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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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| 10/03/05 |
3.22 |
3.61 |
4.02 |
4.09 |
4.21 |
4.23 |
4.25 |
4.31 |
4.39 |
4.67 |
N/A |
| 10/19/05 |
3.57 |
3.86 |
4.15 |
4.18 |
4.25 |
4.28 |
4.32 |
4.38 |
4.47 |
4.76 |
N/A |
| 10/20/05 |
3.46 |
3.85 |
4.16 |
4.20 |
4.27 |
4.29 |
4.33 |
4.38 |
4.46 |
4.75 |
N/A |
| 10/21/05 |
3.48 |
3.87 |
4.16 |
4.18 |
4.22 |
4.23 |
4.26 |
4.31 |
4.39 |
4.68 |
N/A |
| 10/24/05 |
3.51 |
3.92 |
4.20 |
4.22 |
4.25 |
4.28 |
4.32 |
4.37 |
4.45 |
4.74 |
N/A |
| 10/25/05 |
3.71 |
3.93 |
4.21 |
4.26 |
4.34 |
4.36 |
4.41 |
4.46 |
4.54 |
4.80 |
N/A |
| 10/26/05 |
3.70 |
3.90 |
4.21 |
4.27 |
4.38 |
4.42 |
4.46 |
4.52 |
4.60 |
4.87 |
N/A |
| 10/27/05 |
3.72 |
3.88 |
4.20 |
4.26 |
4.36 |
4.39 |
4.43 |
4.49 |
4.57 |
4.84 |
N/A |
| 10/28/05 |
3.75 |
3.93 |
4.22 |
4.28 |
4.40 |
4.42 |
4.46 |
4.51 |
4.58 |
4.84 |
N/A |
| 10/18/05 |
3.57 |
3.85 |
4.15 |
4.19 |
4.27 |
4.30 |
4.34 |
4.40 |
4.49 |
4.78 |
N/A |
| 10/17/05 |
3.53 |
3.86 |
4.17 |
4.21 |
4.29 |
4.31 |
4.36 |
4.41 |
4.50 |
4.77 |
N/A |
| 10/04/05 |
3.35 |
3.63 |
4.02 |
4.09 |
4.22 |
4.22 |
4.24 |
4.30 |
4.38 |
4.66 |
N/A |
| 10/05/05 |
3.34 |
3.58 |
4.00 |
4.07 |
4.21 |
4.20 |
4.23 |
4.28 |
4.36 |
4.63 |
N/A |
| 10/06/05 |
3.34 |
3.61 |
4.00 |
4.07 |
4.20 |
4.21 |
4.23 |
4.28 |
4.37 |
4.64 |
N/A |
| 10/07/05 |
3.35 |
3.63 |
4.00 |
4.06 |
4.18 |
4.19 |
4.23 |
4.28 |
4.35 |
4.62 |
N/A |
| 10/11/05 |
3.41 |
3.73 |
4.10 |
4.14 |
4.22 |
4.23 |
4.27 |
4.32 |
4.39 |
4.65 |
N/A |
| 10/12/05 |
3.49 |
3.70 |
4.10 |
4.14 |
4.24 |
4.27 |
4.32 |
4.37 |
4.45 |
4.71 |
N/A |
| 10/13/05 |
3.50 |
3.75 |
4.09 |
4.14 |
4.24 |
4.27 |
4.32 |
4.38 |
4.48 |
4.77 |
N/A |
| 10/14/05 |
3.49 |
3.78 |
4.08 |
4.15 |
4.27 |
4.30 |
4.34 |
4.40 |
4.48 |
4.76 |
N/A |
| 10/31/05 |
3.77 |
3.98 |
4.26 |
4.31 |
4.40 |
4.41 |
4.45 |
4.49 |
4.57 |
4.84 |
N/A |
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