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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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| 08/01/08 |
1.52 |
1.66 |
1.88 |
2.25 |
2.51 |
2.79 |
3.23 |
3.54 |
3.97 |
4.61 |
4.57 |
| 08/19/08 |
1.83 |
1.80 |
1.97 |
2.11 |
2.32 |
2.61 |
3.07 |
3.39 |
3.83 |
4.50 |
4.47 |
| 08/20/08 |
1.74 |
1.71 |
1.90 |
2.06 |
2.25 |
2.54 |
3.00 |
3.34 |
3.79 |
4.46 |
4.43 |
| 08/21/08 |
1.73 |
1.72 |
1.95 |
2.10 |
2.33 |
2.62 |
3.08 |
3.40 |
3.84 |
4.49 |
4.46 |
| 08/22/08 |
1.67 |
1.70 |
1.97 |
2.17 |
2.42 |
2.70 |
3.14 |
3.45 |
3.87 |
4.50 |
4.46 |
| 08/25/08 |
1.66 |
1.74 |
1.96 |
2.12 |
2.33 |
2.62 |
3.04 |
3.36 |
3.79 |
4.42 |
4.40 |
| 08/26/08 |
1.67 |
1.71 |
1.95 |
2.19 |
2.35 |
2.64 |
3.06 |
3.37 |
3.79 |
4.43 |
4.40 |
| 08/27/08 |
1.58 |
1.67 |
1.93 |
2.16 |
2.31 |
2.58 |
3.02 |
3.34 |
3.77 |
4.41 |
4.38 |
| 08/28/08 |
1.63 |
1.74 |
1.98 |
2.19 |
2.37 |
2.62 |
3.09 |
3.42 |
3.79 |
4.41 |
4.38 |
| 08/18/08 |
1.77 |
1.82 |
2.03 |
2.15 |
2.35 |
2.62 |
3.07 |
3.39 |
3.82 |
4.47 |
4.44 |
| 08/15/08 |
1.73 |
1.85 |
1.99 |
2.12 |
2.40 |
2.67 |
3.11 |
3.42 |
3.84 |
4.50 |
4.47 |
| 08/14/08 |
1.76 |
1.89 |
2.00 |
2.14 |
2.45 |
2.72 |
3.15 |
3.46 |
3.89 |
4.55 |
4.52 |
| 08/04/08 |
1.61 |
1.75 |
1.97 |
2.27 |
2.53 |
2.81 |
3.23 |
3.55 |
3.98 |
4.62 |
4.58 |
| 08/05/08 |
1.73 |
1.75 |
1.97 |
2.26 |
2.54 |
2.83 |
3.28 |
3.60 |
4.04 |
4.67 |
4.63 |
| 08/06/08 |
1.53 |
1.64 |
1.92 |
2.26 |
2.56 |
2.85 |
3.30 |
3.62 |
4.06 |
4.71 |
4.68 |
| 08/07/08 |
1.53 |
1.66 |
1.92 |
2.17 |
2.43 |
2.72 |
3.16 |
3.48 |
3.92 |
4.58 |
4.56 |
| 08/08/08 |
1.63 |
1.70 |
1.95 |
2.19 |
2.51 |
2.80 |
3.21 |
3.51 |
3.94 |
4.58 |
4.55 |
| 08/11/08 |
1.77 |
1.87 |
2.05 |
2.27 |
2.56 |
2.84 |
3.27 |
3.57 |
3.99 |
4.64 |
4.61 |
| 08/12/08 |
1.73 |
1.86 |
2.05 |
2.18 |
2.45 |
2.73 |
3.16 |
3.47 |
3.91 |
4.58 |
4.55 |
| 08/13/08 |
1.80 |
1.85 |
2.00 |
2.19 |
2.50 |
2.77 |
3.21 |
3.51 |
3.94 |
4.61 |
4.57 |
| 08/29/08 |
1.63 |
1.72 |
1.97 |
2.17 |
2.36 |
2.60 |
3.10 |
3.45 |
3.83 |
4.47 |
4.43 |
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