(Per cent)

Term to Maturity

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

(in years)

1

2

3

4

5

6

7

8

9

10

11

12

13

2001-02

1

7.8907

7.3215

7.0940

7.3057

6.8697

6.7481

7.3521

6.6351

6.6096

5.7633

6.3246

6.8175

2

8.0379

7.4830

7.1768

7.3575

6.9638

6.8106

7.4711

6.7232

6.5847

6.2423

6.3306

6.9915

3

8.1680

7.6466

7.2996

7.4362

7.0358

6.8626

7.5493

6.7862

6.6453

6.4009

6.4957

7.0328

4

8.2306

7.8085

7.4389

7.5441

7.1400

6.9097

7.5909

6.8769

6.8535

6.4860

6.5736

7.1345

5

8.4722

8.0661

7.6313

7.8139

7.3681

6.9641

7.6485

6.9389

7.0034

6.6247

6.7330

7.2588

6

8.7424

8.3187

8.1450

8.1767

7.6428

7.2569

7.7638

7.0731

7.0460

6.7647

6.8923

7.3831

7

8.9387

8.5559

8.2842

8.4738

8.0441

7.4631

7.9131

7.3184

7.1323

7.1103

7.0887

7.4907

8

9.1248

8.8641

8.6253

9.0494

8.5680

7.6847

8.0566

7.4513

7.2638

7.1640

7.3039

7.5598

9

9.3088

9.1765

8.9530

9.1051

8.6882

7.7743

8.1771

7.5503

7.3953

7.2465

7.3663

7.6458

10

9.4551

9.2609

9.1394

9.1468

8.7893

7.9239

8.2666

7.6474

7.4725

7.3437

7.3952

7.6529

11

9.5826

9.5452

9.2887

9.2861

8.9107

7.9911

8.3805

7.6847

7.4556

7.3950

7.4478

7.8250

12

9.6365

9.6495

9.4320

9.4921

9.1599

8.0309

8.5622

7.9188

7.5238

7.4307

7.6279

7.9195

13

9.6870

9.7600

9.5685

9.7135

9.3678

8.1134

8.5914

8.0972

7.6017

7.4667

7.7059

8.0139

14

9.8164

9.9472

9.7025

9.8304

9.2045

8.2063

8.5951

7.8355

7.4868

7.5998

7.7817

8.0326

15

9.8182

9.9845

9.7786

9.9047

9.4664

8.3040

8.8207

7.8273

7.3232

7.6597

7.4747

7.8488

16

9.7908

10.0177

9.8156

9.9822

9.5556

8.3542

8.9414

8.0537

7.4563

7.7092

7.8138

8.0361

17

9.7863

10.0509

9.8349

10.0596

9.5928

8.3380

9.0604

8.1075

7.5894

7.7586

7.9697

8.1548

18

9.8959

10.0841

9.8268

10.0442

9.6085

8.3165

9.1631

8.1786

7.7225

7.8081

7.9189

8.2732

19

10.0056

10.1173

9.9334

10.0120

9.6618

8.3943

9.0817

8.1859

7.8887

7.8576

7.8680

8.3917

20

10.1153

9.9449

9.9425

9.9206

9.6637

8.4404

9.0161

8.1873

7.9643

7.8807

—

8.4249

21

—

—

—

—

9.6748

8.4540

9.0244

8.2066

7.9529

7.8986

—

8.4581

22

—

—

—

—

9.6859

8.4676

9.0328

8.2259

7.9415

7.9165

—

8.4912

23

—

—

—

—

9.6970

8.4811

9.0411

8.2451

7.9301

7.9344

—

8.5244

24

—

—

—

—

9.7081

8.4947

9.0494

8.2644

7.9187

7.9523

—

8.5576

25

—

—

—

—

9.7192

8.5083

9.0578

8.2837

7.9073

7.9702

—

—

See ‘Notes on Tables’.