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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 12/03/07 | 3.55 | 3.06 | 3.28 | 3.15 | 2.90 | 2.93 | 3.28 | 3.53 | 3.89 | 4.38 | 4.34 |
| 12/18/07 | 2.76 | 3.04 | 3.37 | 3.31 | 3.19 | 3.20 | 3.53 | 3.78 | 4.14 | 4.60 | 4.55 |
| 12/19/07 | 2.66 | 2.91 | 3.33 | 3.26 | 3.12 | 3.13 | 3.46 | 3.71 | 4.06 | 4.52 | 4.47 |
| 12/20/07 | 2.42 | 2.92 | 3.26 | 3.20 | 3.09 | 3.09 | 3.45 | 3.70 | 4.04 | 4.50 | 4.46 |
| 12/21/07 | 2.44 | 3.00 | 3.38 | 3.31 | 3.19 | 3.20 | 3.58 | 3.84 | 4.18 | 4.62 | 4.58 |
| 12/24/07 | 2.75 | 3.33 | 3.57 | 3.46 | 3.24 | 3.25 | 3.65 | 3.89 | 4.23 | 4.67 | 4.62 |
| 12/26/07 | 3.04 | 3.32 | 3.58 | 3.49 | 3.31 | 3.32 | 3.72 | 3.96 | 4.30 | 4.73 | 4.68 |
| 12/27/07 | 2.85 | 3.17 | 3.43 | 3.37 | 3.24 | 3.23 | 3.64 | 3.88 | 4.21 | 4.66 | 4.61 |
| 12/28/07 | 2.57 | 3.18 | 3.45 | 3.34 | 3.12 | 3.13 | 3.52 | 3.77 | 4.11 | 4.56 | 4.51 |
| 12/17/07 | 2.78 | 3.07 | 3.39 | 3.34 | 3.24 | 3.25 | 3.57 | 3.83 | 4.20 | 4.67 | 4.62 |
| 12/14/07 | 2.61 | 2.88 | 3.26 | 3.28 | 3.31 | 3.32 | 3.63 | 3.88 | 4.24 | 4.71 | 4.66 |
| 12/04/07 | 3.16 | 3.07 | 3.22 | 3.11 | 2.90 | 2.92 | 3.28 | 3.54 | 3.89 | 4.38 | 4.34 |
| 12/05/07 | 3.15 | 3.07 | 3.24 | 3.13 | 2.90 | 2.91 | 3.28 | 3.55 | 3.92 | 4.42 | 4.39 |
| 12/06/07 | 3.09 | 3.09 | 3.29 | 3.20 | 3.03 | 3.03 | 3.39 | 3.66 | 4.02 | 4.52 | 4.49 |
| 12/07/07 | 3.04 | 3.12 | 3.30 | 3.24 | 3.12 | 3.15 | 3.51 | 3.77 | 4.12 | 4.62 | 4.58 |
| 12/10/07 | 3.05 | 3.05 | 3.31 | 3.26 | 3.17 | 3.19 | 3.54 | 3.80 | 4.15 | 4.64 | 4.60 |
| 12/11/07 | 2.89 | 2.94 | 3.17 | 3.09 | 2.94 | 2.99 | 3.32 | 3.59 | 3.98 | 4.51 | 4.47 |
| 12/12/07 | 2.89 | 2.88 | 3.20 | 3.16 | 3.07 | 3.12 | 3.41 | 3.68 | 4.05 | 4.55 | 4.51 |
| 12/13/07 | 2.70 | 2.87 | 3.22 | 3.22 | 3.21 | 3.22 | 3.54 | 3.80 | 4.18 | 4.66 | 4.61 |
| 12/31/07 | 2.76 | 3.36 | 3.49 | 3.34 | 3.05 | 3.07 | 3.45 | 3.70 | 4.04 | 4.50 | 4.45 |
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