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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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| 12/01/05 |
3.99 |
3.97 |
4.32 |
4.36 |
4.45 |
4.44 |
4.45 |
4.47 |
4.52 |
4.83 |
N/A |
| 12/19/05 |
3.56 |
3.96 |
4.37 |
4.38 |
4.38 |
4.37 |
4.37 |
4.39 |
4.45 |
4.72 |
N/A |
| 12/20/05 |
3.55 |
3.95 |
4.37 |
4.39 |
4.42 |
4.41 |
4.40 |
4.41 |
4.47 |
4.74 |
N/A |
| 12/21/05 |
3.56 |
3.98 |
4.35 |
4.38 |
4.43 |
4.43 |
4.42 |
4.44 |
4.49 |
4.75 |
N/A |
| 12/22/05 |
3.55 |
3.98 |
4.32 |
4.35 |
4.40 |
4.38 |
4.38 |
4.39 |
4.44 |
4.69 |
N/A |
| 12/23/05 |
3.48 |
3.99 |
4.32 |
4.33 |
4.37 |
4.34 |
4.32 |
4.33 |
4.38 |
4.63 |
N/A |
| 12/27/05 |
3.51 |
3.98 |
4.35 |
4.35 |
4.35 |
4.31 |
4.30 |
4.31 |
4.34 |
4.58 |
N/A |
| 12/28/05 |
3.57 |
3.95 |
4.33 |
4.34 |
4.37 |
4.34 |
4.32 |
4.34 |
4.38 |
4.62 |
N/A |
| 12/29/05 |
3.67 |
4.01 |
4.34 |
4.35 |
4.38 |
4.35 |
4.33 |
4.34 |
4.37 |
4.60 |
N/A |
| 12/16/05 |
3.56 |
3.93 |
4.30 |
4.32 |
4.37 |
4.35 |
4.36 |
4.39 |
4.45 |
4.72 |
N/A |
| 12/15/05 |
3.60 |
3.93 |
4.31 |
4.33 |
4.37 |
4.37 |
4.38 |
4.41 |
4.47 |
4.75 |
N/A |
| 12/14/05 |
3.61 |
3.89 |
4.30 |
4.32 |
4.37 |
4.36 |
4.36 |
4.38 |
4.45 |
4.73 |
N/A |
| 12/02/05 |
4.00 |
3.99 |
4.31 |
4.35 |
4.43 |
4.43 |
4.45 |
4.48 |
4.52 |
4.81 |
N/A |
| 12/05/05 |
4.01 |
4.04 |
4.35 |
4.39 |
4.47 |
4.48 |
4.50 |
4.53 |
4.57 |
4.85 |
N/A |
| 12/06/05 |
3.84 |
4.04 |
4.33 |
4.36 |
4.42 |
4.41 |
4.42 |
4.44 |
4.49 |
4.79 |
N/A |
| 12/07/05 |
3.84 |
4.03 |
4.32 |
4.35 |
4.42 |
4.42 |
4.43 |
4.46 |
4.52 |
4.80 |
N/A |
| 12/08/05 |
3.67 |
3.94 |
4.27 |
4.30 |
4.37 |
4.36 |
4.36 |
4.39 |
4.47 |
4.75 |
N/A |
| 12/09/05 |
3.62 |
3.94 |
4.27 |
4.33 |
4.43 |
4.43 |
4.44 |
4.47 |
4.54 |
4.83 |
N/A |
| 12/12/05 |
3.59 |
3.90 |
4.34 |
4.38 |
4.45 |
4.45 |
4.46 |
4.49 |
4.56 |
4.82 |
N/A |
| 12/13/05 |
3.61 |
3.91 |
4.34 |
4.37 |
4.43 |
4.43 |
4.44 |
4.47 |
4.54 |
4.81 |
N/A |
| 12/30/05 |
4.01 |
4.08 |
4.37 |
4.38 |
4.41 |
4.37 |
4.35 |
4.36 |
4.39 |
4.61 |
N/A |
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