Federal Reserve Bulletin, Volume 93, 2007 Current Bulletin

The 2006 HMDA Data

Figure A. Yield curves on Treasury securities, July 10, 2003 and 2006
Data presented curves
Yields are in percent for securities of maturity ranging from three months to thirty years.

July 10, 2003, yield curve
Time to maturity Yield
0 years 3 months 1.01
0 years 6 months .98
0 years 9 months 1.01
1 years 0 months 1.04
1 years 3 months 1.11
1 years 6 months 1.18
1 years 9 months 1.27
2 years 0 months 1.36
2 years 3 months 1.46
2 years 6 months 1.56
2 years 9 months 1.67
3 years 0 months 1.78
3 years 3 months 1.88
3 years 6 months 1.99
3 years 9 months 2.09
4 years 0 months 2.19
4 years 3 months 2.29
4 years 6 months 2.39
4 years 9 months 2.48
5 years 0 months 2.57
5 years 3 months 2.66
5 years 6 months 2.75
5 years 9 months 2.83
6 years 0 months 2.91
6 years 3 months 2.99
6 years 6 months 3.06
6 years 9 months 3.13
7 years 0 months 3.21
7 years 3 months 3.27
7 years 6 months 3.34
7 years 9 months 3.40
8 years 0 months 3.46
8 years 3 months 3.52
8 years 6 months 3.57
8 years 9 months 3.62
9 years 0 months 3.68
9 years 3 months 3.73
9 years 6 months 3.77
9 years 9 months 3.82
10 years 0 months 3.86
10 years 3 months 3.91
10 years 6 months 3.95
10 years 9 months 3.99
11 years 0 months 4.03
11 years 3 months 4.06
11 years 6 months 4.10
11 years 9 months 4.13
12 years 0 months 4.16
12 years 3 months 4.20
12 years 6 months 4.23
12 years 9 months 4.26
13 years 0 months 4.28
13 years 3 months 4.31
13 years 6 months 4.34
13 years 9 months 4.36
14 years 0 months 4.39
14 years 3 months 4.41
14 years 6 months 4.43
14 years 9 months 4.45
15 years 0 months 4.47
15 years 3 months 4.49
15 years 6 months 4.51
15 years 9 months 4.53
16 years 0 months 4.55
16 years 3 months 4.56
16 years 6 months 4.58
16 years 9 months 4.59
17 years 0 months 4.61
17 years 3 months 4.62
17 years 6 months 4.64
17 years 9 months 4.65
18 years 0 months 4.66
18 years 3 months 4.67
18 years 6 months 4.68
18 years 9 months 4.69
19 years 0 months 4.70
19 years 3 months 4.71
19 years 6 months 4.72
19 years 9 months 4.73
20 years 0 months 4.74
20 years 3 months 4.75
20 years 6 months 4.76
20 years 9 months 4.76
21 years 0 months 4.77
21 years 3 months 4.78
21 years 6 months 4.78
21 years 9 months 4.79
22 years 0 months 4.79
22 years 3 months 4.80
22 years 6 months 4.80
22 years 9 months 4.81
23 years 0 months 4.81
23 years 3 months 4.82
23 years 6 months 4.82
23 years 9 months 4.83
24 years 0 months 4.83
24 years 3 months 4.83
24 years 6 months 4.83
24 years 9 months 4.84
25 years 0 months 4.84
25 years 3 months 4.84
25 years 6 months 4.84
25 years 9 months 4.85
26 years 0 months 4.85
26 years 3 months 4.85
26 years 6 months 4.85
26 years 9 months 4.85
27 years 0 months 4.85
27 years 3 months 4.85
27 years 6 months 4.85
27 years 9 months 4.85
28 years 0 months 4.86
28 years 3 months 4.86
28 years 6 months 4.86
28 years 9 months 4.86
29 years 0 months 4.86
29 years 3 months 4.86
29 years 6 months 4.86
29 years 9 months 4.85
30 years 0 months 4.85
July 10, 2006, yield curve
Maturity Yield
0 years 3 months 5.37
0 years 6 months 5.36
0 years 9 months 5.34
1 years 0 months 5.32
1 years 3 months 5.29
1 years 6 months 5.26
1 years 9 months 5.24
2 years 0 months 5.21
2 years 3 months 5.19
2 years 6 months 5.17
2 years 9 months 5.15
3 years 0 months 5.13
3 years 3 months 5.12
3 years 6 months 5.10
3 years 9 months 5.10
4 years 0 months 5.09
4 years 3 months 5.08
4 years 6 months 5.08
4 years 9 months 5.08
5 years 0 months 5.07
5 years 3 months 5.08
5 years 6 months 5.08
5 years 9 months 5.08
6 years 0 months 5.08
6 years 3 months 5.09
6 years 6 months 5.09
6 years 9 months 5.10
7 years 0 months 5.11
7 years 3 months 5.11
7 years 6 months 5.12
7 years 9 months 5.13
8 years 0 months 5.14
8 years 3 months 5.14
8 years 6 months 5.15
8 years 9 months 5.16
9 years 0 months 5.17
9 years 3 months 5.18
9 years 6 months 5.18
9 years 9 months 5.19
10 years 0 months 5.20
10 years 3 months 5.21
10 years 6 months 5.21
10 years 9 months 5.22
11 years 0 months 5.23
11 years 3 months 5.23
11 years 6 months 5.24
11 years 9 months 5.24
12 years 0 months 5.25
12 years 3 months 5.26
12 years 6 months 5.26
12 years 9 months 5.26
13 years 0 months 5.27
13 years 3 months 5.27
13 years 6 months 5.28
13 years 9 months 5.28
14 years 0 months 5.28
14 years 3 months 5.29
14 years 6 months 5.29
14 years 9 months 5.29
15 years 0 months 5.29
15 years 3 months 5.30
15 years 6 months 5.30
15 years 9 months 5.30
16 years 0 months 5.30
16 years 3 months 5.30
16 years 6 months 5.30
16 years 9 months 5.30
17 years 0 months 5.30
17 years 3 months 5.30
17 years 6 months 5.30
17 years 9 months 5.30
18 years 0 months 5.30
18 years 3 months 5.30
18 years 6 months 5.30
18 years 9 months 5.30
19 years 0 months 5.30
19 years 3 months 5.30
19 years 6 months 5.30
19 years 9 months 5.29
20 years 0 months 5.29
20 years 3 months 5.29
20 years 6 months 5.29
20 years 9 months 5.29
21 years 0 months 5.28
21 years 3 months 5.28
21 years 6 months 5.28
21 years 9 months 5.28
22 years 0 months 5.27
22 years 3 months 5.27
22 years 6 months 5.27
22 years 9 months 5.27
23 years 0 months 5.26
23 years 3 months 5.26
23 years 6 months 5.26
23 years 9 months 5.25
24 years 0 months 5.25
24 years 3 months 5.24
24 years 6 months 5.24
24 years 9 months 5.24
25 years 0 months 5.23
25 years 3 months 5.23
25 years 6 months 5.23
25 years 9 months 5.22
26 years 0 months 5.22
26 years 3 months 5.21
26 years 6 months 5.21
26 years 9 months 5.21
27 years 0 months 5.20
27 years 3 months 5.20
27 years 6 months 5.19
27 years 9 months 5.19
28 years 0 months 5.19
28 years 3 months 5.18
28 years 6 months 5.18
28 years 9 months 5.17
29 years 0 months 5.17
29 years 3 months 5.16
29 years 6 months 5.16
29 years 9 months 5.15
30 years 0 months 5.15

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