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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 2006
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 06/01/06 | 4.75 | 4.83 | 5.06 | 5.05 | 5.04 | 5.02 | 5.03 | 5.05 | 5.11 | 5.34 | 5.20 |
| 06/19/06 | 4.67 | 4.93 | 5.25 | 5.23 | 5.19 | 5.15 | 5.12 | 5.13 | 5.14 | 5.32 | 5.18 |
| 06/20/06 | 4.70 | 4.92 | 5.24 | 5.23 | 5.19 | 5.16 | 5.13 | 5.14 | 5.15 | 5.33 | 5.19 |
| 06/21/06 | 4.66 | 4.92 | 5.23 | 5.22 | 5.20 | 5.16 | 5.14 | 5.14 | 5.16 | 5.32 | 5.19 |
| 06/22/06 | 4.55 | 4.92 | 5.24 | 5.24 | 5.23 | 5.21 | 5.18 | 5.18 | 5.20 | 5.37 | 5.23 |
| 06/23/06 | 4.61 | 4.98 | 5.27 | 5.27 | 5.27 | 5.23 | 5.21 | 5.21 | 5.23 | 5.40 | 5.26 |
| 06/26/06 | 4.73 | 5.03 | 5.32 | 5.30 | 5.27 | 5.25 | 5.22 | 5.23 | 5.25 | 5.42 | 5.28 |
| 06/27/06 | 4.86 | 5.05 | 5.31 | 5.28 | 5.24 | 5.22 | 5.19 | 5.20 | 5.21 | 5.38 | 5.24 |
| 06/28/06 | 4.79 | 5.01 | 5.31 | 5.30 | 5.29 | 5.26 | 5.23 | 5.23 | 5.25 | 5.42 | 5.28 |
| 06/29/06 | 4.68 | 5.01 | 5.26 | 5.25 | 5.21 | 5.19 | 5.17 | 5.18 | 5.22 | 5.39 | 5.26 |
| 06/16/06 | 4.63 | 4.88 | 5.19 | 5.18 | 5.16 | 5.13 | 5.10 | 5.10 | 5.13 | 5.31 | 5.17 |
| 06/15/06 | 4.60 | 4.85 | 5.16 | 5.15 | 5.14 | 5.10 | 5.08 | 5.08 | 5.10 | 5.27 | 5.13 |
| 06/02/06 | 4.75 | 4.81 | 5.01 | 4.98 | 4.92 | 4.91 | 4.90 | 4.92 | 5.00 | 5.24 | 5.10 |
| 06/05/06 | 4.77 | 4.85 | 5.04 | 5.02 | 4.99 | 4.95 | 4.95 | 4.97 | 5.02 | 5.24 | 5.10 |
| 06/06/06 | 4.80 | 4.86 | 5.05 | 5.03 | 4.99 | 4.96 | 4.95 | 4.96 | 5.01 | 5.22 | 5.08 |
| 06/07/06 | 4.80 | 4.86 | 5.06 | 5.05 | 5.02 | 4.99 | 4.97 | 4.98 | 5.02 | 5.23 | 5.09 |
| 06/08/06 | 4.78 | 4.87 | 5.06 | 5.04 | 5.01 | 4.97 | 4.95 | 4.96 | 5.00 | 5.20 | 5.06 |
| 06/09/06 | 4.78 | 4.88 | 5.07 | 5.05 | 5.01 | 4.96 | 4.95 | 4.95 | 4.98 | 5.17 | 5.03 |
| 06/12/06 | 4.78 | 4.93 | 5.13 | 5.09 | 5.02 | 4.97 | 4.95 | 4.96 | 4.99 | 5.17 | 5.03 |
| 06/13/06 | 4.72 | 4.89 | 5.13 | 5.09 | 5.02 | 4.96 | 4.93 | 4.94 | 4.97 | 5.15 | 5.01 |
| 06/14/06 | 4.68 | 4.90 | 5.17 | 5.15 | 5.11 | 5.06 | 5.03 | 5.04 | 5.05 | 5.23 | 5.09 |
| 06/30/06 | 4.54 | 5.01 | 5.24 | 5.21 | 5.16 | 5.13 | 5.10 | 5.11 | 5.15 | 5.31 | 5.19 |
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