(Per cent)

Term to Maturity
(in years)

2007

2008

Oct-07

Nov-07

Dec-07

Jan-08

Feb-08

Mar-08

Apr-08

May-08

Jun-08

Jul-08

Aug-08

Sep-08

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.6895

7.7597

7.6573

7.4307

7.4481

7.4252

7.7279

7.8502

9.1340

9.4748

9.0966

8.7855

2

7.7266

7.8157

7.6615

7.5106

7.5449

7.5140

7.8050

7.9675

9.3297

9.3916

9.0076

8.7130

3

7.7420

7.8257

7.6656

7.5426

7.5749

7.5433

7.8901

7.9923

9.2864

9.3656

8.9396

8.6613

4

7.7529

7.8349

7.6698

7.5281

7.5699

7.5429

7.9165

8.0172

9.2257

9.4132

8.8716

8.6096

5

7.7639

7.8441

7.6740

7.5137

7.5649

7.5424

7.9151

8.0421

9.1651

9.4609

8.8036

8.5783

6

7.7825

7.8542

7.6944

7.5061

7.6111

7.5534

7.9217

8.0743

9.1045

9.5085

8.8432

8.6979

7

7.8189

7.8672

7.7159

7.5084

7.6674

7.5640

7.9326

8.1091

9.0439

9.5562

8.8840

8.6850

8

7.8356

7.8802

7.7371

7.5180

7.5376

7.5742

7.9595

8.1430

8.9727

9.5819

8.9212

8.6722

9

7.8464

7.8937

7.7727

7.5375

7.5760

7.5816

7.9691

8.1348

8.8334

9.3691

8.8074

8.6593

10

7.8699

7.9218

7.8057

7.5737

7.6268

7.6367

8.0181

8.1069

8.6518

9.3500

8.7121

8.7184

11

7.9217

7.9727

7.8411

7.6318

7.6775

7.7147

8.0914

8.2966

8.7884

9.3822

8.8126

8.8703

12

7.9735

8.0236

7.8765

7.6900

7.7282

7.7928

8.1647

8.3057

8.9250

9.4143

8.9132

9.0223

13

8.0252

8.0745

7.9118

7.7482

7.7789

7.8708

8.2380

8.3148

9.0559

9.4465

9.0137

9.1253

14

8.0770

8.1254

7.9472

7.7492

7.8277

7.8804

8.2975

8.3240

9.1168

9.4787

9.1142

9.1360

15

8.1135

8.1523

8.0368

7.7489

7.8371

7.8321

8.3047

8.3331

9.1776

9.5109

9.2147

9.1466

16

8.1325

8.1728

8.0733

7.7585

7.8494

7.8492

8.3119

8.3422

9.2384

9.5430

9.3153

9.1573

17

8.1515

8.1934

8.0782

7.7682

7.8618

7.8664

8.3191

8.3514

9.2992

9.5752

9.4158

9.1680

18

8.1704

8.2139

8.0831

7.7779

7.8741

7.8836

8.3263

8.3605

9.3601

9.6074

9.5163

9.1787

19

8.1894

8.2345

8.0880

7.7875

7.8865

7.9008

8.3334

8.3696

9.4027

9.6395

9.5659

9.1894

20

8.2083

8.2550

8.0929

7.7972

7.8988

7.9180

8.3406

8.3788

9.4140

9.6717

9.5720

9.2001

21

8.2273

8.2756

8.0977

7.8068

7.9111

7.9352

8.3478

8.3879

9.4252

9.7039

9.5780

9.2108

22

8.2462

8.2961

8.1026

7.8165

7.9235

7.9523

8.3550

8.3970

9.4365

9.7361

9.5841

9.2215

23

8.2652

8.3167

8.1075

7.8261

7.9358

7.9695

8.3622

8.4062

9.4477

9.7682

9.5901

9.2322

24

8.2841

8.3372

8.1124

7.8358

7.9482

7.9867

8.3694

8.4153

9.4590

9.8004

9.5961

9.2429

25

8.3002

8.3516

8.1159

7.8431

7.9603

7.9988

8.3766

8.4244

9.4702

–

–

–

26

8.3024

8.3483

8.1168

7.8473

7.9723

8.0072

8.3838

8.4336

–

–

–

–

27

8.3047

8.3449

8.1176

7.8515

7.9843

8.0155

8.3910

8.4427

–

–

–

–

28

8.3069

8.3415

8.1185

7.8557

7.9964

8.0239

8.3982

8.4518

–

–

–

–

29

8.3092

8.3381

8.1193

7.8599

8.0084

8.0323

8.4053

8.4610

–

–

–

–

30

–

–

–

–

–

–

–

–

–

–

–

–