(Per cent)

Term to Maturity
(in years)

2009

2010

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

4.4459

4.1763

5.0370

4.8045

4.6422

4.7407

5.1304

5.4382

4.8537

4.9270

5.0253

5.2199

2

5.3876

5.2010

5.9969

6.0172

6.1403

5.7709

6.1123

5.9962

5.9237

6.0252

5.9062

5.7731

3

5.7660

6.2130

6.4633

6.6367

6.6949

6.5567

6.6742

6.5542

6.5828

6.5467

6.3955

6.4002

4

6.1519

6.5599

6.8698

6.8584

6.9754

6.7920

7.0227

6.9340

7.1481

6.9477

6.8631

6.8003

5

6.4988

6.7343

7.1895

7.0280

7.1328

7.0092

7.3081

7.2528

7.4894

7.2541

7.2820

7.2405

6

6.5920

6.8389

7.2960

7.1484

7.4270

7.1976

7.4253

7.3929

7.6131

7.4669

7.4902

7.5074

7

6.9382

6.9924

7.3850

7.1568

7.4334

7.2891

7.4439

7.4051

7.6728

7.5149

7.6367

7.6095

8

6.9917

7.0673

7.4468

7.1533

7.5113

7.4394

7.5088

7.4355

7.7297

7.3728

7.7957

7.5834

9

6.9899

7.0873

7.4272

7.1497

7.3874

7.3112

7.6097

7.4713

7.7866

7.3075

7.9548

7.5447

10

6.9536

6.9926

7.4969

7.3377

7.5877

7.4580

7.7366

7.5814

7.8570

7.8250

7.7766

7.5206

11

7.0107

7.2360

7.8458

7.6011

7.8282

7.6542

7.8922

7.7629

8.0039

7.9590

7.8811

7.6701

12

7.2511

7.3409

7.9966

7.6414

7.9177

7.8333

8.0478

7.9443

8.1476

8.0738

7.9846

7.8272

13

7.4029

7.4557

8.0248

7.6817

8.0073

8.0330

8.2033

8.0775

8.1902

8.0575

8.0536

8.0028

14

7.4148

7.4416

8.0530

7.7219

8.0968

8.2198

7.9874

8.1231

8.2328

8.0411

8.1226

8.0855

15

7.4206

7.4426

8.0812

7.7889

8.1653

8.1889

8.0201

8.1688

8.2754

8.0959

8.1916

8.0946

16

7.5399

7.5687

8.1095

7.9280

8.1958

8.1580

8.1205

8.2145

8.3180

8.1713

8.2605

8.1038

17

7.7222

7.6947

8.1377

8.0672

8.2264

8.1271

8.2210

8.2601

8.3606

8.2467

8.3295

8.1129

18

7.7408

7.7681

8.1561

8.1285

8.2309

8.1349

8.2423

8.2638

—

—

8.3562

8.1285

19

7.7595

7.7800

8.1664

8.1425

8.2248

8.1527

8.2526

8.2655

—

—

8.3683

8.1453

20

7.7781

7.7919

8.1766

8.1565

8.2187

8.1706

8.2628

8.2672

—

—

8.3805

8.1621

21

7.7967

7.8038

8.1869

8.1705

8.2126

8.1885

8.2731

8.2689

—

—

8.3926

8.1186

22

7.8154

7.8158

8.1971

8.1845

8.2065

8.2064

8.2833

8.2706

—

—

8.4048

8.2209

23

7.8340

7.8277

8.1854

8.1985

8.2083

8.2243

8.2830

8.2725

—

—

—

8.2089

24

7.8526

7.8396

8.1553

—

8.2477

8.2421

8.2812

8.2743

—

—

—

8.1736

25

7.8713

7.8515

8.1252

—

8.2872

8.2600

8.2794

8.2606

—

—

—

8.1384

26

7.8899

7.8587

—

—

8.3266

—

—

8.2293

—

—

—

8.1031

27

7.9085

7.8658

—

—

8.3661

—

—

8.1980

—

—

—

8.0678

28

—

—

—

—

—

—

—

—

—

—

—

—

29

—

—

—

—

—

—

—

—

—

—

—

—

30

—

—

—

—

—

—

—

—

—

—

—

—