(Per cent)

Term to Maturity

2004

2005

(in years)

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

Jun.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

4.8817

5.1662

5.4571

5.7363

5.7806

5.7912

5.6824

5.7395

5.5157

5.6816

5.7742

5.7629

2

4.9979

5.5347

5.6974

5.9454

6.0993

5.9174

5.9762

5.8776

5.9637

6.0012

6.0579

6.0084

3

5.2792

5.8314

5.8986

6.1546

6.3954

6.0917

6.2861

6.0854

6.1115

6.3209

6.3367

6.2751

4

5.5744

5.9129

6.0164

6.3323

6.7068

6.3071

6.4237

6.2399

6.2828

6.5045

6.5601

6.5040

5

5.9691

6.0254

6.0552

6.4622

6.8329

6.3572

6.4351

6.3115

6.3654

6.6866

6.7760

6.6067

6

6.2368

6.1842

6.1023

6.6812

7.0020

6.4319

6.5979

6.4627

6.5181

6.8184

6.8423

6.6820

7

6.1583

6.3031

6.2469

6.8134

7.1576

6.5152

6.7139

6.5183

6.5343

6.9817

6.9366

6.7541

8

6.2371

6.2248

6.3821

6.8061

7.1811

6.6269

6.7189

6.5083

6.5887

7.1528

7.1793

6.8159

9

6.3623

6.1604

6.3706

6.8414

7.1970

6.6372

6.7140

6.4975

6.7148

7.1842

7.2226

6.8682

10

6.1935

6.1545

6.2446

6.8652

7.2053

6.5910

6.7091

6.4867

6.6853

7.1866

7.0602

6.8835

11

6.2714

6.2459

6.5202

6.8948

7.2203

6.5973

6.7176

6.5616

6.8003

7.3127

7.0391

6.9020

12

6.4176

6.5286

6.5481

7.0089

7.2565

6.6897

6.7454

6.7161

6.9838

7.4948

7.0949

6.9550

13

6.5835

6.6599

6.4759

7.1010

7.2926

6.7662

6.7733

6.7837

7.0045

7.5087

7.1650

7.0480

14

6.6224

6.7009

6.5668

7.0854

7.3359

6.8117

6.8011

6.8127

7.0253

7.5226

7.3204

7.1409

15

6.6497

6.7418

6.7054

7.0545

7.4114

6.8572

6.8289

6.8497

7.0661

7.5365

7.3811

7.2339

16

6.6770

6.7828

6.8439

7.0978

7.4870

6.9028

6.8567

6.9298

7.1119

7.5503

7.4122

7.3198

17

6.7109

6.8238

6.9625

7.1621

7.5217

6.9279

6.8845

7.0099

7.1240

7.5642

7.4332

7.3278

18

6.7584

6.8643

7.0408

7.2264

7.5531

6.9387

6.9123

7.0356

7.1294

7.5781

7.4542

7.3358

19

6.7320

6.8624

—

—

7.5845

6.9494

6.9401

7.0466

7.1349

7.5920

7.4753

7.3438

20

—

6.8951

—

—

7.6159

6.9602

6.9679

7.0577

7.1404

7.6059

7.4963

7.3517

21

—

6.9279

—

—

7.6473

6.9709

6.9957

7.0688

7.1459

7.6198

7.5173

7.3597

22

—

6.9606

—

—

7.6786

6.9817

7.0236

7.0799

7.1504

7.6337

7.5383

7.3677

23

—

6.9933

—

—

7.7100

—

7.0514

7.0910

7.1542

7.6476

7.5593

7.3757

24

—

7.0261

—

—

7.7414

—

7.0792

7.1021

7.1580

7.6615

7.5804

7.3837

25

—

7.0588

—

—

7.7728

—

7.1070

7.1132

7.1617

7.6754

7.6014

7.3917

26

—

7.0916

—

—

7.8042

—

7.1348

7.1243

7.1655

7.6893

7.6224

7.3997

27

—

7.1243

—

—

7.8355

—

7.1626

7.1354

7.1693

7.7032

7.6434

7.4077

28

—

7.1570

—

—

7.8669

—

7.1904

7.1465

7.1731

7.7171

7.6644

7.4157

29

—

7.1898

—

—

—

—

—

7.1576

7.1768

7.7310

7.6855

7.4237

30

—

7.2225

—

—

—

—

—

7.1687

7.1806

7.7449

7.7065

7.4317

See ‘Notes on Tables’.