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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.
August 2006
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/01/06 | 5.20 | 5.12 | 5.18 | 5.11 | 4.97 | 4.91 | 4.90 | 4.92 | 4.99 | 5.17 | 5.07 |
| 08/18/06 | 5.13 | 5.10 | 5.19 | 5.08 | 4.87 | 4.82 | 4.78 | 4.78 | 4.84 | 5.05 | 4.97 |
| 08/21/06 | 5.15 | 5.11 | 5.18 | 5.07 | 4.85 | 4.79 | 4.77 | 4.77 | 4.82 | 5.04 | 4.96 |
| 08/22/06 | 5.17 | 5.10 | 5.17 | 5.07 | 4.87 | 4.79 | 4.77 | 4.77 | 4.82 | 5.03 | 4.95 |
| 08/23/06 | 5.17 | 5.09 | 5.17 | 5.07 | 4.87 | 4.81 | 4.77 | 4.78 | 4.82 | 5.03 | 4.95 |
| 08/24/06 | 5.16 | 5.09 | 5.17 | 5.07 | 4.88 | 4.80 | 4.78 | 4.78 | 4.81 | 5.02 | 4.94 |
| 08/25/06 | 5.17 | 5.11 | 5.16 | 5.06 | 4.86 | 4.79 | 4.76 | 4.76 | 4.79 | 5.01 | 4.93 |
| 08/28/06 | 5.17 | 5.10 | 5.18 | 5.08 | 4.88 | 4.80 | 4.77 | 4.77 | 4.80 | 5.01 | 4.94 |
| 08/29/06 | 5.19 | 5.07 | 5.16 | 5.06 | 4.87 | 4.79 | 4.77 | 4.77 | 4.79 | 5.00 | 4.93 |
| 08/30/06 | 5.16 | 5.05 | 5.14 | 5.03 | 4.83 | 4.76 | 4.72 | 4.72 | 4.76 | 4.98 | 4.91 |
| 08/17/06 | 5.15 | 5.09 | 5.18 | 5.08 | 4.89 | 4.84 | 4.82 | 4.82 | 4.87 | 5.08 | 5.00 |
| 08/16/06 | 5.16 | 5.07 | 5.16 | 5.06 | 4.87 | 4.83 | 4.81 | 4.82 | 4.87 | 5.08 | 5.00 |
| 08/15/06 | 5.18 | 5.10 | 5.19 | 5.11 | 4.94 | 4.91 | 4.88 | 4.89 | 4.93 | 5.13 | 5.05 |
| 08/02/06 | 5.20 | 5.10 | 5.18 | 5.11 | 4.97 | 4.90 | 4.88 | 4.90 | 4.96 | 5.14 | 5.05 |
| 08/03/06 | 5.18 | 5.11 | 5.19 | 5.12 | 4.98 | 4.92 | 4.90 | 4.91 | 4.96 | 5.13 | 5.04 |
| 08/04/06 | 5.15 | 5.09 | 5.15 | 5.07 | 4.91 | 4.86 | 4.84 | 4.85 | 4.91 | 5.09 | 5.00 |
| 08/07/06 | 5.18 | 5.12 | 5.20 | 5.12 | 4.96 | 4.89 | 4.86 | 4.87 | 4.93 | 5.09 | 5.00 |
| 08/08/06 | 5.19 | 5.10 | 5.16 | 5.08 | 4.91 | 4.86 | 4.85 | 4.86 | 4.93 | 5.11 | 5.02 |
| 08/09/06 | 5.14 | 5.07 | 5.15 | 5.07 | 4.91 | 4.88 | 4.86 | 4.87 | 4.92 | 5.13 | 5.05 |
| 08/10/06 | 5.12 | 5.05 | 5.16 | 5.08 | 4.93 | 4.89 | 4.86 | 4.87 | 4.93 | 5.15 | 5.06 |
| 08/11/06 | 5.12 | 5.07 | 5.20 | 5.12 | 4.96 | 4.93 | 4.91 | 4.92 | 4.97 | 5.18 | 5.09 |
| 08/14/06 | 5.15 | 5.12 | 5.24 | 5.17 | 5.01 | 4.98 | 4.95 | 4.96 | 5.00 | 5.21 | 5.12 |
| 08/31/06 | 5.12 | 5.05 | 5.11 | 5.01 | 4.79 | 4.71 | 4.70 | 4.70 | 4.74 | 4.95 | 4.88 |
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