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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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| 07/01/10 |
0.16 |
0.17 |
0.22 |
0.32 |
0.63 |
1.01 |
1.80 |
2.43 |
2.96 |
3.71 |
3.88 |
| 07/19/10 |
0.15 |
0.17 |
0.20 |
0.28 |
0.61 |
0.95 |
1.73 |
2.40 |
2.99 |
3.78 |
3.99 |
| 07/20/10 |
0.16 |
0.16 |
0.19 |
0.27 |
0.61 |
0.94 |
1.71 |
2.39 |
2.98 |
3.78 |
3.99 |
| 07/21/10 |
0.16 |
0.16 |
0.19 |
0.27 |
0.58 |
0.91 |
1.66 |
2.32 |
2.90 |
3.68 |
3.89 |
| 07/22/10 |
0.15 |
0.16 |
0.20 |
0.27 |
0.60 |
0.92 |
1.69 |
2.38 |
2.96 |
3.75 |
3.95 |
| 07/23/10 |
0.15 |
0.16 |
0.20 |
0.27 |
0.60 |
0.94 |
1.75 |
2.43 |
3.02 |
3.81 |
4.01 |
| 07/26/10 |
0.15 |
0.16 |
0.20 |
0.29 |
0.62 |
0.97 |
1.76 |
2.45 |
3.03 |
3.82 |
4.03 |
| 07/27/10 |
0.16 |
0.15 |
0.21 |
0.30 |
0.65 |
1.02 |
1.82 |
2.51 |
3.08 |
3.88 |
4.08 |
| 07/28/10 |
0.15 |
0.15 |
0.20 |
0.30 |
0.61 |
0.95 |
1.75 |
2.43 |
3.03 |
3.86 |
4.07 |
| 07/16/10 |
0.14 |
0.15 |
0.19 |
0.28 |
0.61 |
0.94 |
1.70 |
2.37 |
2.96 |
3.74 |
3.95 |
| 07/15/10 |
0.16 |
0.15 |
0.20 |
0.27 |
0.61 |
0.98 |
1.76 |
2.43 |
3.00 |
3.77 |
3.97 |
| 07/02/10 |
0.16 |
0.17 |
0.22 |
0.31 |
0.63 |
1.04 |
1.82 |
2.46 |
3.00 |
3.77 |
3.94 |
| 07/06/10 |
0.17 |
0.17 |
0.21 |
0.32 |
0.62 |
1.00 |
1.76 |
2.40 |
2.95 |
3.71 |
3.89 |
| 07/07/10 |
0.17 |
0.16 |
0.20 |
0.31 |
0.63 |
1.01 |
1.79 |
2.45 |
3.00 |
3.78 |
3.96 |
| 07/08/10 |
0.17 |
0.15 |
0.19 |
0.30 |
0.63 |
1.01 |
1.80 |
2.48 |
3.04 |
3.81 |
4.00 |
| 07/09/10 |
0.16 |
0.16 |
0.20 |
0.30 |
0.63 |
1.03 |
1.85 |
2.52 |
3.07 |
3.85 |
4.04 |
| 07/12/10 |
0.16 |
0.16 |
0.20 |
0.30 |
0.65 |
1.06 |
1.85 |
2.51 |
3.08 |
3.86 |
4.05 |
| 07/13/10 |
0.16 |
0.15 |
0.20 |
0.30 |
0.67 |
1.09 |
1.90 |
2.57 |
3.15 |
3.92 |
4.10 |
| 07/14/10 |
0.16 |
0.15 |
0.19 |
0.27 |
0.62 |
1.02 |
1.82 |
2.49 |
3.07 |
3.84 |
4.03 |
| 07/29/10 |
0.15 |
0.15 |
0.20 |
0.30 |
0.59 |
0.92 |
1.70 |
2.40 |
3.03 |
3.86 |
4.08 |
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