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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.
January 2008
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 01/02/08 | 3.09 | 3.26 | 3.32 | 3.17 | 2.88 | 2.89 | 3.28 | 3.54 | 3.91 | 4.39 | 4.35 |
| 01/18/08 | 2.63 | 2.86 | 2.86 | 2.69 | 2.36 | 2.39 | 2.86 | 3.20 | 3.66 | 4.30 | 4.28 |
| 01/22/08 | 2.15 | 2.35 | 2.41 | 2.29 | 2.08 | 2.12 | 2.64 | 3.01 | 3.52 | 4.23 | 4.23 |
| 01/23/08 | 2.07 | 2.21 | 2.25 | 2.19 | 2.09 | 2.12 | 2.64 | 3.01 | 3.51 | 4.23 | 4.23 |
| 01/24/08 | 2.19 | 2.37 | 2.48 | 2.40 | 2.25 | 2.30 | 2.85 | 3.21 | 3.68 | 4.37 | 4.36 |
| 01/25/08 | 2.07 | 2.30 | 2.41 | 2.34 | 2.23 | 2.28 | 2.81 | 3.15 | 3.61 | 4.30 | 4.28 |
| 01/28/08 | 2.12 | 2.34 | 2.36 | 2.30 | 2.20 | 2.27 | 2.80 | 3.15 | 3.61 | 4.30 | 4.29 |
| 01/29/08 | 2.13 | 2.28 | 2.36 | 2.33 | 2.29 | 2.33 | 2.87 | 3.23 | 3.69 | 4.35 | 4.34 |
| 01/30/08 | 1.93 | 2.21 | 2.29 | 2.30 | 2.30 | 2.44 | 2.96 | 3.32 | 3.78 | 4.45 | 4.44 |
| 01/17/08 | 3.07 | 3.07 | 3.01 | 2.81 | 2.44 | 2.46 | 2.90 | 3.22 | 3.66 | 4.27 | 4.25 |
| 01/16/08 | 3.14 | 3.14 | 3.05 | 2.86 | 2.51 | 2.55 | 3.00 | 3.32 | 3.74 | 4.34 | 4.32 |
| 01/15/08 | 3.15 | 3.17 | 3.05 | 2.87 | 2.53 | 2.55 | 3.00 | 3.30 | 3.72 | 4.30 | 4.28 |
| 01/03/08 | 3.19 | 3.24 | 3.29 | 3.13 | 2.83 | 2.85 | 3.26 | 3.54 | 3.91 | 4.41 | 4.37 |
| 01/04/08 | 3.22 | 3.20 | 3.22 | 3.06 | 2.74 | 2.75 | 3.18 | 3.47 | 3.88 | 4.40 | 4.36 |
| 01/07/08 | 3.27 | 3.27 | 3.29 | 3.11 | 2.76 | 2.76 | 3.16 | 3.46 | 3.86 | 4.37 | 4.34 |
| 01/08/08 | 3.31 | 3.25 | 3.27 | 3.09 | 2.76 | 2.76 | 3.16 | 3.47 | 3.86 | 4.39 | 4.35 |
| 01/09/08 | 3.34 | 3.22 | 3.22 | 3.04 | 2.69 | 2.69 | 3.10 | 3.40 | 3.82 | 4.35 | 4.32 |
| 01/10/08 | 3.37 | 3.24 | 3.21 | 3.04 | 2.71 | 2.74 | 3.16 | 3.49 | 3.91 | 4.47 | 4.44 |
| 01/11/08 | 3.23 | 3.09 | 3.07 | 2.91 | 2.59 | 2.61 | 3.06 | 3.38 | 3.82 | 4.40 | 4.39 |
| 01/14/08 | 3.20 | 3.19 | 3.07 | 2.90 | 2.58 | 2.61 | 3.08 | 3.39 | 3.81 | 4.39 | 4.37 |
| 01/31/08 | 1.64 | 1.96 | 2.07 | 2.11 | 2.17 | 2.27 | 2.82 | 3.19 | 3.67 | 4.35 | 4.35 |
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