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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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| 09/01/06 |
5.07 |
5.02 |
5.10 |
4.99 |
4.77 |
4.70 |
4.68 |
4.69 |
4.73 |
4.95 |
4.87 |
| 09/19/06 |
4.72 |
4.94 |
5.09 |
4.99 |
4.79 |
4.72 |
4.69 |
4.69 |
4.74 |
4.94 |
4.86 |
| 09/20/06 |
4.73 |
4.93 |
5.09 |
5.00 |
4.81 |
4.73 |
4.70 |
4.70 |
4.73 |
4.93 |
4.85 |
| 09/21/06 |
4.72 |
4.92 |
5.04 |
4.93 |
4.71 |
4.61 |
4.60 |
4.61 |
4.65 |
4.86 |
4.78 |
| 09/22/06 |
4.73 |
4.93 |
5.02 |
4.90 |
4.67 |
4.58 |
4.55 |
4.56 |
4.60 |
4.82 |
4.74 |
| 09/25/06 |
4.72 |
4.88 |
5.01 |
4.88 |
4.63 |
4.54 |
4.51 |
4.51 |
4.56 |
4.77 |
4.70 |
| 09/26/06 |
4.64 |
4.88 |
5.02 |
4.91 |
4.68 |
4.59 |
4.55 |
4.55 |
4.59 |
4.79 |
4.71 |
| 09/27/06 |
4.60 |
4.88 |
5.01 |
4.89 |
4.66 |
4.59 |
4.56 |
4.56 |
4.60 |
4.81 |
4.73 |
| 09/28/06 |
4.53 |
4.87 |
5.01 |
4.90 |
4.68 |
4.60 |
4.57 |
4.58 |
4.63 |
4.84 |
4.76 |
| 09/18/06 |
4.76 |
4.94 |
5.12 |
5.04 |
4.88 |
4.80 |
4.77 |
4.78 |
4.81 |
5.01 |
4.93 |
| 09/15/06 |
4.77 |
4.96 |
5.11 |
5.03 |
4.87 |
4.79 |
4.76 |
4.77 |
4.80 |
5.00 |
4.92 |
| 09/05/06 |
4.96 |
5.00 |
5.13 |
5.02 |
4.80 |
4.73 |
4.73 |
4.74 |
4.78 |
5.01 |
4.93 |
| 09/06/06 |
4.89 |
4.97 |
5.12 |
5.02 |
4.82 |
4.76 |
4.75 |
4.76 |
4.80 |
5.02 |
4.95 |
| 09/07/06 |
4.89 |
4.97 |
5.13 |
5.02 |
4.82 |
4.76 |
4.74 |
4.75 |
4.80 |
5.01 |
4.94 |
| 09/08/06 |
4.83 |
4.93 |
5.10 |
5.00 |
4.80 |
4.73 |
4.71 |
4.72 |
4.78 |
4.99 |
4.92 |
| 09/11/06 |
4.85 |
4.93 |
5.13 |
5.03 |
4.83 |
4.77 |
4.74 |
4.75 |
4.80 |
5.02 |
4.95 |
| 09/12/06 |
4.75 |
4.90 |
5.12 |
5.02 |
4.82 |
4.74 |
4.71 |
4.73 |
4.78 |
4.98 |
4.91 |
| 09/13/06 |
4.78 |
4.91 |
5.08 |
4.99 |
4.80 |
4.72 |
4.70 |
4.72 |
4.77 |
4.97 |
4.90 |
| 09/14/06 |
4.81 |
4.95 |
5.12 |
5.02 |
4.83 |
4.77 |
4.74 |
4.75 |
4.79 |
4.99 |
4.92 |
| 09/29/06 |
4.60 |
4.89 |
5.02 |
4.91 |
4.71 |
4.62 |
4.59 |
4.60 |
4.64 |
4.84 |
4.77 |
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