| Miscellaneous Rates: |
| 2/9/2010 12:20 AM CT |
3.250% |
| 2/9/2010 12:20 AM CT |
1.828% |
| Libors |
| 0.228% | 0.228% | 0.229% | 0.233% |
| 0.239% | 0.239% | 0.239% | 0.243% |
| 0.250% | 0.250% | 0.249% | 0.251% |
| 0.386% | 0.385% | 0.384% | 0.420% |
| 0.843% | 0.838% | 0.843% | 0.957% |
Last Refreshed 2/9/2010 12:20 AM CT.
| US Treasuries |
| 0.030% | 0.030% | 0.050% | 0.020% |
| 0.106% | 0.100% | 0.100% | 0.050% |
| 0.167% | 0.170% | 0.170% | 0.150% |
| 0.285% | 0.310% | 0.330% | 0.370% |
| 0.779% | 0.770% | 0.860% | 0.960% |
| 1.269% | 1.280% | 1.410% | 1.560% |
| 2.247% | 2.230% | 2.380% | 2.570% |
| 3.021% | 3.000% | 3.120% | 3.310% |
| 3.583% | 3.590% | 3.680% | 3.830% |
| 4.336% | 4.360% | 4.430% | 4.610% |
| 4.510% | 4.510% | 4.560% | 4.700% |
Last Refreshed 2/8/2010 6:35 PM CT.
| Swap Spreads |
| 22.2 bp | 17.3 bp | 18.0 bp | 18.0 bp |
| 31.0 bp | 30.6 bp | 29.0 bp | 30.0 bp |
| 40.0 bp | 39.4 bp | 36.0 bp | 37.0 bp |
| 34.5 bp | 37.4 bp | 32.0 bp | 32.0 bp |
| 16.0 bp | 19.1 bp | 16.0 bp | 15.0 bp |
| 9.7 bp | 11.0 bp | 10.0 bp | 11.0 bp |
| -14.7 bp | -10.4 bp | -10.0 bp | -12.0 bp |
Last Refreshed 2/8/2010 6:35 PM CT.
| US Treasuries + SWAP Spreads |
| 0.507% | 0.483% | 0.510% | 0.550% |
| 1.089% | 1.076% | 1.150% | 1.260% |
| 1.669% | 1.674% | 1.770% | 1.930% |
| 2.172% | 2.220% | 2.280% | 2.470% |
| 2.592% | 2.604% | 2.700% | 2.890% |
| 3.181% | 3.191% | 3.280% | 3.460% |
| 3.680% | 3.700% | 3.780% | 3.940% |
| 4.363% | 4.406% | 4.460% | 4.580% |
Last Refreshed 2/8/2010 6:35 PM CT.
| Hourly Yields |
| 0.290% |
0.787% |
1.285% |
2.253% |
3.586% |
4.531% |
| 0.290% |
0.775% |
1.271% |
2.243% |
3.580% |
4.524% |
| 0.287% |
0.783% |
1.277% |
2.255% |
3.591% |
4.529% |
| 0.290% |
0.771% |
1.263% |
2.238% |
3.578% |
4.520% |
| 0.290% |
0.787% |
1.290% |
2.265% |
3.600% |
4.536% |
| 0.292% |
0.787% |
1.282% |
2.258% |
3.592% |
4.526% |
| 0.287% |
0.783% |
1.282% |
2.257% |
3.586% |
4.523% |
| 0.285% |
0.787% |
1.285% |
2.263% |
3.595% |
4.523% |
| 0.287% |
0.791% |
1.282% |
2.263% |
3.590% |
4.519% |
| 0.295% |
0.771% |
1.263% |
2.242% |
3.573% |
4.504% |
Last Refreshed 2/8/2010 4:06 PM CT. All hours listed above are in CT.
| Treasuries Composites |
| 0.070% | 0.070% | 0.070% | 0.020% |
| 0.150% | 0.140% | 0.150% | 0.130% |
| 0.760% | 0.770% | 0.850% | 0.970% |
| 1.240% | 1.250% | 1.380% | 1.540% |
| 2.220% | 2.230% | 2.370% | 2.590% |
| 3.560% | 3.570% | 3.650% | 3.830% |
| 4.500% | 4.520% | 4.560% | 4.710% |
Last Refreshed 2/9/2010 12:21 AM CT.
| Treasury Bills Secondary |
| 0.040% | 0.040% | 0.050% | 0.020% |
| 0.090% | 0.090% | 0.100% | 0.050% |
| 0.160% | 0.160% | 0.170% | 0.150% |
| 0.290% | 0.290% | 0.300% | 0.330% |
Last Refreshed 2/9/2010 12:21 AM CT.
| Treasury Bills Auction Average |
| 0.001% | 0.001% | 0.001% | 0.000% |
| 0.002% | 0.002% | 0.002% | 0.002% |
| 0.003% | 0.003% | 0.003% | 0.004% |
Last Refreshed 2/9/2010 12:21 AM CT.
| Commercial Paper - Financial |
| 0.150% | 0.150% | 0.150% | 0.110% |
| 0.170% | 0.170% | 0.190% | 0.120% |
| 0.230% | 0.230% | 0.220% | 0.200% |
Last Refreshed 2/9/2010 12:20 AM CT.