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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/02/07 | 4.55 | 4.95 | 5.02 | 4.97 | 4.86 | 4.86 | 4.90 | 4.93 | 5.00 | 5.18 | 5.09 |
| 07/19/07 | 4.78 | 4.98 | 5.06 | 5.00 | 4.87 | 4.88 | 4.94 | 4.98 | 5.04 | 5.20 | 5.12 |
| 07/20/07 | 4.76 | 4.97 | 5.05 | 4.96 | 4.79 | 4.78 | 4.85 | 4.90 | 4.96 | 5.14 | 5.07 |
| 07/23/07 | 4.88 | 5.02 | 5.10 | 5.00 | 4.80 | 4.81 | 4.86 | 4.90 | 4.97 | 5.15 | 5.07 |
| 07/24/07 | 5.05 | 5.02 | 5.08 | 4.97 | 4.77 | 4.76 | 4.82 | 4.87 | 4.94 | 5.13 | 5.05 |
| 07/25/07 | 5.04 | 4.99 | 5.05 | 4.95 | 4.74 | 4.74 | 4.80 | 4.85 | 4.92 | 5.12 | 5.04 |
| 07/26/07 | 4.98 | 4.92 | 4.96 | 4.83 | 4.56 | 4.54 | 4.61 | 4.68 | 4.79 | 5.02 | 4.95 |
| 07/27/07 | 4.89 | 4.85 | 4.94 | 4.82 | 4.56 | 4.53 | 4.60 | 4.68 | 4.80 | 5.03 | 4.95 |
| 07/30/07 | 4.95 | 4.96 | 5.00 | 4.87 | 4.59 | 4.57 | 4.64 | 4.71 | 4.82 | 5.05 | 4.97 |
| 07/18/07 | 4.77 | 4.96 | 5.05 | 4.98 | 4.84 | 4.86 | 4.91 | 4.95 | 5.02 | 5.18 | 5.10 |
| 07/17/07 | 4.77 | 4.96 | 5.08 | 5.02 | 4.91 | 4.92 | 4.98 | 5.02 | 5.08 | 5.24 | 5.16 |
| 07/16/07 | 4.75 | 4.98 | 5.08 | 5.01 | 4.89 | 4.89 | 4.95 | 4.99 | 5.05 | 5.21 | 5.14 |
| 07/03/07 | 4.77 | 4.95 | 5.02 | 4.98 | 4.89 | 4.90 | 4.95 | 4.99 | 5.05 | 5.22 | 5.14 |
| 07/05/07 | 4.76 | 4.95 | 5.03 | 5.02 | 4.99 | 5.00 | 5.05 | 5.10 | 5.16 | 5.32 | 5.24 |
| 07/06/07 | 4.71 | 4.95 | 5.01 | 5.00 | 4.99 | 5.02 | 5.10 | 5.14 | 5.19 | 5.36 | 5.28 |
| 07/09/07 | 4.68 | 4.97 | 5.05 | 5.03 | 4.97 | 5.00 | 5.07 | 5.11 | 5.16 | 5.32 | 5.25 |
| 07/10/07 | 4.74 | 4.95 | 5.03 | 4.97 | 4.85 | 4.87 | 4.93 | 4.97 | 5.03 | 5.21 | 5.14 |
| 07/11/07 | 4.73 | 4.95 | 5.04 | 4.99 | 4.89 | 4.90 | 4.98 | 5.02 | 5.09 | 5.26 | 5.18 |
| 07/12/07 | 4.73 | 4.97 | 5.05 | 5.02 | 4.94 | 4.97 | 5.03 | 5.08 | 5.13 | 5.29 | 5.22 |
| 07/13/07 | 4.72 | 4.97 | 5.05 | 5.01 | 4.94 | 4.95 | 5.01 | 5.05 | 5.11 | 5.27 | 5.19 |
| 07/31/07 | 5.13 | 4.96 | 4.99 | 4.85 | 4.56 | 4.55 | 4.60 | 4.67 | 4.78 | 5.00 | 4.92 |
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