(Per cent)

2001

2002

Term to Maturity (in years)

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

Mar.

Apr.

May.

Jun.

Jul.

1

2

3

4

5

6

7

8

9

10

11

12

13

2001-02

1

7.0940

7.3057

6.8697

6.7481

7.3521

6.6351

6.6096

5.7633

6.3246

6.8175

6.2956

6.2149

2

7.1768

7.3575

6.9638

6.8106

7.4711

6.7232

6.5847

6.2423

6.3306

6.9915

6.5471

6.3449

3

7.2996

7.4362

7.0358

6.8626

7.5493

6.7862

6.6453

6.4009

6.4957

7.0328

6.6358

6.3680

4

7.4389

7.5441

7.1400

6.9097

7.5909

6.8769

6.8535

6.4860

6.5736

7.1345

6.8168

6.5182

5

7.6313

7.8139

7.3681

6.9641

7.6485

6.9389

7.0034

6.6247

6.7330

7.2588

7.0366

6.6733

6

8.1450

8.1767

7.6428

7.2569

7.7638

7.0731

7.0460

6.7647

6.8923

7.3831

7.3288

6.8284

7

8.2842

8.4738

8.0441

7.4631

7.9131

7.3184

7.1323

7.1103

7.0887

7.4907

7.2178

6.9775

8

8.6253

9.0494

8.5680

7.6847

8.0566

7.4513

7.2638

7.1640

7.3039

7.5598

7.3344

7.1355

9

8.9530

9.1051

8.6882

7.7743

8.1771

7.5503

7.3953

7.2465

7.3663

7.6458

7.6228

7.3200

10

9.1394

9.1468

8.7893

7.9239

8.2666

7.6474

7.4725

7.3437

7.3952

7.6529

7.5701

7.3733

11

9.2887

9.2861

8.9107

7.9911

8.3805

7.6847

7.4556

7.3950

7.4478

7.8250

7.6259

7.4316

12

9.4320

9.4921

9.1599

8.0309

8.5622

7.9188

7.5238

7.4307

7.6279

7.9195

7.8526

7.6007

13

9.5685

9.7135

9.3678

8.1134

8.5914

8.0972

7.6017

7.4667

7.7059

8.0139

7.9772

7.6046

14

9.7025

9.8304

9.2045

8.2063

8.5951

7.8355

7.4868

7.5998

7.7817

8.0326

7.8970

7.6173

15

9.7786

9.9047

9.4664

8.3040

8.8207

7.8273

7.3232

7.6597

7.4747

7.8488

7.7558

7.6746

16

9.8156

9.9822

9.5556

8.3542

8.9414

8.0537

7.4563

7.7092

7.8138

8.0361

7.8611

7.7261

17

9.8349

10.0596

9.5928

8.3380

9.0604

8.1075

7.5894

7.7586

7.9697

8.1546

7.9663

7.7776

18

9.8268

10.0442

9.6085

8.3165

9.1631

8.1786

7.7225

7.8081

7.9189

8.2732

8.0715

7.8291

19

9.9334

10.0120

9.6618

8.3943

9.0817

8.1859

7.8887

7.8576

7.8680

8.3917

8.1710

7.8758

20

9.9425

9.9206

9.6637

8.4404

9.0161

8.1873

7.9643

7.8807

—

8.4249

8.2017

7.8990

21

—

—

9.6748

8.4540

9.0244

8.2066

7.9529

7.8986

—

8.4581

8.2204

7.9222

22

—

—

9.6859

8.4676

9.0328

8.2259

7.9415

7.9165

—

8.4912

8.2390

7.9454

23

—

—

9.6970

8.4811

9.0411

8.2451

7.9301

7.9344

—

8.5244

8.2577

7.9686

24

—

—

9.7081

8.4947

9.0494

8.2644

7.9187

7.9523

—

8.5576

8.2764

7.9918

25

—

—

9.7192

8.5083

9.0578

8.2837

7.9073

7.9702

—

—

—

—

See ‘Notes on Tables’.