| Miscellaneous Rates: |
| 7/30/2010 12:04 AM CT |
3.250% |
| 7/30/2010 12:04 AM CT |
1.791% |
| Libors |
| 0.312% | 0.316% | 0.329% | 0.346% |
| 0.381% | 0.389% | 0.409% | 0.431% |
| 0.466% | 0.475% | 0.498% | 0.533% |
| 0.678% | 0.688% | 0.701% | 0.751% |
| 1.050% | 1.064% | 1.080% | 1.174% |
Last Refreshed 7/30/2010 12:04 AM CT.
| US Treasuries |
| 0.142% | 0.150% | 0.150% | 0.090% |
| 0.152% | 0.150% | 0.160% | 0.150% |
| 0.198% | 0.200% | 0.200% | 0.220% |
| 0.290% | 0.300% | 0.270% | 0.310% |
| 0.593% | 0.610% | 0.600% | 0.610% |
| 0.879% | 0.950% | 0.920% | 0.990% |
| 1.663% | 1.750% | 1.690% | 1.780% |
| 2.371% | 2.430% | 2.380% | 2.430% |
| 2.975% | 3.030% | 2.960% | 2.970% |
| 3.874% | 3.860% | 3.750% | 3.760% |
| 4.075% | 4.070% | 3.950% | 3.940% |
Last Refreshed 7/29/2010 6:34 PM CT.
| Swap Spreads |
| 21.0 bp | 22.2 bp | 27.0 bp | 42.0 bp |
| 17.5 bp | 20.5 bp | 19.0 bp | 37.0 bp |
| 21.8 bp | 23.1 bp | 23.0 bp | 34.0 bp |
| 16.3 bp | 19.3 bp | 19.0 bp | 28.0 bp |
| 5.5 bp | 7.9 bp | 6.0 bp | 15.0 bp |
| -2.8 bp | -1.0 bp | -3.0 bp | 7.0 bp |
| -30.7 bp | -27.2 bp | -27.0 bp | -16.0 bp |
Last Refreshed 7/29/2010 6:34 PM CT.
| US Treasuries + SWAP Spreads |
| 0.496% | 0.530% | 0.540% | 0.730% |
| 0.768% | 0.820% | 0.790% | 0.980% |
| 1.116% | 1.190% | 1.150% | 1.330% |
| 1.580% | 1.580% | 1.530% | 1.700% |
| 1.847% | 1.950% | 1.880% | 2.060% |
| 2.433% | 2.520% | 2.440% | 2.580% |
| 2.978% | 3.020% | 2.930% | 3.040% |
| 3.804% | 3.800% | 3.680% | 3.780% |
Last Refreshed 7/29/2010 6:34 PM CT.
| Hourly Yields |
| 0.292% |
0.609% |
0.925% |
1.720% |
2.993% |
4.073% |
| 0.297% |
0.601% |
0.930% |
1.725% |
2.991% |
4.076% |
| 0.290% |
0.621% |
0.933% |
1.730% |
3.019% |
4.119% |
| 0.287% |
0.605% |
0.922% |
1.711% |
3.023% |
4.128% |
| 0.290% |
0.597% |
0.898% |
1.681% |
2.990% |
4.115% |
| 0.287% |
0.590% |
0.887% |
1.663% |
2.973% |
4.086% |
| 0.287% |
0.593% |
0.901% |
1.683% |
2.994% |
4.093% |
| 0.290% |
0.597% |
0.898% |
1.694% |
3.008% |
4.100% |
| 0.287% |
0.601% |
0.906% |
1.701% |
3.001% |
4.085% |
| 0.290% |
0.586% |
0.882% |
1.673% |
2.985% |
4.073% |
Last Refreshed 7/29/2010 4:04 PM CT. All hours listed above are in CT.
| Treasuries Composites |
| 0.130% | 0.130% | 0.130% | 0.120% |
| 0.180% | 0.190% | 0.180% | 0.200% |
| 0.580% | 0.610% | 0.560% | 0.600% |
| 0.880% | 0.930% | 0.900% | 0.960% |
| 1.670% | 1.690% | 1.670% | 1.770% |
| 2.990% | 2.990% | 2.930% | 2.950% |
| 4.080% | 4.070% | 3.950% | 3.930% |
Last Refreshed 7/30/2010 12:04 AM CT.
| Treasury Bills Secondary |
| 0.150% | 0.150% | 0.150% | 0.090% |
| 0.150% | 0.150% | 0.160% | 0.150% |
| 0.200% | 0.200% | 0.200% | 0.220% |
| 0.300% | 0.300% | 0.250% | 0.310% |
Last Refreshed 7/30/2010 12:04 AM CT.
| Treasury Bills Auction Average |
| 0.002% | 0.002% | 0.002% | 0.002% |
| 0.002% | 0.002% | 0.002% | 0.002% |
| 0.003% | 0.003% | 0.003% | 0.003% |
Last Refreshed 7/30/2010 12:04 AM CT.
| Commercial Paper - Financial |
| 0.230% | 0.230% | 0.190% | 0.180% |
| 0.250% | 0.250% | 0.280% | 0.330% |
| 0.280% | 0.280% | 0.410% | 0.430% |
Last Refreshed 7/30/2010 12:04 AM CT.