| Term (in Years) |
Mar-03 | Sep-03 | Mar-04 | Sep-04 | Mar-05 | Sep-05 | Mar-06 | Sep-06 | Mar-07 | Sep-07 |
|---|---|---|---|---|---|---|---|---|---|---|
| ON | 1.016% | 1.012% | 1.497% | 1.956% | 2.449% | 2.902% | 3.488% | 3.949% | 3.800% | 4.083% |
| 0.5 | 1.085% | 0.938% | 1.687% | 2.142% | 2.686% | 3.134% | 3.746% | 4.196% | 3.976% | 4.256% |
| 1.0 | 1.022% | 1.328% | 1.963% | 2.450% | 2.931% | 3.472% | 4.009% | 4.128% | 4.160% | 4.520% |
| 1.5 | 1.262% | 1.613% | 2.210% | 2.710% | 3.203% | 3.640% | 4.052% | 4.234% | 4.342% | 4.676% |
| 2.0 | 1.504% | 1.900% | 2.457% | 2.970% | 3.476% | 3.807% | 4.094% | 4.339% | 4.525% | 4.832% |
| 2.5 | 1.739% | 2.157% | 2.710% | 3.157% | 3.587% | 3.922% | 4.219% | 4.466% | 4.659% | 4.915% |
| 3.0 | 1.974% | 2.415% | 2.963% | 3.345% | 3.698% | 4.037% | 4.344% | 4.593% | 4.793% | 4.998% |
| 3.5 | 2.219% | 2.619% | 3.105% | 3.484% | 3.836% | 4.165% | 4.463% | 4.682% | 4.852% | 5.049% |
| 4.0 | 2.465% | 2.824% | 3.247% | 3.623% | 3.974% | 4.293% | 4.582% | 4.770% | 4.911% | 5.100% |
| 4.5 | 2.623% | 2.981% | 3.397% | 3.761% | 4.101% | 4.389% | 4.647% | 4.830% | 4.971% | 5.153% |
| 5.0 | 2.782% | 3.139% | 3.547% | 3.899% | 4.228% | 4.485% | 4.711% | 4.891% | 5.031% | 5.206% |
| 5.5 | 2.932% | 3.273% | 3.660% | 3.994% | 4.304% | 4.553% | 4.772% | 4.954% | 5.098% | 5.276% |
| 6.0 | 3.082% | 3.408% | 3.774% | 4.088% | 4.380% | 4.620% | 4.832% | 5.017% | 5.166% | 5.346% |
| 6.5 | 3.233% | 3.542% | 3.887% | 4.183% | 4.456% | 4.688% | 4.892% | 5.080% | 5.233% | 5.416% |
| 7.0 | 3.383% | 3.677% | 4.001% | 4.277% | 4.532% | 4.756% | 4.952% | 5.143% | 5.301% | 5.486% |