(Per cent)

Term to Maturity (in years)

2008

2009

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

7.8502

9.1340

9.4748

9.0966

8.7855

7.3525

6.6751

5.0196

4.7313

4.8830

5.1071

4.0065

2

7.9675

9.3297

9.3916

9.0076

8.7130

7.3839

6.8129

5.0690

4.9309

5.0359

5.5078

4.8017

3

7.9923

9.2864

9.3656

8.9396

8.6613

7.4717

6.8821

5.1735

5.4289

5.5459

6.0823

5.4287

4

8.0172

9.2257

9.4132

8.8716

8.6096

7.4991

6.9298

5.2876

5.7794

5.7366

6.4506

5.8113

5

8.0421

9.1651

9.4609

8.8036

8.5783

7.5285

6.9775

5.3499

5.9753

5.8351

6.6508

6.0037

6

8.0743

9.1045

9.5085

8.8432

8.6979

7.5343

7.0371

5.3238

6.0544

6.0582

6.7343

6.2194

7

8.1091

9.0439

9.5562

8.8840

8.6850

7.5962

7.2363

5.4210

6.3367

6.5500

6.9420

6.5487

8

8.1430

8.9727

9.5819

8.9212

8.6722

7.6254

7.3178

5.5435

6.3718

6.6358

7.1882

6.5640

9

8.1348

8.8334

9.3691

8.8074

8.6593

7.5558

7.2131

5.3842

6.2495

6.4542

7.1149

6.3958

10

8.1069

8.6518

9.3500

8.7121

8.7184

7.4808

7.1197

5.3028

6.0041

6.5711

7.0414

6.2923

11

8.2966

8.7884

9.3822

8.8126

8.8703

7.5441

7.1987

5.3868

6.2591

6.7800

7.2481

6.5485

12

8.3057

8.9250

9.4143

8.9132

9.0223

7.6074

7.2777

5.4708

6.5171

6.9889

7.4548

6.8046

13

8.3148

9.0559

9.4465

9.0137

9.1253

7.7548

7.5245

5.7983

6.7750

7.1978

7.6518

7.0182

14

8.3240

9.1168

9.4787

9.1142

9.1360

7.8462

7.6298

6.0418

6.7933

7.2728

7.6873

7.0669

15

8.3331

9.1776

9.5109

9.2147

9.1466

7.8706

7.6530

6.1420

6.8161

7.3114

7.7006

7.1156

16

8.3422

9.2384

9.5430

9.3153

9.1573

7.8950

7.6761

6.2423

6.8631

7.3500

7.7138

7.1644

17

8.3514

9.2992

9.5752

9.4158

9.1680

7.9194

7.6993

6.3426

6.9102

7.3886

7.7270

7.2131

18

8.3605

9.3601

9.6074

9.5163

9.1787

7.9438

7.7225

6.4428

6.9572

7.4272

7.7403

7.2548

19

8.3696

9.4027

9.6395

9.5659

9.1894

7.9571

7.7214

6.4318

7.0042

7.4658

7.7535

7.2692

20

8.3788

9.4140

9.6717

9.5720

9.2001

7.9659

7.7136

6.4053

7.0512

7.5044

7.7667

7.2836

21

8.3879

9.4252

9.7039

9.5780

9.2108

7.9747

7.7059

6.3788

7.0982

7.5430

7.7800

7.2980

22

8.3970

9.4365

9.7361

9.5841

9.2215

7.9834

7.6982

6.3522

7.1453

7.5815

7.7932

7.3125

23

8.4062

9.4477

9.7682

9.5901

9.2322

7.9922

7.6904

6.3257

7.1923

7.6201

7.8065

7.3231

24

8.4153

9.4590

9.8004

9.5961

9.2429

8.0002

7.6896

6.3287

7.2270

7.6459

7.8008

7.3016

25

8.4244

9.4702

-

-

-

8.0048

7.7097

6.3887

7.2448

7.6588

7.7822

7.2713

26

8.4336

-

-

-

-

8.0094

7.7296

6.4570

7.2546

7.6651

7.7780

7.2603

27

8.4427

-

-

-

-

8.0139

7.7624

6.4797

7.2554

7.6661

7.7840

7.2569

28

8.4518

-

-

-

-

8.0185

7.8415

6.3722

7.2208

7.6444

7.7915

7.2534

29

8.4610

-

-

-

-

-

-

-

7.1673

7.6140

7.7990

7.2500

30

-

-

-

-

-

-

-

-

7.1138

7.5836

7.8065

7.2465