Treasa:  Bob Bruce told me that there was no "swap" activity on the prepay  during my absence.
Houston is closed down until Monday, Nov. 27 for the Thanksgiving holiday.
Normally, I would ask Joe Hunter on the confirm desk to take a look at the  confirms.
I marked up the TD confirm to reflect my comments and provide an  attached "schedule" of volumes since I thought it would be easier for you to  match calc periods, volumes and rate payment dates.
Such a format has worked  well in other prepaid structures.

prepay