(Per cent)

Term to
Maturity
(in years)

2007

2008

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

7.6383

7.8941

7.9308

7.8277

7.5803

7.1362

7.6839

7.6836

7.6895

7.7597

7.6573

7.4307

2

7.7950

7.9851

8.0842

7.8559

7.6867

7.2619

7.7159

7.7759

7.7266

7.8157

7.6615

7.5106

3

7.9024

7.9755

8.1280

7.8864

7.8031

7.3610

7.7479

7.8006

7.7420

7.8257

7.6656

7.5426

4

7.9158

7.9645

8.1213

7.9610

7.8106

7.3621

7.7774

7.8014

7.7529

7.8349

7.6698

7.5281

5

7.9120

7.9700

8.1120

8.0125

7.9072

7.3980

7.7944

7.8022

7.7639

7.8441

7.6740

7.5137

6

7.9182

7.9812

8.1027

8.0619

8.0046

7.5420

7.8114

7.8100

7.7825

7.8542

7.6944

7.5061

7

7.9286

7.9923

8.0939

8.1052

8.0843

7.6543

7.8577

7.8680

7.8189

7.8672

7.7159

7.5084

8

7.9237

7.9698

8.1010

8.1059

8.0946

7.6890

7.9041

7.8750

7.8356

7.8802

7.7371

7.5180

9

7.9164

7.9457

8.1137

8.1117

8.1234

7.8113

7.9103

7.8902

7.8464

7.8937

7.7727

7.5375

10

7.9454

7.9360

8.1316

8.1225

8.1559

7.9108

7.9194

7.9155

7.8699

7.9218

7.8057

7.5737

11

7.9725

7.9809

8.1550

8.1557

8.1871

7.9338

7.9463

7.9762

7.9217

7.9727

7.8411

7.6318

12

7.9927

8.0259

8.1784

8.1889

8.2182

7.9568

7.9732

8.0369

7.9735

8.0236

7.8765

7.6900

13

8.0129

8.0709

8.2017

8.2220

8.2493

7.9798

8.0002

8.0976

8.0252

8.0745

7.9118

7.7482

14

8.0332

8.1159

8.2251

8.2552

8.2789

8.0028

8.0271

8.1583

8.0770

8.1254

7.9472

7.7492

15

8.0439

8.1340

8.2485

8.2873

8.2940

8.0265

8.0540

8.1915

8.1135

8.1523

8.0368

7.7489

16

8.0517

8.1474

8.2616

8.2993

8.3092

8.0529

8.0810

8.2079

8.1325

8.1728

8.0733

7.7585

17

8.0595

8.1608

8.2743

8.3112

8.3243

8.0793

8.1079

8.2242

8.1515

8.1934

8.0782

7.7682

18

8.0673

8.1743

8.2869

8.3231

8.3395

8.1057

8.1349

8.2406

8.1704

8.2139

8.0831

7.7779

19

8.0751

8.1877

8.2995

8.3351

8.3547

8.1321

8.1618

8.2569

8.1894

8.2345

8.0880

7.7875

20

8.0829

8.2011

8.3121

8.3470

8.3698

8.1585

8.1887

8.2733

8.2083

8.2550

8.0929

7.7972

21

8.0907

8.2145

8.3248

8.3589

8.3850

8.1849

8.2157

8.2897

8.2273

8.2756

8.0977

7.8068

22

8.0985

8.2280

8.3374

8.3708

8.4001

8.2114

8.2426

8.3060

8.2462

8.2961

8.1026

7.8165

23

8.1063

8.2414

8.3500

8.3828

8.4153

8.2378

8.2696

8.3224

8.2652

8.3167

8.1075

7.8261

24

8.1141

8.2548

8.3626

8.3947

8.4304

8.2642

8.2965

8.3387

8.2841

8.3372

8.1124

7.8358

25

8.1219

8.2682

8.3752

8.4066

8.4456

8.2906

8.3232

8.3551

8.3002

8.3516

8.1159

7.8431

26

8.1297

8.2816

8.3879

8.4185

8.4607

8.2954

8.3232

8.3714

8.3024

8.3483

8.1168

7.8473

27

8.1375

8.2951

8.4005

8.4305

8.4759

8.2983

8.3232

8.3878

8.3047

8.3449

8.1176

7.8515

28

8.1479

8.3085

8.4131

8.4424

8.4911

8.3013

8.3232

8.4041

8.3069

8.3415

8.1185

7.8557

29

8.1604

8.3219

8.4257

8.4543

8.5062

8.3043

8.3231

8.4205

8.3092

8.3381

8.1193

7.8599

30

8.1730

8.3353

8.4384

8.4662

_

_

_

_

_

_

_

_