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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.
December 2007
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 11/01/07 | 3.90 | 3.81 | 3.95 | 3.89 | 3.77 | 3.80 | 4.02 | 4.16 | 4.36 | 4.69 | 4.64 |
| 11/19/07 | 3.74 | 3.40 | 3.55 | 3.43 | 3.18 | 3.16 | 3.57 | 3.78 | 4.07 | 4.50 | 4.47 |
| 11/20/07 | 3.65 | 3.25 | 3.41 | 3.32 | 3.14 | 3.15 | 3.52 | 3.74 | 4.06 | 4.51 | 4.49 |
| 11/21/07 | 3.54 | 3.09 | 3.28 | 3.18 | 2.99 | 3.03 | 3.40 | 3.65 | 4.00 | 4.49 | 4.46 |
| 11/23/07 | 3.64 | 3.23 | 3.39 | 3.28 | 3.07 | 3.10 | 3.42 | 3.67 | 4.01 | 4.46 | 4.43 |
| 11/26/07 | 3.53 | 3.13 | 3.33 | 3.20 | 2.92 | 2.93 | 3.23 | 3.48 | 3.83 | 4.29 | 4.26 |
| 11/27/07 | 3.68 | 3.16 | 3.37 | 3.26 | 3.05 | 3.04 | 3.38 | 3.61 | 3.95 | 4.40 | 4.36 |
| 11/28/07 | 3.52 | 3.05 | 3.38 | 3.31 | 3.17 | 3.21 | 3.50 | 3.72 | 4.03 | 4.46 | 4.41 |
| 11/29/07 | 3.38 | 2.99 | 3.30 | 3.22 | 3.06 | 3.11 | 3.42 | 3.64 | 3.94 | 4.39 | 4.35 |
| 11/16/07 | 3.78 | 3.40 | 3.57 | 3.49 | 3.33 | 3.30 | 3.68 | 3.88 | 4.15 | 4.56 | 4.52 |
| 11/15/07 | 3.74 | 3.30 | 3.56 | 3.49 | 3.35 | 3.35 | 3.71 | 3.90 | 4.17 | 4.58 | 4.54 |
| 11/02/07 | 3.73 | 3.61 | 3.79 | 3.74 | 3.66 | 3.68 | 3.93 | 4.09 | 4.31 | 4.65 | 4.61 |
| 11/05/07 | 3.86 | 3.71 | 3.94 | 3.86 | 3.69 | 3.71 | 3.96 | 4.12 | 4.35 | 4.67 | 4.63 |
| 11/06/07 | 3.99 | 3.76 | 3.90 | 3.83 | 3.70 | 3.73 | 3.99 | 4.15 | 4.38 | 4.70 | 4.66 |
| 11/07/07 | 3.77 | 3.49 | 3.76 | 3.71 | 3.61 | 3.60 | 3.92 | 4.09 | 4.34 | 4.71 | 4.67 |
| 11/08/07 | 3.56 | 3.38 | 3.67 | 3.61 | 3.47 | 3.46 | 3.81 | 4.00 | 4.28 | 4.70 | 4.67 |
| 11/09/07 | 3.42 | 3.27 | 3.64 | 3.57 | 3.42 | 3.44 | 3.77 | 3.96 | 4.23 | 4.64 | 4.61 |
| 11/13/07 | 3.73 | 3.50 | 3.76 | 3.68 | 3.54 | 3.52 | 3.84 | 4.01 | 4.26 | 4.64 | 4.61 |
| 11/14/07 | 3.86 | 3.41 | 3.70 | 3.65 | 3.57 | 3.53 | 3.86 | 4.03 | 4.28 | 4.65 | 4.61 |
| 11/30/07 | 3.63 | 3.15 | 3.37 | 3.26 | 3.04 | 3.09 | 3.41 | 3.64 | 3.97 | 4.44 | 4.40 |
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