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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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| 03/01/05 |
2.55 |
2.75 |
3.00 |
3.20 |
3.59 |
3.76 |
4.02 |
4.19 |
4.38 |
4.80 |
N/A |
| 03/17/05 |
2.68 |
2.79 |
3.08 |
3.29 |
3.70 |
3.89 |
4.14 |
4.30 |
4.47 |
4.87 |
N/A |
| 03/18/05 |
2.70 |
2.81 |
3.11 |
3.32 |
3.72 |
3.91 |
4.18 |
4.34 |
4.51 |
4.92 |
N/A |
| 03/21/05 |
2.72 |
2.85 |
3.13 |
3.33 |
3.72 |
3.93 |
4.18 |
4.35 |
4.53 |
4.94 |
N/A |
| 03/22/05 |
2.77 |
2.89 |
3.17 |
3.40 |
3.86 |
4.06 |
4.31 |
4.45 |
4.63 |
5.01 |
N/A |
| 03/23/05 |
2.72 |
2.83 |
3.14 |
3.38 |
3.84 |
4.05 |
4.30 |
4.45 |
4.61 |
4.99 |
N/A |
| 03/24/05 |
2.70 |
2.84 |
3.16 |
3.41 |
3.88 |
4.06 |
4.30 |
4.44 |
4.60 |
4.97 |
N/A |
| 03/28/05 |
2.69 |
2.84 |
3.19 |
3.43 |
3.90 |
4.09 |
4.33 |
4.48 |
4.64 |
5.01 |
N/A |
| 03/29/05 |
2.70 |
2.84 |
3.17 |
3.41 |
3.87 |
4.05 |
4.30 |
4.44 |
4.60 |
4.98 |
N/A |
| 03/30/05 |
2.71 |
2.83 |
3.15 |
3.39 |
3.86 |
4.03 |
4.26 |
4.40 |
4.56 |
4.93 |
N/A |
| 03/16/05 |
2.68 |
2.80 |
3.09 |
3.30 |
3.72 |
3.92 |
4.18 |
4.35 |
4.52 |
4.91 |
N/A |
| 03/15/05 |
2.70 |
2.81 |
3.10 |
3.32 |
3.75 |
3.96 |
4.22 |
4.38 |
4.54 |
4.93 |
N/A |
| 03/02/05 |
2.54 |
2.74 |
3.00 |
3.19 |
3.57 |
3.75 |
4.00 |
4.20 |
4.38 |
4.82 |
N/A |
| 03/03/05 |
2.55 |
2.76 |
3.00 |
3.19 |
3.59 |
3.76 |
4.02 |
4.20 |
4.39 |
4.82 |
N/A |
| 03/04/05 |
2.56 |
2.76 |
3.01 |
3.20 |
3.57 |
3.73 |
3.97 |
4.15 |
4.32 |
4.73 |
N/A |
| 03/07/05 |
2.59 |
2.76 |
3.02 |
3.22 |
3.61 |
3.76 |
3.99 |
4.15 |
4.31 |
4.70 |
N/A |
| 03/08/05 |
2.61 |
2.75 |
3.03 |
3.23 |
3.62 |
3.79 |
4.05 |
4.22 |
4.38 |
4.78 |
N/A |
| 03/09/05 |
2.60 |
2.76 |
3.03 |
3.24 |
3.66 |
3.87 |
4.16 |
4.35 |
4.52 |
4.92 |
N/A |
| 03/10/05 |
2.60 |
2.75 |
3.04 |
3.25 |
3.68 |
3.87 |
4.13 |
4.29 |
4.48 |
4.85 |
N/A |
| 03/11/05 |
2.60 |
2.76 |
3.06 |
3.28 |
3.73 |
3.94 |
4.22 |
4.39 |
4.56 |
4.93 |
N/A |
| 03/14/05 |
2.62 |
2.80 |
3.10 |
3.32 |
3.75 |
3.95 |
4.20 |
4.36 |
4.52 |
4.90 |
N/A |
| 03/31/05 |
2.63 |
2.79 |
3.13 |
3.35 |
3.80 |
3.96 |
4.18 |
4.33 |
4.50 |
4.88 |
N/A |
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