(Per cent)

Term to Matu
rity (in years)

2009

2010

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

4.6422

4.7407

5.1304

5.4382

4.8537

4.9270

5.0253

5.2199

5.4713

6.3008

6.4900

6.6385

2

6.1403

5.7709

6.1123

5.9962

5.9237

6.0252

5.9062

5.7731

6.2598

6.8782

6.8853

7.0402

3

6.6949

6.5567

6.6742

6.5542

6.5828

6.5467

6.3955

6.4002

6.6774

7.0627

7.1341

7.2261

4

6.9754

6.7920

7.0227

6.9340

7.1481

6.9477

6.8631

6.8003

6.9854

7.3425

7.4327

7.4889

5

7.1328

7.0092

7.3081

7.2528

7.4894

7.2541

7.2820

7.2405

7.2768

7.5427

7.7054

7.7148

6

7.4270

7.1976

7.4253

7.3929

7.6131

7.4669

7.4902

7.5074

7.5758

7.7089

7.8787

7.8157

7

7.4334

7.2891

7.4439

7.4051

7.6728

7.5149

7.6367

7.6095

7.5953

7.7858

7.9584

7.7901

8

7.5113

7.4394

7.5088

7.4355

7.7297

7.3728

7.7957

7.5834

7.5770

7.7908

7.9547

7.8083

9

7.3874

7.3112

7.6097

7.4713

7.7866

7.3075

7.9548

7.5447

7.5588

7.7903

7.9509

7.8265

10

7.5877

7.4580

7.7366

7.5814

7.8570

7.8250

7.7766

7.5206

7.5758

7.8286

7.9863

7.8963

11

7.8282

7.6542

7.8922

7.7629

8.0039

7.9590

7.8811

7.6701

7.7798

7.9884

8.1020

7.9875

12

7.9177

7.8333

8.0478

7.9443

8.1476

8.0738

7.9846

7.8272

7.9335

8.0996

8.0404

7.9813

13

8.0073

8.0330

8.2033

8.0775

8.1902

8.0575

8.0536

8.0028

8.0031

8.1532

8.0915

8.1548

14

8.0968

8.2198

7.9874

8.1231

8.2328

8.0411

8.1226

8.0855

8.0727

8.2069

8.1579

8.3208

15

8.1653

8.1889

8.0201

8.1688

8.2754

8.0959

8.1916

8.0946

8.1423

8.2605

8.2244

8.3011

16

8.1958

8.1580

8.1205

8.2145

8.3180

8.1713

8.2605

8.1038

8.1919

8.3142

8.2909

8.2813

17

8.2264

8.1271

8.2210

8.2601

8.3606

8.2467

8.3295

8.1129

8.1822

8.3075

8.3523

8.2665

18

8.2309

8.1349

8.2423

8.2638

—

—

8.3562

8.1285

8.1968

8.3113

8.3557

8.2777

19

8.2248

8.1527

8.2526

8.2655

—

—

8.3683

8.1453

8.2137

8.3155

8.3591

8.2889

20

8.2187

8.1706

8.2628

8.2672

—

—

8.3805

8.1621

8.2307

8.3197

8.3625

8.3002

21

8.2126

8.1885

8.2731

8.2689

—

—

8.3926

8.1186

8.2476

8.3239

8.3659

8.3114

22

8.2065

8.2064

8.2833

8.2706

—

—

8.4048

8.2209

8.2309

8.3398

8.3694

8.3219

23

8.2083

8.2243

8.2830

8.2725

—

—

—

8.2089

8.1581

8.2960

8.3728

8.3284

24

8.2477

8.2421

8.2812

8.2743

—

—

—

8.1736

8.0854

8.2517

8.3760

8.3349

25

8.2872

8.2600

8.2794

8.2606

—

—

—

8.1384

8.0126

8.2634

8.3765

8.3413

26

8.3266

—

—

8.2293

—

—

—

8.1031

—

8.2768

8.3769

8.3439

27

8.3661

—

—

8.1980

—

—

—

8.0678

—

8.2901

8.3773

8.3376

28

—

—

—

—

—

—

—

—

—

8.3034

8.3777

8.3313

29

—

—

—

—

—

—

—

—

—

8.3167

8.3782

8.3250

30

—

—

—

—

—

—

—

—

—

8.3300

8.3786

8.3187