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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/03/06 | 4.69 | 5.08 | 5.31 | 5.26 | 5.17 | 5.14 | 5.11 | 5.12 | 5.15 | 5.33 | 5.20 |
| 07/19/06 | 4.91 | 5.11 | 5.28 | 5.22 | 5.12 | 5.06 | 5.02 | 5.02 | 5.06 | 5.22 | 5.10 |
| 07/20/06 | 4.87 | 5.08 | 5.24 | 5.18 | 5.06 | 5.01 | 4.98 | 4.99 | 5.03 | 5.20 | 5.08 |
| 07/21/06 | 4.88 | 5.10 | 5.25 | 5.19 | 5.08 | 5.02 | 4.99 | 5.00 | 5.05 | 5.21 | 5.10 |
| 07/24/06 | 4.91 | 5.10 | 5.27 | 5.21 | 5.10 | 5.03 | 4.99 | 5.00 | 5.05 | 5.22 | 5.11 |
| 07/25/06 | 5.01 | 5.13 | 5.25 | 5.21 | 5.11 | 5.05 | 5.02 | 5.03 | 5.07 | 5.24 | 5.13 |
| 07/26/06 | 5.00 | 5.11 | 5.21 | 5.16 | 5.06 | 5.02 | 4.99 | 5.00 | 5.04 | 5.22 | 5.10 |
| 07/27/06 | 5.02 | 5.10 | 5.20 | 5.16 | 5.07 | 5.01 | 4.98 | 5.00 | 5.07 | 5.22 | 5.11 |
| 07/28/06 | 4.98 | 5.07 | 5.15 | 5.10 | 4.98 | 4.94 | 4.92 | 4.94 | 5.00 | 5.17 | 5.07 |
| 07/18/06 | 4.94 | 5.13 | 5.33 | 5.28 | 5.19 | 5.13 | 5.10 | 5.10 | 5.13 | 5.29 | 5.16 |
| 07/17/06 | 4.91 | 5.11 | 5.30 | 5.24 | 5.12 | 5.07 | 5.04 | 5.04 | 5.07 | 5.23 | 5.10 |
| 07/05/06 | 4.81 | 5.01 | 5.32 | 5.29 | 5.24 | 5.21 | 5.19 | 5.19 | 5.23 | 5.39 | 5.27 |
| 07/06/06 | 4.80 | 5.00 | 5.31 | 5.28 | 5.22 | 5.17 | 5.15 | 5.16 | 5.19 | 5.35 | 5.23 |
| 07/07/06 | 4.83 | 5.02 | 5.28 | 5.25 | 5.17 | 5.13 | 5.10 | 5.10 | 5.14 | 5.29 | 5.18 |
| 07/10/06 | 4.86 | 5.06 | 5.32 | 5.27 | 5.17 | 5.13 | 5.10 | 5.10 | 5.13 | 5.29 | 5.17 |
| 07/11/06 | 4.90 | 5.05 | 5.30 | 5.26 | 5.17 | 5.11 | 5.07 | 5.08 | 5.10 | 5.26 | 5.14 |
| 07/12/06 | 4.92 | 5.06 | 5.30 | 5.26 | 5.17 | 5.12 | 5.08 | 5.09 | 5.10 | 5.26 | 5.14 |
| 07/13/06 | 4.88 | 5.05 | 5.27 | 5.22 | 5.12 | 5.07 | 5.04 | 5.05 | 5.08 | 5.23 | 5.12 |
| 07/14/06 | 4.87 | 5.06 | 5.26 | 5.20 | 5.08 | 5.05 | 5.02 | 5.03 | 5.07 | 5.23 | 5.11 |
| 07/31/06 | 5.02 | 5.10 | 5.18 | 5.11 | 4.97 | 4.93 | 4.91 | 4.93 | 4.99 | 5.17 | 5.07 |
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