(Per cent)

Term to Maturity

2002

(in years)

Jan.

Feb.

Mar.

Apr.

May

Jun.

Jul.

Aug.

Sep.

Oct.

Nov.

Dec.

1

2

3

4

5

6

7

8

9

10

11

12

13

1

6.6351

6.6096

5.7633

6.3246

6.8175

6.2956

6.2149

5.9593

5.8572

5.7670

5.5128

5.6200

2

6.7232

6.5847

6.2423

6.3306

6.9915

6.5471

6.3449

6.0937

5.9803

5.8310

5.5888

5.6220

3

6.7862

6.6453

6.4009

6.4957

7.0328

6.6358

6.3680

6.1983

6.1035

5.9174

5.6849

5.6585

4

6.8769

6.8535

6.4860

6.5736

7.1345

6.8168

6.5182

6.2614

6.2266

6.0654

5.8286

5.6949

5

6.9389

7.0034

6.6247

6.7330

7.2588

7.0366

6.6733

6.4472

6.3709

6.2123

5.9744

5.7350

6

7.0731

7.0460

6.7647

6.8923

7.3831

7.3288

6.8284

6.6154

6.5656

6.4014

6.1150

5.8130

7

7.3184

7.1323

7.1103

7.0887

7.4907

7.2178

6.9775

6.7752

6.7810

6.5923

6.1586

5.8772

8

7.4513

7.2638

7.1640

7.3039

7.5598

7.3344

7.1355

6.9401

6.9525

6.7489

6.2701

5.9699

9

7.5503

7.3953

7.2465

7.3663

7.6458

7.6228

7.3200

7.1165

7.1423

6.9241

6.4672

6.0806

10

7.6474

7.4725

7.3437

7.3952

7.6529

7.5701

7.3733

7.1560

7.1976

6.9791

6.4573

6.0818

11

7.6847

7.4556

7.3950

7.4478

7.8250

7.6259

7.4316

7.2499

7.2645

7.0335

6.5705

6.1888

12

7.9188

7.5238

7.4307

7.6279

7.9195

7.8526

7.6007

7.3662

7.4753

7.0894

6.6403

6.3086

13

8.0972

7.6017

7.4667

7.7059

8.0139

7.9772

7.6046

7.4352

7.3963

7.1518

6.7054

6.1890

14

7.8355

7.4868

7.5998

7.7817

8.0326

7.8970

7.6173

7.4123

7.4134

7.2324

6.7424

6.2549

15

7.8273

7.3232

7.6597

7.4747

7.8488

7.7558

7.6746

7.5151

7.4627

7.2990

6.8702

6.3037

16

8.0537

7.4563

7.7092

7.8138

8.0361

7.8611

7.7261

7.6018

7.6586

7.3605

6.9453

6.3574

17

8.1075

7.5894

7.7586

7.9697

8.1546

7.9663

7.7776

7.6245

7.6877

7.3911

6.9731

6.4428

18

8.1786

7.7225

7.8081

7.9189

8.2732

8.0715

7.8291

7.7515

7.7168

7.4217

7.0253

6.4544

19

8.1859

7.8887

7.8576

7.8680

8.3917

8.1710

7.8758

7.6871

7.7458

7.4383

7.0270

6.4302

20

8.1873

7.9643

7.8807

—

8.4249

8.2017

7.8990

7.6857

7.7744

7.4533

7.0278

6.4519

21

8.2066

7.9529

7.8986

—

8.4581

8.2204

7.9222

7.7238

7.8029

7.4891

7.0710

6.4836

22

8.2259

7.9415

7.9165

—

8.4912

8.2390

7.9454

7.7618

7.8315

7.5249

7.1141

6.5153

23

8.2451

7.9301

7.9344

—

8.5244

8.2577

7.9686

7.7999

7.8601

7.5607

7.1573

6.5470

24

8.2644

7.9187

7.9523

—

8.5576

8.2764

7.9918

7.8379

7.8878

7.5928

7.1910

6.5699

25

8.2837

7.9073

7.9702

—

—

—

—

7.8515

7.8970

7.6025

7.1903

6.5727

26

—

—

—

—

—

—

—

7.8643

7.9062

7.6122

7.1896

6.5755

27

—

—

—

—

—

—

—

7.8771

7.9154

7.6219

7.1889

6.5783

28

—

—

—

—

—

—

—

7.8899

7.9246

7.6315

7.1883

6.5811

29

—

—

—

—

—

—

—

7.9027

7.9338

7.6412

7.1876

6.5839

30

—

—

—

—

—

—

—

7.9155

7.9430

7.6509

7.1869

6.5867

See ‘Notes on Tables’.