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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.
July 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 06/01/07 | 4.80 | 4.79 | 4.98 | 4.98 | 4.97 | 4.94 | 4.92 | 4.92 | 4.95 | 5.15 | 5.06 |
| 06/19/07 | 4.44 | 4.65 | 4.91 | 4.92 | 4.94 | 4.98 | 5.00 | 5.03 | 5.09 | 5.28 | 5.20 |
| 06/20/07 | 4.42 | 4.74 | 4.97 | 4.97 | 4.97 | 5.01 | 5.05 | 5.09 | 5.14 | 5.32 | 5.24 |
| 06/21/07 | 4.17 | 4.70 | 4.96 | 4.96 | 4.98 | 5.01 | 5.06 | 5.10 | 5.16 | 5.36 | 5.28 |
| 06/22/07 | 4.29 | 4.73 | 4.95 | 4.94 | 4.92 | 4.97 | 5.02 | 5.07 | 5.14 | 5.34 | 5.25 |
| 06/25/07 | 4.43 | 4.82 | 5.01 | 4.96 | 4.87 | 4.92 | 4.97 | 5.01 | 5.09 | 5.28 | 5.20 |
| 06/26/07 | 4.53 | 4.82 | 5.01 | 4.97 | 4.90 | 4.95 | 4.99 | 5.03 | 5.10 | 5.31 | 5.22 |
| 06/27/07 | 4.24 | 4.77 | 4.95 | 4.93 | 4.91 | 4.93 | 4.97 | 5.02 | 5.09 | 5.28 | 5.20 |
| 06/28/07 | 4.08 | 4.78 | 4.95 | 4.95 | 4.96 | 4.98 | 5.02 | 5.06 | 5.12 | 5.30 | 5.22 |
| 06/18/07 | 4.47 | 4.63 | 4.93 | 4.95 | 5.01 | 5.05 | 5.07 | 5.10 | 5.15 | 5.34 | 5.26 |
| 06/15/07 | 4.46 | 4.56 | 4.87 | 4.93 | 5.05 | 5.07 | 5.10 | 5.12 | 5.16 | 5.34 | 5.26 |
| 06/14/07 | 4.51 | 4.65 | 4.93 | 4.98 | 5.10 | 5.13 | 5.16 | 5.19 | 5.23 | 5.39 | 5.30 |
| 06/04/07 | 4.78 | 4.81 | 4.99 | 4.99 | 4.97 | 4.92 | 4.91 | 4.91 | 4.93 | 5.11 | 5.02 |
| 06/05/07 | 4.75 | 4.83 | 4.99 | 4.99 | 4.99 | 4.97 | 4.96 | 4.96 | 4.98 | 5.16 | 5.07 |
| 06/06/07 | 4.78 | 4.80 | 4.95 | 4.96 | 4.97 | 4.94 | 4.94 | 4.94 | 4.97 | 5.17 | 5.08 |
| 06/07/07 | 4.80 | 4.80 | 4.97 | 4.99 | 5.03 | 5.03 | 5.05 | 5.07 | 5.11 | 5.29 | 5.20 |
| 06/08/07 | 4.76 | 4.77 | 4.93 | 4.96 | 5.01 | 5.03 | 5.06 | 5.08 | 5.12 | 5.30 | 5.22 |
| 06/11/07 | 4.70 | 4.73 | 4.96 | 4.98 | 5.01 | 5.03 | 5.07 | 5.10 | 5.14 | 5.32 | 5.24 |
| 06/12/07 | 4.65 | 4.72 | 4.97 | 5.01 | 5.08 | 5.13 | 5.18 | 5.21 | 5.26 | 5.44 | 5.35 |
| 06/13/07 | 4.62 | 4.66 | 4.94 | 4.98 | 5.08 | 5.10 | 5.13 | 5.16 | 5.20 | 5.36 | 5.28 |
| 06/29/07 | 4.28 | 4.82 | 4.93 | 4.91 | 4.87 | 4.89 | 4.92 | 4.96 | 5.03 | 5.21 | 5.12 |
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