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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.
October 2005
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 09/01/05 | 3.35 | 3.48 | 3.62 | 3.66 | 3.72 | 3.80 | 3.85 | 3.91 | 4.02 | 4.31 | N/A |
| 09/20/05 | 3.29 | 3.61 | 3.89 | 3.92 | 4.00 | 4.01 | 4.06 | 4.14 | 4.26 | 4.59 | N/A |
| 09/21/05 | 3.02 | 3.41 | 3.83 | 3.88 | 3.96 | 3.96 | 4.01 | 4.08 | 4.19 | 4.52 | N/A |
| 09/22/05 | 2.99 | 3.47 | 3.81 | 3.86 | 3.95 | 3.95 | 3.99 | 4.07 | 4.19 | 4.52 | N/A |
| 09/23/05 | 3.06 | 3.48 | 3.82 | 3.89 | 4.02 | 4.03 | 4.07 | 4.14 | 4.25 | 4.57 | N/A |
| 09/26/05 | 3.19 | 3.52 | 3.88 | 3.95 | 4.07 | 4.08 | 4.11 | 4.18 | 4.30 | 4.60 | N/A |
| 09/27/05 | 3.15 | 3.49 | 3.87 | 3.95 | 4.08 | 4.09 | 4.13 | 4.20 | 4.30 | 4.60 | N/A |
| 09/28/05 | 3.12 | 3.46 | 3.87 | 3.95 | 4.09 | 4.09 | 4.11 | 4.17 | 4.26 | 4.55 | N/A |
| 09/29/05 | 3.09 | 3.54 | 3.89 | 3.97 | 4.13 | 4.13 | 4.14 | 4.20 | 4.29 | 4.59 | N/A |
| 09/19/05 | 3.23 | 3.58 | 3.84 | 3.87 | 3.93 | 3.95 | 4.02 | 4.11 | 4.25 | 4.60 | N/A |
| 09/16/05 | 3.23 | 3.50 | 3.81 | 3.86 | 3.97 | 4.00 | 4.05 | 4.13 | 4.26 | 4.61 | N/A |
| 09/15/05 | 3.23 | 3.45 | 3.77 | 3.81 | 3.90 | 3.93 | 3.99 | 4.08 | 4.22 | 4.56 | N/A |
| 09/02/05 | 3.38 | 3.46 | 3.63 | 3.67 | 3.75 | 3.79 | 3.85 | 3.92 | 4.03 | 4.33 | N/A |
| 09/06/05 | 3.39 | 3.52 | 3.70 | 3.73 | 3.80 | 3.83 | 3.89 | 3.97 | 4.09 | 4.39 | N/A |
| 09/07/05 | 3.36 | 3.49 | 3.73 | 3.77 | 3.87 | 3.89 | 3.93 | 4.01 | 4.15 | 4.46 | N/A |
| 09/08/05 | 3.31 | 3.48 | 3.73 | 3.77 | 3.87 | 3.89 | 3.94 | 4.03 | 4.15 | 4.45 | N/A |
| 09/09/05 | 3.32 | 3.49 | 3.73 | 3.78 | 3.88 | 3.90 | 3.94 | 4.01 | 4.14 | 4.45 | N/A |
| 09/12/05 | 3.33 | 3.51 | 3.79 | 3.83 | 3.92 | 3.93 | 3.98 | 4.06 | 4.18 | 4.50 | N/A |
| 09/13/05 | 3.30 | 3.47 | 3.77 | 3.81 | 3.88 | 3.88 | 3.93 | 4.01 | 4.14 | 4.47 | N/A |
| 09/14/05 | 3.25 | 3.42 | 3.76 | 3.81 | 3.90 | 3.91 | 3.96 | 4.04 | 4.17 | 4.50 | N/A |
| 09/30/05 | 3.15 | 3.55 | 3.93 | 4.01 | 4.18 | 4.18 | 4.18 | 4.23 | 4.34 | 4.62 | N/A |
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