(Per cent)

Term to Maturity

2003

2004

(in years)

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

4.7669

4.6904

4.6751

4.4829

4.5529

4.4894

4.2466

4.4462

4.4282

4.6452

4.6048

4.8817

2

4.7734

4.7850

4.7051

4.6022

4.6181

4.5725

4.6660

4.5688

4.5076

4.7794

4.8921

4.9979

3

4.8343

4.7954

4.7347

4.7284

4.6833

4.7597

4.8485

4.6208

4.5869

4.9453

5.1794

5.2792

4

4.8926

4.7823

4.7667

4.8016

4.7682

4.9292

4.9686

4.6816

4.6663

4.9566

5.4222

5.5744

5

4.9498

4.8149

4.8115

4.8638

4.8242

4.9625

5.0167

4.8947

4.8696

4.9758

5.4525

5.9691

6

5.0268

5.0741

5.0114

4.9486

5.1180

5.0333

5.1157

5.0214

5.0791

5.0486

5.6365

6.2368

7

5.1176

5.1681

5.0838

5.0371

5.1454

5.1173

5.2041

5.0928

5.0914

5.2797

5.7365

6.1583

8

5.2163

5.1674

5.0952

5.1090

5.1133

5.1682

5.2423

5.0997

5.0799

5.2605

5.8888

6.2371

9

5.2306

5.2129

5.0991

5.1197

5.1120

5.1834

5.2566

5.1374

5.1067

5.2891

5.8644

6.3623

10

5.2620

5.2589

5.1052

5.1433

5.1368

5.1911

5.2703

5.1542

5.1461

5.3016

5.8677

6.1935

11

5.4864

5.3404

5.1974

5.2400

5.2039

5.2807

5.3655

5.2201

5.3638

5.4478

5.9796

6.2714

12

5.3924

5.4111

5.2682

5.4496

5.4363

5.4028

5.4989

5.3169

5.3085

5.5801

6.0788

6.4176

13

5.5153

5.5038

5.3675

5.6138

5.5022

5.5414

5.6459

5.4149

5.4088

5.6749

6.2433

6.5835

14

5.5772

5.5987

5.4889

5.6451

5.5749

5.6016

5.7319

5.4873

5.4771

5.7614

6.2826

6.6224

15

5.6308

5.6649

5.5587

5.7375

5.6195

5.7355

5.8179

5.6013

5.5341

5.8635

6.2982

6.6497

16

5.6942

5.7182

5.6432

5.8689

5.6926

6.0124

5.9218

5.7437

5.6280

6.0013

6.3541

6.6770

17

5.8191

5.8786

5.7288

5.9401

5.7887

6.0986

5.9646

5.8812

5.6715

6.1397

6.3835

6.7109

18

5.9058

5.9742

5.7996

5.9975

5.8849

6.0551

6.0074

5.8497

5.7149

6.1174

6.4128

6.7584

19

5.8393

5.9244

5.8268

5.9899

5.9304

6.0351

6.0102

5.8387

5.7478

5.9536

6.4435

6.7320

20

5.8110

5.9250

5.8199

5.9268

5.9432

6.0602

6.0189

5.8909

5.7694

5.9456

6.5005

—

21

5.8322

5.9395

5.8387

—

5.9549

6.0913

6.0299

5.9569

5.7895

5.9425

6.5576

—

22

5.8535

5.9540

5.8576

—

5.9666

6.1224

6.0408

6.0228

5.8097

5.9395

6.6146

—

23

5.8747

5.9684

5.8764

—

5.9784

6.1260

6.0518

6.0147

5.8298

5.9364

6.6060

—

24

5.8959

5.9829

5.8953

—

5.9901

6.0858

6.0627

5.9512

5.8500

5.9333

6.5810

—

25

5.9176

5.9994

5.9100

—

6.0018

6.1164

6.1233

5.9768

—

—

—

—

26

5.9397

6.0177

5.9189

—

—

—

—

5.9753

—

—

—

—

27

5.9618

6.0360

5.9277

—

—

—

—

5.9738

—

—

—

—

28

5.9839

6.0544

5.9366

—

—

—

—

5.9723

—

—

—

—

29

6.0060

6.0727

5.9455

—

—

—

—

5.9708

—

—

—

—

30

6.0281

6.0910

—

—

—

—

—

—

—

—

—

—

See ‘Notes on Tables’.