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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.
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| 02/01/08 |
1.75 |
2.10 |
2.15 |
2.13 |
2.09 |
2.22 |
2.75 |
3.13 |
3.62 |
4.31 |
4.32 |
| 02/19/08 |
2.37 |
2.28 |
2.14 |
2.11 |
2.06 |
2.31 |
2.93 |
3.37 |
3.89 |
4.63 |
4.66 |
| 02/20/08 |
2.40 |
2.25 |
2.17 |
2.16 |
2.14 |
2.43 |
3.02 |
3.45 |
3.93 |
4.63 |
4.65 |
| 02/21/08 |
2.35 |
2.20 |
2.10 |
2.05 |
1.98 |
2.23 |
2.80 |
3.24 |
3.77 |
4.52 |
4.54 |
| 02/22/08 |
2.33 |
2.20 |
2.14 |
2.08 |
1.98 |
2.24 |
2.81 |
3.26 |
3.79 |
4.55 |
4.58 |
| 02/25/08 |
2.34 |
2.20 |
2.13 |
2.13 |
2.13 |
2.39 |
2.98 |
3.41 |
3.91 |
4.65 |
4.67 |
| 02/26/08 |
2.34 |
2.14 |
2.09 |
2.07 |
2.04 |
2.32 |
2.92 |
3.36 |
3.88 |
4.64 |
4.66 |
| 02/27/08 |
2.21 |
1.98 |
2.02 |
2.02 |
2.01 |
2.25 |
2.89 |
3.33 |
3.85 |
4.62 |
4.65 |
| 02/28/08 |
2.08 |
1.90 |
1.95 |
1.92 |
1.87 |
2.10 |
2.73 |
3.17 |
3.71 |
4.51 |
4.55 |
| 02/15/08 |
2.40 |
2.21 |
2.07 |
2.02 |
1.91 |
2.15 |
2.76 |
3.21 |
3.76 |
4.55 |
4.58 |
| 02/14/08 |
2.50 |
2.31 |
2.12 |
2.05 |
1.93 |
2.18 |
2.81 |
3.28 |
3.85 |
4.63 |
4.67 |
| 02/04/08 |
2.15 |
2.27 |
2.22 |
2.17 |
2.08 |
2.23 |
2.78 |
3.18 |
3.68 |
4.37 |
4.37 |
| 02/05/08 |
2.22 |
2.19 |
2.13 |
2.06 |
1.93 |
2.08 |
2.66 |
3.08 |
3.61 |
4.32 |
4.33 |
| 02/06/08 |
2.12 |
2.10 |
2.10 |
2.05 |
1.96 |
2.11 |
2.67 |
3.08 |
3.61 |
4.36 |
4.37 |
| 02/07/08 |
2.19 |
2.17 |
2.13 |
2.08 |
1.99 |
2.21 |
2.79 |
3.21 |
3.74 |
4.50 |
4.51 |
| 02/08/08 |
2.24 |
2.23 |
2.12 |
2.05 |
1.93 |
2.10 |
2.69 |
3.11 |
3.64 |
4.41 |
4.43 |
| 02/11/08 |
2.35 |
2.31 |
2.13 |
2.06 |
1.93 |
2.10 |
2.67 |
3.09 |
3.62 |
4.38 |
4.41 |
| 02/12/08 |
2.55 |
2.31 |
2.12 |
2.06 |
1.94 |
2.13 |
2.71 |
3.13 |
3.66 |
4.43 |
4.46 |
| 02/13/08 |
2.50 |
2.28 |
2.10 |
2.03 |
1.91 |
2.11 |
2.71 |
3.14 |
3.70 |
4.48 |
4.52 |
| 02/29/08 |
2.07 |
1.85 |
1.83 |
1.77 |
1.65 |
1.87 |
2.50 |
2.96 |
3.53 |
4.37 |
4.41 |
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