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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.
August 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/01/07 | 5.05 | 4.89 | 4.96 | 4.82 | 4.56 | 4.53 | 4.60 | 4.66 | 4.76 | 4.99 | 4.90 |
| 08/20/07 | 2.47 | 3.12 | 4.17 | 4.15 | 4.11 | 4.19 | 4.32 | 4.44 | 4.64 | 5.04 | 4.98 |
| 08/21/07 | 3.17 | 3.59 | 4.08 | 4.07 | 4.05 | 4.12 | 4.27 | 4.41 | 4.60 | 5.00 | 4.95 |
| 08/22/07 | 3.12 | 3.67 | 4.08 | 4.10 | 4.15 | 4.19 | 4.34 | 4.46 | 4.63 | 5.01 | 4.96 |
| 08/23/07 | 3.79 | 3.89 | 4.19 | 4.19 | 4.20 | 4.24 | 4.36 | 4.47 | 4.62 | 4.98 | 4.93 |
| 08/24/07 | 4.24 | 4.24 | 4.32 | 4.31 | 4.30 | 4.31 | 4.42 | 4.50 | 4.63 | 4.95 | 4.88 |
| 08/27/07 | 4.74 | 4.63 | 4.69 | 4.55 | 4.28 | 4.28 | 4.39 | 4.47 | 4.60 | 4.92 | 4.87 |
| 08/28/07 | 4.60 | 4.40 | 4.48 | 4.36 | 4.13 | 4.14 | 4.25 | 4.36 | 4.53 | 4.90 | 4.86 |
| 08/29/07 | 4.02 | 3.98 | 4.30 | 4.24 | 4.14 | 4.19 | 4.31 | 4.41 | 4.57 | 4.93 | 4.88 |
| 08/30/07 | 3.69 | 3.84 | 4.21 | 4.17 | 4.08 | 4.14 | 4.21 | 4.33 | 4.51 | 4.87 | 4.83 |
| 08/17/07 | 3.03 | 3.76 | 4.19 | 4.19 | 4.18 | 4.25 | 4.35 | 4.47 | 4.68 | 5.06 | 5.00 |
| 08/16/07 | 3.13 | 3.79 | 4.22 | 4.18 | 4.08 | 4.15 | 4.26 | 4.39 | 4.60 | 4.99 | 4.92 |
| 08/15/07 | 4.18 | 4.21 | 4.48 | 4.41 | 4.27 | 4.31 | 4.41 | 4.52 | 4.69 | 5.07 | 5.00 |
| 08/02/07 | 5.02 | 4.89 | 4.95 | 4.83 | 4.59 | 4.57 | 4.62 | 4.68 | 4.77 | 5.00 | 4.91 |
| 08/03/07 | 4.94 | 4.85 | 4.91 | 4.76 | 4.46 | 4.45 | 4.52 | 4.59 | 4.71 | 4.96 | 4.87 |
| 08/06/07 | 4.92 | 4.88 | 4.92 | 4.76 | 4.46 | 4.45 | 4.52 | 4.60 | 4.72 | 4.98 | 4.89 |
| 08/07/07 | 5.05 | 4.94 | 4.98 | 4.84 | 4.56 | 4.55 | 4.60 | 4.66 | 4.77 | 5.01 | 4.92 |
| 08/08/07 | 5.04 | 4.95 | 5.01 | 4.89 | 4.64 | 4.64 | 4.69 | 4.75 | 4.84 | 5.11 | 5.01 |
| 08/09/07 | 4.70 | 4.81 | 4.86 | 4.74 | 4.49 | 4.51 | 4.58 | 4.66 | 4.79 | 5.10 | 5.02 |
| 08/10/07 | 4.38 | 4.57 | 4.80 | 4.69 | 4.47 | 4.51 | 4.59 | 4.68 | 4.81 | 5.11 | 5.03 |
| 08/13/07 | 4.61 | 4.74 | 4.90 | 4.75 | 4.46 | 4.49 | 4.57 | 4.65 | 4.78 | 5.09 | 5.01 |
| 08/14/07 | 4.62 | 4.64 | 4.81 | 4.67 | 4.39 | 4.42 | 4.51 | 4.60 | 4.73 | 5.06 | 4.99 |
| 08/31/07 | 4.02 | 4.01 | 4.21 | 4.19 | 4.15 | 4.16 | 4.25 | 4.36 | 4.54 | 4.87 | 4.83 |
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