1/ Source: British Bankers Association
2/ Source: Federal Reserve
3/ Treasury bill secondary market rates are the average of the bid rates
quoted on a bank discount basis by a sample of primary dealers
who report to the Federal Reserve Bank of New York. The rates reported
are based on quotes at the official close of the U.S. government securities
market for each business day.
4/ Yields on Treasury securities at constant, fixed maturity are constructed
by the Treasury Department, based on the most actively traded marketable
Yields on these issues are based on composite quotes
reported by U.S. government securities dealers to the Federal Reserve
Bank of New York. To obtain the constant maturity yields.
values are then read from the curve at fixed maturities.