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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.
March 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 02/01/07 | 4.99 | 5.13 | 5.16 | 5.09 | 4.96 | 4.88 | 4.84 | 4.84 | 4.84 | 5.02 | 4.93 |
| 02/27/07 | 5.22 | 5.14 | 5.10 | 4.93 | 4.59 | 4.50 | 4.46 | 4.46 | 4.50 | 4.73 | 4.62 |
| 02/26/07 | 5.23 | 5.19 | 5.18 | 5.05 | 4.77 | 4.67 | 4.62 | 4.62 | 4.63 | 4.84 | 4.73 |
| 02/23/07 | 5.25 | 5.18 | 5.17 | 5.05 | 4.82 | 4.71 | 4.67 | 4.67 | 4.68 | 4.89 | 4.79 |
| 02/22/07 | 5.26 | 5.19 | 5.17 | 5.07 | 4.87 | 4.77 | 4.72 | 4.72 | 4.73 | 4.94 | 4.83 |
| 02/21/07 | 5.27 | 5.18 | 5.16 | 5.05 | 4.82 | 4.74 | 4.68 | 4.68 | 4.69 | 4.90 | 4.79 |
| 02/20/07 | 5.23 | 5.19 | 5.16 | 5.04 | 4.81 | 4.71 | 4.67 | 4.67 | 4.68 | 4.89 | 4.78 |
| 02/16/07 | 5.23 | 5.17 | 5.15 | 5.05 | 4.83 | 4.73 | 4.68 | 4.68 | 4.69 | 4.90 | 4.79 |
| 02/15/07 | 5.23 | 5.17 | 5.15 | 5.04 | 4.83 | 4.73 | 4.68 | 4.69 | 4.70 | 4.91 | 4.81 |
| 02/14/07 | 5.23 | 5.16 | 5.16 | 5.06 | 4.87 | 4.77 | 4.72 | 4.72 | 4.74 | 4.94 | 4.83 |
| 02/13/07 | 5.24 | 5.17 | 5.17 | 5.10 | 4.95 | 4.85 | 4.81 | 4.81 | 4.82 | 5.02 | 4.90 |
| 02/12/07 | 5.16 | 5.18 | 5.18 | 5.10 | 4.94 | 4.84 | 4.80 | 4.80 | 4.80 | 5.00 | 4.88 |
| 02/09/07 | 5.15 | 5.15 | 5.17 | 5.08 | 4.92 | 4.82 | 4.78 | 4.78 | 4.79 | 4.98 | 4.87 |
| 02/08/07 | 5.15 | 5.16 | 5.16 | 5.06 | 4.87 | 4.77 | 4.73 | 4.73 | 4.73 | 4.93 | 4.81 |
| 02/07/07 | 5.15 | 5.15 | 5.16 | 5.06 | 4.87 | 4.77 | 4.74 | 4.73 | 4.74 | 4.94 | 4.86 |
| 02/06/07 | 5.14 | 5.14 | 5.16 | 5.07 | 4.90 | 4.80 | 4.76 | 4.76 | 4.77 | 4.96 | 4.87 |
| 02/05/07 | 5.06 | 5.15 | 5.16 | 5.08 | 4.92 | 4.84 | 4.80 | 4.80 | 4.81 | 5.00 | 4.91 |
| 02/02/07 | 5.01 | 5.14 | 5.16 | 5.08 | 4.94 | 4.87 | 4.82 | 4.82 | 4.83 | 5.02 | 4.93 |
| 02/28/07 | 5.24 | 5.16 | 5.12 | 4.96 | 4.65 | 4.55 | 4.52 | 4.53 | 4.56 | 4.78 | 4.68 |
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