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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.
July 2005
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 06/01/05 | 2.79 | 2.97 | 3.12 | 3.25 | 3.50 | 3.55 | 3.63 | 3.74 | 3.91 | 4.31 | N/A |
| 06/17/05 | 2.79 | 2.99 | 3.23 | 3.39 | 3.72 | 3.76 | 3.88 | 3.97 | 4.09 | 4.44 | N/A |
| 06/20/05 | 2.81 | 3.02 | 3.26 | 3.42 | 3.72 | 3.78 | 3.88 | 3.98 | 4.11 | 4.46 | N/A |
| 06/21/05 | 2.85 | 3.02 | 3.28 | 3.42 | 3.71 | 3.75 | 3.84 | 3.93 | 4.06 | 4.40 | N/A |
| 06/22/05 | 2.84 | 3.03 | 3.25 | 3.37 | 3.62 | 3.65 | 3.72 | 3.81 | 3.95 | 4.31 | N/A |
| 06/23/05 | 2.79 | 3.07 | 3.27 | 3.39 | 3.63 | 3.66 | 3.74 | 3.82 | 3.96 | 4.32 | N/A |
| 06/24/05 | 2.78 | 3.09 | 3.27 | 3.38 | 3.59 | 3.63 | 3.69 | 3.78 | 3.92 | 4.28 | N/A |
| 06/27/05 | 2.85 | 3.15 | 3.33 | 3.42 | 3.60 | 3.62 | 3.69 | 3.77 | 3.90 | 4.25 | N/A |
| 06/28/05 | 2.99 | 3.14 | 3.35 | 3.46 | 3.65 | 3.68 | 3.76 | 3.84 | 3.97 | 4.30 | N/A |
| 06/29/05 | 2.95 | 3.13 | 3.33 | 3.44 | 3.65 | 3.69 | 3.77 | 3.85 | 3.99 | 4.33 | N/A |
| 06/16/05 | 2.76 | 2.98 | 3.21 | 3.38 | 3.70 | 3.76 | 3.87 | 3.96 | 4.09 | 4.45 | N/A |
| 06/15/05 | 2.78 | 3.00 | 3.22 | 3.39 | 3.72 | 3.79 | 3.90 | 3.99 | 4.12 | 4.49 | N/A |
| 06/02/05 | 2.80 | 2.97 | 3.13 | 3.26 | 3.52 | 3.56 | 3.65 | 3.74 | 3.89 | 4.28 | N/A |
| 06/03/05 | 2.82 | 3.01 | 3.13 | 3.28 | 3.57 | 3.63 | 3.73 | 3.83 | 3.98 | 4.34 | N/A |
| 06/06/05 | 2.83 | 3.02 | 3.15 | 3.30 | 3.59 | 3.64 | 3.73 | 3.82 | 3.96 | 4.31 | N/A |
| 06/07/05 | 2.82 | 3.02 | 3.14 | 3.28 | 3.57 | 3.62 | 3.70 | 3.78 | 3.92 | 4.26 | N/A |
| 06/08/05 | 2.83 | 3.02 | 3.15 | 3.30 | 3.60 | 3.65 | 3.73 | 3.81 | 3.95 | 4.29 | N/A |
| 06/09/05 | 2.81 | 2.99 | 3.14 | 3.31 | 3.64 | 3.68 | 3.76 | 3.84 | 3.98 | 4.31 | N/A |
| 06/10/05 | 2.82 | 3.01 | 3.14 | 3.33 | 3.71 | 3.75 | 3.84 | 3.92 | 4.05 | 4.39 | N/A |
| 06/13/05 | 2.82 | 3.03 | 3.22 | 3.38 | 3.71 | 3.77 | 3.87 | 3.96 | 4.09 | 4.44 | N/A |
| 06/14/05 | 2.78 | 3.01 | 3.22 | 3.39 | 3.71 | 3.78 | 3.89 | 3.99 | 4.13 | 4.49 | N/A |
| 06/30/05 | 2.99 | 3.13 | 3.34 | 3.45 | 3.66 | 3.67 | 3.72 | 3.80 | 3.94 | 4.28 | N/A |
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