(Per cent)

Term to Maturity

2002

2003

(in years)

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

5.7670

5.5128

5.6200

5.7205

5.8786

5.6192

4.9818

5.1133

5.2334

4.8239

4.7669

    4.6904

2

5.8310

5.5888

5.6220

5.8308

5.9814

5.7348

5.1100

5.2457

5.1436

4.9737

4.7734

4.7850

3

5.9174

5.6849

5.6585

5.8751

6.0965

5.9434

5.3307

5.2937

5.2050

5.0936

4.8343

4.7954

4

6.0654

5.8286

5.6949

5.9809

5.9422

5.9290

5.4211

5.3348

5.2879

5.1604

4.8926

4.7823

5

6.2123

5.9744

5.7350

6.0868

5.9722

5.9129

5.5364

5.3575

5.3709

5.2754

4.9498

4.8149

6

6.4014

6.1150

5.8130

6.2307

6.2173

6.1641

5.7430

5.4537

5.5333

5.3478

5.0268

5.0741

7

6.5923

6.1586

5.8772

6.2958

6.1497

6.1868

5.8950

5.5930

5.7942

5.4608

5.1176

5.1681

8

6.7489

6.2701

5.9699

6.3312

6.2807

6.2470

5.9623

5.7130

5.7816

5.5780

5.2163

5.1674

9

6.9241

6.4672

6.0806

6.3341

6.2835

6.1924

5.9884

5.7682

5.7254

5.6104

5.2306

5.2129

10

6.9791

6.4573

6.0818

6.3390

6.2321

6.1936

5.9053

5.8479

5.7329

5.6206

5.2620

5.2589

11

7.0335

6.5705

6.1888

6.3879

6.3388

6.2713

5.9838

5.8711

5.7780

5.8487

5.4864

5.3404

12

7.0894

6.6403

6.3086

6.4341

6.4622

6.3622

6.0793

5.9148

5.8505

5.8280

5.3924

5.4111

13

7.1518

6.7054

6.1890

6.4697

6.5401

6.4444

6.1483

5.9562

5.9195

5.8309

5.5153

5.5038

14

7.2324

6.7424

6.2549

6.4812

6.5580

6.5133

6.1879

5.9884

5.9718

5.8968

5.5772

5.5987

15

7.2990

6.8702

6.3037

6.5284

6.6529

6.5970

6.2320

6.0129

6.0209

5.9101

5.6308

5.6649

16

7.3605

6.9453

6.3574

6.5723

6.6870

6.6987

6.2861

6.0454

6.0732

5.9283

5.6942

5.7182

17

7.3911

6.9731

6.4428

6.5810

6.6726

6.8167

6.3401

6.0779

6.1255

6.0201

5.8191

5.8786

18

7.4217

7.0253

6.4544

6.5512

6.6191

6.7796

6.3942

6.1104

6.1691

6.1024

5.9058

5.9742

19

7.4383

7.0270

6.4302

6.6441

6.7031

6.6852

6.3446

6.1390

6.1017

6.0474

5.8393

5.9244

20

7.4533

7.0278

6.4519

6.7012

6.7689

6.6996

6.3462

6.0917

6.0090

6.0172

5.8110

5.9250

21

7.4891

7.0710

6.4836

6.7198

6.8172

6.7179

6.3503

6.1045

—

6.0278

5.8322

5.9395

22

7.5249

7.1141

6.5153

6.7383

6.8654

6.7361

6.3544

6.1172

—

6.0384

5.8535

5.9540

23

7.5607

7.1573

6.5470

6.7569

6.9137

6.7544

6.3585

6.1300

—

6.0490

5.8747

5.9684

24

7.5928

7.1910

6.5699

6.7729

6.9349

6.7695

6.3626

6.1428

—

6.0596

5.8959

5.9829

25

7.6025

7.1903

6.5727

6.7849

6.9247

6.7822

6.3667

6.1555

—

6.0732

5.9176

5.9994

26

7.6122

7.1896

6.5755

6.7970

6.9145

6.7949

6.3709

6.1683

—

6.1032

5.9397

6.0177

27

7.6219

7.1889

6.5783

6.8090

6.9043

6.8076

6.3750

6.1811

—

6.1331

5.9618

6.0360

28

7.6315

7.1883

6.5811

6.8210

6.8941

6.8202

6.3791

6.1938

—

6.1631

5.9839

6.0544

29

7.6412

7.1876

6.5839

6.8331

6.8839

6.8329

6.3832

6.2066

—

6.1931

6.0060

6.0727

30

7.6509

7.1869

6.5867

6.8451

6.8737

6.8456

6.3873

6.2193

—

6.2230

6.0281

6.0910

See ‘Notes on Tables’.