(Per cent)

Term to Maturity (in years)

2011

2012

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

1

2

3

4

5

6

7

8

9

10

11

12

1

6.3112

8.3124

8.1875

8.3619

8.2283

8.2081

8.7114

8.7397

8.3720

8.6259

8.5654

8.3328

2

6.9231

8.3554

8.2298

8.3799

8.2650

8.2437

8.7469

8.7059

8.3161

8.5434

8.0814

8.0916

3

7.5350

8.3985

8.2722

8.3979

8.2696

8.2793

8.7823

8.6722

8.2603

8.4610

8.1851

8.1370

4

8.1469

8.4415

8.3146

8.4148

8.2873

8.3129

8.8178

8.6781

8.3743

8.3785

8.2888

8.4972

5

8.2318

8.4771

8.3496

8.4342

8.3329

8.3622

8.8603

8.7123

8.4656

8.2961

8.3051

8.5873

6

8.2385

8.4780

8.3580

8.4678

8.3445

8.4109

8.8810

8.7341

8.4918

8.3098

8.3096

8.5472

7

8.1690

8.4780

8.3625

8.5251

8.4124

8.3962

8.8635

8.7439

8.5120

8.3223

8.2896

8.5712

8

8.1525

8.4513

8.3532

8.6566

8.5700

8.4073

8.8650

8.7485

8.5300

8.3151

8.2641

8.7093

9

8.1359

8.4246

8.3440

8.5576

8.4262

8.3942

8.8666

8.7531

8.5479

8.2945

8.2214

8.6227

10

8.1267

8.4123

8.3518

8.4792

8.3543

8.3975

8.8849

8.7594

8.5459

8.2878

8.2000

8.5607

11

8.2552

8.4895

8.4205

8.5397

8.4259

8.4295

8.9145

8.7929

8.5142

8.3283

8.2268

8.6065

12

8.3151

8.5213

8.4566

8.5672

8.4559

8.4716

8.9260

8.8298

8.6100

8.3688

8.2536

8.6236

13

8.3510

8.5439

8.4897

8.5891

8.4839

8.5138

8.9375

8.8677

8.7018

8.4133

8.2957

8.6322

14

8.3870

8.5665

8.5227

8.6109

8.5118

8.5559

8.9490

8.9279

8.7660

8.4729

8.3752

8.6265

15

8.4230

8.5890

8.5557

8.6328

8.5398

8.5980

8.9605

8.9882

8.8302

8.5326

8.4548

8.6208

16

8.4590

8.6116

8.5887

8.6547

8.5708

8.6389

8.9708

9.0386

8.8678

8.5771

8.5092

8.6382

17

8.4950

8.6182

8.5943

8.6625

8.6379

8.6252

8.9707

9.0478

8.8353

8.5947

8.5316

8.6766

18

-

8.6215

8.5972

8.6678

-

8.6114

8.9707

9.0570

8.8028

8.6122

8.5541

8.7150

19

-

8.6248

8.6002

8.6731

-

8.5976

8.9707

9.0663

8.7727

8.6241

8.5717

8.7424

20

-

8.6282

8.6031

8.6784

-

8.5838

8.9707

9.0755

8.7749

8.6044

8.5736

8.7462

21

-

8.6315

8.6060

8.6837

-

8.5726

8.9707

9.0847

8.7770

8.5975

8.5755

8.7500

22

-

8.6348

-

8.6890

-

8.5749

8.9706

9.0939

8.7791

8.5911

8.5774

8.7538

23

-

8.6382

-

8.6944

-

8.5771

8.9706

9.1031

8.7813

8.5848

8.5793

8.7575

24

-

8.6415

-

8.6997

-

8.5794

8.9706

9.1123

8.7834

8.5784

8.5812

8.7613

25

-

8.6448

-

8.7050

-

8.5816

8.9706

9.1216

8.7856

8.5721

8.5831

8.7651

26

-

8.6481

-

8.7103

-

8.5839

8.9706

9.1308

8.7877

8.5658

8.5850

8.7689

27

-

8.6515

-

8.7156

-

8.5861

8.9705

9.1400

8.7898

8.5594

8.5869

8.7727

28

-

8.6548

-

8.7209

-

8.5884

8.9705

9.1492

8.7920

8.5531

8.5888

8.7765

29

-

8.6581

-

8.7262

-

8.5907

8.9705

9.1584

8.8036

8.5467

8.5907

8.7803

30

-

8.6614

-

-

-

-

-

-

8.8249

8.5404

8.5926

8.7841