(Per cent)
Term to Maturity (in years)
2011
2012
Oct.
Nov.
Dec.
Jan.
Feb.
Mar.
Apr.
May
Jun.
Jul.
Aug.
Sep.
1
2
3
4
5
6
7
8
9
10
11
12
8.7114
8.7397
8.3720
8.6259
8.5654
8.3328
8.0040
8.0093
7.9044
7.9421
7.8684
7.9050
8.7469
8.7059
8.3161
8.5434
8.0814
8.0916
8.1086
8.0607
7.9657
7.9937
7.9380
7.9761
8.7823
8.6722
8.2603
8.4610
8.1851
8.1370
8.2132
8.1121
8.0269
8.0453
8.0152
8.0472
8.8178
8.6781
8.3743
8.3785
8.2888
8.4972
8.3178
8.2010
8.0881
8.0969
8.1207
8.1183
8.8603
8.7123
8.4656
8.2961
8.3051
8.5873
8.4434
8.2914
8.0767
8.1518
8.2160
8.1926
8.8810
8.7341
8.4918
8.3098
8.3096
8.5472
8.6149
8.3686
8.2090
8.2291
8.2584
8.2358
8.8635
8.7439
8.5120
8.3223
8.2896
8.5712
8.5664
8.3337
8.2225
8.2553
8.3049
8.2315
8.8650
8.7485
8.5300
8.3151
8.2641
8.7093
8.5482
8.3360
8.2012
8.2879
8.3476
8.2733
8.8666
8.7531
8.5479
8.2945
8.2214
8.6227
8.6047
8.4013
8.1839
8.2858
8.3228
8.2382
8.8849
8.7594
8.5459
8.2878
8.2000
8.5607
8.6523
8.4599
8.2269
8.2631
8.3135
8.1388
8.9145
8.7929
8.5142
8.3283
8.2268
8.6065
8.6739
8.4733
8.3740
8.3457
8.3687
8.1512
8.9260
8.8298
8.6100
8.3688
8.2536
8.6236
8.6851
8.4689
8.4157
8.3705
8.4016
8.1635
13
8.9375
8.8677
8.7018
8.4133
8.2957
8.6322
8.4953
8.4380
8.3581
8.3970
8.1765
14
8.9490
8.9279
8.7660
8.4729
8.3752
8.6265
8.7583
8.5475
8.4487
8.3377
8.3907
8.2622
15
8.9605
8.9882
8.8302
8.5326
8.4548
8.6208
8.8042
8.5998
8.4595
8.4327
8.4334
8.3722
16
8.9708
9.0386
8.8678
8.5771
8.5092
8.6382
8.8273
8.6180
8.4905
8.4718
8.4762
8.3906
17
8.9707
9.0478
8.8353
8.5947
8.5316
8.6766
8.8356
8.6211
8.5235
8.5018
8.5189
8.4090
18
9.0570
8.8028
8.6122
8.5541
8.7150
8.8440
8.6242
8.5565
8.5317
8.5617
8.4274
19
9.0663
8.7727
8.6241
8.5717
8.7424
8.8555
8.6386
8.5749
8.5508
8.5752
8.4597
20
9.0755
8.7749
8.6044
8.5736
8.7462
8.8715
8.6651
8.5819
8.5641
8.5791
8.4742
21
9.0847
8.7770
8.5975
8.5755
8.7500
8.8876
8.6915
8.5889
8.5774
8.5836
8.4758
22
8.9706
9.0939
8.7791
8.5911
8.7538
8.9036
8.7179
8.5960
8.5908
8.5881
8.4775
23
9.1031
8.7813
8.5848
8.5793
8.7575
8.9197
8.7443
8.6030
8.6041
8.5926
8.4792
24
9.1123
8.7834
8.5784
8.5812
8.7613
8.9357
8.7708
8.6103
8.6159
8.5971
8.4813
25
9.1216
8.7856
8.5721
8.5831
8.7651
8.9307
8.7709
8.6210
8.6187
8.6016
8.4845
26
9.1308
8.7877
8.5658
8.5850
8.7689
8.9232
8.7705
8.6317
8.6216
8.6061
8.4878
27
8.9705
9.1400
8.7898
8.5594
8.5869
8.9156
8.7702
8.6423
8.6245
8.6106
8.4910
28
9.1492
8.7920
8.5531
8.5888
8.7765
8.9081
8.7698
8.6530
8.6274
8.6151
8.4942
29
9.1584
8.8036
8.5467
8.5907
8.7803
8.9006
8.7695
8.6579
8.6302
8.6196
8.4975
30
–
8.8249
8.5404
8.7841
8.8931
8.7691
8.6628
8.6331
8.5007