,250.0	3,338.0	1,416.9	3,755.6	3,980.9	0.0	0.0	0.0	2,468.4	1,512.5	0.0	0.0	0.0	0.0	2,468.4	1,512.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 14 2008	Aug 15 2008	Sep 12 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	12,000.0	5,667.5	13,457.1	14,103.1	5,678.9	0.0	0.0	2,769.8	2,503.0	3,151.4	0.0	0.0	5,678.9	2,769.8	5,654.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	Deutsche Bank Securities Inc.	0.14	5,000.0	19,500.0	5,886.4	22,320.2	23,797.5	0.0	0.0	0.0	12,270.5	8,987.2	2,539.9	0.0	0.0	0.0	12,270.5	11,527.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	UBS Securities LLC.	0.14	5,000.0	7,000.0	5,886.4	8,153.6	8,574.2	6,143.8	0.0	0.0	0.0	2,430.3	0.0	0.0	0.0	6,143.8	0.0	2,430.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	Citigroup Global Markets Inc.	0.14	500.0	12,955.0	588.6	14,677.0	15,657.3	3.7	0.0	0.0	5,869.7	9,783.9	0.0	0.0	0.0	3.7	5,869.7	9,783.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	BNP Paribas Securities Corp.	0.14	2,700.0	2,700.0	3,178.6	3,178.6	3,369.2	0.0	0.0	0.0	3,369.2	0.0	0.0	0.0	0.0	0.0	3,369.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	RBS Securities Inc.	0.14	2,000.0	11,000.0	2,354.5	12,538.7	13,268.8	0.0	0.0	0.0	9,955.5	2,112.2	1,201.1	0.0	0.0	0.0	9,955.5	3,313.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	Credit Suisse Securities (USA) LLC	0.14	4,900.0	15,800.0	5,768.6	18,106.4	19,117.7	6.3	0.0	0.0	12,351.9	3,994.6	2,764.7	0.0	0.0	6.3	12,351.9	6,759.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	Barclays Capital Inc.	0.14	1,900.0	4,038.0	2,236.8	4,662.5	4,957.7	0.0	0.0	0.0	3,438.9	1,518.8	0.0	0.0	0.0	0.0	3,438.9	1,518.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 21 2008	Aug 22 2008	Sep 19 2008	1	N	Lehman Brothers Inc.	0.14	3,000.0	14,500.0	3,531.8	16,539.6	17,583.6	0.0	0.0	0.0	13,306.1	3,406.9	870.6	0.0	0.0	0.0	13,306.1	4,277.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Lehman Brothers Inc.	0.25	3,000.0	14,500.0	3,420.3	16,617.0	17,669.0	0.0	0.0	0.0	13,768.1	3,206.3	694.6	0.0	0.0	0.0	13,768.1	3,900.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,500.0	2,000.0	1,710.1	2,278.2	2,442.9	0.0	0.0	0.0	216.4	2,226.5	0.0	0.0	0.0	0.0	216.4	2,226.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Citigroup Global Markets Inc.	0.25	4,400.0	13,255.0	5,016.4	15,113.4	16,127.1	3.6	0.0	0.0	5,906.2	10,217.3	0.0	0.0	0.0	3.6	5,906.2	10,217.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	1,500.0	6,500.0	1,710.1	7,390.9	7,901.9	1.6	0.0	0.0	2,201.5	2,472.6	3,226.2	0.0	0.0	1.6	2,201.5	5,698.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Goldman, Sachs & Co.	0.25	3,500.0	6,500.0	3,990.3	7,398.8	7,887.1	0.0	0.0	0.0	4,750.7	3,123.6	12.7	0.0	0.0	0.0	4,750.7	3,136.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Deutsche Bank Securities Inc.	0.25	1,500.0	19,500.0	1,710.1	22,393.4	23,886.5	0.0	0.0	0.0	12,310.9	9,050.3	2,525.3	0.0	0.0	0.0	12,310.9	11,575.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Banc of America Securities LLC	0.25	8,750.0	13,105.0	9,975.8	14,938.6	15,949.8	0.0	0.0	0.0	5,258.5	10,305.0	386.2	0.0	0.0	0.0	5,258.5	10,691.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	RBS Securities Inc.	0.25	500.0	8,500.0	570.0	9,762.4	10,303.0	0.0	0.0	0.0	8,473.9	1,829.1	0.0	0.0	0.0	0.0	8,473.9	1,829.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Aug 28 2008	Aug 29 2008	Sep 26 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	2,000.0	14,800.0	2,280.2	17,050.8	17,975.7	0.0	0.0	0.0	11,901.3	3,782.5	2,292.0	0.0	0.0	0.0	11,901.3	6,074.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	Lehman Brothers Inc.	0.15	3,523.0	17,523.0	4,112.0	20,202.0	21,475.5	0.0	0.0	0.0	17,808.0	3,044.2	623.3	0.0	0.0	0.0	17,808.0	3,667.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	UBS Securities LLC.	0.15	3,523.0	10,523.0	4,112.0	12,307.8	12,649.8	10,206.2	0.0	0.0	0.0	2,443.7	0.0	0.0	0.0	10,206.2	0.0	2,443.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	Morgan Stanley & Co. Incorporated	0.15	1,500.0	3,500.0	1,750.8	4,034.0	4,307.4	0.0	0.0	0.0	2,089.9	2,217.5	0.0	0.0	0.0	0.0	2,089.9	2,217.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	RBS Securities Inc.	0.15	5,000.0	8,500.0	5,836.0	9,913.3	10,514.9	0.0	0.0	0.0	8,680.4	1,834.5	0.0	0.0	0.0	0.0	8,680.4	1,834.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	Deutsche Bank Securities Inc.	0.15	5,000.0	19,500.0	5,836.0	22,579.4	24,100.8	0.0	0.0	0.0	12,666.8	8,802.7	2,631.4	0.0	0.0	0.0	12,666.8	11,434.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	Banc of America Securities LLC	0.15	3,453.0	12,203.0	4,030.3	14,026.9	14,992.5	0.0	0.0	0.0	4,271.1	10,334.0	387.4	0.0	0.0	0.0	4,271.1	10,721.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 4 2008	Sep 5 2008	Oct 3 2008	1	N	Citigroup Global Markets Inc.	0.15	3,000.0	11,900.0	3,501.6	13,676.1	14,577.0	0.0	0.0	0.0	9,199.3	5,377.8	0.0	0.0	0.0	0.0	9,199.3	5,377.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	3,500.0	10,400.0	3,996.1	12,094.7	12,453.0	6.4	0.0	0.0	6,170.4	3,651.0	2,625.2	0.0	0.0	6.4	6,170.4	6,276.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Lehman Brothers Inc.	0.25	6,500.0	16,023.0	7,421.4	18,521.3	19,725.6	120.9	0.0	0.0	17,390.4	1,677.3	536.9	0.0	0.0	120.9	17,390.4	2,214.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	UBS Securities LLC.	0.25	2,000.0	10,523.0	2,283.5	12,324.5	13,135.1	10,457.2	0.0	0.0	0.0	2,667.1	10.8	0.0	0.0	10,457.2	0.0	2,677.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Citigroup Global Markets Inc.	0.25	4,100.0	12,000.0	4,681.2	13,806.9	14,767.5	0.0	0.0	0.0	9,365.2	5,402.3	0.0	0.0	0.0	0.0	9,365.2	5,402.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	500.0	3,500.0	570.9	4,036.7	4,327.1	0.0	0.0	0.0	2,102.3	2,224.8	0.0	0.0	0.0	0.0	2,102.3	2,224.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	6,500.0	5,708.7	7,424.2	7,966.7	0.0	0.0	0.0	2,135.2	2,805.4	3,026.1	0.0	0.0	0.0	2,135.2	5,831.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	J.P. Morgan Securities LLC	0.25	2,000.0	2,000.0	2,283.5	2,283.5	2,456.0	0.0	0.0	0.0	0.0	2,456.0	0.0	0.0	0.0	0.0	0.0	2,456.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	RBS Securities Inc.	0.25	4,000.0	11,500.0	4,567.0	13,345.3	14,188.2	0.0	0.0	0.0	10,113.7	1,938.8	2,135.7	0.0	0.0	0.0	10,113.7	4,074.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Deutsche Bank Securities Inc.	0.25	8,000.0	19,500.0	9,134.0	22,613.9	24,213.2	0.0	0.0	0.0	12,700.3	8,880.5	2,632.4	0.0	0.0	0.0	12,700.3	11,512.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Barclays Capital Inc.	0.25	1,250.0	3,150.0	1,427.2	3,680.6	3,933.1	0.0	0.0	0.0	2,940.9	992.2	0.0	0.0	0.0	0.0	2,940.9	992.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 11 2008	Sep 12 2008	Oct 10 2008	2	N	Goldman, Sachs & Co.	0.25	4,000.0	7,500.0	4,567.0	8,569.7	9,171.7	0.0	0.0	0.0	5,044.2	3,786.5	341.0	0.0	0.0	0.0	5,044.2	4,127.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	Credit Suisse Securities (USA) LLC	3.00	6,000.0	22,300.0	6,472.5	25,123.0	26,980.8	0.0	0.0	10,053.1	6,291.2	5,732.2	4,894.2	0.0	10.2	0.0	6,291.2	7,901.5	1,791.7	4,503.4	6,095.5	0.0	0.0	0.0	397.5	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	Deutsche Bank Securities Inc.	3.00	2,058.0	27,858.0	2,220.1	31,916.5	34,230.6	0.0	0.0	8,533.0	12,664.0	9,597.9	3,435.8	0.0	0.0	0.0	12,664.0	11,772.6	1,006.0	2,045.2	1,880.7	0.0	0.0	0.0	4,862.2	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	BNP Paribas Securities Corp.	3.00	264.0	2,964.0	284.8	3,512.4	3,749.0	0.0	0.0	0.0	3,442.4	306.6	0.0	0.0	0.0	0.0	3,442.4	275.8	0.0	30.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	Morgan Stanley & Co. Incorporated	3.00	7,000.0	17,500.0	7,551.3	19,284.7	20,724.4	0.0	24.6	11,860.2	2,144.6	3,260.8	3,434.2	0.0	0.0	0.0	2,144.6	4,933.4	1,809.6	2,104.5	1,969.0	0.0	0.0	0.0	7,763.2	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	RBS Securities Inc.	3.00	4,500.0	18,500.0	4,854.4	21,048.5	22,552.5	0.0	0.0	21.6	16,294.3	3,467.9	2,768.7	0.0	0.0	0.0	16,294.3	5,186.5	490.9	348.5	232.4	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	UBS Securities LLC.	3.00	7,000.0	23,823.0	7,551.3	26,873.0	28,522.7	10,527.3	11.5	2,471.7	2,390.0	11,580.2	1,538.3	3.6	0.0	10,527.3	2,390.0	9,342.8	2,484.3	2,274.6	1,503.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	UBS Securities LLC.	2.50	6,300.0	23,823.0	6,895.1	26,873.0	28,522.7	10,527.3	11.5	2,471.7	2,390.0	11,580.2	1,538.3	3.6	0.0	10,527.3	2,390.0	9,342.8	2,484.3	2,274.6	1,503.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	Morgan Stanley & Co. Incorporated	2.50	7,000.0	17,500.0	7,661.2	19,284.7	20,724.4	0.0	24.6	11,860.2	2,144.6	3,260.8	3,434.2	0.0	0.0	0.0	2,144.6	4,933.4	1,809.6	2,104.5	1,969.0	0.0	0.0	0.0	7,763.2	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	Merrill Lynch Government Securities Inc.	2.50	7,000.0	20,500.0	7,661.2	22,697.4	24,283.6	0.0	1,605.0	1,767.8	14,702.5	3,926.4	2,281.9	0.0	0.0	0.0	14,702.5	5,522.9	851.0	968.4	2,238.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	RBS Securities Inc.	2.50	2,500.0	18,500.0	2,736.1	21,048.5	22,552.5	0.0	0.0	21.6	16,294.3	3,467.9	2,768.7	0.0	0.0	0.0	16,294.3	5,186.5	490.9	348.5	232.4	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	Deutsche Bank Securities Inc.	2.50	6,300.0	27,858.0	6,895.1	31,916.5	34,230.6	0.0	0.0	8,533.0	12,664.0	9,597.9	3,435.8	0.0	0.0	0.0	12,664.0	11,772.6	1,006.0	2,045.2	1,880.7	0.0	0.0	0.0	4,862.2	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 2 2008	2	N	Credit Suisse Securities (USA) LLC	2.50	5,900.0	22,300.0	6,457.3	25,123.0	26,980.8	0.0	0.0	10,053.1	6,291.2	5,732.2	4,894.2	0.0	10.2	0.0	6,291.2	7,901.5	1,791.7	4,503.4	6,095.5	0.0	0.0	0.0	397.5	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	Merrill Lynch Government Securities Inc.	3.00	7,000.0	20,500.0	7,551.3	22,697.4	24,283.6	0.0	1,605.0	1,767.8	14,702.5	3,926.4	2,281.9	0.0	0.0	0.0	14,702.5	5,522.9	851.0	968.4	2,238.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 17 2008	Sep 18 2008	Oct 16 2008	2	N	Barclays Capital Inc.	3.00	1,176.0	4,326.0	1,268.6	4,978.4	5,337.5	0.0	0.0	0.0	2,423.8	1,075.2	1,838.4	0.0	0.0	0.0	2,423.8	2,469.4	318.5	123.1	2.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Credit Suisse Securities (USA) LLC	1.51	4,900.0	22,300.0	5,684.2	24,722.1	26,805.5	0.0	0.0	10,055.1	6,151.3	5,782.6	4,816.5	0.0	0.0	0.0	6,151.3	7,833.0	2,116.0	4,416.9	5,572.1	0.0	0.0	0.0	706.3	10.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Citigroup Global Markets Inc.	1.51	5,000.0	16,500.0	5,800.2	18,947.5	20,198.7	0.0	0.0	0.0	9,887.1	10,311.5	0.0	0.0	0.0	0.0	9,887.1	9,469.2	325.5	173.8	343.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Morgan Stanley & Co. Incorporated	1.51	5,000.0	22,500.0	5,800.2	24,858.6	26,571.8	181.9	0.0	11,371.9	7,998.7	4,385.2	2,634.2	0.0	0.0	181.9	7,998.7	5,113.8	1,547.2	2,376.6	1,319.3	0.0	0.0	0.0	8,034.2	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	RBS Securities Inc.	1.51	5,000.0	21,500.0	5,800.2	24,218.5	26,164.0	0.0	0.0	27.3	20,057.0	3,318.4	2,761.4	0.0	0.0	0.0	20,057.0	4,982.0	539.0	348.8	237.2	0.0	0.0	0.0	0.0	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Deutsche Bank Securities Inc.	1.51	5,000.0	27,858.0	5,800.2	31,425.9	33,560.7	0.0	0.0	6,827.9	12,321.8	9,241.3	5,169.7	0.0	0.0	0.0	12,321.8	11,905.2	1,218.6	736.7	617.0	0.0	0.0	0.0	6,761.3	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Barclays Capital Inc.	1.51	28.0	2,454.0	32.5	2,704.3	2,896.7	15.8	0.0	793.8	58.0	1,032.4	996.4	0.3	0.0	15.8	58.0	1,919.9	214.1	249.0	439.9	0.0	0.0	0.0	0.0	0.0	0.0
Sep 18 2008	Sep 19 2008	Oct 17 2008	1	N	Goldman, Sachs & Co.	1.51	71.0	7,571.0	82.4	8,610.0	9,200.2	85.4	1,826.4	1,554.9	2,683.3	2,651.8	398.4	0.0	0.0	85.4	2,683.3	3,291.2	1,787.5	890.5	462.3	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Merrill Lynch Government Securities Inc.	0.25	777.0	21,277.0	855.6	23,230.4	24,833.1	0.0	3,263.5	2,535.7	12,700.5	2,179.8	4,153.5	0.0	0.0	0.0	12,700.5	6,039.1	1,833.1	1,036.7	3,223.7	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Banc of America Securities LLC	0.25	5,000.0	17,203.0	5,505.5	19,434.2	20,826.7	0.0	0.0	879.3	4,322.1	15,251.3	374.0	0.0	0.0	0.0	4,322.1	15,079.4	207.6	294.3	923.3	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	BNP Paribas Securities Corp.	0.25	5,000.0	5,264.0	5,505.5	5,786.0	6,158.1	0.0	0.0	0.0	5,856.8	301.3	0.0	0.0	0.0	0.0	5,856.8	301.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Morgan Stanley & Co. Incorporated	0.25	10,000.0	32,500.0	11,011.1	35,795.8	38,380.1	0.0	2,934.8	19,102.3	8,223.1	3,829.6	4,290.2	0.0	0.0	0.0	8,223.1	6,903.0	3,650.5	3,543.8	1,325.9	0.0	0.0	0.0	14,733.8	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Citigroup Global Markets Inc.	0.25	5,157.0	21,657.0	5,678.4	24,556.9	26,199.0	2.5	0.0	34.1	17,656.4	7,755.5	745.9	4.8	0.0	2.5	17,656.4	7,173.2	377.2	403.5	586.2	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	J.P. Morgan Securities LLC	0.25	5,000.0	7,000.0	5,505.5	7,770.3	8,292.9	1.2	0.0	3,028.0	5,056.8	204.5	2.4	0.0	0.0	1.2	5,056.8	142.3	8.3	3.9	354.7	0.0	0.0	0.0	2,725.7	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	RBS Securities Inc.	0.25	5,963.0	27,463.0	6,565.9	30,708.4	32,750.6	0.0	0.0	22.3	24,747.4	5,167.6	2,813.3	0.0	0.0	0.0	24,747.4	6,870.1	580.5	322.6	230.0	0.0	0.0	0.0	0.0	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Deutsche Bank Securities Inc.	0.25	926.0	28,784.0	1,019.6	32,344.3	34,623.3	0.0	0.0	8,380.8	12,302.7	9,895.1	4,044.7	0.0	0.0	0.0	12,302.7	11,699.4	1,012.6	661.8	566.1	0.0	0.0	0.0	8,380.8	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Barclays Capital Inc.	0.25	3,472.0	5,926.0	3,823.0	6,520.1	6,598.0	136.7	0.0	2,536.4	857.4	1,942.4	1,122.8	2.3	0.0	136.7	857.4	2,489.0	765.2	1,035.8	1,309.1	0.0	0.0	0.0	4.8	0.0	0.0
Sep 24 2008	Sep 25 2008	Oct 2 2008	2	Y	Goldman, Sachs & Co.	0.25	5,926.0	13,497.0	6,525.2	15,108.0	16,135.9	0.0	1,712.5	1,046.1	9,912.8	2,483.4	981.1	0.0	0.0	0.0	9,912.8	3,532.8	1,493.5	675.6	521.2	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Citigroup Global Markets Inc.	1.02	7,500.0	24,757.0	8,511.8	28,096.2	29,835.9	24.3	0.0	399.9	19,401.6	8,092.0	1,913.5	4.8	0.0	24.3	19,401.6	8,871.8	547.2	387.9	603.3	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Barclays Capital Inc.	1.02	2,000.0	7,926.0	2,269.8	8,796.1	9,350.3	142.3	0.0	1,847.6	4,817.6	1,460.0	1,080.4	2.3	0.0	142.3	4,817.6	1,900.9	498.9	855.3	1,126.9	0.0	0.0	0.0	8.3	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Banc of America Securities LLC	1.02	500.0	8,953.0	567.5	10,086.6	10,722.8	360.0	0.0	0.0	3,865.4	6,497.4	0.0	0.0	0.0	360.0	3,865.4	6,026.5	162.6	114.4	193.9	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Credit Suisse Securities (USA) LLC	1.02	6,000.0	26,300.0	6,809.4	29,198.6	31,151.4	0.0	0.0	15,065.9	6,016.3	5,518.1	4,541.1	0.0	9.9	0.0	6,016.3	7,507.0	2,158.1	5,270.5	6,499.3	0.0	0.0	0.0	3,691.7	8.4	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Deutsche Bank Securities Inc.	1.02	7,000.0	34,284.0	7,944.4	38,614.9	41,166.3	0.0	0.0	13,909.8	12,306.8	9,999.8	4,950.1	0.0	0.0	0.0	12,306.8	12,572.2	2,258.0	3,919.7	3,679.2	0.0	0.0	0.0	6,430.4	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Goldman, Sachs & Co.	1.02	5,000.0	14,997.0	5,674.5	16,822.5	17,866.9	0.0	1,704.7	637.8	12,295.4	2,583.1	645.9	0.0	0.0	0.0	12,295.4	3,310.9	1,324.5	392.6	543.5	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	RBS Securities Inc.	1.02	2,000.0	28,963.0	2,269.8	32,439.9	34,406.1	0.0	0.0	21.4	27,263.0	5,129.4	1,992.3	0.0	0.0	0.0	27,263.0	6,012.9	577.9	322.2	230.1	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	HSBC Securities (USA) Inc.	1.02	500.0	500.0	567.5	567.5	605.8	20.1	169.8	296.6	1.6	1.9	109.3	6.4	0.0	20.1	1.6	178.5	74.5	206.7	105.8	0.0	0.0	0.0	18.5	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Merrill Lynch Government Securities Inc.	1.02	2,000.0	21,777.0	2,269.8	23,812.9	25,345.2	2.1	3,905.5	2,535.7	12,583.3	2,483.5	3,835.1	0.0	0.0	2.1	12,583.3	6,186.7	2,104.3	1,191.1	3,277.8	0.0	0.0	0.0	0.0	0.0	0.0
Sep 25 2008	Sep 26 2008	Oct 23 2008	2	N	Morgan Stanley & Co. Incorporated	1.02	5,000.0	36,000.0	5,674.5	39,799.5	42,429.4	0.0	2,504.9	19,893.5	13,797.4	2,934.9	3,298.7	0.0	0.0	0.0	13,797.4	5,885.1	3,027.9	3,088.1	938.8	0.0	0.0	0.0	15,692.1	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	Credit Suisse Securities (USA) LLC	1.51	4,900.0	25,300.0	5,484.0	28,495.2	30,208.3	0.0	0.0	14,009.1	6,025.9	5,553.1	4,606.4	0.0	13.8	0.0	6,025.9	7,387.1	2,118.9	5,234.5	6,563.0	0.0	0.0	0.0	2,870.5	8.4	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	RBS Securities Inc.	1.51	7,000.0	27,500.0	7,834.2	31,219.2	32,909.1	0.0	0.0	724.1	24,291.6	5,813.9	2,079.5	0.0	0.0	0.0	24,291.6	6,611.9	686.7	364.0	254.1	0.0	0.0	0.0	700.9	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	Merrill Lynch Government Securities Inc.	1.51	7,000.0	21,000.0	7,834.2	23,368.2	24,729.1	2.4	3,595.2	4,033.1	10,205.6	2,591.7	4,301.2	0.0	0.0	2.4	10,205.6	6,186.7	2,341.1	1,240.0	3,683.4	0.0	0.0	0.0	1,070.0	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	Morgan Stanley & Co. Incorporated	1.51	7,000.0	26,000.0	7,834.2	29,221.0	30,976.0	157.2	2,536.6	14,898.2	7,961.5	2,773.7	2,631.3	17.6	0.0	157.2	7,961.5	4,771.1	2,937.2	980.4	390.8	0.0	0.0	0.0	13,777.7	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	Citigroup Global Markets Inc.	1.51	969.0	20,569.0	1,084.5	23,688.6	24,983.6	24.4	0.0	688.0	17,619.3	5,266.7	1,380.4	4.8	0.0	24.4	17,619.3	5,973.3	330.4	421.7	514.5	0.0	0.0	0.0	99.9	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	UBS Securities LLC.	1.51	7,000.0	19,523.0	7,834.2	21,784.9	22,885.4	4,247.7	667.0	2,078.5	11,250.2	2,369.4	2,240.3	31.7	0.7	4,247.7	11,250.2	2,610.5	1,146.1	1,196.0	2,434.9	0.0	0.0	0.0	0.0	0.0	0.0
Oct 1 2008	Oct 2 2008	Oct 30 2008	2	N	Deutsche Bank Securities Inc.	1.51	1,130.0	28,188.0	1,264.7	32,321.5	34,213.1	0.0	0.0	12,344.2	13,153.2	4,378.1	4,337.5	0.0	0.0	0.0	13,153.2	6,505.6	2,295.1	4,037.1	2,698.5	0.0	0.0	0.0	5,523.5	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	Goldman, Sachs & Co.	0.42	2,000.0	11,071.0	2,388.5	12,783.0	13,562.3	0.0	1,602.5	639.7	9,364.3	1,456.8	499.1	0.0	0.0	0.0	9,364.3	2,091.4	1,299.5	334.9	472.1	0.0	0.0	0.0	0.0	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	RBS Securities Inc.	0.42	5,000.0	27,500.0	5,971.2	31,374.5	33,241.3	0.0	0.0	1,833.7	23,384.2	5,864.0	2,159.4	0.0	0.0	0.0	23,384.2	6,773.0	899.7	753.0	697.1	0.0	0.0	0.0	734.2	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	Deutsche Bank Securities Inc.	0.42	5,000.0	28,188.0	5,971.2	32,464.8	34,543.1	0.0	0.0	12,962.2	12,473.5	4,306.9	4,800.4	0.0	0.0	0.0	12,473.5	6,765.3	2,306.6	3,832.5	3,641.7	0.0	0.0	0.0	5,523.5	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	Credit Suisse Securities (USA) LLC	0.42	4,900.0	30,200.0	5,851.8	34,403.4	36,587.1	0.0	0.0	14,164.2	12,249.0	5,555.9	4,604.1	0.0	13.9	0.0	12,249.0	7,320.1	2,159.8	5,402.3	6,614.5	0.0	0.0	0.0	2,841.4	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	Banc of America Securities LLC	0.42	2,100.0	2,600.0	2,507.9	3,080.7	3,265.4	0.0	0.0	0.0	2,653.8	611.6	0.0	0.0	0.0	0.0	2,653.8	149.6	157.5	114.1	190.3	0.0	0.0	0.0	0.0	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	Barclays Capital Inc.	0.42	5,000.0	9,454.0	5,971.2	10,993.0	11,670.5	77.1	0.0	513.1	6,265.9	2,957.5	1,856.9	0.0	0.0	77.1	6,265.9	4,152.1	355.6	358.7	461.1	0.0	0.0	0.0	0.0	0.0	0.0
Oct 2 2008	Oct 3 2008	Oct 31 2008	1	N	BNP Paribas Securities Corp.	0.42	1,000.0	1,264.0	1,194.2	1,478.3	1,566.8	0.0	0.0	0.0	1,263.4	303.4	0.0	0.0	0.0	0.0	1,263.4	303.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	Citigroup Global Markets Inc.	3.05	4,100.0	17,569.0	4,763.2	19,982.1	21,261.5	0.0	0.0	0.0	15,089.7	6,171.8	0.0	0.0	0.0	0.0	15,089.7	5,736.9	223.0	50.3	161.6	0.0	0.0	0.0	0.0	0.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	Barclays Capital Inc.	3.05	7,500.0	15,704.0	8,713.2	18,128.3	19,351.1	0.0	244.5	7,945.2	6,281.6	2,417.5	2,462.3	0.0	0.0	0.0	6,281.6	5,096.6	1,745.3	2,358.3	3,869.4	0.0	0.0	0.0	0.0	0.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	Credit Suisse Securities (USA) LLC	3.05	5,900.0	32,600.0	6,854.4	36,747.9	39,209.3	5.8	0.0	14,753.1	14,667.9	5,302.2	4,466.4	0.0	13.9	5.8	14,667.9	7,204.1	1,773.4	4,821.4	6,023.4	0.0	0.0	0.0	4,695.3	18.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	Deutsche Bank Securities Inc.	3.05	7,500.0	27,688.0	8,713.2	31,610.9	33,736.2	0.0	0.0	6,625.9	12,268.3	9,966.3	4,875.8	0.0	0.0	0.0	12,268.3	12,401.4	1,261.1	793.3	622.4	0.0	0.0	0.0	6,389.7	0.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	RBS Securities Inc.	3.05	7,500.0	31,000.0	8,713.2	35,059.9	37,273.2	0.6	0.0	2,065.3	25,387.2	5,968.6	3,851.5	0.0	0.0	0.6	25,387.2	7,703.6	1,540.7	1,111.3	979.4	0.0	0.0	0.0	550.4	0.0	0.0
Oct 9 2008	Oct 10 2008	Nov 6 2008	2	N	Merrill Lynch Government Securities Inc.	3.05	5,000.0	21,000.0	5,808.8	23,237.3	24,774.2	0.0	3,595.2	4,407.6	11,956.0	2,354.2	2,461.1	0.0	0.0	0.0	11,956.0	4,259.6	2,347.9	1,116.9	4,237.7	0.0	0.0	0.0	856.0	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	Merrill Lynch Government Securities Inc.	3.22	5,000.0	19,000.0	5,303.9	20,985.5	22,378.0	3.2	3,025.9	4,519.3	10,686.8	1,599.8	2,543.1	0.0	0.0	3.2	10,686.8	3,536.2	2,006.1	1,018.9	4,377.9	0.0	0.0	0.0	749.0	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	UBS Securities LLC.	3.22	7,500.0	14,500.0	7,955.8	15,634.5	16,630.4	919.1	141.5	2,885.5	8,376.4	3,172.8	1,131.0	3.5	0.6	919.1	8,376.4	2,141.1	1,083.9	1,607.4	2,502.6	0.0	0.0	0.0	0.0	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	BNP Paribas Securities Corp.	3.22	300.0	1,300.0	318.2	1,480.6	1,570.3	0.0	0.0	0.0	1,230.1	340.2	0.0	0.0	0.0	0.0	1,230.1	340.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	Morgan Stanley & Co. Incorporated	3.22	7,500.0	24,500.0	7,955.8	26,860.5	28,799.9	0.0	1,695.1	14,160.6	5,990.8	3,112.5	3,840.9	0.0	0.0	0.0	5,990.8	6,317.3	3,330.9	1,525.1	931.0	0.0	0.0	0.0	10,704.8	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	Goldman, Sachs & Co.	3.22	5,000.0	12,071.0	5,303.9	13,299.7	14,171.6	0.0	1,704.0	162.1	8,425.1	2,162.1	1,718.3	0.0	0.0	0.0	8,425.1	3,745.4	1,498.5	254.2	248.5	0.0	0.0	0.0	0.0	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	Barclays Capital Inc.	3.22	2,000.0	16,528.0	2,121.5	18,851.1	20,113.8	83.9	238.9	6,331.0	6,246.1	4,786.5	2,422.7	4.7	0.0	83.9	6,246.1	7,118.9	2,551.2	1,937.9	2,174.1	0.0	0.0	0.0	1.7	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	Credit Suisse Securities (USA) LLC	3.22	5,000.0	31,600.0	5,303.9	35,410.5	37,843.2	0.0	0.0	15,909.6	11,998.2	5,501.9	4,429.4	0.0	4.2	0.0	11,998.2	7,444.5	2,138.2	5,499.1	6,521.7	0.0	0.0	0.0	4,241.6	0.0	0.0
Oct 15 2008	Oct 16 2008	Nov 13 2008	2	N	RBS Securities Inc.	3.22	5,200.0	31,700.0	5,516.0	35,527.6	37,785.8	0.0	0.0	1,639.7	26,413.9	6,045.7	3,686.5	0.0	0.0	0.0	26,413.9	7,681.8	1,479.7	1,073.9	843.7	0.0	0.0	0.0	292.9	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	Goldman, Sachs & Co.	0.46	2,000.0	14,000.0	2,358.6	15,573.1	16,598.6	0.0	1,471.2	177.2	11,442.3	1,937.9	1,570.0	0.0	0.0	0.0	11,442.3	3,436.2	1,236.0	225.5	258.6	0.0	0.0	0.0	0.0	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	Citigroup Global Markets Inc.	0.46	2,750.0	15,319.0	3,243.1	17,419.4	18,606.9	24.2	0.0	3,009.4	8,949.4	5,292.0	1,327.1	4.7	0.0	24.2	8,949.4	5,229.5	562.1	748.7	1,072.0	0.0	0.0	0.0	2,020.9	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	J.P. Morgan Securities LLC	0.46	5,000.0	5,000.0	5,896.6	5,896.6	6,272.7	0.0	0.0	0.0	6,272.7	0.0	0.0	0.0	0.0	0.0	6,272.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	Deutsche Bank Securities Inc.	0.46	5,000.0	25,630.0	5,896.6	29,410.5	31,438.0	0.0	0.0	5,513.6	12,445.1	8,889.7	4,589.7	0.0	0.0	0.0	12,445.1	11,346.4	1,763.1	2,747.8	2,650.0	0.0	0.0	0.0	485.6	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	Credit Suisse Securities (USA) LLC	0.46	5,000.0	31,700.0	5,896.6	35,765.7	38,232.8	0.0	0.0	16,071.3	12,419.0	5,403.4	4,322.7	0.0	16.4	0.0	12,419.0	7,379.4	2,115.4	5,571.8	6,545.9	0.0	0.0	0.0	4,201.3	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	Barclays Capital Inc.	0.46	5,000.0	21,500.0	5,896.6	24,704.2	26,347.1	0.0	88.0	6,703.3	12,425.1	4,251.1	2,879.6	0.0	0.0	0.0	12,425.1	6,316.2	1,690.2	2,665.4	3,250.2	0.0	0.0	0.0	0.0	0.0	0.0
Oct 16 2008	Oct 17 2008	Nov 14 2008	1	N	BNP Paribas Securities Corp.	0.46	250.0	1,550.0	294.8	1,772.8	1,882.7	0.0	0.0	0.0	1,541.8	340.9	0.0	0.0	0.0	0.0	1,541.8	340.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	J.P. Morgan Securities LLC	0.50	250.0	5,250.0	283.7	6,283.2	6,663.3	0.0	0.0	0.0	6,359.5	303.8	0.0	0.0	0.0	0.0	6,359.5	281.3	5.6	13.8	3.1	0.0	0.0	0.0	0.0	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Credit Suisse Securities (USA) LLC	0.50	4,000.0	29,700.0	4,539.8	33,936.3	36,228.6	0.0	0.0	14,360.7	12,553.8	5,156.7	4,143.4	0.0	14.0	0.0	12,553.8	7,107.4	1,923.1	4,658.3	5,833.4	0.0	0.0	0.0	4,152.5	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Citigroup Global Markets Inc.	0.50	7,500.0	15,319.0	8,512.2	17,655.3	18,831.2	24.6	0.0	2,826.2	8,643.2	4,516.6	2,820.6	0.0	0.0	24.6	8,643.2	6,541.7	678.2	408.3	536.0	0.0	0.0	0.0	1,999.2	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Morgan Stanley & Co. Incorporated	0.50	5,000.0	19,500.0	5,674.8	21,482.9	23,013.6	123.5	2,191.8	13,548.9	38.2	3,324.5	3,752.9	33.9	0.0	123.5	38.2	6,503.8	3,304.5	866.4	582.4	0.0	0.0	0.0	11,594.8	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Merrill Lynch Government Securities Inc.	0.50	1,000.0	18,000.0	1,135.0	20,077.0	21,419.4	8.4	2,835.5	4,091.3	10,733.3	1,689.8	2,061.2	0.0	0.0	8.4	10,733.3	3,392.2	1,959.4	666.8	4,124.3	0.0	0.0	0.0	535.0	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	RBS Securities Inc.	0.50	7,500.0	32,200.0	8,512.2	36,430.7	38,739.3	0.0	0.0	4,070.5	25,207.0	5,705.6	3,756.3	0.0	0.0	0.0	25,207.0	7,396.5	1,331.9	1,068.1	954.0	0.0	0.0	0.0	2,781.9	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Barclays Capital Inc.	0.50	2,000.0	21,500.0	2,269.9	24,992.5	26,645.2	0.0	244.1	5,790.8	12,570.8	4,841.1	3,198.4	0.0	0.0	0.0	12,570.8	7,396.5	1,145.8	2,236.6	3,295.5	0.0	0.0	0.0	0.0	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Deutsche Bank Securities Inc.	0.50	7,000.0	25,630.0	7,944.7	29,774.9	31,793.3	0.0	0.0	4,699.8	12,578.7	9,879.1	4,635.6	0.0	0.0	0.0	12,578.7	12,441.8	1,486.0	2,464.7	2,678.8	0.0	0.0	0.0	143.2	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	HSBC Securities (USA) Inc.	0.50	250.0	250.0	283.7	283.7	310.2	0.0	0.0	0.0	0.0	113.1	197.1	0.0	0.0	0.0	0.0	206.3	77.7	18.9	7.4	0.0	0.0	0.0	0.0	0.0	0.0
Oct 22 2008	Oct 23 2008	Nov 20 2008	2	N	Goldman, Sachs & Co.	0.50	3,000.0	12,000.0	3,404.9	13,509.9	14,375.0	0.0	1,411.0	499.0	9,701.1	2,154.0	609.8	0.0	0.0	0.0	9,701.1	2,585.9	1,268.3	309.1	510.7	0.0	0.0	0.0	0.0	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Goldman, Sachs & Co.	0.38	2,000.0	14,000.0	2,167.3	15,477.1	16,474.7	0.0	1,423.7	124.0	13,724.6	939.4	262.9	0.0	0.0	0.0	13,724.6	1,254.9	1,091.0	206.9	197.2	0.0	0.0	0.0	0.0	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	UBS Securities LLC.	0.38	3,000.0	10,500.0	3,251.0	11,198.6	11,949.7	317.1	7.8	3,147.2	5,699.6	1,972.9	801.2	3.4	0.4	317.1	5,699.6	1,476.8	517.7	2,071.3	1,867.1	0.0	0.0	0.0	0.0	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Citigroup Global Markets Inc.	0.38	3,900.0	18,250.0	4,226.3	20,540.9	21,895.3	24.1	0.0	224.8	14,679.8	5,521.6	1,445.1	0.0	0.0	24.1	14,679.8	5,883.2	484.5	273.1	550.7	0.0	0.0	0.0	0.0	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Morgan Stanley & Co. Incorporated	0.38	1,000.0	13,500.0	1,083.7	14,636.1	15,651.4	929.8	2,051.9	5,529.5	0.0	3,703.7	3,436.6	0.0	0.0	929.8	0.0	5,832.6	3,722.5	1,002.7	350.4	0.0	0.0	0.0	3,813.5	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Merrill Lynch Government Securities Inc.	0.38	5,000.0	16,000.0	5,418.3	17,553.4	18,760.2	23.1	2,728.5	4,195.3	7,886.2	1,902.1	2,024.9	0.0	0.0	23.1	7,886.2	3,632.2	1,732.8	727.6	3,206.7	0.0	0.0	0.0	1,551.5	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	RBS Securities Inc.	0.38	5,000.0	30,200.0	5,418.3	33,675.4	35,904.9	0.0	0.0	6,241.2	19,963.7	6,032.5	3,667.6	0.0	0.0	0.0	19,963.7	7,654.1	1,319.5	1,067.6	976.6	0.0	0.0	0.0	4,923.4	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Deutsche Bank Securities Inc.	0.38	7,100.0	31,600.0	7,693.9	35,735.6	38,171.0	0.0	0.0	5,077.1	19,118.6	9,472.9	4,502.5	0.0	0.0	0.0	19,118.6	11,931.1	1,514.3	2,547.5	2,916.3	0.0	0.0	0.0	143.2	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Credit Suisse Securities (USA) LLC	0.38	6,000.0	30,800.0	6,501.9	34,534.7	36,903.7	5.8	0.3	14,028.8	15,246.4	4,678.4	2,941.1	0.0	2.9	5.8	15,246.4	5,762.1	1,823.4	4,557.0	6,292.8	0.0	0.0	0.0	3,216.2	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	Barclays Capital Inc.	0.38	500.0	22,000.0	541.8	25,098.0	26,805.8	45.7	237.7	7,003.2	12,366.3	4,523.4	2,629.5	0.0	0.0	45.7	12,366.3	6,759.3	1,829.3	2,738.2	3,067.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 29 2008	Oct 30 2008	Nov 28 2008	2	N	J.P. Morgan Securities LLC	0.38	4,000.0	9,250.0	4,334.6	10,470.2	11,164.3	0.5	0.0	2,275.3	7,972.0	238.7	677.7	0.0	0.0	0.5	7,972.0	642.0	32.3	125.5	340.7	0.0	0.0	0.0	2,051.2	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Banc of America Securities LLC	0.12	4,866.0	4,866.0	5,742.5	5,742.5	6,082.3	293.3	0.0	0.0	5,789.0	0.0	0.0	0.0	0.0	293.3	5,789.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Goldman, Sachs & Co.	0.12	2,300.0	14,300.0	2,714.3	15,838.0	16,859.0	0.0	1,418.3	116.8	14,593.2	474.7	255.8	0.0	0.0	0.0	14,593.2	774.0	1,101.2	204.0	186.6	0.0	0.0	0.0	0.0	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Citigroup Global Markets Inc.	0.12	3,000.0	21,250.0	3,540.4	24,009.1	25,576.3	23.9	0.0	221.6	20,559.8	3,787.9	982.9	0.0	0.0	23.9	20,559.8	3,928.3	223.5	278.5	562.2	0.0	0.0	0.0	0.0	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Barclays Capital Inc.	0.12	5,000.0	22,000.0	5,900.7	25,169.1	26,882.3	110.3	237.8	8,041.7	12,458.8	3,166.6	2,867.2	0.0	0.0	110.3	12,458.8	5,546.9	1,886.8	2,526.0	4,313.7	0.0	0.0	0.0	40.0	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Deutsche Bank Securities Inc.	0.12	4,833.0	31,433.0	5,703.6	35,567.6	38,023.2	0.0	0.0	5,085.3	19,805.1	8,625.2	4,507.5	0.0	0.0	0.0	19,805.1	11,124.0	1,504.7	2,528.8	2,917.4	0.0	0.0	0.0	143.2	0.0	0.0
Oct 30 2008	Oct 31 2008	Nov 28 2008	1	N	Credit Suisse Securities (USA) LLC	0.12	5,000.0	30,900.0	5,900.7	34,684.1	37,081.5	5.8	0.3	13,945.4	15,624.1	4,634.8	2,868.5	0.0	2.6	5.8	15,624.1	5,731.8	1,871.2	4,652.6	6,317.7	0.0	0.0	0.0	2,878.3	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	RBS Securities Inc.	0.25	5,000.0	22,700.0	5,828.1	25,353.7	26,993.6	0.0	0.0	5,901.7	11,364.3	6,131.5	3,596.1	0.0	0.0	0.0	11,364.3	7,717.5	1,275.3	1,083.0	899.8	0.0	0.0	0.0	4,653.7	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Citigroup Global Markets Inc.	0.25	4,000.0	21,150.0	4,662.5	24,303.9	25,753.6	24.2	0.0	431.7	22,782.0	1,786.8	728.9	0.0	0.0	24.2	22,782.0	1,496.1	229.9	562.8	658.6	0.0	0.0	0.0	0.0	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	J.P. Morgan Securities LLC	0.25	2,000.0	11,250.0	2,331.2	12,966.0	13,762.8	0.5	0.0	1,829.5	9,199.8	2,523.2	209.7	0.0	0.0	0.5	9,199.8	1,773.1	361.4	368.0	513.4	0.0	0.0	0.0	1,546.5	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Deutsche Bank Securities Inc.	0.25	4,250.0	28,183.0	4,953.9	32,417.3	34,503.0	0.0	0.0	4,681.1	17,000.3	8,625.0	4,196.6	0.0	0.0	0.0	17,000.3	10,790.3	1,560.4	2,464.2	2,687.9	0.0	0.0	0.0	0.0	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	7,500.0	32,500.0	8,742.2	37,152.0	39,522.6	5.8	1.3	12,833.7	19,633.3	4,304.5	2,743.9	0.0	0.0	5.8	19,633.3	5,280.7	1,687.9	4,605.1	6,121.5	0.0	0.0	0.0	2,188.4	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Banc of America Securities LLC	0.25	2,250.0	7,116.0	2,622.6	8,455.3	8,976.6	82.9	0.0	0.0	6,095.4	2,798.3	0.0	0.0	0.0	82.9	6,095.4	2,367.5	147.8	115.9	167.1	0.0	0.0	0.0	0.0	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Barclays Capital Inc.	0.25	7,500.0	22,000.0	8,742.2	25,658.3	27,279.9	0.0	235.0	6,651.5	12,651.2	4,664.4	3,077.7	0.0	0.0	0.0	12,651.2	7,182.6	1,490.0	2,357.0	3,599.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 5 2008	Nov 6 2008	Dec 4 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	16,000.0	5,828.1	17,781.1	18,924.5	0.0	2,552.0	3,445.2	9,496.3	1,626.2	1,804.8	0.0	0.0	0.0	9,496.3	3,359.4	1,522.4	593.4	3,364.5	0.0	0.0	0.0	588.5	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Barclays Capital Inc.	0.25	5,200.0	25,200.0	5,481.9	28,974.7	30,978.7	30.4	233.0	5,817.4	18,834.3	4,126.8	1,933.5	3.3	0.0	30.4	18,834.3	5,913.9	1,110.7	1,737.6	3,350.8	0.0	0.0	0.0	0.9	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	UBS Securities LLC.	0.25	3,500.0	6,500.0	3,689.8	6,957.2	7,474.9	597.6	7.8	2,899.1	1,270.0	1,884.0	812.6	3.5	0.3	597.6	1,270.0	1,399.7	387.8	2,310.6	1,509.2	0.0	0.0	0.0	0.0	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Citigroup Global Markets Inc.	0.25	2,500.0	23,650.0	2,635.5	26,899.3	28,675.0	24.4	0.0	147.4	26,182.8	1,642.5	678.0	0.0	0.0	24.4	26,182.8	1,351.4	210.2	450.7	455.5	0.0	0.0	0.0	0.0	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	J.P. Morgan Securities LLC	0.25	100.0	11,350.0	105.4	13,027.0	13,979.9	0.0	0.0	2,617.3	7,507.6	3,769.5	85.4	0.0	0.0	0.0	7,507.6	3,036.6	315.5	282.4	220.5	0.0	0.0	0.0	2,617.3	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	16,000.0	5,271.1	17,675.3	18,904.8	495.5	2,445.0	663.3	11,980.4	1,511.2	1,809.4	0.0	0.0	495.5	11,980.4	3,204.7	1,489.6	511.5	741.6	0.0	0.0	0.0	481.5	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Goldman, Sachs & Co.	0.25	5,300.0	14,600.0	5,587.3	16,297.3	17,417.4	0.0	1,407.7	389.6	14,274.8	1,128.0	217.4	0.0	0.0	0.0	14,274.8	1,148.0	1,223.9	181.7	589.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	7,500.0	35,000.0	7,906.6	39,652.4	42,469.3	5.8	1.3	11,906.6	23,804.0	4,306.2	2,441.8	0.0	3.6	5.8	23,804.0	5,066.9	1,619.0	4,058.9	6,034.5	0.0	0.0	0.0	1,880.2	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	Deutsche Bank Securities Inc.	0.25	1,000.0	29,183.0	1,054.2	33,404.3	35,791.6	0.0	0.0	4,969.6	17,798.1	8,698.2	4,325.6	0.0	0.0	0.0	17,798.1	11,034.1	1,515.3	2,470.8	2,973.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 12 2008	Nov 13 2008	Dec 11 2008	2	N	RBS Securities Inc.	0.25	5,000.0	22,500.0	5,271.1	25,029.0	26,791.2	0.6	0.0	3,690.8	13,485.6	5,939.2	3,675.0	0.0	0.0	0.6	13,485.6	7,625.8	1,212.8	1,041.7	870.6	0.0	0.0	0.0	2,554.1	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	Barclays Capital Inc.	0.10	5,000.0	25,200.0	6,200.0	29,371.2	31,044.7	30.6	233.1	9,200.7	16,921.1	2,712.2	1,943.8	3.3	0.0	30.6	16,921.1	3,998.1	2,093.6	3,410.2	4,591.2	0.0	0.0	0.0	0.0	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	Credit Suisse Securities (USA) LLC	0.10	5,000.0	35,000.0	6,200.0	40,125.8	42,402.0	5.8	1.3	11,495.9	24,499.0	3,956.2	2,443.8	0.0	0.0	5.8	24,499.0	4,672.8	1,589.6	3,872.8	5,975.3	0.0	0.0	0.0	1,786.7	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	Deutsche Bank Securities Inc.	0.10	1,000.0	25,183.0	1,240.0	28,875.5	30,590.1	0.0	0.0	5,117.1	12,490.0	8,619.9	4,363.1	0.0	0.0	0.0	12,490.0	10,990.3	1,570.7	2,572.5	2,966.5	0.0	0.0	0.0	0.0	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	J.P. Morgan Securities LLC	0.10	100.0	6,450.0	124.0	7,250.2	8,705.5	0.5	0.0	2,996.6	1,868.7	3,677.1	162.6	0.0	0.0	0.5	1,868.7	2,994.2	314.7	294.5	515.8	0.0	0.0	0.0	2,717.2	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	BNP Paribas Securities Corp.	0.10	2,500.0	2,500.0	3,100.0	3,100.0	3,252.8	0.0	0.0	0.0	3,252.8	0.0	0.0	0.0	0.0	0.0	3,252.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 13 2008	Nov 14 2008	Dec 12 2008	1	N	Citigroup Global Markets Inc.	0.10	4,000.0	24,900.0	4,960.0	28,737.6	30,265.3	24.3	0.0	176.1	27,961.7	1,385.1	718.1	0.0	0.0	24.3	27,961.7	1,129.1	210.2	468.7	471.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	RBS Securities Inc.	0.25	5,000.0	20,000.0	5,881.4	22,979.5	24,002.4	0.6	0.0	3,227.1	11,812.2	5,503.2	3,459.4	0.0	0.0	0.6	11,812.2	7,203.6	1,064.9	946.7	831.7	0.0	0.0	0.0	2,142.7	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	4,000.0	5,000.0	4,705.1	5,833.6	6,130.1	0.0	1,720.4	144.6	1.0	1,667.7	2,596.4	0.0	0.0	0.0	1.0	3,269.4	1,895.6	503.5	379.7	0.0	0.0	0.0	80.9	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	4,000.0	19,000.0	4,705.1	21,803.2	22,756.3	57.1	2,268.4	807.9	12,471.3	3,478.3	3,673.4	0.0	0.0	57.1	12,471.3	5,071.1	2,781.8	909.8	876.7	0.0	0.0	0.0	588.5	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	294.1	294.1	309.1	0.0	0.0	8.9	0.0	150.2	150.0	0.0	0.0	0.0	0.0	214.8	64.2	25.9	4.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Goldman, Sachs & Co.	0.25	5,000.0	14,600.0	5,881.4	16,818.3	17,482.9	0.0	1,378.3	483.4	14,570.6	818.6	232.0	0.0	0.0	0.0	14,570.6	855.6	1,267.4	159.4	629.9	0.0	0.0	0.0	0.0	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Deutsche Bank Securities Inc.	0.25	3,500.0	21,683.0	4,117.0	25,547.9	26,729.2	0.0	0.0	4,803.6	9,914.5	8,154.6	3,856.6	0.0	0.0	0.0	9,914.5	10,454.7	973.6	2,492.5	2,893.8	0.0	0.0	0.0	0.0	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	7,500.0	38,500.0	8,822.1	45,347.0	47,279.1	5.9	1.4	10,561.9	30,895.2	3,470.5	2,341.1	0.0	3.2	5.9	30,895.2	4,254.4	1,590.5	3,920.4	5,982.2	0.0	0.0	0.0	630.4	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	Barclays Capital Inc.	0.25	3,000.0	26,200.0	3,528.8	31,315.9	32,725.0	34.6	225.6	11,381.0	16,361.0	2,636.0	2,083.5	3.3	0.0	34.6	16,361.0	4,387.0	2,526.9	4,332.9	5,078.8	0.0	0.0	0.0	3.7	0.0	0.0
Nov 19 2008	Nov 20 2008	Dec 18 2008	2	N	J.P. Morgan Securities LLC	0.25	200.0	6,400.0	235.3	7,367.9	7,720.0	0.0	0.0	3,033.7	1,310.0	3,237.5	138.8	0.0	0.0	0.0	1,310.0	2,592.3	275.2	272.0	319.8	0.0	0.0	0.0	2,950.8	0.0	0.0
Nov 24 2008	Nov 25 2008	Dec 2 2008	2	Y	Morgan Stanley & Co. Incorporated	0.50	2,000.0	7,000.0	2,183.9	7,960.7	8,415.0	0.0	1,784.0	0.0	2,290.3	1,301.2	3,039.5	0.0	0.0	0.0	2,290.3	2,768.9	2,488.0	538.3	329.6	0.0	0.0	0.0	0.0	0.0	0.0
Nov 24 2008	Nov 25 2008	Dec 2 2008	2	Y	Citigroup Global Markets Inc.	0.50	4,034.0	21,434.0	4,404.9	24,943.5	26,189.4	24.9	0.0	533.0	21,867.2	2,931.1	833.2	0.0	0.0	24.9	21,867.2	2,402.3	587.2	473.5	834.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 24 2008	Nov 25 2008	Dec 2 2008	2	Y	J.P. Morgan Securities LLC	0.50	2,000.0	8,400.0	2,183.9	9,476.1	9,992.3	0.0	0.0	2,089.6	4,765.9	3,052.6	84.2	0.0	0.0	0.0	4,765.9	2,318.8	249.9	326.2	242.0	0.0	0.0	0.0	2,089.4	0.0	0.0
Nov 24 2008	Nov 25 2008	Dec 2 2008	2	Y	Credit Suisse Securities (USA) LLC	0.50	10.0	38,510.0	10.9	44,939.4	47,262.8	5.9	1.9	10,092.4	31,951.5	3,248.0	1,959.8	0.0	3.4	5.9	31,951.5	3,941.7	1,383.2	4,040.8	5,716.8	0.0	0.0	0.0	222.9	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	26,979.0	8,369.5	31,541.2	33,286.6	25.4	0.0	859.9	28,853.1	2,471.8	1,076.4	0.0	0.0	25.4	28,853.1	2,105.3	733.8	558.9	1,010.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	J.P. Morgan Securities LLC	0.10	1,837.0	6,334.0	2,274.8	7,434.2	7,881.6	0.0	0.0	1,267.3	3,555.1	2,962.3	96.9	0.0	0.0	0.0	3,555.1	2,322.4	228.7	279.6	228.6	0.0	0.0	0.0	1,267.1	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	Goldman, Sachs & Co.	0.10	5,000.0	20,300.0	6,191.7	23,490.2	24,798.5	0.0	1,348.0	478.0	20,967.7	1,046.9	957.8	0.0	0.0	0.0	20,967.7	1,811.1	1,096.9	304.4	618.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	Deutsche Bank Securities Inc.	0.10	2,297.0	16,901.0	2,844.4	19,795.1	21,034.5	0.0	0.0	5,174.1	4,868.8	7,438.7	3,552.9	0.0	0.0	0.0	4,868.8	9,684.5	1,093.4	2,418.8	2,824.0	0.0	0.0	0.0	144.9	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	Credit Suisse Securities (USA) LLC	0.10	5,000.0	38,510.0	6,191.7	45,256.0	47,854.5	5.9	2.2	10,198.0	32,534.3	3,227.3	1,883.7	0.0	3.2	5.9	32,534.3	3,940.1	1,498.8	3,922.8	5,902.1	0.0	0.0	0.0	50.6	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	UBS Securities LLC.	0.10	918.0	6,918.0	1,136.8	7,789.1	8,241.6	352.3	9.0	2,592.2	3,314.2	1,354.3	616.0	3.6	0.1	352.3	3,314.2	1,153.7	359.2	1,775.9	1,286.5	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	UBS Securities LLC.	0.25	2,500.0	6,918.0	2,789.8	7,789.1	8,241.6	352.3	9.0	2,592.2	3,314.2	1,354.3	616.0	3.6	0.1	352.3	3,314.2	1,153.7	359.2	1,775.9	1,286.5	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	Citigroup Global Markets Inc.	0.10	4,945.0	26,979.0	6,123.5	31,541.2	33,286.6	25.4	0.0	859.9	28,853.1	2,471.8	1,076.4	0.0	0.0	25.4	28,853.1	2,105.3	733.8	558.9	1,010.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	19,000.0	5,579.7	21,732.0	22,994.3	59.4	2,268.4	212.9	13,866.8	3,091.5	3,495.4	0.0	0.0	59.4	13,866.8	4,390.6	2,749.1	983.9	944.5	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	J.P. Morgan Securities LLC	0.25	97.0	6,334.0	108.2	7,434.2	7,881.6	0.0	0.0	1,267.3	3,555.1	2,962.3	96.9	0.0	0.0	0.0	3,555.1	2,322.4	228.7	279.6	228.6	0.0	0.0	0.0	1,267.1	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	RBS Securities Inc.	0.25	5,000.0	20,000.0	5,579.7	22,906.0	24,267.1	0.0	0.0	3,257.4	12,180.1	5,442.4	3,387.1	0.0	0.0	0.0	12,180.1	6,884.7	1,148.7	970.6	901.2	0.0	0.0	0.0	2,181.7	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Goldman, Sachs & Co.	0.25	5,000.0	20,300.0	5,579.7	23,490.2	24,798.5	0.0	1,348.0	478.0	20,967.7	1,046.9	957.8	0.0	0.0	0.0	20,967.7	1,811.1	1,096.9	304.4	618.3	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Deutsche Bank Securities Inc.	0.25	4,854.0	16,901.0	5,416.7	19,795.1	21,034.5	0.0	0.0	5,174.1	4,868.8	7,438.7	3,552.9	0.0	0.0	0.0	4,868.8	9,684.5	1,093.4	2,418.8	2,824.0	0.0	0.0	0.0	144.9	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Credit Suisse Securities (USA) LLC	0.25	6,000.0	38,510.0	6,695.6	45,256.0	47,854.5	5.9	2.2	10,198.0	32,534.3	3,227.3	1,883.7	0.0	3.2	5.9	32,534.3	3,940.1	1,498.8	3,922.8	5,902.1	0.0	0.0	0.0	50.6	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Cantor Fitzgerald & Co.	0.25	48.0	48.0	53.6	53.6	56.4	0.0	0.0	0.0	56.4	0.0	0.0	0.0	0.0	0.0	56.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Barclays Capital Inc.	0.25	500.0	26,200.0	558.0	31,286.2	33,165.2	32.6	222.8	11,726.7	15,237.0	2,870.9	3,075.3	0.0	0.0	32.6	15,237.0	5,547.1	2,566.5	4,822.9	4,959.1	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	1	N	Barclays Capital Inc.	0.10	5,000.0	26,200.0	6,191.7	31,286.2	33,165.2	32.6	222.8	11,726.7	15,237.0	2,870.9	3,075.3	0.0	0.0	32.6	15,237.0	5,547.1	2,566.5	4,822.9	4,959.1	0.0	0.0	0.0	0.0	0.0	0.0
Nov 26 2008	Nov 28 2008	Dec 26 2008	2	N	Morgan Stanley & Co. Incorporated	0.25	1,000.0	7,000.0	1,115.9	8,015.1	8,511.2	275.7	1,703.7	171.2	2,322.5	1,718.6	2,319.5	0.0	0.0	275.7	2,322.5	2,155.5	2,645.3	551.5	389.5	0.0	0.0	0.0	171.2	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Barclays Capital Inc.	0.31	4,950.0	23,650.0	6,026.4	28,974.7	30,590.7	0.0	220.4	11,409.0	14,015.0	2,663.3	2,282.9	0.0	0.0	0.0	14,015.0	4,541.7	2,406.6	4,571.2	5,056.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Merrill Lynch Government Securities Inc.	0.31	5,000.0	19,000.0	6,087.3	22,306.4	23,519.0	0.0	2,236.3	206.6	14,034.9	2,802.4	4,238.8	0.0	0.0	0.0	14,034.9	4,699.2	2,807.0	983.9	994.1	0.0	0.0	0.0	0.0	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	RBS Securities Inc.	0.31	5,000.0	20,000.0	6,087.3	23,511.2	24,809.1	0.0	0.0	3,134.5	13,068.0	5,298.1	3,308.5	0.0	0.0	0.0	13,068.0	6,738.0	1,087.1	927.1	868.6	0.0	0.0	0.0	2,120.2	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Goldman, Sachs & Co.	0.31	7,500.0	27,800.0	9,130.9	33,207.1	34,923.8	0.0	1,308.4	488.4	30,795.2	1,655.0	676.8	0.0	0.0	0.0	30,795.2	2,133.4	1,080.7	273.9	640.6	0.0	0.0	0.0	0.0	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Credit Suisse Securities (USA) LLC	0.31	7,500.0	38,500.0	9,130.9	46,420.2	48,904.9	5.9	2.2	11,224.3	32,719.1	3,058.7	1,891.5	0.0	3.2	5.9	32,719.1	3,771.8	1,449.5	4,387.7	6,275.6	0.0	0.0	0.0	295.3	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Cantor Fitzgerald & Co.	0.31	50.0	98.0	60.9	116.0	122.4	0.0	0.0	0.0	122.4	0.0	0.0	0.0	0.0	0.0	122.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 3 2008	Dec 4 2008	Jan 2 2009	2	N	Citigroup Global Markets Inc.	0.31	7,500.0	26,445.0	9,130.9	32,068.0	33,703.6	25.6	0.0	524.2	29,990.0	1,539.9	1,624.0	0.0	0.0	25.6	29,990.0	1,711.9	963.4	419.2	593.6	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	RBS Securities Inc.	0.25	5,000.0	20,000.0	5,665.5	23,464.8	24,880.8	0.6	0.0	4,038.0	12,118.5	5,415.1	3,308.6	0.0	0.0	0.6	12,118.5	6,908.4	1,062.6	947.3	828.8	0.0	0.0	0.0	3,014.6	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	5,000.0	19,000.0	5,665.5	22,261.1	23,569.3	0.0	2,017.0	205.0	14,463.9	2,752.0	4,131.4	0.0	0.0	0.0	14,463.9	4,492.4	2,629.2	1,001.6	982.2	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Citigroup Global Markets Inc.	0.25	2,500.0	26,445.0	2,832.7	31,972.5	33,715.5	743.4	0.0	141.6	30,518.8	1,401.2	888.5	22.0	0.0	743.4	30,518.8	1,121.9	672.1	320.1	339.1	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Goldman, Sachs & Co.	0.25	6,000.0	28,500.0	6,798.6	33,921.3	35,824.0	0.0	1,271.8	500.9	32,234.5	1,378.6	438.2	0.0	0.0	0.0	32,234.5	1,502.1	1,079.9	366.7	640.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Deutsche Bank Securities Inc.	0.25	2,000.0	13,651.0	2,266.2	16,236.6	17,255.2	0.0	0.0	2,072.6	4,551.6	7,340.1	3,290.9	0.0	0.0	0.0	4,551.6	9,322.3	756.9	1,408.6	1,215.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Barclays Capital Inc.	0.25	400.0	18,850.0	453.2	23,482.7	24,839.4	0.0	218.6	3,176.0	13,511.3	3,462.6	4,470.9	0.0	0.0	0.0	13,511.3	7,319.7	1,643.2	1,401.3	963.9	0.0	0.0	0.0	0.0	0.0	0.0
Dec 10 2008	Dec 11 2008	Jan 8 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	6,000.0	37,000.0	6,798.6	44,629.0	47,211.6	5.9	3.4	11,145.4	31,379.0	2,847.7	1,829.9	0.0	0.2	5.9	31,379.0	3,480.5	1,551.5	4,225.5	6,533.1	0.0	0.0	0.0	36.1	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Barclays Capital Inc.	0.10	2,000.0	15,850.0	2,564.5	19,505.6	20,723.1	0.0	324.5	3,899.0	9,353.7	3,335.7	3,810.2	0.0	0.0	0.0	9,353.7	6,232.3	1,234.6	1,563.7	2,338.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Cantor Fitzgerald & Co.	0.10	500.0	598.0	641.1	756.7	800.9	0.0	0.0	0.0	800.9	0.0	0.0	0.0	0.0	0.0	800.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Credit Suisse Securities (USA) LLC	0.10	5,000.0	37,000.0	6,411.1	44,513.6	47,244.5	5.9	3.4	11,315.5	31,244.2	2,836.5	1,838.6	0.0	0.3	5.9	31,244.2	3,500.9	1,491.4	4,231.8	6,603.4	0.0	0.0	0.0	167.0	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Deutsche Bank Securities Inc.	0.10	2,500.0	15,151.0	3,205.6	18,142.4	19,321.2	0.0	0.0	2,110.2	6,576.5	7,333.4	3,301.1	0.0	0.0	0.0	6,576.5	9,347.6	605.7	1,128.1	1,663.3	0.0	0.0	0.0	0.0	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Goldman, Sachs & Co.	0.10	5,000.0	33,500.0	6,411.1	40,359.8	42,733.4	0.0	1,293.0	531.3	39,037.3	1,426.0	445.8	0.0	0.0	0.0	39,037.3	1,495.5	1,115.4	414.9	670.2	0.0	0.0	0.0	0.0	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	RBS Securities Inc.	0.10	4,000.0	24,000.0	5,128.9	28,608.7	30,398.1	0.0	0.0	3,996.2	17,744.5	5,352.0	3,305.5	0.0	0.0	0.0	17,744.5	6,823.1	1,050.4	934.0	832.0	0.0	0.0	0.0	3,014.1	0.0	0.0
Dec 11 2008	Dec 12 2008	Jan 9 2009	1	N	Citigroup Global Markets Inc.	0.10	4,000.0	26,445.0	5,128.9	31,883.2	33,709.9	517.3	0.0	213.2	30,176.6	1,427.7	1,375.1	0.0	0.0	517.3	30,176.6	1,651.7	682.7	329.8	351.9	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Deutsche Bank Securities Inc.	0.25	3,500.0	15,151.0	4,237.7	18,676.0	19,743.5	0.0	0.0	3,779.3	6,745.9	6,353.0	2,865.4	0.0	0.0	0.0	6,745.9	8,255.5	872.4	1,766.6	2,103.2	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	2,000.0	17,000.0	2,421.6	20,482.1	21,603.6	0.0	1,872.5	205.1	13,414.4	2,704.7	3,406.8	0.0	0.0	0.0	13,414.4	3,902.7	2,452.8	1,041.0	792.6	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Citigroup Global Markets Inc.	0.25	3,100.0	29,545.0	3,753.4	36,728.7	38,651.0	26.6	4,290.1	414.5	30,905.6	1,996.8	1,017.5	0.0	0.0	26.6	30,905.6	3,529.5	2,626.6	961.6	601.1	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	RBS Securities Inc.	0.25	7,500.0	26,500.0	9,080.9	32,458.4	34,244.7	0.0	0.0	5,640.4	19,969.5	5,355.8	3,278.9	0.0	0.0	0.0	19,969.5	6,853.0	999.3	829.4	916.4	0.0	0.0	0.0	4,677.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Cantor Fitzgerald & Co.	0.25	50.0	648.0	60.5	844.6	886.3	0.0	0.0	0.0	886.3	0.0	0.0	0.0	0.0	0.0	886.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Barclays Capital Inc.	0.25	3,300.0	16,150.0	3,995.6	20,410.9	21,572.0	89.4	955.7	5,609.1	9,544.0	1,250.9	4,122.9	0.0	0.0	89.4	9,544.0	5,417.7	1,629.9	2,298.1	2,592.9	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	302.7	302.7	321.5	3.1	140.5	0.0	0.0	78.8	99.0	0.0	0.0	3.1	0.0	232.2	60.1	26.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 17 2008	Dec 18 2008	Jan 15 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	6,000.0	35,500.0	7,264.7	43,970.7	46,331.6	6.0	83.2	11,177.6	30,444.7	2,744.8	1,875.2	0.0	0.0	6.0	30,444.7	3,469.9	1,404.7	4,226.5	6,346.2	0.0	0.0	0.0	433.6	0.0	0.0
Dec 22 2008	Dec 23 2008	Jan 5 2009	2	Y	Goldman, Sachs & Co.	0.50	5,000.0	33,500.0	5,984.1	41,257.2	43,824.1	0.0	1,534.2	752.8	38,662.0	1,664.7	1,210.4	0.0	0.0	0.0	38,662.0	2,482.7	1,220.5	611.2	847.7	0.0	0.0	0.0	0.0	0.0	0.0
Dec 22 2008	Dec 23 2008	Jan 5 2009	2	Y	Morgan Stanley & Co. Incorporated	0.50	1,500.0	2,500.0	1,795.2	2,974.0	3,193.2	0.0	915.6	0.2	0.0	1,569.6	707.7	0.0	0.0	0.0	0.0	2,186.2	655.8	218.5	132.7	0.0	0.0	0.0	0.0	0.0	0.0
Dec 22 2008	Dec 23 2008	Jan 5 2009	2	Y	BNP Paribas Securities Corp.	0.50	500.0	500.0	598.4	598.4	633.6	0.0	0.0	0.0	633.6	0.0	0.0	0.0	0.0	0.0	633.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 23 2009	1	N	J.P. Morgan Securities LLC	0.10	2,000.0	2,000.0	2,456.6	2,456.6	2,587.6	9.3	0.0	0.0	2,578.2	0.0	0.0	0.0	0.0	9.3	2,578.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 23 2009	1	N	Citigroup Global Markets Inc.	0.10	5,000.0	29,600.0	6,141.5	36,605.1	38,702.3	609.4	4,280.0	286.4	30,516.2	1,633.9	1,303.0	73.4	0.0	609.4	30,516.2	4,086.0	2,428.1	785.9	276.7	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 23 2009	1	N	Goldman, Sachs & Co.	0.10	5,000.0	34,500.0	6,141.5	42,441.5	44,871.9	0.0	1,459.2	731.5	40,029.4	1,525.9	1,126.0	0.0	0.0	0.0	40,029.4	2,296.4	1,206.1	549.2	790.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 23 2009	1	N	Credit Suisse Securities (USA) LLC	0.10	5,000.0	34,500.0	6,141.5	42,442.7	44,942.4	80.7	5.4	10,366.8	31,080.0	1,425.2	1,984.3	0.0	0.0	80.7	31,080.0	2,227.7	727.8	4,283.0	6,244.1	0.0	0.0	0.0	299.1	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 23 2009	1	N	Barclays Capital Inc.	0.10	5,000.0	16,150.0	6,141.5	19,991.4	21,223.5	0.0	1.0	5,074.3	9,717.8	2,457.9	3,972.6	0.0	0.0	0.0	9,717.8	5,452.2	1,281.6	2,294.2	2,477.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	29,600.0	9,200.1	36,605.1	38,702.3	609.4	4,280.0	286.4	30,516.2	1,633.9	1,303.0	73.4	0.0	609.4	30,516.2	4,086.0	2,428.1	785.9	276.7	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	1,000.0	13,000.0	1,226.7	15,696.9	16,661.7	5.8	1,796.7	230.0	8,508.8	2,779.0	3,341.3	0.0	0.0	5.8	8,508.8	3,946.9	2,334.5	1,074.9	790.7	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	RBS Securities Inc.	0.25	5,000.0	26,500.0	6,133.4	32,508.4	34,475.6	45.1	0.0	5,380.6	19,614.7	6,224.6	3,210.6	0.0	0.0	45.1	19,614.7	7,617.9	997.7	839.3	857.4	0.0	0.0	0.0	4,503.5	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Goldman, Sachs & Co.	0.25	6,000.0	34,500.0	7,360.0	42,441.5	44,871.9	0.0	1,459.2	731.5	40,029.4	1,525.9	1,126.0	0.0	0.0	0.0	40,029.4	2,296.4	1,206.1	549.2	790.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Deutsche Bank Securities Inc.	0.25	3,500.0	11,500.0	4,293.4	14,147.5	15,055.2	0.0	0.0	1,657.4	3,538.4	6,703.5	3,155.9	0.0	0.0	0.0	3,538.4	8,593.9	724.0	1,097.9	1,100.9	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Barclays Capital Inc.	0.25	500.0	16,150.0	613.3	19,991.4	21,223.5	0.0	1.0	5,074.3	9,717.8	2,457.9	3,972.6	0.0	0.0	0.0	9,717.8	5,452.2	1,281.6	2,294.2	2,477.8	0.0	0.0	0.0	0.0	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	5,000.0	34,500.0	6,133.4	42,442.7	44,942.4	80.7	5.4	10,366.8	31,080.0	1,425.2	1,984.3	0.0	0.0	80.7	31,080.0	2,227.7	727.8	4,283.0	6,244.1	0.0	0.0	0.0	299.1	0.0	0.0
Dec 24 2008	Dec 26 2008	Jan 22 2009	2	N	Morgan Stanley & Co. Incorporated	0.25	1,000.0	2,500.0	1,226.7	3,025.2	3,235.6	0.0	942.9	313.5	0.0	774.2	1,205.0	0.0	0.0	0.0	0.0	1,189.1	1,219.5	607.0	220.0	0.0	0.0	0.0	0.0	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	Citigroup Global Markets Inc.	0.25	5,100.0	27,200.0	6,225.8	33,053.1	35,349.3	582.3	4,815.0	136.2	26,839.6	1,602.7	1,294.4	79.0	0.0	582.3	26,839.6	4,315.3	2,339.0	1,006.9	266.2	0.0	0.0	0.0	0.0	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	Barclays Capital Inc.	0.25	5,000.0	16,200.0	6,103.7	19,713.5	21,130.7	0.0	325.5	4,310.0	10,832.0	1,547.1	4,116.1	0.0	0.0	0.0	10,832.0	5,154.7	1,031.9	1,893.8	2,218.4	0.0	0.0	0.0	0.0	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	UBS Securities LLC.	0.25	1,000.0	1,000.0	1,220.7	1,220.7	1,281.8	952.2	0.0	322.3	3.5	0.0	0.0	3.8	0.0	952.2	3.5	149.9	3.8	136.1	36.3	0.0	0.0	0.0	0.0	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	RBS Securities Inc.	0.25	5,000.0	26,500.0	6,103.7	31,938.1	34,251.6	25.6	0.0	5,369.2	19,492.3	6,169.3	3,195.1	0.0	0.0	25.6	19,492.3	7,547.7	968.8	832.1	882.4	0.0	0.0	0.0	4,502.7	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	Goldman, Sachs & Co.	0.25	7,500.0	34,500.0	9,155.6	41,718.1	44,599.3	0.0	1,313.5	708.3	40,218.7	1,378.6	980.3	0.0	0.0	0.0	40,218.7	1,990.0	1,130.7	483.4	776.4	0.0	0.0	0.0	0.0	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	5,000.0	32,000.0	6,103.7	38,662.2	41,426.4	87.7	88.3	10,365.8	26,241.5	2,728.0	1,915.1	0.0	0.0	87.7	26,241.5	3,410.1	939.6	4,593.0	6,007.5	0.0	0.0	0.0	147.1	0.0	0.0
Dec 31 2008	Jan 2 2009	Jan 29 2009	2	N	Cantor Fitzgerald & Co.	0.25	150.0	700.0	183.1	887.4	948.5	0.0	0.0	0.0	948.5	0.0	0.0	0.0	0.0	0.0	948.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 7 2009	Jan 8 2009	Feb 5 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	25,500.0	2,310.0	31,068.9	32,833.5	0.0	1,336.9	625.2	28,751.8	1,368.9	750.7	0.0	0.0	0.0	28,751.8	1,816.5	1,090.0	464.4	710.8	0.0	0.0	0.0	0.0	0.0	0.0
Jan 7 2009	Jan 8 2009	Feb 5 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	4,500.0	7,500.0	5,197.6	8,741.1	9,290.9	0.0	0.0	187.7	2,615.3	2,841.8	3,646.1	0.0	0.0	0.0	2,615.3	3,959.6	1,429.6	822.5	463.8	0.0	0.0	0.0	0.0	0.0	0.0
Jan 7 2009	Jan 8 2009	Feb 5 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	29,700.0	5,775.1	35,758.5	37,805.5	0.0	4,815.0	33.8	30,319.7	2,227.6	409.4	0.0	0.0	0.0	30,319.7	4,173.2	2,038.4	1,070.4	203.7	0.0	0.0	0.0	0.0	0.0	0.0
Jan 7 2009	Jan 8 2009	Feb 5 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	4,000.0	30,000.0	4,620.1	36,186.7	38,350.6	479.8	157.1	11,690.8	21,397.6	2,758.1	1,867.1	0.0	0.0	479.8	21,397.6	3,445.5	1,031.3	4,688.7	6,356.2	0.0	0.0	0.0	951.6	0.0	0.0
Jan 8 2009	Jan 9 2009	Feb 6 2009	1	N	Cantor Fitzgerald & Co.	0.10	500.0	700.0	618.1	860.4	906.9	0.0	0.0	0.0	906.9	0.0	0.0	0.0	0.0	0.0	906.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 8 2009	Jan 9 2009	Feb 6 2009	1	N	Goldman, Sachs & Co.	0.10	5,000.0	25,500.0	6,180.6	30,899.7	32,677.1	0.0	1,316.2	640.6	28,629.0	1,370.0	721.3	0.0	0.0	0.0	28,629.0	1,851.4	1,060.1	418.3	718.4	0.0	0.0	0.0	0.0	0.0	0.0
Jan 8 2009	Jan 9 2009	Feb 6 2009	1	N	Citigroup Global Markets Inc.	0.10	4,000.0	29,700.0	4,944.5	35,647.9	37,723.3	26.1	4,815.0	91.7	29,709.4	2,253.8	827.3	0.0	0.0	26.1	29,709.4	4,378.8	2,295.4	1,104.1	209.5	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	RBS Securities Inc.	0.25	5,000.0	15,000.0	6,243.7	18,425.8	19,630.9	8.5	0.0	3,305.3	8,379.5	5,072.2	2,865.5	0.0	0.0	8.5	8,379.5	6,161.5	898.7	917.6	827.9	0.0	0.0	0.0	2,437.2	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Banc of America Securities LLC	0.25	1,000.0	1,000.0	1,248.7	1,248.7	1,336.4	0.0	499.5	0.0	0.0	288.8	548.1	0.0	0.0	0.0	0.0	267.4	587.9	238.2	242.9	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	34,100.0	9,365.6	41,634.5	44,198.6	26.4	5,617.5	65.9	35,432.9	2,262.8	793.0	0.0	0.0	26.4	35,432.9	4,882.3	2,455.2	1,220.9	180.9	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	500.0	6,000.0	624.4	7,086.0	7,570.1	0.0	7.2	168.3	1,169.3	2,692.8	3,532.3	0.0	0.0	0.0	1,169.3	3,894.8	1,302.0	779.2	424.6	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	312.2	312.2	333.9	12.2	125.3	0.0	0.0	56.6	139.8	0.0	0.0	12.2	0.0	235.5	67.9	18.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Barclays Capital Inc.	0.25	2,600.0	13,100.0	3,246.7	16,118.5	17,180.0	0.0	1.0	3,931.2	6,541.6	2,004.1	4,702.3	0.0	0.0	0.0	6,541.6	6,199.2	913.7	1,081.3	2,444.2	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	4,000.0	23,000.0	4,995.0	27,965.4	29,777.7	89.9	0.0	11,115.0	14,703.2	2,091.9	1,777.7	0.0	0.0	89.9	14,703.2	3,163.8	798.7	4,148.6	5,864.4	0.0	0.0	0.0	1,009.3	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	27,500.0	2,497.5	33,654.8	35,717.0	0.0	1,653.6	1,432.4	29,479.6	2,016.5	1,135.0	0.0	0.0	0.0	29,479.6	2,998.5	1,772.6	720.1	746.2	0.0	0.0	0.0	0.0	0.0	0.0
Jan 14 2009	Jan 15 2009	Feb 12 2009	2	N	Deutsche Bank Securities Inc.	0.25	5,000.0	8,500.0	6,243.7	10,464.7	11,193.6	0.0	0.0	2,555.0	41.7	6,427.8	2,169.0	0.0	0.0	0.0	41.7	7,585.7	641.2	1,301.0	1,623.9	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	RBS Securities Inc.	0.25	5,000.0	15,000.0	5,948.0	18,061.9	19,305.5	27.9	0.0	3,201.4	10,011.3	3,111.1	2,953.7	0.0	0.0	27.9	10,011.3	4,237.8	890.3	944.0	862.2	0.0	0.0	0.0	2,331.8	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	34,100.0	8,922.0	40,759.5	43,435.6	16.7	5,992.0	309.0	34,211.0	2,262.1	644.8	0.0	0.0	16.7	34,211.0	4,800.5	2,462.1	1,266.2	679.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	BNP Paribas Securities Corp.	0.25	230.0	230.0	273.6	273.6	293.7	0.0	0.0	0.0	79.6	214.1	0.0	0.0	0.0	0.0	79.6	46.7	10.5	108.5	48.4	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	500.0	5,500.0	594.8	6,345.8	6,802.3	0.0	2.2	157.4	1,096.7	2,372.1	3,173.8	0.0	0.0	0.0	1,096.7	3,407.2	1,205.2	677.5	415.6	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Goldman, Sachs & Co.	0.25	4,000.0	25,500.0	4,758.4	30,585.8	32,571.0	0.0	1,563.8	943.5	27,427.4	1,313.0	1,323.3	0.0	0.0	0.0	27,427.4	2,294.5	1,411.9	730.2	707.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	4,300.0	22,300.0	5,115.3	26,568.5	28,366.8	88.2	149.7	8,462.5	15,889.9	1,874.9	1,901.7	0.0	0.0	88.2	15,889.9	2,437.7	848.2	3,537.1	5,297.4	0.0	0.0	0.0	268.3	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Banc of America Securities LLC	0.25	3,000.0	4,000.0	3,568.8	4,785.5	5,147.8	0.0	1,066.6	116.5	4.4	2,214.4	1,745.9	0.0	0.0	0.0	4.4	3,256.6	1,109.3	382.2	395.2	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Barclays Capital Inc.	0.25	500.0	13,100.0	594.8	15,773.4	16,838.0	1.5	1.9	3,626.2	6,474.0	1,922.5	4,812.0	0.0	0.0	1.5	6,474.0	5,929.6	839.7	1,356.1	2,237.1	0.0	0.0	0.0	0.0	0.0	0.0
Jan 21 2009	Jan 22 2009	Feb 19 2009	2	N	Morgan Stanley & Co. Incorporated	0.25	750.0	750.0	892.2	892.2	962.1	0.0	561.8	0.0	0.0	394.6	5.8	0.0	0.0	0.0	0.0	735.7	186.7	37.2	2.7	0.0	0.0	0.0	0.0	0.0	0.0
Jan 22 2009	Jan 23 2009	Feb 20 2009	1	N	Citigroup Global Markets Inc.	0.10	5,000.0	34,100.0	6,032.7	40,763.1	43,337.8	16.6	5,992.0	308.5	34,137.3	2,238.7	644.7	0.0	0.0	16.6	34,137.3	4,665.6	2,479.9	1,276.3	762.1	0.0	0.0	0.0	0.0	0.0	0.0
Jan 22 2009	Jan 23 2009	Feb 20 2009	1	N	Barclays Capital Inc.	0.10	5,000.0	13,100.0	6,032.7	15,814.2	16,871.4	0.0	1.9	3,617.0	6,642.6	1,492.5	5,117.5	0.0	0.0	0.0	6,642.6	5,538.3	1,143.7	1,226.3	2,320.4	0.0	0.0	0.0	0.0	0.0	0.0
Jan 22 2009	Jan 23 2009	Feb 20 2009	1	N	Goldman, Sachs & Co.	0.10	2,000.0	22,500.0	2,413.1	26,988.0	28,674.2	0.0	1,553.4	922.3	23,587.9	1,298.7	1,311.9	0.0	0.0	0.0	23,587.9	2,290.6	1,359.1	739.6	697.0	0.0	0.0	0.0	0.0	0.0	0.0
Jan 22 2009	Jan 23 2009	Feb 20 2009	1	N	RBS Securities Inc.	0.10	5,000.0	20,000.0	6,032.7	24,070.1	25,626.4	28.0	0.0	3,227.2	16,226.7	3,173.9	2,970.7	0.0	0.0	28.0	16,226.7	4,294.8	901.7	952.9	890.3	0.0	0.0	0.0	2,332.2	0.0	0.0
Jan 28 2009	Jan 29 2009	Feb 26 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	34,000.0	5,904.7	40,103.8	42,945.4	9.5	5,992.0	259.2	34,596.0	1,416.9	671.8	0.0	0.0	9.5	34,596.0	4,299.6	2,140.8	1,251.3	648.1	0.0	0.0	0.0	0.0	0.0	0.0
Jan 28 2009	Jan 29 2009	Feb 26 2009	2	N	RBS Securities Inc.	0.25	7,500.0	22,500.0	8,857.1	26,660.2	28,595.0	28.8	0.0	4,984.4	17,002.1	3,782.8	2,796.8	0.0	0.0	28.8	17,002.1	4,884.4	820.7	920.3	861.9	0.0	0.0	0.0	4,076.8	0.0	0.0
Jan 28 2009	Jan 29 2009	Feb 26 2009	2	N	Goldman, Sachs & Co.	0.25	5,000.0	20,000.0	5,904.7	23,640.9	25,291.7	0.0	1,565.0	611.0	20,633.1	1,346.3	1,136.3	0.0	0.0	0.0	20,633.1	2,218.0	1,287.7	450.6	702.3	0.0	0.0	0.0	0.0	0.0	0.0
Jan 28 2009	Jan 29 2009	Feb 26 2009	2	N	Barclays Capital Inc.	0.25	4,000.0	12,100.0	4,723.8	14,382.2	15,431.6	1.5	1.9	3,349.2	6,480.2	853.0	4,745.7	0.0	0.0	1.5	6,480.2	4,721.8	784.1	1,220.8	2,223.2	0.0	0.0	0.0	0.0	0.0	0.0
Jan 28 2009	Jan 29 2009	Feb 26 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	3,500.0	15,800.0	4,133.3	18,494.0	19,883.9	89.3	146.6	8,228.9	7,057.1	2,667.9	1,694.0	0.0	0.0	89.3	7,057.1	3,079.1	856.8	3,227.8	4,602.9	0.0	0.0	0.0	971.0	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Barclays Capital Inc.	0.25	1,200.0	13,300.0	1,359.8	15,740.9	16,734.4	31.2	1.9	4,870.0	6,397.5	587.0	4,843.6	3.3	0.0	31.2	6,397.5	4,859.6	1,012.9	1,724.2	2,709.0	0.0	0.0	0.0	0.0	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Banc of America Securities LLC	0.25	1,000.0	5,000.0	1,133.1	5,842.0	6,240.3	15.9	1,062.1	377.8	3.3	1,839.6	2,941.6	0.0	0.0	15.9	3.3	2,833.4	1,982.4	953.8	451.5	0.0	0.0	0.0	0.0	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	14,800.0	3,399.4	17,372.6	18,505.0	250.7	141.5	8,026.9	6,252.4	2,197.3	1,628.4	0.0	7.7	250.7	6,252.4	2,746.2	694.3	3,009.0	4,652.1	0.0	0.0	0.0	900.2	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	20,000.0	2,266.3	23,667.1	25,100.4	0.0	1,368.6	1,323.1	19,505.2	1,592.6	1,310.8	0.0	0.0	0.0	19,505.2	2,515.3	1,346.0	801.1	932.9	0.0	0.0	0.0	0.0	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Merrill Lynch Government Securities Inc.	0.25	1,800.0	2,800.0	2,039.7	3,225.3	3,411.7	0.5	0.0	0.1	3,411.0	0.0	0.0	0.0	0.0	0.5	3,411.0	0.0	0.0	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.0
Feb 4 2009	Feb 5 2009	Mar 5 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	34,000.0	5,665.7	40,129.8	42,536.9	6.3	5,778.0	295.6	34,336.1	1,388.4	732.6	0.0	0.0	6.3	34,336.1	4,029.8	1,725.5	1,354.8	1,084.5	0.0	0.0	0.0	0.0	0.0	0.0
Feb 5 2009	Feb 6 2009	Mar 6 2009	1	N	Cantor Fitzgerald & Co.	0.10	500.0	500.0	602.9	602.9	639.6	0.0	0.0	0.0	639.6	0.0	0.0	0.0	0.0	0.0	639.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Feb 5 2009	Feb 6 2009	Mar 6 2009	1	N	Barclays Capital Inc.	0.10	2,500.0	15,800.0	3,014.4	18,709.3	19,957.1	6.8	0.0	4,417.3	9,463.6	489.0	5,580.3	0.0	0.0	6.8	9,463.6	4,914.0	1,489.1	2,029.8	2,053.8	0.0	0.0	0.0	0.0	0.0	0.0
Feb 5 2009	Feb 6 2009	Mar 6 2009	1	N	Banc of America Securities LLC	0.10	3,750.0	8,750.0	4,521.7	10,346.2	11,051.6	15.6	1,234.0	1,043.4	4,799.8	2,308.2	1,650.6	0.0	0.0	15.6	4,799.8	3,401.2	977.8	656.6	1,200.5	0.0	0.0	0.0	0.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	RBS Securities Inc.	0.25	5,000.0	22,500.0	6,213.4	27,037.4	28,769.7	62.8	0.0	4,711.2	17,756.4	3,484.2	2,755.2	0.0	0.0	62.8	17,756.4	4,678.7	692.8	925.2	966.9	0.0	0.0	0.0	3,687.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	310.7	310.7	331.7	67.8	100.3	0.0	1.4	53.4	99.5	9.4	0.0	67.8	1.4	192.2	47.6	22.6	0.1	0.0	0.0	0.0	0.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	30,000.0	9,320.1	35,835.9	38,084.4	88.7	5,778.0	766.3	28,976.0	1,151.5	1,323.8	0.0	0.0	88.7	28,976.0	4,798.4	1,637.3	1,826.8	757.1	0.0	0.0	0.0	0.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	Deutsche Bank Securities Inc.	0.25	6,500.0	6,500.0	8,077.4	8,077.4	8,643.1	9.0	0.0	1,482.7	61.1	4,970.8	2,119.6	0.0	0.0	9.0	61.1	5,929.2	639.4	893.6	1,110.8	0.0	0.0	0.0	0.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	Barclays Capital Inc.	0.25	2,000.0	15,200.0	2,485.3	18,263.2	19,456.7	30.8	1.8	4,979.5	9,702.8	500.1	4,238.4	3.3	0.0	30.8	9,702.8	3,711.5	1,191.1	2,171.1	2,649.4	0.0	0.0	0.0	0.0	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	3,500.0	14,300.0	4,349.4	17,019.9	18,182.7	423.5	140.9	9,365.8	4,481.0	2,185.2	1,584.0	0.0	2.3	423.5	4,481.0	2,678.1	767.8	3,165.6	5,304.4	0.0	0.0	0.0	1,362.2	0.0	0.0
Feb 11 2009	Feb 12 2009	Mar 12 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	15,000.0	2,485.3	17,842.8	18,972.4	0.0	1,332.1	1,798.5	13,647.8	1,612.0	582.0	0.0	0.0	0.0	13,647.8	2,499.6	1,184.6	1,047.3	593.1	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Goldman, Sachs & Co.	0.25	4,000.0	15,000.0	4,677.9	17,625.7	18,858.9	0.0	1,025.9	2,126.6	13,476.2	1,624.9	605.3	0.0	0.0	0.0	13,476.2	2,221.2	928.6	1,024.0	1,208.9	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	30,000.0	8,771.0	35,361.5	37,776.5	920.5	5,778.0	276.8	29,015.3	1,003.5	731.4	51.1	0.0	920.5	29,015.3	3,537.0	1,772.3	1,505.5	1,025.9	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	BNP Paribas Securities Corp.	0.25	270.0	270.0	315.8	315.8	340.2	0.0	0.0	0.0	100.8	239.4	0.0	0.0	0.0	0.0	100.8	59.5	13.3	108.6	57.9	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	RBS Securities Inc.	0.25	5,000.0	22,500.0	5,847.3	26,686.3	28,566.7	66.3	0.0	5,057.0	17,264.3	3,475.2	2,704.0	0.0	0.0	66.3	17,264.3	4,596.4	690.3	1,035.3	994.8	0.0	0.0	0.0	3,919.3	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Deutsche Bank Securities Inc.	0.25	3,000.0	9,500.0	3,508.4	11,446.5	12,324.3	9.0	46.6	3,278.2	867.9	5,336.3	2,786.3	0.0	0.0	9.0	867.9	7,074.2	875.5	1,604.7	1,893.0	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	13,000.0	3,508.4	15,289.9	16,442.6	244.4	137.5	9,703.7	2,670.4	2,153.7	1,530.6	0.0	2.3	244.4	2,670.4	2,635.6	841.5	2,945.0	5,088.2	0.0	0.0	0.0	2,017.5	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Barclays Capital Inc.	0.25	250.0	14,950.0	292.4	17,705.3	18,953.4	0.0	0.0	4,938.5	9,485.3	441.0	4,088.7	0.0	0.0	0.0	9,485.3	4,155.2	1,090.6	1,986.0	2,236.3	0.0	0.0	0.0	0.0	0.0	0.0
Feb 18 2009	Feb 19 2009	Mar 19 2009	2	N	Morgan Stanley & Co. Incorporated	0.25	750.0	750.0	877.1	877.1	945.8	0.0	672.5	0.0	163.0	71.0	39.3	0.0	0.0	0.0	163.0	470.8	237.0	74.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0
Feb 19 2009	Feb 20 2009	Mar 20 2009	1	N	Barclays Capital Inc.	0.10	5,000.0	14,950.0	5,870.7	17,720.3	18,746.4	2.1	0.0	5,050.8	9,335.8	402.3	3,955.4	0.0	0.0	2.1	9,335.8	4,074.3	1,102.7	1,932.9	2,298.6	0.0	0.0	0.0	0.0	0.0	0.0
Feb 19 2009	Feb 20 2009	Mar 20 2009	1	N	Deutsche Bank Securities Inc.	0.10	5,000.0	14,500.0	5,870.7	17,372.6	18,413.2	17.9	46.4	3,551.1	7,033.6	4,960.6	2,803.4	0.0	0.0	17.9	7,033.6	6,829.7	918.7	1,586.5	2,026.6	0.0	0.0	0.0	0.0	0.0	0.0
Feb 19 2009	Feb 20 2009	Mar 20 2009	1	N	RBS Securities Inc.	0.10	5,000.0	22,500.0	5,870.7	26,744.8	28,291.9	85.6	0.0	5,360.2	16,775.0	3,405.5	2,665.6	0.0	0.0	85.6	16,775.0	4,496.4	691.0	1,044.9	1,008.2	0.0	0.0	0.0	4,190.8	0.0	0.0
Feb 25 2009	Feb 26 2009	Mar 26 2009	2	N	Goldman, Sachs & Co.	0.25	4,000.0	12,000.0	4,675.6	14,008.8	14,942.2	0.0	1,397.8	2,271.8	9,198.4	1,519.5	554.7	0.0	0.0	0.0	9,198.4	1,678.1	1,223.7	1,562.7	1,279.3	0.0	0.0	0.0	0.0	0.0	0.0
Feb 25 2009	Feb 26 2009	Mar 26 2009	2	N	RBS Securities Inc.	0.25	7,500.0	22,500.0	8,766.8	26,483.3	28,227.2	111.6	0.0	5,657.3	16,715.1	3,111.2	2,632.0	0.0	0.0	111.6	16,715.1	4,193.7	685.5	997.8	988.1	0.0	0.0	0.0	4,535.5	0.0	0.0
Feb 25 2009	Feb 26 2009	Mar 26 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	3,000.0	12,500.0	3,506.7	14,615.5	15,640.0	224.5	134.2	7,936.6	4,040.2	1,843.0	1,460.1	1.1	0.3	224.5	4,040.2	2,210.5	746.8	2,480.8	4,807.7	0.0	0.0	0.0	1,129.5	0.0	0.0
Feb 25 2009	Feb 26 2009	Mar 26 2009	2	N	Barclays Capital Inc.	0.25	3,900.0	14,850.0	4,558.7	17,424.6	18,561.9	2.1	0.0	5,070.8	9,315.5	390.8	3,782.7	0.0	0.0	2.1	9,315.5	4,076.1	783.1	1,884.6	2,500.4	0.0	0.0	0.0	0.0	0.0	0.0
Feb 25 2009	Feb 26 2009	Mar 26 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	27,500.0	8,766.8	32,220.0	34,250.8	1,732.5	6,282.5	288.6	23,934.3	1,243.2	709.9	59.7	0.0	1,732.5	23,934.3	3,336.5	1,923.2	1,770.3	1,554.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 4 2009	Mar 5 2009	Apr 2 2009	2	N	Barclays Capital Inc.	0.25	1,200.0	14,850.0	1,354.3	17,568.4	18,450.2	302.5	1.7	4,090.0	9,830.9	312.9	3,908.9	3.2	0.0	302.5	9,830.9	3,953.6	459.4	1,346.5	2,557.3	0.0	0.0	0.0	0.0	0.0	0.0
Mar 4 2009	Mar 5 2009	Apr 2 2009	2	N	Banc of America Securities LLC	0.25	1,000.0	4,750.0	1,128.6	5,644.2	5,917.8	10.7	994.6	0.0	4,724.2	83.7	104.6	0.0	0.0	10.7	4,724.2	445.7	430.9	250.5	55.8	0.0	0.0	0.0	0.0	0.0	0.0
Mar 4 2009	Mar 5 2009	Apr 2 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	2,000.0	11,500.0	2,257.2	13,609.4	14,359.7	256.9	133.9	7,224.4	3,622.2	1,737.9	1,383.3	1.1	0.0	256.9	3,622.2	2,184.0	555.6	2,154.6	4,674.6	0.0	0.0	0.0	911.8	0.0	0.0
Mar 4 2009	Mar 5 2009	Apr 2 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	12,000.0	2,257.2	14,133.2	14,835.4	0.0	1,282.4	1,112.4	11,515.7	503.2	421.7	0.0	0.0	0.0	11,515.7	639.0	1,144.6	1,345.5	190.6	0.0	0.0	0.0	0.0	0.0	0.0
Mar 4 2009	Mar 5 2009	Apr 2 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	27,500.0	5,643.1	32,495.2	34,045.5	1,855.3	6,083.9	262.1	23,924.1	1,120.9	750.7	48.5	0.0	1,855.3	23,924.1	3,127.4	1,980.6	1,770.7	1,387.4	0.0	0.0	0.0	0.0	0.0	0.0
Mar 5 2009	Mar 6 2009	Apr 3 2009	1	N	Cantor Fitzgerald & Co.	0.10	500.0	500.0	599.9	599.9	637.5	0.0	0.0	0.0	637.5	0.0	0.0	0.0	0.0	0.0	637.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
Mar 5 2009	Mar 6 2009	Apr 3 2009	1	N	Goldman, Sachs & Co.	0.10	5,000.0	17,000.0	5,998.6	20,081.6	21,390.5	0.0	1,147.1	2,346.3	16,678.0	706.0	513.1	0.0	0.0	0.0	16,678.0	683.4	1,072.0	1,623.7	1,333.4	0.0	0.0	0.0	0.0	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	27,500.0	9,113.4	32,397.5	34,151.2	1,703.2	5,902.7	605.6	23,811.9	1,098.6	980.5	48.7	0.0	1,703.2	23,811.9	3,180.0	1,912.8	1,915.1	1,267.2	0.0	0.0	0.0	360.9	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	2,500.0	10,500.0	3,037.8	12,351.4	13,117.7	252.8	135.4	7,470.9	2,340.7	1,636.2	1,280.6	1.1	0.1	252.8	2,340.7	1,995.5	573.2	2,041.0	4,487.6	0.0	0.0	0.0	1,426.9	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	Deutsche Bank Securities Inc.	0.25	7,500.0	15,500.0	9,113.4	18,510.0	19,596.7	9.4	45.9	2,950.8	9,741.2	4,104.3	2,745.1	0.0	0.0	9.4	9,741.2	5,916.0	741.3	1,688.1	1,500.6	0.0	0.0	0.0	0.0	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	RBS Securities Inc.	0.25	5,000.0	22,500.0	6,075.6	26,649.0	28,169.9	149.8	0.0	4,290.8	18,018.1	3,111.2	2,600.0	0.0	0.0	149.8	18,018.1	4,256.4	657.7	906.1	970.7	0.0	0.0	0.0	3,211.1	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	303.8	303.8	322.3	77.1	98.9	0.0	1.4	54.6	90.3	0.0	0.0	77.1	1.4	150.5	22.8	70.0	0.5	0.0	0.0	0.0	0.0	0.0	0.0
Mar 11 2009	Mar 12 2009	Apr 9 2009	2	N	Barclays Capital Inc.	0.25	2,000.0	12,350.0	2,430.2	14,537.5	15,408.1	0.0	314.5	5,226.6	6,267.6	410.9	3,188.6	0.0	0.0	0.0	6,267.6	3,210.5	1,036.4	2,045.4	2,848.2	0.0	0.0	0.0	0.0	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	RBS Securities Inc.	0.25	5,000.0	22,500.0	5,936.5	27,039.4	28,719.9	182.0	0.0	4,894.0	18,197.2	3,078.1	2,368.6	0.0	0.0	182.0	18,197.2	3,124.2	1,653.7	890.2	980.0	0.0	0.0	0.0	3,692.6	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	BNP Paribas Securities Corp.	0.25	200.0	200.0	237.5	237.5	253.2	0.0	0.0	0.0	102.8	150.4	0.0	0.0	0.0	0.0	102.8	38.6	2.4	54.8	54.6	0.0	0.0	0.0	0.0	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	25,000.0	5,936.5	29,921.4	31,653.1	2,323.3	5,710.5	332.6	21,384.4	1,130.3	711.6	60.4	0.0	2,323.3	21,384.4	2,936.1	1,827.3	1,764.2	1,243.2	0.0	0.0	0.0	174.5	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	Deutsche Bank Securities Inc.	0.25	3,000.0	15,500.0	3,561.9	18,795.4	19,982.2	41.2	44.9	2,546.8	10,901.3	3,985.6	2,462.4	0.0	0.0	41.2	10,901.3	5,562.8	652.8	1,467.4	1,356.8	0.0	0.0	0.0	0.0	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	Barclays Capital Inc.	0.25	500.0	12,600.0	593.7	15,062.2	16,011.3	1.5	416.6	4,894.2	6,281.8	459.7	3,957.6	0.0	0.0	1.5	6,281.8	4,083.6	1,042.1	1,974.1	2,628.3	0.0	0.0	0.0	0.0	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	Credit Suisse Securities (USA) LLC	0.25	2,500.0	10,000.0	2,968.3	11,943.7	12,735.5	211.4	135.0	6,742.4	2,840.1	1,724.7	1,069.4	0.0	12.5	211.4	2,840.1	1,847.1	570.4	1,943.3	4,341.5	0.0	0.0	0.0	981.9	0.0	0.0
Mar 18 2009	Mar 19 2009	Apr 16 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	13,000.0	2,374.6	15,613.9	16,575.8	0.0	1,125.7	2,396.5	11,802.2	728.0	523.3	0.0	0.0	0.0	11,802.2	696.2	1,083.8	1,766.8	1,226.8	0.0	0.0	0.0	0.0	0.0	0.0
Mar 19 2009	Mar 20 2009	Apr 17 2009	1	N	RBS Securities Inc.	0.11	3,000.0	20,500.0	3,570.8	24,621.0	26,221.6	176.1	0.0	4,896.3	15,668.7	3,142.4	2,338.1	0.0	0.0	176.1	15,668.7	3,161.3	1,641.7	905.9	972.3	0.0	0.0	0.0	3,695.6	0.0	0.0
Mar 25 2009	Mar 26 2009	Apr 23 2009	2	N	Barclays Capital Inc.	0.25	4,000.0	7,700.0	4,762.4	9,203.5	9,808.9	0.0	467.5	4,543.7	0.0	960.3	3,837.4	0.0	0.0	0.0	0.0	4,106.6	1,169.5	2,127.3	2,405.5	0.0	0.0	0.0	0.0	0.0	0.0
Mar 25 2009	Mar 26 2009	Apr 23 2009	2	N	Goldman, Sachs & Co.	0.25	4,000.0	13,000.0	4,762.4	15,574.7	16,478.5	0.0	1,197.8	2,688.2	11,372.4	773.2	446.9	0.0	0.0	0.0	11,372.4	726.8	1,125.6	1,777.1	1,476.5	0.0	0.0	0.0	0.0	0.0	0.0
Mar 25 2009	Mar 26 2009	Apr 23 2009	2	N	RBS Securities Inc.	0.25	7,500.0	20,500.0	8,929.5	24,611.8	26,065.2	160.4	0.0	5,164.2	15,260.8	3,200.9	2,279.0	0.0	0.0	160.4	15,260.8	3,092.2	1,643.9	918.0	1,008.8	0.0	0.0	0.0	3,981.0	0.0	0.0
Mar 25 2009	Mar 26 2009	Apr 23 2009	2	N	Citigroup Global Markets Inc.	0.25	7,500.0	25,000.0	8,929.5	29,865.7	31,502.0	2,284.1	5,546.4	539.2	21,362.9	737.9	972.1	59.3	0.0	2,284.1	21,362.9	3,006.0	1,731.2	1,668.8	1,110.4	0.0	0.0	0.0	338.6	0.0	0.0
Apr 1 2009	Apr 2 2009	Apr 23 2009	2	N	Barclays Capital Inc.	0.25	1,200.0	7,700.0	1,339.1	9,166.5	9,856.0	0.0	477.6	5,336.6	163.0	502.9	3,375.9	0.0	0.0	0.0	163.0	3,572.0	1,217.4	2,113.5	2,790.2	0.0	0.0	0.0	0.0	0.0	0.0
Apr 1 2009	Apr 2 2009	Apr 23 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	25,000.0	5,579.6	29,721.4	31,649.3	2,754.5	5,311.5	346.7	21,377.8	638.4	1,147.5	73.0	0.0	2,754.5	21,377.8	3,038.9	1,497.4	1,765.7	962.1	0.0	0.0	0.0	253.1	0.0	0.0
Apr 8 2009	Apr 9 2009	May 7 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	22,500.0	6,119.7	26,401.1	28,095.5	2,362.4	5,885.0	121.6	18,184.7	644.7	831.1	66.0	0.0	2,362.4	18,184.7	3,241.8	1,650.4	1,859.3	796.9	0.0	0.0	0.0	0.0	0.0	0.0
Apr 8 2009	Apr 9 2009	May 7 2009	2	N	Barclays Capital Inc.	0.25	2,000.0	7,700.0	2,447.9	9,091.5	9,743.0	0.0	283.2	3,742.8	2,478.5	365.7	2,872.9	0.0	0.0	0.0	2,478.5	2,435.7	641.8	1,258.2	2,928.9	0.0	0.0	0.0	0.0	0.0	0.0
Apr 8 2009	Apr 9 2009	May 7 2009	2	N	RBS Securities Inc.	0.25	2,100.0	17,600.0	2,570.3	20,860.0	22,305.9	196.2	0.0	5,332.4	11,477.8	3,068.0	2,231.5	0.0	0.0	196.2	11,477.8	2,871.1	1,693.9	871.4	1,117.5	0.0	0.0	0.0	4,078.0	0.0	0.0
Apr 8 2009	Apr 9 2009	May 7 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	306.0	306.0	328.3	14.8	98.1	64.9	1.4	29.2	88.9	1.6	29.4	14.8	1.4	193.0	32.4	69.4	17.3	0.0	0.0	0.0	0.0	0.0	0.0
Apr 15 2009	Apr 16 2009	May 7 2009	2	N	Citigroup Global Markets Inc.	0.25	5,000.0	22,500.0	5,829.6	26,415.4	28,092.6	2,084.8	5,457.0	404.3	18,587.0	886.8	607.5	65.2	0.0	2,084.8	18,587.0	3,111.8	1,820.1	1,559.2	929.7	0.0	0.0	0.0	0.0	0.0	0.0
Apr 22 2009	Apr 23 2009	May 22 2009	2	N	Barclays Capital Inc.	0.25	4,200.0	6,200.0	4,861.2	7,304.9	7,781.7	0.0	197.4	3,332.9	173.1	1,037.8	3,039.7	0.9	0.0	0.0	173.1	3,143.4	570.6	1,159.9	2,734.7	0.0	0.0	0.0	0.0	0.0	0.0
Apr 22 2009	Apr 23 2009	May 22 2009	2	N	Goldman, Sachs & Co.	0.25	2,000.0	2,000.0	2,314.9	2,314.9	2,466.7	0.0	272.8	1,469.8	19.7	473.5	231.1	0.0	0.0	0.0	19.7	401.7	296.5	832.5	916.4	0.0	0.0	0.0	0.0	0.0	0.0
Apr 22 2009	Apr 23 2009	May 22 2009	2	N	RBS Securities Inc.	0.25	10,000.0	12,100.0	11,574.3	14,140.2	15,028.2	263.0	0.0	5,506.9	4,195.8	2,952.2	2,110.3	0.0	0.0	263.0	4,195.8	2,805.3	1,702.1	818.7	1,064.1	0.0	0.0	0.0	4,179.2	0.0	0.0
Apr 22 2009	Apr 23 2009	May 22 2009	2	N	Citigroup Global Markets Inc.	0.25	2,000.0	12,000.0	2,314.9	14,227.3	15,066.8	310.4	5,334.5	168.5	8,044.5	612.3	586.1	10.6	0.0	310.4	8,044.5	2,853.5	1,727.4	1,465.1	666.0	0.0	0.0	0.0	0.0	0.0	0.0
May 6 2009	May 7 2009	Jun 5 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	289.4	289.4	311.2	15.8	94.2	86.2	1.4	16.3	91.2	6.2	0.0	15.8	1.4	105.3	16.8	69.9	102.1	0.0	0.0	0.0	0.0	0.0	0.0
May 6 2009	May 7 2009	Jun 5 2009	2	N	Citigroup Global Markets Inc.	0.25	10,000.0	12,000.0	11,576.4	13,854.9	14,851.7	122.7	5,312.5	148.1	8,019.5	545.5	680.2	23.1	0.0	122.7	8,019.5	2,842.4	1,855.9	1,422.3	588.8	0.0	0.0	0.0	0.0	0.0	0.0
May 6 2009	May 7 2009	Jun 5 2009	2	N	RBS Securities Inc.	0.25	2,500.0	12,500.0	2,894.1	14,286.7	15,345.3	378.0	0.0	6,321.7	4,518.5	1,891.7	2,230.1	0.0	5.3	378.0	4,518.5	2,932.5	655.0	806.8	1,068.7	0.0	0.0	0.0	4,985.7	0.0	0.0
May 6 2009	May 7 2009	Jun 5 2009	2	N	Barclays Capital Inc.	0.25	1,600.0	5,800.0	1,852.2	6,637.1	7,149.2	0.0	0.0	2,657.5	0.0	785.8	3,705.8	0.0	0.0	0.0	0.0	3,369.0	372.0	951.6	2,456.6	0.0	0.0	0.0	0.0	0.0	0.0
May 21 2009	May 22 2009	Jun 19 2009	2	N	RBS Securities Inc.	0.25	9,000.0	11,500.0	10,146.5	13,030.7	13,964.4	0.0	0.0	6,723.9	2,798.3	2,262.5	2,179.7	0.0	0.0	0.0	2,798.3	3,306.3	550.0	819.4	1,220.5	0.0	0.0	0.0	5,269.8	0.0	0.0
May 21 2009	May 22 2009	Jun 19 2009	2	N	Barclays Capital Inc.	0.25	4,000.0	5,600.0	4,509.5	6,355.5	6,791.1	785.4	218.2	1,134.3	1,700.0	387.4	2,565.8	0.0	0.0	785.4	1,700.0	2,068.1	388.9	630.5	1,218.2	0.0	0.0	0.0	0.0	0.0	0.0
Jun 4 2009	Jun 5 2009	Jul 2 2009	2	N	RBS Securities Inc.	0.25	2,500.0	11,500.0	2,888.2	12,854.2	13,814.2	0.0	0.0	7,182.3	2,000.0	2,251.2	2,380.6	0.0	0.1	0.0	2,000.0	3,567.9	575.5	793.9	1,262.0	0.0	0.0	0.0	5,614.8	0.0	0.0
Jun 4 2009	Jun 5 2009	Jul 2 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	288.8	288.8	310.3	13.2	69.9	78.5	1.3	17.6	90.1	39.8	0.0	13.2	1.3	209.9	5.5	62.3	18.2	0.0	0.0	0.0	0.0	0.0	0.0
Jun 18 2009	Jun 19 2009	Jul 17 2009	2	N	Barclays Capital Inc.	0.25	4,000.0	4,000.0	4,459.0	4,459.0	4,739.0	0.0	0.0	69.0	1,442.3	315.2	2,912.5	0.0	0.0	0.0	1,442.3	2,232.4	239.4	522.4	302.4	0.0	0.0	0.0	0.0	0.0	0.0
Jul 1 2009	Jul 2 2009	Jul 17 2009	2	N	HSBC Securities (USA) Inc.	0.25	250.0	250.0	291.2	291.2	309.1	42.4	93.0	55.8	1.3	16.0	100.6	0.0	0.0	42.4	1.3	106.8	59.4	82.3	16.8	0.0	0.0	0.0	0.0	0.0	0.0
Jul 16 2009	Jul 17 2009	Aug 14 2009	2	N	Barclays Capital Inc.	0.25	2,700.0	2,700.0	3,166.1	3,166.1	3,400.0	0.0	0.0	133.6	10.1	382.9	2,870.2	3.2	0.0	0.0	10.1	2,908.4	73.3	233.0	175.2	0.0	0.0	0.0	0.0	0.0	0.0