(Per cent)

Term to Maturity
(in years)

2009

2010

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

4.8830

5.1071

4.0065

4.0090

4.4459

4.1763

5.0370

4.8045

4.6422

4.7407

5.1304

5.4382

2

5.0359

5.5078

4.8017

4.9398

5.3876

5.2010

5.9969

6.0172

6.1403

5.7709

6.1123

5.9962

3

5.5459

6.0823

5.4287

5.8083

5.7660

6.2130

6.4633

6.6367

6.6949

6.5567

6.6742

6.5542

4

5.7366

6.4506

5.8113

6.0580

6.1519

6.5599

6.8698

6.8584

6.9754

6.7920

7.0227

6.9340

5

5.8351

6.6508

6.0037

6.3117

6.4988

6.7343

7.1895

7.0280

7.1328

7.0092

7.3081

7.2528

6

6.0582

6.7343

6.2194

6.6305

6.5920

6.8389

7.2960

7.1484

7.4270

7.1976

7.4253

7.3929

7

6.5500

6.9420

6.5487

6.8951

6.9382

6.9924

7.3850

7.1568

7.4334

7.2891

7.4439

7.4051

8

6.6358

7.1882

6.5640

6.9630

6.9917

7.0673

7.4468

7.1533

7.5113

7.4394

7.5088

7.4355

9

6.4542

7.1149

6.3958

6.8291

6.9899

7.0873

7.4272

7.1497

7.3874

7.3112

7.6097

7.4713

10

6.5711

7.0414

6.2923

6.7528

6.9536

6.9926

7.4969

7.3377

7.5877

7.4580

7.7366

7.5814

11

6.7800

7.2481

6.5485

6.9918

7.0107

7.2360

7.8458

7.6011

7.8282

7.6542

7.8922

7.7629

12

6.9889

7.4548

6.8046

7.3127

7.2511

7.3409

7.9966

7.6414

7.9177

7.8333

8.0478

7.9443

13

7.1978

7.6518

7.0182

7.4377

7.4029

7.4557

8.0248

7.6817

8.0073

8.0330

8.2033

8.0775

14

7.2728

7.6873

7.0669

7.4915

7.4148

7.4416

8.0530

7.7219

8.0968

8.2198

7.9874

8.1231

15

7.3114

7.7006

7.1156

7.5453

7.4206

7.4426

8.0812

7.7889

8.1653

8.1889

8.0201

8.1688

16

7.3500

7.7138

7.1644

7.5991

7.5399

7.5687

8.1095

7.9280

8.1958

8.1580

8.1205

8.2145

17

7.3886

7.7270

7.2131

7.6529

7.7222

7.6947

8.1377

8.0672

8.2264

8.1271

8.2210

8.2601

18

7.4272

7.7403

7.2548

7.6946

7.7408

7.7681

8.1561

8.1285

8.2309

8.1349

8.2423

8.2638

19

7.4658

7.7535

7.2692

7.7067

7.7595

7.7800

8.1664

8.1425

8.2248

8.1527

8.2526

8.2655

20

7.5044

7.7667

7.2836

7.7188

7.7781

7.7919

8.1766

8.1565

8.2187

8.1706

8.2628

8.2672

21

7.5430

7.7800

7.2980

7.7309

7.7967

7.8038

8.1869

8.1705

8.2126

8.1885

8.2731

8.2689

22

7.5815

7.7932

7.3125

7.7430

7.8154

7.8158

8.1971

8.1845

8.2065

8.2064

8.2833

8.2706

23

7.6201

7.8065

7.3231

7.7551

7.8340

7.8277

8.1854

8.1985

8.2083

8.2243

8.2830

8.2725

24

7.6459

7.8008

7.3016

7.7672

7.8526

7.8396

8.1553

—

8.2477

8.2421

8.2812

8.2743

25

7.6588

7.7822

7.2713

7.7793

7.8713

7.8515

8.1252

—

8.2872

8.2600

8.2794

8.2606

26

7.6651

7.7780

7.2603

7.7914

7.8899

7.8587

—

—

8.3266

—

—

8.2293

27

7.6661

7.7840

7.2569

7.8035

7.9085

7.8658

—

—

8.3661

—

—

8.1980

28

7.6444

7.7915

7.2534

—

—

—

—

—

—

—

—

—

29

7.6140

7.7990

7.2500

—

—

—

—

—

—

—

—

—

30

7.5836

7.8065

7.2465

—

—

—

—

—

—

—

—

—