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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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| 10/01/08 |
0.66 |
0.85 |
1.49 |
1.72 |
1.82 |
2.12 |
2.87 |
3.29 |
3.77 |
4.33 |
4.22 |
| 10/20/08 |
0.53 |
1.24 |
1.74 |
1.69 |
1.71 |
2.00 |
2.82 |
3.26 |
3.91 |
4.60 |
4.26 |
| 10/21/08 |
0.71 |
1.10 |
1.61 |
1.74 |
1.58 |
1.86 |
2.63 |
3.08 |
3.76 |
4.52 |
4.20 |
| 10/22/08 |
0.60 |
1.05 |
1.53 |
1.64 |
1.53 |
1.79 |
2.56 |
3.00 |
3.65 |
4.42 |
4.07 |
| 10/23/08 |
0.39 |
0.98 |
1.51 |
1.61 |
1.54 |
1.76 |
2.57 |
3.00 |
3.63 |
4.34 |
3.99 |
| 10/24/08 |
0.33 |
0.89 |
1.43 |
1.60 |
1.57 |
1.80 |
2.64 |
3.09 |
3.76 |
4.44 |
4.11 |
| 10/27/08 |
0.31 |
0.84 |
1.36 |
1.57 |
1.59 |
1.83 |
2.67 |
3.12 |
3.79 |
4.43 |
4.12 |
| 10/28/08 |
0.42 |
0.77 |
1.25 |
1.53 |
1.65 |
1.85 |
2.75 |
3.21 |
3.89 |
4.51 |
4.19 |
| 10/29/08 |
0.41 |
0.62 |
1.10 |
1.41 |
1.58 |
1.79 |
2.77 |
3.24 |
3.93 |
4.59 |
4.26 |
| 10/30/08 |
0.14 |
0.41 |
1.00 |
1.36 |
1.59 |
1.82 |
2.84 |
3.30 |
4.00 |
4.67 |
4.30 |
| 10/17/08 |
0.13 |
0.83 |
1.25 |
1.34 |
1.64 |
1.90 |
2.83 |
3.30 |
3.98 |
4.66 |
4.32 |
| 10/16/08 |
0.12 |
0.46 |
1.18 |
1.29 |
1.61 |
1.90 |
2.84 |
3.33 |
3.99 |
4.59 |
4.25 |
| 10/02/08 |
0.21 |
0.63 |
1.21 |
1.45 |
1.62 |
1.91 |
2.68 |
3.13 |
3.66 |
4.28 |
4.16 |
| 10/03/08 |
0.15 |
0.51 |
1.14 |
1.41 |
1.60 |
1.86 |
2.64 |
3.09 |
3.63 |
4.26 |
4.11 |
| 10/06/08 |
0.19 |
0.54 |
1.12 |
1.23 |
1.43 |
1.69 |
2.45 |
2.92 |
3.48 |
4.12 |
3.99 |
| 10/07/08 |
0.39 |
0.82 |
1.14 |
1.27 |
1.47 |
1.69 |
2.45 |
2.91 |
3.50 |
4.15 |
4.01 |
| 10/08/08 |
0.23 |
0.68 |
1.07 |
1.28 |
1.65 |
1.88 |
2.70 |
3.15 |
3.72 |
4.31 |
4.09 |
| 10/09/08 |
0.19 |
0.60 |
1.07 |
1.33 |
1.65 |
1.93 |
2.79 |
3.25 |
3.84 |
4.41 |
4.14 |
| 10/10/08 |
0.07 |
0.25 |
0.84 |
1.08 |
1.62 |
1.87 |
2.77 |
3.27 |
3.89 |
4.41 |
4.15 |
| 10/14/08 |
0.07 |
0.34 |
1.07 |
1.22 |
1.82 |
2.06 |
3.01 |
3.48 |
4.08 |
4.57 |
4.27 |
| 10/15/08 |
0.05 |
0.22 |
0.92 |
1.14 |
1.64 |
1.91 |
2.90 |
3.40 |
4.04 |
4.57 |
4.25 |
| 10/31/08 |
0.12 |
0.46 |
0.94 |
1.34 |
1.56 |
1.80 |
2.80 |
3.29 |
4.01 |
4.74 |
4.35 |
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