t-bills and bonds 2015

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GOVERNMENT SECURITIES YIELD RATES CY 2000‐2015 Tenor 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015* T‐Bills 91‐day 9.86 9.87 5.43 6.03 7.34 6.36 5.35 3.40 5.39 4.19 3.73 1.37 1.58 0.32 1.24 ‐ 182‐day 10.84 11.18 6.50 6.95 8.32 7.67 6.15 4.17 6.19 4.39 3.97 1.69 1.78 0.48 1.61 ‐ 364‐day 11.80 11.98 6.84 7.49 9.22 8.68 6.96 4.98 6.49 4.58 4.26 2.26 1.98 0.72 1.79 ‐ T‐Bonds 2‐year 12.31 13.40 9.03 8.50 10.38 8.88 7.13 ‐ ‐ ‐ ‐ ‐ ‐ ‐ 1.63 3‐year ‐ ‐ 9.91 9.70 12.38 10.13 9.21 7.60 5.38 5.81 5.25 ‐ ‐ 1.63 2.46 4‐year ‐ ‐ 10.47 10.31 11.33 11.15 6.50 5.88 ‐ 8.75 ‐ 5.63 ‐ ‐ ‐ 5‐year 13.76 14.49 12.02 10.58 11.55 10.99 8.72 6.67 7.88 6.25 5.83 4.63 5.19 2.13 3.00 6‐year ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ 3.88 3.88 7‐year 14.35 14.94 14.00 11.88 11.75 11.29 8.67 7.63 8.36 7.00 6.68 5.48 4.73 3.88 3.50 10‐year 14.80 17.00 12.56 11.81 12.38 11.69 8.06 8.58 7.72 7.88 7.21 6.31 5.15 4.00 ‐ 15‐year ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ 8.00 ‐ ‐ 19‐year ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ 3.63 20‐year ‐ ‐ 13.88 12.23 13.00 12.13 9.69 8.63 9.50 9.50 8.75 11.25 5.83 3.63 ‐ 3.63 25‐year 18.25 ‐ ‐ ‐ ‐ 12.50 10.31 8.50 ‐ 9.25 8.00 7.72 5.75 ‐ ‐ ‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐ * As of January

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T-Bills and Bonds 2015

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GOVERNMENTSECURITIESYIELDRATESCY20002015

Tenor 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015*

TBills91day 9.86 9.87 5.43 6.03 7.34 6.36 5.35 3.40 5.39 4.19 3.73 1.37 1.58 0.32 1.24 182day 10.84 11.18 6.50 6.95 8.32 7.67 6.15 4.17 6.19 4.39 3.97 1.69 1.78 0.48 1.61 364day 11.80 11.98 6.84 7.49 9.22 8.68 6.96 4.98 6.49 4.58 4.26 2.26 1.98 0.72 1.79

TBonds2year 12.31 13.40 9.03 8.50 10.38 8.88 7.13 1.633year 9.91 9.70 12.38 10.13 9.21 7.60 5.38 5.81 5.25 1.63 2.464year 10.47 10.31 11.33 11.15 6.50 5.88 8.75 5.63 5year 13.76 14.49 12.02 10.58 11.55 10.99 8.72 6.67 7.88 6.25 5.83 4.63 5.19 2.13 3.006year 3.88 3.887year 14.35 14.94 14.00 11.88 11.75 11.29 8.67 7.63 8.36 7.00 6.68 5.48 4.73 3.88 3.5010year 14.80 17.00 12.56 11.81 12.38 11.69 8.06 8.58 7.72 7.88 7.21 6.31 5.15 4.00 15year 8.00 19year 3.6320year 13.88 12.23 13.00 12.13 9.69 8.63 9.50 9.50 8.75 11.25 5.83 3.63 3.6325year 18.25 12.50 10.31 8.50 9.25 8.00 7.72 5.75

*AsofJanuary

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