|
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.
|
|
|
|
|
|
|
|
|
|
|
|
| 05/01/07 |
4.69 |
4.90 |
5.01 |
4.89 |
4.63 |
4.56 |
4.54 |
4.57 |
4.64 |
4.89 |
4.81 |
| 05/17/07 |
4.80 |
4.81 |
4.90 |
4.86 |
4.78 |
4.71 |
4.68 |
4.69 |
4.76 |
4.99 |
4.91 |
| 05/18/07 |
4.78 |
4.84 |
4.98 |
4.92 |
4.82 |
4.75 |
4.74 |
4.75 |
4.81 |
5.03 |
4.96 |
| 05/21/07 |
4.85 |
4.88 |
5.01 |
4.95 |
4.81 |
4.74 |
4.71 |
4.73 |
4.79 |
5.02 |
4.94 |
| 05/22/07 |
5.01 |
4.93 |
5.02 |
4.96 |
4.83 |
4.77 |
4.76 |
4.78 |
4.83 |
5.06 |
4.98 |
| 05/23/07 |
5.00 |
4.91 |
5.01 |
4.96 |
4.85 |
4.79 |
4.79 |
4.80 |
4.86 |
5.09 |
5.01 |
| 05/24/07 |
4.99 |
4.91 |
4.99 |
4.94 |
4.85 |
4.80 |
4.79 |
4.80 |
4.86 |
5.09 |
5.00 |
| 05/25/07 |
4.97 |
4.88 |
4.97 |
4.93 |
4.85 |
4.81 |
4.80 |
4.82 |
4.86 |
5.09 |
5.01 |
| 05/29/07 |
4.95 |
4.90 |
5.00 |
4.96 |
4.88 |
4.83 |
4.82 |
4.83 |
4.88 |
5.09 |
5.01 |
| 05/30/07 |
4.94 |
4.85 |
4.99 |
4.96 |
4.89 |
4.85 |
4.83 |
4.84 |
4.88 |
5.09 |
5.01 |
| 05/16/07 |
4.73 |
4.75 |
4.86 |
4.82 |
4.73 |
4.66 |
4.62 |
4.64 |
4.71 |
4.95 |
4.88 |
| 05/15/07 |
4.79 |
4.83 |
4.91 |
4.85 |
4.75 |
4.66 |
4.63 |
4.65 |
4.71 |
4.95 |
4.88 |
| 05/02/07 |
4.72 |
4.91 |
5.02 |
4.90 |
4.65 |
4.57 |
4.55 |
4.58 |
4.65 |
4.89 |
4.82 |
| 05/03/07 |
4.74 |
4.90 |
5.03 |
4.93 |
4.71 |
4.62 |
4.59 |
4.61 |
4.68 |
4.91 |
4.84 |
| 05/04/07 |
4.74 |
4.90 |
5.03 |
4.91 |
4.68 |
4.59 |
4.55 |
4.58 |
4.65 |
4.88 |
4.80 |
| 05/07/07 |
4.76 |
4.89 |
5.03 |
4.92 |
4.68 |
4.58 |
4.55 |
4.57 |
4.64 |
4.86 |
4.79 |
| 05/08/07 |
4.76 |
4.90 |
5.02 |
4.91 |
4.68 |
4.58 |
4.54 |
4.56 |
4.63 |
4.87 |
4.80 |
| 05/09/07 |
4.75 |
4.88 |
4.99 |
4.90 |
4.73 |
4.64 |
4.58 |
4.60 |
4.67 |
4.91 |
4.83 |
| 05/10/07 |
4.77 |
4.87 |
4.95 |
4.86 |
4.70 |
4.60 |
4.56 |
4.58 |
4.65 |
4.90 |
4.83 |
| 05/11/07 |
4.75 |
4.87 |
4.91 |
4.85 |
4.71 |
4.62 |
4.58 |
4.60 |
4.67 |
4.92 |
4.85 |
| 05/14/07 |
4.72 |
4.85 |
4.94 |
4.87 |
4.73 |
4.65 |
4.61 |
4.63 |
4.69 |
4.93 |
4.86 |
| 05/31/07 |
4.78 |
4.73 |
4.96 |
4.95 |
4.92 |
4.88 |
4.86 |
4.87 |
4.90 |
5.10 |
5.01 |
|
|