(Per cent)

Term to

2005

2006

Maturity

(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

5.9267

5.9743

6.2957

6.6684

6.7442

6.4163

6.0628

6.4811

7.0219

6.9534

6.9631

6.6855

2

6.1698

6.1805

6.4266

6.7559

6.8312

6.6859

6.3351

6.7086

7.2061

7.2154

7.0881

6.8841

3

6.4130

6.3348

6.5544

6.8433

6.9123

6.7543

6.6075

6.9392

7.3903

7.4774

7.3073

7.0828

4

6.5108

6.4891

6.5810

6.8616

6.9912

7.0012

6.8799

7.1697

7.6079

7.7103

7.4896

7.2815

5

6.6783

6.6279

6.7006

6.9029

7.0519

7.2435

6.9633

7.2618

7.6589

7.8301

7.5811

7.4422

6

6.7906

6.7341

6.8806

6.9764

7.1281

7.3566

7.1010

7.3456

7.7806

7.9431

7.6543

7.4921

7

6.8457

6.8263

6.9280

7.0620

7.2152

7.4263

7.2523

7.4875

7.9563

8.0561

7.7275

7.5538

8

6.9184

6.9750

6.9755

7.1593

7.3030

7.4961

7.3229

7.6291

8.0108

8.1293

7.7951

7.6011

9

6.9995

7.0789

7.0431

7.2387

7.3284

7.5137

7.3569

7.6472

8.0653

8.1981

7.8535

7.6310

10

7.0784

7.1108

7.1191

7.3090

7.3441

7.5291

7.3941

7.6809

8.1318

8.2809

7.9304

7.6776

11

7.1627

7.1867

7.1951

7.3749

7.3939

7.5475

7.4921

7.8133

8.2238

8.3629

7.9624

7.7348

12

7.2272

7.2432

7.2448

7.3889

7.4530

7.5771

7.5568

7.9033

8.2944

8.4154

7.9943

7.7882

13

7.2866

7.2878

7.2933

7.4145

7.4747

7.6068

7.5846

7.9334

8.3651

8.4680

8.0263

7.8416

14

7.3495

7.3325

7.3276

7.4400

7.4965

7.6364

7.6124

7.9634

8.4357

8.5205

8.0582

7.8950

15

7.4123

7.3772

7.3503

7.4656

7.5182

7.6661

7.6319

7.9932

8.5064

8.5678

8.0902

7.9382

16

7.4511

7.4044

7.3758

7.4891

7.5309

7.6866

7.6615

8.0099

—

8.5908

8.1221

7.9621

17

7.4554

7.4143

7.3895

7.5117

7.5405

7.6973

7.6937

8.0266

—

8.6138

8.1541

7.9860

18

7.4597

7.4242

7.3949

—

7.5502

7.7069

7.7258

8.0434

—

8.6368

8.1860

8.0099

19

7.4640

7.4341

7.4004

—

7.5598

7.7165

7.7580

8.0601

—

8.6599

8.2180

8.0338

20

7.4683

7.4440

7.4058

—

7.5694

7.7261

7.7902

8.0768

—

8.6829

8.2499

8.0578

21

7.4725

7.4539

7.4112

—

7.5790

7.7356

7.8223

8.0935

—

8.7059

8.2819

8.0817

22

7.4768

7.4638

7.4167

—

7.5886

7.7452

7.8545

8.1102

—

8.7289

8.3138

8.1056

23

7.4811

7.4737

7.4221

—

7.5982

7.7548

7.8867

8.1269

—

8.7519

8.3458

8.1295

24

7.4854

7.4836

7.4275

—

7.6079

7.7644

7.9188

8.1436

—

8.7750

8.3778

8.1534

25

7.4897

7.4935

7.4330

—

7.6175

7.7740

7.9510

8.1603

—

8.7980

8.4097

8.1773

26

7.4940

7.5035

7.4384

—

7.6271

7.7836

7.9832

8.1771

—

8.8210

8.4417

8.2012

27

7.4983

7.5134

7.4439

—

7.6367

7.7931

8.0153

8.1938

—

8.8440

8.4736

8.2251

28

7.5025

7.5233

7.4493

—

7.6463

7.8027

—

—

—

8.8670

8.5039

8.2475

29

7.5068

7.5332

7.4547

—

7.6559

7.8123

—

—

—

8.8901

8.5068

8.2604

30

7.5111

7.5431

7.4602

—

7.6656

7.8219

—

—

—

—

8.5098

8.2732