(Per cent)

Term to Maturity (in years)

2010

2011

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

4.9270

5.0253

5.2199

5.4713

6.3008

6.4900

6.6385

6.7671

7.2301

7.3877

7.5435

7.4488

2

6.0252

5.9062

5.7731

6.2598

6.8782

6.8853

7.0402

7.2745

7.4181

7.5645

7.8908

7.6298

3

6.5467

6.3955

6.4002

6.6774

7.0627

7.1341

7.2261

7.3436

7.6060

7.7414

8.0996

7.8139

4

6.9477

6.8631

6.8003

6.9854

7.3425

7.4327

7.4889

7.6892

7.7940

7.8852

8.1104

7.9980

5

7.2541

7.2820

7.2405

7.2768

7.5427

7.7054

7.7148

7.8347

7.9149

7.8519

8.1212

8.0602

6

7.4669

7.4902

7.5074

7.5758

7.7089

7.8787

7.8157

7.8741

7.9574

7.8502

8.1320

8.0694

7

7.5149

7.6367

7.6095

7.5953

7.7858

7.9584

7.7901

7.9908

7.9542

7.8644

8.1679

8.0929

8

7.3728

7.7957

7.5834

7.5770

7.7908

7.9547

7.8083

8.0429

7.9848

7.8852

8.1670

8.1187

9

7.3075

7.9548

7.5447

7.5588

7.7903

7.9509

7.8265

8.0949

8.0256

7.9060

8.1496

8.1095

10

7.8250

7.7766

7.5206

7.5758

7.8286

7.9863

7.8963

8.1179

8.0498

7.9534

8.1505

8.0983

11

7.9590

7.8811

7.6701

7.7798

7.9884

8.1020

7.9875

8.1105

8.0615

8.0147

8.1577

8.1338

12

8.0738

7.9846

7.8272

7.9335

8.0996

8.0404

7.9813

8.1105

8.0845

8.0744

8.1756

8.1897

13

8.0575

8.0536

8.0028

8.0031

8.1532

8.0915

8.1548

8.1731

8.1550

8.1318

8.2127

8.2613

14

8.0411

8.1226

8.0855

8.0727

8.2069

8.1579

8.3208

8.2356

8.2255

8.1892

8.2498

8.3329

15

8.0959

8.1916

8.0946

8.1423

8.2605

8.2244

8.3011

8.2982

8.2960

8.2466

8.2869

8.4045

16

8.1713

8.2605

8.1038

8.1919

8.3142

8.2909

8.2813

8.3607

8.3665

8.3040

8.3240

8.4761

17

8.2467

8.3295

8.1129

8.1822

8.3075

8.3523

8.2665

8.4094

8.4117

8.3424

8.3612

8.5095

18

–

8.3562

8.1285

8.1968

8.3113

8.3557

8.2777

8.4146

8.4052

8.3537

8.3983

8.5134

19

–

8.3683

8.1453

8.2137

8.3155

8.3591

8.2889

8.4198

8.3986

8.3651

8.4354

8.5173

20

–

8.3805

8.1621

8.2307

8.3197

8.3625

8.3002

8.4250

8.3920

8.3764

8.4725

8.5212

21

–

8.3926

8.1186

8.2476

8.3239

8.3659

8.3114

8.4302

8.3855

8.3877

8.5096

8.5251

22

–

8.4048

8.2209

8.2309

8.3398

8.3694

8.3219

8.4349

8.3845

8.3981

8.5164

8.5284

23

–

–

8.2089

8.1581

8.2960

8.3728

8.3284

8.4383

8.3950

8.4066

8.5220

8.5318

24

–

–

8.1736

8.0854

8.2517

8.3760

8.3349

8.4417

8.4054

8.4152

8.5276

8.5351

25

–

–

8.1384

8.0126

8.2634

8.3765

8.3413

8.4450

8.4159

8.4237

8.5333

8.5384

26

–

–

8.1031

–

8.2768

8.3769

8.3439

8.4484

8.4263

8.4322

8.5389

8.5418

27

–

–

8.0678

–

8.2901

8.3773

8.3376

8.4518

8.4368

8.4408

8.5445

8.5451

28

–

–

–

–

8.3034

8.3777

8.3313

8.4551

8.4472

8.4493

8.5501

8.5485

29

–

–

–

–

8.3167

8.3782

8.3250

8.4585

8.4577

8.4579

8.5557

8.5518

30

–

–

–

–

8.3300

8.3786

8.3187

8.4619

8.4681

8.4664

8.5613

8.5551