| PARTICIPANT |
ALL ANNEXES APPLICABLE |
SUBMISSION
DATE OF MOST RECENT LETTER |
| ABN
AMRO Bank N.V. |
 |
June 01, 2004 |
| ABN
AMRO Bouwfonds Nederlandse Gemeenten N.V. |
 |
June 01, 2004 |
| ABSA
Bank Limited |
|
January 14, 2004 |
| ACE
Financial Solutions Inc. |
 |
June 01, 2004 |
| AIG
Financial Products Corp. |
 |
May 26, 2004 |
| Amerada
Hess Corporation |
 |
June 01, 2004 |
| American
Express Bank Ltd. |
 |
May 27, 2004 |
| American
Express Centurion Bank |
 |
May 27, 2004 |
| American
Express Certificate Company |
 |
May 28, 2004 |
| American
Express Company |
 |
May 27, 2004 |
| American
Express Credit Corporation |
 |
May 27, 2004 |
| American
Express Financial Corporation |
 |
May 28, 2004 |
| American
Express International Deposit Company |
 |
May 28, 2004 |
| American
Express Travel Related Services Company, Inc. |
 |
May 27, 2004 |
| Arab
Banking Corporation |
 |
November 06, 2003 |
| AXA
Bank Belgium SA |
 |
May 21, 2004 |
| AXA
Belgium SA |
 |
May 21, 2004 |
| Banca
del Gottardo |
|
June 01, 2004 |
| Banca
Nazionale del Lavoro S.P.A. |
 |
June 01, 2004 |
| Banca
Serfin, S.A., Institucion de Banca Multiple, Grupo Financiero Santander
Serfin |
 |
June 01, 2004 |
| Banco
Bilbao Vizcaya Argentaria S.A. |
|
June 01, 2004 |
| BANCO
BPI, S.A. |
 |
May 13, 2004 |
| Banco
Bradesco S.A. |
|
June 01, 2004 |
| Banco
de Credito Local de Espana S.A. |
 |
June 01, 2004 |
| Banco
Espanol de Credito, S.A. |
 |
June 01, 2004 |
| Banco
Espirito Santo de Investimento S.A. |
 |
May 06, 2004 |
| Banco
Espirito Santo, S.A. |
 |
June 01, 2004 |
| BANCO
SANTANDER CENTRAL HISPANO, S.A. |
 |
May 25, 2004 |
| Banco
Santander Mexicano, S.A., Institucion de Banca Multiple, Grupo Financiero
Santander Serfin |
 |
June 01, 2004 |
| BANCO
URQUIJO S.A. |
 |
May 26, 2004 |
| Banque
et Caisse d'Epargne de l'Etat, Luxembourg |
 |
May 28, 2004 |
| Banque
Federative du Credit Mutuel |
 |
February 23, 2004 |
| Bankgesellschaft
Berlin AG |
 |
June 01, 2004 |
| BANKINTER,
S.A. |
 |
June 01, 2004 |
| Bank
Julius Baer & Co. Ltd. |
 |
June 01, 2004 |
| BANK
LEU AG |
 |
May 26, 2004 |
| Bank
of America, N.A. |
 |
May 18, 2004 |
| Bank
of China |
 |
June 01, 2004 |
| Bank
of Montreal |
 |
May 12, 2004 |
| Bank
of Montreal Ireland p.l.c. |
 |
May 25, 2004 |
| Banque
AIG |
 |
May 26, 2004 |
| Banque
de Reescompte et de Placement - BAREP |
 |
June 01, 2004 |
| Barclays
Bank Plc |
 |
June 01, 2004 |
| Barclays
Capital Securities Limited |
 |
June 01, 2004 |
| Barep
Asset Management |
 |
June 01, 2004 |
| Bayerische
Hypo- und Vereinsbank AG |
 |
January 20, 2004 |
| BBVA
IRELAND PLC |
 |
June 01, 2004 |
| Bear
Stearns Bank PLC |
 |
June 01, 2004 |
| Bear
Stearns Capital Markets Inc. |
 |
June 01, 2004 |
| Bear
Stearns Credit Products Inc. |
 |
June 01, 2004 |
| Bear
Stearns Financial Products Inc. |
 |
June 01, 2004 |
| Bear
Stearns Forex Inc. |
 |
June 01, 2004 |
| Bear
Stearns Global Asset Holdings, Ltd. |
 |
June 01, 2004 |
| Bear
Stearns International Limited |
 |
June 01, 2004 |
| Bear
Stearns (Japan), Ltd. |
 |
June 01, 2004 |
| Bear
Stearns Trading Risk Management Inc. |
 |
June 01, 2004 |
| Bill
& Melinda Gates Foundation |
 |
April 21, 2004 |
| BNP
PARIBAS |
 |
March 24, 2004 |
| BNP
PARIBAS LUXEMBOURG |
 |
June 01, 2004 |
| Brown,
Shipley & Co Limited |
 |
May 28, 2004 |
| Caisse
Centrale Desjardins |
 |
June 01, 2004 |
| Caisse
de Depot et Placement du Quebec |
 |
May 21, 2004 |
| Caixa
D'Estalvis de Catalunya |
 |
February 27, 2004 |
| Caja
de Ahorros y Monte de Piedad de Madrid |
 |
June 01, 2004 |
| Canadian
Imperial Bank of Commerce |
 |
May 27, 2004 |
| Cascade
Investment, L.L.C. |
 |
April 21, 2004 |
| CCF |
 |
May 05, 2004 |
| Ceskoslovenska
Obchodni Bank A.S. |
 |
May 12, 2004 |
| Chuo
Mitsui Trust and Banking Company Limited |
 |
May 17, 2004 |
| CIBC
World Markets PLC |
 |
May 27, 2004 |
| CIBC
World Markets Securities Ireland Limited |
 |
May 27, 2004 |
| Citibank
Berhad |
|
May 27, 2004 |
| Citibank
Canada |
|
May 28, 2004 |
| Citibank
Malaysia (L) Limited |
|
May 21, 2004 |
| Citibank,
N.A. |
|
June 01, 2004 |
| Citibank
Securities (Taiwan) Limited |
|
May 27, 2004 |
| Citicorp
Capital Markets Limited |
|
May 21, 2004 |
| Citicorp
Capital Philippines, Inc. |
|
May 21, 2004 |
| Citicorp
Finance (India) Ltd. |
|
May 21, 2004 |
| Citicorp
Financial Services Limited |
|
May 27, 2004 |
| Citicorp
International Limited |
|
May 27, 2004 |
| Citicorp
Investment Bank (Singapore) Limited |
|
May 21, 2004 |
| Citicorp
Maruti Finance Ltd. |
|
May 21, 2004 |
| Citicorp
Securities International (RP), Inc. |
|
May 21, 2004 |
| Citicorp
Securities (Thailand) Ltd. |
|
May 21, 2004 |
| CitiFinancial
Consumer Finance India Limited |
|
May 21, 2004 |
| Citigroup
Forex Inc. |
|
June 01, 2004 |
| Citigroup
Financial Products Inc. |
|
June 01, 2004 |
| Citigroup
Global Markets Korea Securities Limited |
|
May 21, 2004 |
| Citigroup
Global Markets Limited |
|
June 01, 2004 |
| Citigroup
Singapore Limited |
|
May 21, 2004 |
| CLARIDEN
BANK |
 |
May 26, 2004 |
| Commerzbank
AG |
 |
June 01, 2004 |
| Commonwealth
of Australia |
 |
June 01, 2004 |
| CONFEDERACION
ESPANOLA DE CAJAS DE AHORROS |
 |
May 28, 2004 |
| Cooperatieve
Centrale Raiffeisen-Boerenleenbank B.A/Rabobank International |
|
May 14, 2004 |
| Credit
Agricole Indosuez |
 |
September 26, 2003 |
| Credit
Industriel et Commercial |
 |
June 01, 2004 |
| CREDIT
SUISSE |
 |
May 26, 2004 |
| CREDIT
SUISSE FIRST BOSTON |
 |
May 26, 2004 |
| Credit
Suisse First Boston (Europe) Ltd |
 |
May 19, 2004 |
| Credit
Suisse First Boston Capital LLC |
 |
May 26, 2004 |
| Credit
Suisse First Boston International |
 |
May 19, 2004 |
| Daiwa
America Strategic Advisors Corporation |
 |
May 20, 2004 |
| DBS
BANK LTD |
 |
February 12, 2004 |
| DEPFA
Deutsche Pfandbriefbank AG |
 |
May 28, 2004 |
| Deutsche
Bank AG |
 |
September 22, 2003 |
| Dexia
Bank Belgium SA |
 |
May 13, 2004 |
| DnB
NOR Bank ASA |
 |
June 01, 2004 |
| Dresdner
Bank AG |
|
May 05, 2004 |
| Dresdner
Kleinwort Wasserstein Securities Ltd |
|
May 25, 2004 |
| DZ
BANK AG Deutsche Zentral-Genossenschaftsbank |
 |
May 28, 2004 |
| Eksportfinans
ASA |
 |
October 02, 2003 |
| EMPORIKI
BANK OF GREECE S.A. |
 |
May 28, 2004 |
| Endeavour
Fund LP |
 |
May 25, 2004 |
| e-Serve
International Limited |
|
May 21, 2004 |
| Espirito
Santo Investment p.l.c. |
 |
May 06, 2004 |
| Federal
Home Loan Bank of Cincinnati |
|
June 01, 2004 |
| FirstRand
Bank Limited |
 |
March 22, 2004 |
| Fortis
Bank NV/SA |
 |
May 26, 2004 |
| Generali
Asset Management S.p.A. Societa di Gestione del Risparmio |
 |
June 01, 2004 |
| Genbel
Securities Limited |
 |
June 01, 2004 |
| Gensec
Bank Limited |
 |
June 01, 2004 |
| GESBANKINTER,
S.G.I.I.C., S.A. |
 |
June 01, 2004 |
| Goldman
Sachs (Asia) Finance |
 |
June 01, 2004 |
| Goldman
Sachs Capital Markets, L.P. |
 |
June 01, 2004 |
| Goldman
Sachs Foreign Exchange (Singapore) PTE. |
 |
June 01, 2004 |
| Goldman,
Sachs & Co. |
 |
June 01, 2004 |
| Goldman,
Sachs & Co. OHG |
 |
June 01, 2004 |
| Goldman
Sachs Financial Markets, L.P. |
 |
June 01, 2004 |
| Goldman
Sachs International |
 |
June 01, 2004 |
| Goldman
Sachs (Japan) Ltd. |
 |
June 01, 2004 |
| Goldman
Sachs Mitsui Marine Derivative Products, L.P. |
 |
June 01, 2004 |
| Goldman
Sachs Paris Inc. et Cie |
 |
June 01, 2004 |
| Goldman
Sachs (Singapore) PTE. |
 |
June 01, 2004 |
| Government
of Singapore Investment Corporation Pte Ltd |
|
May 25, 2004 |
| Hamburger
Sparkasse AG |
 |
June 01, 2004 |
| Hang
Seng Asset Management Pte Limited |
 |
May 28, 2004 |
| Hang
Seng Bank Limited |
 |
May 28, 2004 |
| Hess
Energy Power & Gas Company (UK) Limited |
 |
June 01, 2004 |
| Hess
Energy Trading Company, LLC |
 |
June 01, 2004 |
| Hollandsche
Bank-Unie N.V. |
 |
June 01, 2004 |
| HSBC
Bank Canada |
 |
June 01, 2004 |
| HSBC
Bank Malaysia Berhad |
 |
May 24, 2004 |
| HSBC
BANK PLC |
 |
March 30, 2004 |
| HSBC
BANK USA |
 |
May 26, 2004 |
| HSBC
CCF Financial Products (France) SNC |
 |
May 05, 2004 |
| HSBC
Trinkaus & Burkhardt KGaA |
 |
June 01, 2004 |
| Hydro-Québec |
|
May 28, 2004 |
| Hydro-Québec
as Trustee of la Caisse de retraite d'Hydro-Québec |
|
May 28, 2004 |
| IDS
Life Insurance Company |
 |
|
| IKB
Deutsche Industriebank AG |
|
May 28, 2004 |
| IKB
International SA |
|
June 01, 2004 |
| ILMARINEN
MUTUAL PENSION INSURANCE COMPANY |
 |
May 27, 2004 |
| ING
Bank (France) SA |
 |
June 01, 2004 |
| ING
Bank N.V. |
|
June 01, 2004 |
| ING
Belgium NV/SA |
 |
February 24, 2004 |
| ING
BHF-Bank AG |
 |
May 19, 2004 |
| ING
Luxembourg |
 |
February 27, 2004 |
| Intel
Asia Finance Ltd. |
 |
April 21, 2004 |
| Intel
Capital Corporation |
 |
April 21, 2004 |
| Intel
Corporation |
 |
April 21, 2004 |
| Intel
Offshore G.C. Ltd. |
 |
April 21, 2004 |
| Intel
Overseas Funding Corporation |
 |
April 21, 2004 |
| Investec
Bank Limited |
 |
March 12, 2004 |
| Investec
Bank (Mauritius) Limited |
 |
June 01, 2004 |
| Investec
Bank (UK) Ltd |
 |
May 12, 2004 |
| J.Aron
& Company |
 |
June 01, 2004 |
| J.
Aron & Company (Singapore) PTE. |
 |
June 01, 2004 |
| J.
Aron & Company (U.K.) |
 |
June 01, 2004 |
|
 |
August 29, 2003 |
| Jyske
Bank A/S |
 |
May 28, 2004 |
| KBC
BANK NV |
 |
March 11, 2004 |
| KBC
FINANCE IRELAND |
 |
May 27, 2004 |
| KBL
BANK IRELAND |
 |
May 24, 2004 |
| Kredietbank
S A Luxembourgeoise |
 |
May 27, 2004 |
| La
Compagnie de Tresorerie Benjamin de Rothschild S.A |
|
December 19, 2003 |
| Landesbank
Berlin |
 |
June 01, 2004 |
| LaSalle
Bank National Association |
 |
May 28, 2004 |
| Lehman
Brothers Commercial Corporation |
 |
May 28, 2004 |
| Lehman
Brothers Derivative Products Inc. |
 |
May 28, 2004 |
| Lehman
Brothers Finance S.A. |
 |
May 27, 2004 |
| Lehman
Brothers Inc. |
 |
May 28, 2004 |
| Lehman
Brothers International (Europe) |
 |
May 25, 2004 |
| Lehman
Brothers OTC Derivatives Inc. |
 |
May 28, 2004 |
| Lehman
Brothers Special Financing Inc. |
 |
May 28, 2004 |
| Macquarie
Bank Limited |
 |
May 24, 2004 |
| Man
Financial Limited |
 |
June 01, 2004 |
| Mellon
Bank, N.A. |
 |
May 27, 2004 |
| Merck
Finck & Co. oHG |
 |
June 01, 2004 |
| Merrill
Lynch Capital Markets AG |
|
March 10, 2004 |
| Merrill
Lynch Capital Markets Bank Limited |
|
March 10, 2004 |
| Merrill
Lynch Capital Services, Inc. |
|
March 10, 2004 |
| Merrill
Lynch Derivative Products AG |
|
March 10, 2004 |
| Merrill
Lynch International Bank Limited |
|
March 10, 2004 |
| Merrill
Lynch Japan Securities Co., Ltd. |
|
March 10, 2004 |
| Merrill
Lynch International |
|
March 10, 2004 |
| Merrill
Lynch Pierce, Fenner & Smith Inc. |
|
March 10, 2004 |
| Millennium
Banco Commercial Portugues S.A. |
 |
June 01, 2004 |
| Ministry
of Finance / Province of Quebec |
|
June 01, 2004 |
| Mizuho
Bank, Ltd. |
 |
March 23, 2004 |
| Mizuho
Corporate Bank, Ltd. |
 |
May 25, 2004 |
| Mizuho
International plc |
 |
March 26, 2004 |
| Morgan
Stanley Capital Group Inc. |
 |
May 28, 2004 |
| Morgan
Stanley Capital Services Inc. |
 |
May 28, 2004 |
| Morgan
Stanley & Co. Incorporated |
 |
May 28, 2004 |
| Morgan
Stanley & Co. International |
 |
May 28, 2004 |
| Natexis
Banques Populaires |
|
June 01, 2004 |
| Natexis
Metals Limited |
|
May 28, 2004 |
| National
Bank of Canada |
 |
March 02, 2004 |
| National
Bank of Greece, S.A. |
 |
April 30, 2004 |
| NATIONWIDE
BUILDING SOCIETY |
|
May 24, 2004 |
| NATIONWIDE
LIFE LIMITED |
|
May 24, 2004 |
| Nokia
Corporation |
 |
October 08, 2003 |
| Nokia
Finance International B.V. |
 |
October 08, 2003 |
| Nokia
Treasury Asia Ltd |
 |
October 08, 2003 |
| Nomura
Derivative Products Inc. |
 |
March 26, 2004 |
| Nomura
Securities Co., Ltd. |
 |
March 29, 2004 |
| Nomura
Global Financial Products Inc. |
 |
March 26, 2004 |
| Nomura
International plc. |
 |
March 25, 2004 |
| Nomura
Securities (Bermuda) Ltd. |
 |
March 26, 2004 |
| Norges
Bank |
|
June 01, 2004 |
| Nykredit
Bank A/S |
 |
March 31, 2004 |
| OCBC
Bank (M) Berhad |
 |
June 01, 2004 |
| Oversea-Chinese
Banking Corporation Limited |
 |
March 4, 2004 |
| Pacific
Life Insurance Company |
 |
March 19, 2004 |
| Pacific
LifeCorp |
 |
March 19, 2004 |
| PB
Financial Services, Inc. |
 |
April 30, 2004 |
| Prudential-Bache
International Limited |
 |
May 13, 2004 |
| Prudential
Global Funding, Inc. |
 |
May 18, 2004 |
| Prudential
Retirement Insurance and Annuity Company |
 |
May 25, 2004 |
| PT.
Citigroup Securities Indonesia |
|
May 21, 2004 |
| Rabobank
Ireland plc |
|
June 01, 2004 |
| Rabo
Securities NV |
|
June 01, 2004 |
| Resona
Bank, Ltd. |
 |
June 01, 2004 |
| Royal
Bank of Canada |
 |
October 09, 2003 |
| Royal
Bank of Canada Europe Limited |
 |
February 25, 2004 |
| Schroder
& Co. Limited |
|
June 01, 2004 |
| ScotiaBank
Europe PLC |
 |
March 23, 2004 |
| Scotiabank
(Ireland) Limited |
 |
March 29, 2004 |
| SCOTIABANK
INVERLAT, S.A INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO SCOTIABANK
INVERLAT |
 |
May 26, 2004 |
| SEB
AG |
 |
June 01, 2004 |
| Shinko
Securities Co Ltd |
 |
June 01, 2004 |
| SOCIETE
GENERALE |
 |
May 24, 2004 |
| SouthTrust
Bank |
 |
May 20, 2004 |
| Standard
Chartered Bank |
 |
December 08, 2003 |
| Standard
Federal Bank N.A. |
 |
May 28, 2004 |
| Standard
Finance (Isle of Man) Limited |
 |
June 01, 2004 |
| Statoil
ASA |
 |
June 01, 2004 |
|
|
 |
July 21, 2003 |
|
|
 |
April 28, 2004 |
| Skandinaviska
Enskilda Banken AB |
 |
May 27, 2004 |
| SMBC
Capital Markets, Inc. |
 |
May 28, 2004 |
| SMBC
Capital Markets Limited |
 |
May 28, 2004 |
| SMBC
Derivative Products Limited |
 |
May 28, 2004 |
| Sumitomo
Mitsui Banking Corporation |
 |
June 01, 2004 |
| Suncorp-Metway
Limited |
|
April 20, 2004 |
| SVERIGES
RIKSBANK |
 |
March 30, 2004 |
| Swiss
Re Capital Markets Corporation |
 |
June 01, 2004 |
| Swiss
Re Capital Markets Limited |
 |
May 28, 2004 |
| Swiss
Re Financial Products Corporation |
 |
May 28, 2004 |
| Sydbank
A/S |
 |
June 01, 2004 |
| TD
Global Finance |
 |
March 03, 2004 |
| Tewksbury
Capital Management Ltd. |
 |
May 17, 2004 |
| The
Bank of New York |
 |
May 25, 2004 |
| The
Bank of Nova Scotia |
 |
March 29, 2004 |
| The
Bank of Nova Scotia Asia Limited |
 |
March 29, 2004 |
| The
Bank of Tokyo-Mitsubishi, Ltd |
 |
March 31, 2004 |
| The
Governor and Company of the Bank of England |
 |
May 14, 2004 |
| The
Hong Kong and Shanghai Banking Corporation Limited |
 |
May 21, 2004 |
| The
Mitsubishi Trust and Banking Corporation |
 |
June 01, 2004 |
| The
Royal Bank of Scotland plc |
 |
October 08, 2003 |
| The
Standard Bank of South Africa Limited |
 |
May 17, 2004 |
| The
Sumitomo Trust & Banking Co., Ltd. |
 |
June 01, 2004 |
| The
Toronto-Dominion Bank |
 |
March 03, 2004 |
| Tokyo-Mitsubishi
International plc |
 |
May 27, 2004 |
| Transnet
Limited |
 |
June 01, 2004 |
| UBS
AG |
 |
September 11, 2003 |
| UBS
Limited |
 |
September 11, 2003 |
| UFJ
Bank Limited |
 |
June 01, 2004 |
| United
Overseas Bank Limited |
 |
October 24, 2003 |
| Wells
Fargo Bank, N.A. |
|
June 01, 2004 |
| Wells
Fargo & Company |
|
June 01, 2004 |
| XL
Capital Ltd |
 |
May 28, 2004 |
| XL
Insurance (Bermuda) Ltd |
 |
May 28, 2004 |
| XL
Re Ltd |
 |
May 28, 2004 |
| XL
Trading Partners Ltd |
 |
May 28, 2004 |
| Yorkshire
Building Society |
|
May 28, 2004 |
|
|
|
July 21, 2003
|