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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.
January 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 01/02/07 | 4.79 | 5.07 | 5.11 | 5.00 | 4.80 | 4.71 | 4.68 | 4.68 | 4.68 | 4.87 | 4.79 |
| 01/19/07 | 4.96 | 5.14 | 5.17 | 5.09 | 4.93 | 4.83 | 4.78 | 4.78 | 4.78 | 4.96 | 4.87 |
| 01/22/07 | 4.98 | 5.13 | 5.18 | 5.09 | 4.91 | 4.82 | 4.77 | 4.76 | 4.76 | 4.94 | 4.84 |
| 01/23/07 | 5.02 | 5.14 | 5.18 | 5.10 | 4.94 | 4.85 | 4.81 | 4.81 | 4.81 | 5.00 | 4.90 |
| 01/24/07 | 4.99 | 5.13 | 5.17 | 5.09 | 4.93 | 4.85 | 4.81 | 4.81 | 4.81 | 5.00 | 4.91 |
| 01/25/07 | 4.97 | 5.14 | 5.18 | 5.11 | 4.98 | 4.90 | 4.85 | 4.85 | 4.87 | 5.06 | 4.96 |
| 01/26/07 | 4.94 | 5.13 | 5.18 | 5.12 | 4.99 | 4.91 | 4.87 | 4.87 | 4.88 | 5.07 | 4.98 |
| 01/29/07 | 4.95 | 5.14 | 5.19 | 5.12 | 4.99 | 4.93 | 4.89 | 4.89 | 4.90 | 5.09 | 4.99 |
| 01/30/07 | 4.99 | 5.13 | 5.18 | 5.11 | 4.98 | 4.90 | 4.86 | 4.86 | 4.88 | 5.07 | 4.98 |
| 01/18/07 | 4.97 | 5.12 | 5.16 | 5.07 | 4.89 | 4.80 | 4.75 | 4.75 | 4.75 | 4.94 | 4.85 |
| 01/17/07 | 5.01 | 5.12 | 5.16 | 5.08 | 4.91 | 4.83 | 4.78 | 4.78 | 4.79 | 4.98 | 4.88 |
| 01/16/07 | 5.00 | 5.11 | 5.16 | 5.06 | 4.86 | 4.79 | 4.74 | 4.74 | 4.75 | 4.94 | 4.85 |
| 01/03/07 | 4.84 | 5.05 | 5.09 | 4.98 | 4.76 | 4.69 | 4.66 | 4.66 | 4.67 | 4.85 | 4.77 |
| 01/04/07 | 4.80 | 5.04 | 5.07 | 4.95 | 4.71 | 4.63 | 4.61 | 4.61 | 4.62 | 4.81 | 4.72 |
| 01/05/07 | 4.81 | 5.05 | 5.09 | 4.98 | 4.76 | 4.68 | 4.65 | 4.65 | 4.65 | 4.84 | 4.74 |
| 01/08/07 | 4.87 | 5.08 | 5.13 | 5.01 | 4.78 | 4.70 | 4.66 | 4.66 | 4.66 | 4.84 | 4.74 |
| 01/09/07 | 4.90 | 5.08 | 5.13 | 5.02 | 4.79 | 4.70 | 4.65 | 4.65 | 4.66 | 4.83 | 4.74 |
| 01/10/07 | 4.94 | 5.09 | 5.13 | 5.02 | 4.81 | 4.72 | 4.68 | 4.68 | 4.69 | 4.87 | 4.77 |
| 01/11/07 | 4.99 | 5.11 | 5.15 | 5.05 | 4.86 | 4.78 | 4.73 | 4.73 | 4.74 | 4.92 | 4.82 |
| 01/12/07 | 4.98 | 5.09 | 5.15 | 5.06 | 4.88 | 4.81 | 4.76 | 4.76 | 4.77 | 4.96 | 4.86 |
| 01/31/07 | 5.00 | 5.12 | 5.16 | 5.09 | 4.94 | 4.85 | 4.82 | 4.82 | 4.83 | 5.02 | 4.93 |
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