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Rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York.
October 2008
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 09/02/08 | 1.64 | 1.72 | 1.93 | 2.12 | 2.26 | 2.51 | 3.00 | 3.37 | 3.74 | 4.39 | 4.36 |
| 09/03/08 | 1.57 | 1.70 | 1.90 | 2.08 | 2.26 | 2.48 | 2.95 | 3.29 | 3.71 | 4.36 | 4.32 |
| 09/04/08 | 1.56 | 1.69 | 1.89 | 2.04 | 2.20 | 2.41 | 2.87 | 3.21 | 3.64 | 4.31 | 4.27 |
| 09/05/08 | 1.53 | 1.68 | 1.90 | 2.07 | 2.23 | 2.44 | 2.91 | 3.24 | 3.66 | 4.31 | 4.27 |
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