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Rates are commonly referred to as
"Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by
the Treasury from the daily yield curve. This curve, which relates the
yield on a security to its time to maturity is based on the closing market
bid yields on actively traded Treasury securities in the over-the-counter
market. These market yields are calculated from composites of quotations
obtained by the Federal Reserve Bank of New York.
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| 03/01/10 |
0.09 |
0.13 |
0.19 |
0.32 |
0.80 |
1.34 |
2.28 |
3.04 |
3.61 |
4.41 |
4.56 |
| 03/12/10 |
0.10 |
0.15 |
0.24 |
0.41 |
0.97 |
1.50 |
2.42 |
3.15 |
3.71 |
4.47 |
4.62 |
| 03/11/10 |
0.12 |
0.16 |
0.22 |
0.40 |
0.97 |
1.50 |
2.43 |
3.16 |
3.73 |
4.51 |
4.66 |
| 03/10/10 |
0.12 |
0.15 |
0.21 |
0.39 |
0.92 |
1.45 |
2.39 |
3.14 |
3.73 |
4.53 |
4.69 |
| 03/09/10 |
0.12 |
0.16 |
0.21 |
0.37 |
0.89 |
1.43 |
2.34 |
3.11 |
3.71 |
4.53 |
4.68 |
| 03/08/10 |
0.11 |
0.16 |
0.21 |
0.39 |
0.90 |
1.43 |
2.36 |
3.13 |
3.72 |
4.52 |
4.68 |
| 03/05/10 |
0.11 |
0.15 |
0.20 |
0.38 |
0.91 |
1.43 |
2.35 |
3.10 |
3.69 |
4.49 |
4.64 |
| 03/04/10 |
0.09 |
0.14 |
0.19 |
0.35 |
0.86 |
1.38 |
2.28 |
3.03 |
3.61 |
4.40 |
4.56 |
| 03/03/10 |
0.09 |
0.14 |
0.19 |
0.33 |
0.82 |
1.34 |
2.27 |
3.04 |
3.63 |
4.43 |
4.58 |
| 03/02/10 |
0.09 |
0.14 |
0.19 |
0.32 |
0.80 |
1.33 |
2.27 |
3.04 |
3.62 |
4.42 |
4.57 |
| 03/15/10 |
0.12 |
0.17 |
0.24 |
0.40 |
0.96 |
1.49 |
2.42 |
3.15 |
3.71 |
4.48 |
4.63 |
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