(Per cent)

Term to Maturity

2007

2008

(in years)

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.5803

7.1362

7.6839

7.6836

7.6895

7.7597

7.6573

7.4307

7.4481

7.4252

7.7279

7.8502

2

7.6867

7.2619

7.7159

7.7759

7.7266

7.8157

7.6615

7.5106

7.5449

7.5140

7.8050

7.9675

3

7.8031

7.3610

7.7479

7.8006

7.7420

7.8257

7.6656

7.5426

7.5749

7.5433

7.8901

7.9923

4

7.8106

7.3621

7.7774

7.8014

7.7529

7.8349

7.6698

7.5281

7.5699

7.5429

7.9165

8.0172

5

7.9072

7.3980

7.7944

7.8022

7.7639

7.8441

7.6740

7.5137

7.5649

7.5424

7.9151

8.0421

6

8.0046

7.5420

7.8114

7.8100

7.7825

7.8542

7.6944

7.5061

7.6111

7.5534

7.9217

8.0743

7

8.0843

7.6543

7.8577

7.8680

7.8189

7.8672

7.7159

7.5084

7.6674

7.5640

7.9326

8.1091

8

8.0946

7.6890

7.9041

7.8750

7.8356

7.8802

7.7371

7.5180

7.5376

7.5742

7.9595

8.1430

9

8.1234

7.8113

7.9103

7.8902

7.8464

7.8937

7.7727

7.5375

7.5760

7.5816

7.9691

8.1348

10

8.1559

7.9108

7.9194

7.9155

7.8699

7.9218

7.8057

7.5737

7.6268

7.6367

8.0181

8.1069

11

8.1871

7.9338

7.9463

7.9762

7.9217

7.9727

7.8411

7.6318

7.6775

7.7147

8.0914

8.2966

12

8.2182

7.9568

7.9732

8.0369

7.9735

8.0236

7.8765

7.6900

7.7282

7.7928

8.1647

8.3057

13

8.2493

7.9798

8.0002

8.0976

8.0252

8.0745

7.9118

7.7482

7.7789

7.8708

8.2380

8.3148

14

8.2789

8.0028

8.0271

8.1583

8.0770

8.1254

7.9472

7.7492

7.8277

7.8804

8.2975

8.3240

15

8.2940

8.0265

8.0540

8.1915

8.1135

8.1523

8.0368

7.7489

7.8371

7.8321

8.3047

8.3331

16

8.3092

8.0529

8.0810

8.2079

8.1325

8.1728

8.0733

7.7585

7.8494

7.8492

8.3119

8.3422

17

8.3243

8.0793

8.1079

8.2242

8.1515

8.1934

8.0782

7.7682

7.8618

7.8664

8.3191

8.3514

18

8.3395

8.1057

8.1349

8.2406

8.1704

8.2139

8.0831

7.7779

7.8741

7.8836

8.3263

8.3605

19

8.3547

8.1321

8.1618

8.2569

8.1894

8.2345

8.0880

7.7875

7.8865

7.9008

8.3334

8.3696

20

8.3698

8.1585

8.1887

8.2733

8.2083

8.2550

8.0929

7.7972

7.8988

7.9180

8.3406

8.3788

21

8.3850

8.1849

8.2157

8.2897

8.2273

8.2756

8.0977

7.8068

7.9111

7.9352

8.3478

8.3879

22

8.4001

8.2114

8.2426

8.3060

8.2462

8.2961

8.1026

7.8165

7.9235

7.9523

8.3550

8.3970

23

8.4153

8.2378

8.2696

8.3224

8.2652

8.3167

8.1075

7.8261

7.9358

7.9695

8.3622

8.4062

24

8.4304

8.2642

8.2965

8.3387

8.2841

8.3372

8.1124

7.8358

7.9482

7.9867

8.3694

8.4153

25

8.4456

8.2906

8.3232

8.3551

8.3002

8.3516

8.1159

7.8431

7.9603

7.9988

8.3766

8.4244

26

8.4607

8.2954

8.3232

8.3714

8.3024

8.3483

8.1168

7.8473

7.9723

8.0072

8.3838

8.4336

27

8.4759

8.2983

8.3232

8.3878

8.3047

8.3449

8.1176

7.8515

7.9843

8.0155

8.3910

8.4427

28

8.4911

8.3013

8.3232

8.4041

8.3069

8.3415

8.1185

7.8557

7.9964

8.0239

8.3982

8.4518

29

8.5062

8.3043

8.3231

8.4205

8.3092

8.3381

8.1193

7.8599

8.0084

8.0323

8.4053

8.4610

30

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–

–

–

–

–

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