(Per cent)
Term to Maturity (in years)
2009
2010
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
4.0090
4.4459
4.1763
5.0370
4.8045
4.6422
4.7407
5.1304
5.4382
4.8537
4.9270
5.0253
4.9398
5.3876
5.2010
5.9969
6.0172
6.1403
5.7709
6.1123
5.9962
5.9237
6.0252
5.9062
5.8083
5.7660
6.2130
6.4633
6.6367
6.6949
6.5567
6.6742
6.5542
6.5828
6.5467
6.3955
6.0580
6.1519
6.5599
6.8698
6.8584
6.9754
6.7920
7.0227
6.9340
7.1481
6.9477
6.8631
6.3117
6.4988
6.7343
7.1895
7.0280
7.1328
7.0092
7.3081
7.2528
7.4894
7.2541
7.2820
6.6305
6.5920
6.8389
7.2960
7.1484
7.4270
7.1976
7.4253
7.3929
7.6131
7.4669
7.4902
6.8951
6.9382
6.9924
7.3850
7.1568
7.4334
7.2891
7.4439
7.4051
7.6728
7.5149
7.6367
6.9630
6.9917
7.0673
7.4468
7.1533
7.5113
7.4394
7.5088
7.4355
7.7297
7.3728
7.7957
6.8291
6.9899
7.0873
7.4272
7.1497
7.3874
7.3112
7.6097
7.4713
7.7866
7.3075
7.9548
6.7528
6.9536
6.9926
7.4969
7.3377
7.5877
7.4580
7.7366
7.5814
7.8570
7.8250
7.7766
6.9918
7.0107
7.2360
7.8458
7.6011
7.8282
7.6542
7.8922
7.7629
8.0039
7.9590
7.8811
7.3127
7.2511
7.3409
7.9966
7.6414
7.9177
7.8333
8.0478
7.9443
8.1476
8.0738
7.9846
7.4377
7.4029
7.4557
8.0248
7.6817
8.0073
8.0330
8.2033
8.0775
8.1902
8.0575
8.0536
14
7.4915
7.4148
7.4416
8.0530
7.7219
8.0968
8.2198
7.9874
8.1231
8.2328
8.0411
8.1226
15
7.5453
7.4206
7.4426
8.0812
7.7889
8.1653
8.1889
8.0201
8.1688
8.2754
8.0959
8.1916
16
7.5991
7.5399
7.5687
8.1095
7.9280
8.1958
8.1580
8.1205
8.2145
8.3180
8.1713
8.2605
17
7.6529
7.7222
7.6947
8.1377
8.0672
8.2264
8.1271
8.2210
8.2601
8.3606
8.2467
8.3295
18
7.6946
7.7408
7.7681
8.1561
8.1285
8.2309
8.1349
8.2423
8.2638
—
8.3562
19
7.7067
7.7595
7.7800
8.1664
8.1425
8.2248
8.1527
8.2526
8.2655
8.3683
20
7.7188
7.7781
7.7919
8.1766
8.1565
8.2187
8.1706
8.2628
8.2672
8.3805
21
7.7309
7.7967
7.8038
8.1869
8.1705
8.2126
8.1885
8.2731
8.2689
8.3926
22
7.7430
7.8154
7.8158
8.1971
8.1845
8.2065
8.2064
8.2833
8.2706
8.4048
23
7.7551
7.8340
7.8277
8.1854
8.1985
8.2083
8.2243
8.2830
8.2725
24
7.7672
7.8526
7.8396
8.1553
8.2477
8.2421
8.2812
8.2743
25
7.7793
7.8713
7.8515
8.1252
8.2872
8.2600
8.2794
8.2606
26
7.7914
7.8899
7.8587
8.3266
8.2293
27
7.8035
7.9085
7.8658
8.3661
8.1980
28
29
30