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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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| 08/01/05 |
3.30 |
3.48 |
3.73 |
3.83 |
4.04 |
4.09 |
4.16 |
4.22 |
4.32 |
4.59 |
N/A |
| 08/18/05 |
3.30 |
3.50 |
3.78 |
3.86 |
4.01 |
4.04 |
4.08 |
4.13 |
4.21 |
4.48 |
N/A |
| 08/19/05 |
3.33 |
3.52 |
3.81 |
3.89 |
4.03 |
4.05 |
4.08 |
4.13 |
4.21 |
4.47 |
N/A |
| 08/22/05 |
3.34 |
3.53 |
3.82 |
3.89 |
4.03 |
4.06 |
4.08 |
4.14 |
4.22 |
4.48 |
N/A |
| 08/23/05 |
3.34 |
3.53 |
3.81 |
3.88 |
4.01 |
4.03 |
4.07 |
4.12 |
4.20 |
4.46 |
N/A |
| 08/24/05 |
3.34 |
3.53 |
3.81 |
3.87 |
3.99 |
4.03 |
4.06 |
4.11 |
4.19 |
4.46 |
N/A |
| 08/25/05 |
3.34 |
3.54 |
3.81 |
3.87 |
4.00 |
4.03 |
4.06 |
4.11 |
4.18 |
4.45 |
N/A |
| 08/26/05 |
3.36 |
3.55 |
3.82 |
3.90 |
4.06 |
4.07 |
4.09 |
4.13 |
4.20 |
4.46 |
N/A |
| 08/29/05 |
3.42 |
3.54 |
3.83 |
3.91 |
4.06 |
4.07 |
4.08 |
4.13 |
4.20 |
4.45 |
N/A |
| 08/30/05 |
3.40 |
3.54 |
3.79 |
3.85 |
3.97 |
4.01 |
4.03 |
4.08 |
4.16 |
4.43 |
N/A |
| 08/17/05 |
3.31 |
3.52 |
3.80 |
3.89 |
4.07 |
4.10 |
4.15 |
4.20 |
4.28 |
4.53 |
N/A |
| 08/16/05 |
3.32 |
3.54 |
3.80 |
3.88 |
4.03 |
4.06 |
4.10 |
4.15 |
4.23 |
4.49 |
N/A |
| 08/15/05 |
3.28 |
3.54 |
3.82 |
3.91 |
4.08 |
4.11 |
4.15 |
4.20 |
4.27 |
4.53 |
N/A |
| 08/02/05 |
3.35 |
3.49 |
3.73 |
3.84 |
4.06 |
4.10 |
4.17 |
4.24 |
4.34 |
4.62 |
N/A |
| 08/03/05 |
3.34 |
3.46 |
3.72 |
3.82 |
4.02 |
4.07 |
4.13 |
4.20 |
4.30 |
4.58 |
N/A |
| 08/04/05 |
3.34 |
3.47 |
3.72 |
3.83 |
4.04 |
4.09 |
4.15 |
4.22 |
4.32 |
4.60 |
N/A |
| 08/05/05 |
3.35 |
3.52 |
3.75 |
3.87 |
4.11 |
4.16 |
4.24 |
4.30 |
4.40 |
4.66 |
N/A |
| 08/08/05 |
3.38 |
3.54 |
3.82 |
3.93 |
4.16 |
4.22 |
4.28 |
4.34 |
4.42 |
4.68 |
N/A |
| 08/09/05 |
3.37 |
3.52 |
3.79 |
3.90 |
4.13 |
4.19 |
4.25 |
4.31 |
4.41 |
4.66 |
N/A |
| 08/10/05 |
3.38 |
3.51 |
3.78 |
3.90 |
4.13 |
4.18 |
4.24 |
4.30 |
4.40 |
4.65 |
N/A |
| 08/11/05 |
3.31 |
3.51 |
3.78 |
3.89 |
4.10 |
4.14 |
4.18 |
4.24 |
4.32 |
4.60 |
N/A |
| 08/12/05 |
3.32 |
3.52 |
3.79 |
3.88 |
4.05 |
4.08 |
4.11 |
4.16 |
4.24 |
4.52 |
N/A |
| 08/31/05 |
3.41 |
3.52 |
3.74 |
3.77 |
3.84 |
3.83 |
3.87 |
3.93 |
4.02 |
4.30 |
N/A |
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