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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.
October 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10/01/07 | 3.52 | 3.92 | 4.15 | 4.11 | 4.02 | 4.05 | 4.24 | 4.37 | 4.56 | 4.85 | 4.79 |
| 10/18/07 | 3.21 | 3.76 | 4.09 | 4.03 | 3.93 | 3.98 | 4.17 | 4.31 | 4.52 | 4.84 | 4.78 |
| 10/19/07 | 3.45 | 3.86 | 4.07 | 3.98 | 3.80 | 3.85 | 4.03 | 4.19 | 4.41 | 4.74 | 4.68 |
| 10/22/07 | 3.69 | 4.00 | 4.15 | 4.05 | 3.85 | 3.88 | 4.08 | 4.21 | 4.42 | 4.73 | 4.68 |
| 10/23/07 | 3.98 | 3.98 | 4.12 | 4.01 | 3.81 | 3.86 | 4.06 | 4.20 | 4.41 | 4.74 | 4.69 |
| 10/24/07 | 3.83 | 3.85 | 4.00 | 3.91 | 3.74 | 3.79 | 3.99 | 4.14 | 4.36 | 4.69 | 4.64 |
| 10/25/07 | 3.92 | 3.94 | 4.02 | 3.93 | 3.74 | 3.78 | 4.01 | 4.15 | 4.37 | 4.70 | 4.66 |
| 10/26/07 | 3.97 | 3.96 | 4.05 | 3.96 | 3.77 | 3.79 | 4.04 | 4.19 | 4.41 | 4.73 | 4.68 |
| 10/29/07 | 3.96 | 4.01 | 4.10 | 4.00 | 3.79 | 3.84 | 4.04 | 4.19 | 4.39 | 4.71 | 4.66 |
| 10/30/07 | 4.03 | 3.96 | 4.07 | 3.98 | 3.82 | 3.85 | 4.06 | 4.20 | 4.40 | 4.72 | 4.68 |
| 10/17/07 | 3.74 | 4.01 | 4.17 | 4.11 | 4.00 | 4.04 | 4.22 | 4.36 | 4.57 | 4.88 | 4.82 |
| 10/16/07 | 4.14 | 4.25 | 4.33 | 4.26 | 4.12 | 4.17 | 4.34 | 4.47 | 4.66 | 4.97 | 4.90 |
| 10/02/07 | 3.63 | 3.96 | 4.16 | 4.10 | 3.98 | 4.01 | 4.20 | 4.34 | 4.54 | 4.83 | 4.77 |
| 10/03/07 | 3.67 | 3.96 | 4.16 | 4.11 | 4.02 | 4.07 | 4.24 | 4.37 | 4.55 | 4.85 | 4.79 |
| 10/04/07 | 3.63 | 3.96 | 4.15 | 4.10 | 4.00 | 4.06 | 4.22 | 4.35 | 4.54 | 4.83 | 4.77 |
| 10/05/07 | 3.58 | 4.00 | 4.20 | 4.16 | 4.08 | 4.16 | 4.33 | 4.46 | 4.65 | 4.94 | 4.87 |
| 10/09/07 | 3.72 | 4.06 | 4.28 | 4.23 | 4.15 | 4.21 | 4.38 | 4.49 | 4.67 | 4.93 | 4.87 |
| 10/10/07 | 3.81 | 4.06 | 4.27 | 4.23 | 4.15 | 4.21 | 4.37 | 4.49 | 4.65 | 4.93 | 4.86 |
| 10/11/07 | 3.98 | 4.12 | 4.27 | 4.22 | 4.13 | 4.18 | 4.36 | 4.48 | 4.66 | 4.95 | 4.87 |
| 10/12/07 | 4.12 | 4.20 | 4.31 | 4.28 | 4.23 | 4.27 | 4.42 | 4.53 | 4.70 | 4.98 | 4.91 |
| 10/15/07 | 4.25 | 4.30 | 4.40 | 4.33 | 4.22 | 4.25 | 4.40 | 4.52 | 4.69 | 4.98 | 4.91 |
| 10/31/07 | 4.01 | 3.94 | 4.09 | 4.04 | 3.94 | 3.94 | 4.16 | 4.29 | 4.48 | 4.79 | 4.74 |
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