(Per cent)

Term to
Maturity

2006

2007

(in years)

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

6.4811

7.0219

6.9534

6.9631

6.6855

7.0961

6.9959

7.4422

7.5263

7.6383

7.8941

7.9308

2

6.7086

7.2061

7.2154

7.0881

6.8841

7.1893

7.0759

7.4627

7.6326

7.7950

7.9851

8.0842

3

6.9392

7.3903

7.4774

7.3073

7.0828

7.2826

7.1554

7.4832

7.7382

7.9024

7.9755

8.1280

4

7.1697

7.6079

7.7103

7.4896

7.2815

7.3759

7.2349

7.5037

7.7075

7.9158

7.9645

8.1213

5

7.2618

7.6589

7.8301

7.5811

7.4422

7.4512

7.2681

7.5242

7.6349

7.9120

7.9700

8.1120

6

7.3456

7.7806

7.9431

7.6543

7.4921

7.4900

7.2708

7.5447

7.6751

7.9182

7.9812

8.1027

7

7.4875

7.9563

8.0561

7.7275

7.5538

7.5288

7.2999

7.5652

7.7767

7.9286

7.9923

8.0939

8

7.6291

8.0108

8.1293

7.7951

7.6011

7.5676

7.3743

7.5867

7.8784

7.9237

7.9698

8.1010

9

7.6472

8.0653

8.1981

7.8535

7.6310

7.6064

7.4518

7.6088

7.9085

7.9164

7.9457

8.1137

10

7.6809

8.1318

8.2809

7.9304

7.6776

7.6417

7.4061

7.6071

7.7739

7.9454

7.9360

8.1316

11

7.8133

8.2238

8.3629

7.9624

7.7348

7.6801

7.4283

7.6149

7.8322

7.9725

7.9809

8.1550

12

7.9033

8.2944

8.4154

7.9943

7.7882

7.7200

7.4559

7.6236

7.8904

7.9927

8.0259

8.1784

13

7.9334

8.3651

8.4680

8.0263

7.8416

7.7600

7.4835

7.6323

7.9486

8.0129

8.0709

8.2017

14

7.9634

8.4357

8.5205

8.0582

7.8950

7.7999

7.5111

7.6410

8.0068

8.0332

8.1159

8.2251

15

7.9932

8.5064

8.5678

8.0902

7.9382

7.8498

7.5272

7.6496

8.0305

8.0439

8.1340

8.2485

16

8.0099

—

8.5908

8.1221

7.9621

7.9126

7.5325

7.6583

8.0383

8.0517

8.1474

8.2616

17

8.0266

—

8.6138

8.1541

7.9860

7.9482

7.5378

7.6670

8.0462

8.0595

8.1608

8.2743

18

8.0434

—

8.6368

8.1860

8.0099

7.9626

7.5432

7.6757

8.0540

8.0673

8.1743

8.2869

19

8.0601

—

8.6599

8.2180

8.0338

7.9769

7.5485

7.6844

8.0619

8.0751

8.1877

8.2995

20

8.0768

—

8.6829

8.2499

8.0578

7.9912

7.5539

7.6931

8.0697

8.0829

8.2011

8.3121

21

8.0935

—

8.7059

8.2819

8.0817

8.0055

7.5592

7.7017

8.0776

8.0907

8.2145

8.3248

22

8.1102

—

8.7289

8.3138

8.1056

8.0199

7.5646

7.7104

8.0854

8.0985

8.2280

8.3374

23

8.1269

—

8.7519

8.3458

8.1295

8.0342

7.5699

7.7191

8.0933

8.1063

8.2414

8.3500

24

8.1436

—

8.7750

8.3778

8.1534

8.0485

7.5753

7.7278

8.1011

8.1141

8.2548

8.3626

25

8.1603

—

8.7980

8.4097

8.1773

8.0628

7.5806

7.7365

8.1090

8.1219

8.2682

8.3752

26

8.1771

—

8.8210

8.4417

8.2012

8.0772

7.5859

7.7452

8.1168

8.1297

8.2816

8.3879

27

8.1938

—

8.8440

8.4736

8.2251

8.0915

7.5913

7.7538

8.1247

8.1375

8.2951

8.4005

28

—

—

8.8670

8.5039

8.2475

8.1030

7.6029

7.7634

8.1325

8.1479

8.3085

8.4131

29

—

—

8.8901

8.5068

8.2604

8.1045

7.6166

7.7742

8.1404

8.1604

8.3219

8.4257

30

—

—

—

8.5098

8.2732

8.1061

7.5889

7.7851

8.1482

8.1730

8.3353

8.4384