Bonds Weighted Average Rate

Column1 Column2 Column3 Column6 Column7 Column8

2 Yrs 3 Yrs 5 Yrs

Tender Wgtd_Avg_Yield_R Wgtd_Avg_Yield_R Wgtd_Avg_Yield_R
Number Month Effective Date ate ate ate
01/2004/BA Jan-04 26-Jan-04 24.3063 - -
02/2004/BA Feb-04 23-Feb-04 19.9806 - -
03/2004/BA Mar-04 29-Mar-04 16.5613 - -
04/2004/BA Apr-04 26-Apr-04 13.9818 - -
05/2004/BA May-04 24-May-04 12.2848 - -
06/2004/BA Jun-04 21-Jun-06 15.7125 - -
07/2004/BA Jul-04 26-Jul-04 16.4310 - -
08/2004/BA Aug-04 23-Aug-04 17.3646 - -
09/2004/BA Sep-04 13-Sep-04 18.8517 - -
10/2004/BA Sep-04 21-Sep-04 21.0884 - -
11/2004/BA Oct-04 18-Oct-04 21.6000 - -
12/2004/BA Nov-04 22-Nov-04 21.9691 - -
13/2004/BA Dec-04 20-Dec-04 22.1504 - -
01/2005/BA Jan-05 17-Jan-05 22.1614 - -
02/2005/BA Feb-05 21-Feb-05 21.6010 - -
03/2005/BA Mar-05 21-Mar-05 20.7005 - -
04/2005/BA Apr-05 25-Apr-05 18.9999 - -
05/2005/BA May-05 23-May-05 17.8442 - -
06/2005/BA Jun-05 20-Jun-05 17.6432 - -
07/2005/BA Jul-05 25-Jul-05 18.2332 - -
08/2005/BA Aug-05 22-Aug-05 18.2477 21.5599 25.3473
09/2005/BA Sep-05 19-Sep-05 19.4824 22.7816 25.8189
10/2005/BA Oct-05 25-Oct-05 19.0825 21.9777 25.2167
11/2005/BA Nov-05 21-Nov-05 19.0414 22.2077 25.0495
12/2005/BA Dec-05 19-Dec-05 18.9995 22.4305 24.9262
01/2006/BA Jan-06 23-Jan-06 17.9260 21.0990 23.1886
02/2006/BA Feb-06 20-Feb-06 15.5251 19.1195 20.9435
03/2006/BA Mar-06 27-Mar-06 12.4534 14.4525 17.4834
04/2006/BA Apr-06 24-Apr-06 9.7600 11.0184 14.2356
05/2006/BA May-06 22-May-06 9.3359 10.8763 13.8582
06/2006/BA Jun-06 26-Jun-06 10.1998 11.7812 13.8234
07/2006/BA Jul-06 24-Jul-06 10.9934 12.3451 14.0430
08/2006/BA Aug-06 21-Aug-06 11.5261 12.8279 14.4707
09/2006/BA Sep-06 18-Sep-06 14.2792 14.7980 16.0456
10/2006/BA Oct-06 23-Oct-06 11.1068 12.4038 13.7475
11/2006/BA Nov-06 20-Nov-06 10.8594 11.9619 13.0014
12/2006/BA Dec-06 18-Dec-06 10.5478 12.1543 13.5804
01/2007/BA Jan-07 22-Jan-07 12.6390 13.1395 14.0561
02/2007/BA Feb-07 26-Feb-07 12.4240 13.0058 13.9152
03/2007/BA Mar-07 26-Mar-07 14.0464 14.4269 14.7281
04/2007/BA Apr-07 23-Apr-07 13.5452 13.7642 14.6265
05/2007/BA May-07 21-May-07 14.8809 13.8749 14.6361
06/2007/BA Jun-07 25-Jun-07 14.8426 13.5393 14.9550
07/2007/BA Jul-07 30-Jul-07 14.5123 13.9066 15.2795
08/2007/BA Aug-07 27-Aug-07 14.5093 14.9959 15.3034
09/2007/BA Sep-07 24-Sep-07 14.4410 14.9920 15.2043
10/2007/BA Oct-07 29-Oct-07 14.3100 15.1328 15.3537
11/2007/BA Nov-07 19-Nov-07 14.4532 15.3788 15.8543
12/2007/BA Dec-07 24-Dec-07 14.3953 15.4782 15.6985
01/2008/BA Jan-08 21-Jan-08 15.1007 15.2389 15.8568
02/2008/BA Feb-08 25-Feb-08 15.3720 15.2799 15.8039
03/2008/BA Mar-08 25-Mar-08 15.2102 15.0632 16.0030
04/2008/BA Apr-08 28-Apr-08 14.6169 15.1514 16.0276
05/2008/BA May-08 19-May-08 14.6532 15.4808 16.3094
06/2008/BA Jun-08 23-Jun-08 14.2868 15.5618 16.4290
07/2008/BA Jul-08 21-Jul-08 14.0663 15.4096 16.0921
08/2008/BA Aug-08 18-Aug-08 14.9380 15.5019 16.4403
09/2008/BA Sep-08 22-Sep-08 14.9050 15.6426 16.4747
10/2008/BA Oct-08 20-Oct-08 16.0000 15.9900 16.4500
11/2008/BA Nov-08 24-Nov-08 16.5806 16.2000 17.9423
12/2008/BA Dec-08 22-Dec-08 16.5784 16.0394 18.9881
01/2009/BA Jan-09 26-Jan-09 17.0578 16.8936 19.0026
02/2009/BA Feb-09 23-Feb-09 17.5307 18.4346 19.4973
03/2009/BA Mar-09 23-Mar-09 17.3191 19.0000 19.5000
04/2009/BA Apr-09 27-Apr-09 18.8542 19.0000 19.9971
05/2009/BA May-09 25-May-09 17.8632 18.5859 19.0000
06/2009/BA Jun-09 22-Jun-09 18.4787 18.3904 17.2000
07/2009/BA Jul-09 27-Jul-09 18.5114 19.9775 19.9383
08/2009/BA Aug-09 24-Aug-09 18.2640 19.7286 20.1678
09/2009/BA Sep-09 21-Sep-09 18.0690 19.6537 20.0097
10/2009/BA Oct-09 26-Oct-09 16.9884 18.9297 19.9661
11/2009/BA Nov-09 23-Nov-09 15.8972 17.0614 17.6414
12/2009/BA Dec-09 21-Dec-09 14.3953 15.8226 17.0743
1/2010/BA Jan-10 25-Jan-10 13.0328 14.2820 17.3354
2/2010/BA Feb-10 22-Feb-10 10.9998 12.0461 15.3481
3/2010/BA Mar-10 22-Mar-10 7.9500 9.5000 12.3311
4/2010/BA Apr-10 26-Apr-10 7.5656 7.5967 9.0788
5/2010/BA May-10 24-May-10 8.6195 9.5000 9.4872
6/2010/BA Jun-10 21-Jun-10 8.8511 10.8070 9.4872
7/2010/BA Jul-10 26-Jul-10 10.2101 11.9550 11.0000
8/2010/BA Aug-10 23-Aug-10 9.4876 11.8774 12.3611
9/2010/BA Sep-10 20-Sep-10 9.2000 10.9802 13.1171
10/2010/BA Oct-10 26-Oct-10 8.0000 9.0000 12.8940
11/2010/BA Nov-10 22-Nov-10 7.9900 8.9900 12.5188
12/2010/BA Dec-10 20-Dec-10 8.9132 8.0000 13.0141
01/2011/BA Jan-11 24-Jan-11 8.5656 11.0655 12.8700
02/2011/BA Feb-11 21-Feb-11 10.0000 11.6492 13.3075
03/2011/BA Mar-11 21-Mar-11 11.6919 11.0182 13.7979
04/2011/BA Apr-11 18-Apr-11 11.7339 11.9522 14.5879
05/2011/BA May-11 23-May-11 12.4400 12.0833 16.2326
06/2011/BA Jun-11 20-Jun-11 12.7682 12.4774 16.4628
07/2011/BA Jul-11 25-Jul-11 13.4500 10.0000 16.9624
08/2011/BA Aug-11 22-Aug-11 14.4910 13.9444 16.9243
09/2011/BA Sep-11 19-Sep-11 14.7643 14.2404 15.8719
10/2011/BA Oct-11 25-Oct-11 15.5332 16.3760 16.2477
11/2011/BA Nov-11 21-Nov-11 13.7496 14.6300 13.7724
12/2011/BA Dec-11 19-Dec-11 14.6955 15.1467 13.7724
01/2012/BA Jan-12 23-Jan-12 12.4053 13.0418 14.2020
02/2012/BA Feb-12 20-Feb-12 10.5455 12.0593 13.5737
03/2012/BA Mar-12 19-Mar-12 11.7279 13.0558 13.8968
04/2012/BA May-12 28-May-12 10.6929 12.2247 13.6117
05/2012/BA Sep-12 3-Sep-12 9.9500 11.3500 11.9000
06/2012/BA Nov-12 26-Nov-12 10.9800 12.7500 13.5000
01/2013/BA Feb-13 18-Feb-13 11.9900 13.4900 14.7900
02/2013/BA May-13 27-May-13 12.6500 14.5000 15.4900
03/2013/BA Sep-13 2-Sep-13 13.5000 15.2500 16.4800
04/2013/BA Nov-13 25-Nov-13 14.0000 15.5000 16.5000
01/2014/BA Feb-14 17-Feb-14 14.0000 15.0000 16.0000
02/2014/BA May-14 27-May-14 15.5000 16.2500 17.5000
03/2014/BA Aug-14 1-Sep-14 15.5000 16.2000 18.6800
04/2014/BA Nov-14 24-Nov-14 15.0000 16.2000 22.4100
01/2015/BA Feb-15 16-Feb-15 15.5000 16.5000 22.9700
02/2015/BA May-15 26-May-15 15.5000 22.2300 24.0000
03/2015/BA Sep-15 3-Sep-15 23.0000 23.5000 25.0000
04/2015/BA Nov-15 23-Nov-15 23.0000 23.5000 27.9900
01/2016/BA Feb-16 15-Feb-16 25.0000 24.5000 28.5000
02/2016/BA May-16 23-May-16 25.0000 24.5000 27.8800
03/2016/BA Aug-16 29-Aug-16 25.0000 23.9000 25.8700
04/2016/BA Nov-16 21-Nov-16 25.0000 23.2300 24.5000
05/2016/BA Dec-16 2-Dec-16 25.0000 23.2300 25.0000
 Column9 Column10 Column11 Column12
Composite
7 Yrs 10 Yrs 15 Yrs Wght Avg
Wgtd_Avg_Yield_ Wgtd_Avg_Yield_R Wgtd_Avg_Yield_R Bond Yield
Rate ate ate Rate
- - - 22.7107
- - - 17.4747
- - - 14.3298
- - - 11.9776
- - - 10.4243
- - - 11.9336
- - - 14.2846
- - - 15.5399
- - - 17.7092
- - - 19.8469
- - - 20.3735
- - - 20.4989
- - - 20.9296
- - - 21.3912
- - - 21.1797
- - - 20.1815
- - - 18.9111
- - - 17.5916
- - - 17.0279
- - - 17.2128
- - - 20.7288
- - - 20.5328
- - - 22.6553
- - - 22.0411
- - - 23.0036
- - - 21.3093
- - - 19.0986
- - - 15.2592
- - - 12.0315
- - - 11.3144
- - - 11.8857
- - - 12.1848
- - - 12.8337
- - - 15.1052
- - - 12.6127
- - - 12.2429
- - - 12.6224
- - - 13.4222
- - - 13.0088
- - - 14.4824
- - - 13.9997
- - - 14.5385
- - - 14.4621
- - - 14.6327
17.7912 19.0793 20.0435 16.7400
17.7912 19.0793 20.0435 15.0446
17.7912 19.0793 20.0435 15.0112
17.3294 18.8246 19.9157 17.0967
17.3294 18.8246 19.9157 15.6216
17.3294 18.8246 19.9157 15.3840
17.2061 18.6064 19.4384 16.9214
17.2061 18.6064 19.4384 15.5111
17.2061 18.6064 19.4384 15.3928
17.2609 18.4069 19.2547 17.1116
17.2609 18.4069 19.2547 15.7131
17.2609 18.4069 19.2547 15.4385
17.2000 18.2000 19.2040 17.3374
17.2000 18.2000 19.2040 15.2957
17.2000 18.2000 19.2040 16.2223
17.2000 18.2000 19.2599 17.2806
17.2000 18.2000 19.2599 16.6787
17.2000 18.2000 19.2599 18.8518
20.9000 18.2000 19.2499 18.7278
20.9000 18.2000 19.2499 18.3744
20.9000 18.2000 19.2499 19.4508
20.9000 18.2000 19.2499 18.4965
18.2000 18.2000 19.2499 18.6811
18.2000 18.2000 19.2499 19.0119
18.2000 19.5752 19.2499 19.4636
18.2000 19.5752 19.2499 18.8663
18.2000 19.5752 19.2499 18.8132
17.9000 18.9000 18.9017 17.5610
17.9000 18.9000 18.9017 15.9413
17.9000 18.9000 18.9017 15.3343
16.8092 18.3210 18.6477 15.3020
16.8092 18.3210 18.6477 10.3133
16.8092 18.3210 18.6477 8.2565
14.7205 15.6890 16.2273 13.3421
14.7205 15.6890 16.2273 9.5270
14.7205 15.6890 16.2273 11.1679
13.9201 14.0000 15.0768 12.0512
13.9201 14.0000 15.0768 11.1776
13.9201 14.0000 15.0768 10.3256
13.9812 15.0091 15.4879 10.8124
13.9812 15.0091 15.4879 11.2576
13.9812 15.0091 15.4879 11.2068
14.2829 15.4010 16.9516 13.1296
14.2829 15.4010 16.9516 11.9665
14.2829 15.4010 16.9516 13.6583
14.2829 15.4010 16.8226 16.1620
14.2829 15.4010 16.8226 15.6719
14.2829 15.4010 16.8226 16.9245
14.2829 15.4010 17.0000 15.9552
14.2829 15.4010 17.0000 15.0715
14.2829 15.4010 17.0000 16.2344
15.0253 15.9284 16.2295 14.2943
15.0253 15.9284 16.2295 15.0196
15.0253 15.9284 16.2295 13.4990
14.6379 16.3172 16.6993 13.2963
14.6379 16.3172 16.6993 13.0717
 14.7598 15.9500 17.0000 12.8941
13.9000 15.6900 16.7500 12.1367
14.4800 16.5000 16.6000 13.4703
14.5000 16.9800 16.6000 14.3693
15.2400 16.9500 17.0000 15.2163
15.5000 17.2500 17.2500 15.8153
16.8500 18.1500 18.0000 16.2814
16.5000 17.9000 17.9000 16.0010
18.2500 18.7500 18.9000 18.0773
18.9700 18.9700 19.4700 18.8895
21.4700 21.9700 22.4700 21.0212
20.5000 21.7500 22.5000 21.1420
23.0000 21.0000 22.5000 23.8173
22.0000 20.0000 22.5000 23.4868
27.9900 20.0000 22.5000 25.8955
28.5000 24.5000 24.0000 27.4310
28.9800 24.5000 23.0000 26.8925
25.7500 24.5000 23.0000 25.2098
24.8980 24.5000 23.0000 24.4190
24.7500 25.0000 25.0000 24.9871