(Per cent)
Term to Maturity (in years)
2011
2012
Feb.
Mar.
Apr.
May
Jun.
Jul.
Aug.
Sep.
Oct.
Nov.
Dec.
Jan.
1
2
3
4
5
6
7
8
9
10
11
12
7.4488
7.4927
6.3112
8.3124
8.1875
8.3619
8.2283
8.2081
8.7114
8.7397
8.3720
8.6259
7.6298
7.5488
6.9231
8.3554
8.2298
8.3799
8.2650
8.2437
8.7469
8.7059
8.3161
8.5434
7.8139
7.6787
7.5350
8.3985
8.2722
8.3979
8.2696
8.2793
8.7823
8.6722
8.2603
8.4610
7.9980
7.8747
8.1469
8.4415
8.3146
8.4148
8.2873
8.3129
8.8178
8.6781
8.3743
8.3785
8.0602
7.9287
8.2318
8.4771
8.3496
8.4342
8.3329
8.3622
8.8603
8.7123
8.4656
8.2961
8.0694
7.9465
8.2385
8.4780
8.3580
8.4678
8.3445
8.4109
8.8810
8.7341
8.4918
8.3098
8.0929
7.9574
8.1690
8.3625
8.5251
8.4124
8.3962
8.8635
8.7439
8.5120
8.3223
8.1187
7.9681
8.1525
8.4513
8.3532
8.6566
8.5700
8.4073
8.8650
8.7485
8.5300
8.3151
8.1095
7.9787
8.1359
8.4246
8.3440
8.5576
8.4262
8.3942
8.8666
8.7531
8.5479
8.2945
8.0983
8.0223
8.1267
8.4123
8.3518
8.4792
8.3543
8.3975
8.8849
8.7594
8.5459
8.2878
8.1338
8.0692
8.2552
8.4895
8.4205
8.5397
8.4259
8.4295
8.9145
8.7929
8.5142
8.3283
8.1897
8.1168
8.5213
8.4566
8.5672
8.4559
8.4716
8.9260
8.8298
8.6100
8.3688
13
8.2613
8.1649
8.3510
8.5439
8.4897
8.5891
8.4839
8.5138
8.9375
8.8677
8.7018
8.4133
14
8.2130
8.3870
8.5665
8.5227
8.6109
8.5118
8.5559
8.9490
8.9279
8.7660
8.4729
15
8.4045
8.2610
8.4230
8.5890
8.5557
8.6328
8.5398
8.5980
8.9605
8.9882
8.8302
8.5326
16
8.4761
8.3091
8.4590
8.6116
8.5887
8.6547
8.5708
8.6389
8.9708
9.0386
8.8678
8.5771
17
8.5095
8.3266
8.4950
8.6182
8.5943
8.6625
8.6379
8.6252
8.9707
9.0478
8.8353
8.5947
18
8.5134
8.3285
–
8.6215
8.5972
8.6678
8.6114
9.0570
8.8028
8.6122
19
8.5173
8.3305
8.6248
8.6002
8.6731
8.5976
9.0663
8.7727
8.6241
20
8.5212
8.3324
8.6282
8.6031
8.6784
8.5838
9.0755
8.7749
8.6044
21
8.3343
8.6315
8.6060
8.6837
8.5726
9.0847
8.7770
8.5975
22
8.5284
8.3363
8.6348
8.6890
8.5749
8.9706
9.0939
8.7791
8.5911
23
8.5318
8.3382
8.6382
8.6944
9.1031
8.7813
8.5848
24
8.5351
8.3402
8.6415
8.6997
8.5794
9.1123
8.7834
8.5784
25
8.5384
8.3421
8.6448
8.7050
8.5816
9.1216
8.7856
8.5721
26
8.5418
8.3456
8.6481
8.7103
8.5839
9.1308
8.7877
8.5658
27
8.5451
8.3493
8.6515
8.7156
8.5861
8.9705
9.1400
8.7898
8.5594
28
8.5485
8.3531
8.6548
8.7209
8.5884
9.1492
8.7920
8.5531
29
8.5518
8.3568
8.6581
8.7262
8.5907
9.1584
8.8036
8.5467
30
8.5551
8.3606
8.6614
8.8249
8.5404