CRSP T Bond

Quotation
date
of
observation

CRSPID
for
the
1
month
issue
used

Yield
based
on
1
month
average

19620131
19620228
19620330
19620430
19620531
19620629
19620731
19620831
19620928
19621031
19621130
19621231
19630131
19630228
19630329
19630430
19630531
19630628
19630731
19630830
19630930
19631031
19631129
19631231
19640131

19620308.400000
19620405.400000
19620503.400000
19620531.400000
19620705.400000
19620802.400000
19620830.400000
19621004.400000
19621101.400000
19621206.400000
19630103.400000
19630131.400000
19630307.400000
19630404.400000
19630502.400000
19630531.400000
19630705.400000
19630801.400000
19630905.400000
19631003.400000
19631031.400000
19631205.400000
19640102.400000
19640130.400000
19640305.400000

2.528
2.477
2.680
2.700
2.523
2.924
2.649
2.680
2.716
2.482
2.700
2.954
2.929
2.843
2.853
2.858
2.960
2.985
3.056
3.265
3.432
3.285
3.280
3.483
3.448

Page 1 of 20

CRSP T Bond
19640228
19640331
19640430
19640528
19640630
19640731
19640831
19640930
19641030
19641130
19641231
19650129
19650226
19650331
19650430
19650528
19650630
19650730
19650831
19650930
19651029
19651130
19651231
19660131
19660228
19660331
19660429
19660531
19660630
19660729
19660831

19640402.400000
19640430.400000
19640604.400000
19640702.400000
19640730.400000
19640831.400000
19640930.400000
19641031.400000
19641130.400000
19641231.400000
19650131.400000
19650228.400000
19650331.400000
19650430.400000
19650531.400000
19650630.400000
19650731.400000
19650831.400000
19650930.400000
19651031.400000
19651130.400000
19651230.400000
19660131.400000
19660303.400000
19660331.400000
19660430.400000
19660531.400000
19660630.400000
19660731.400000
19660831.400000
19660930.400000

3.534
3.528
3.356
3.265
3.411
3.259
3.264
3.523
3.427
3.574
3.427
3.884
3.849
3.788
3.859
3.732
3.783
3.768
3.783
3.986
3.849
3.798
4.266
4.531
4.459
4.418
4.602
4.459
4.520
4.546
4.724

Page 2 of 20

CRSP T Bond
19660930
19661031
19661130
19661230
19670131
19670228
19670331
19670428
19670531
19670630
19670731
19670831
19670929
19671031
19671130
19671229
19680131
19680229
19680329
19680430
19680531
19680628
19680731
19680830
19680930
19681031
19681129
19681231
19690131
19690228
19690328

19661031.400000
19661130.400000
19661231.400000
19670131.400000
19670302.400000
19670330.400000
19670430.400000
19670531.400000
19670630.400000
19670731.400000
19670831.400000
19670930.400000
19671031.400000
19671130.400000
19671231.400000
19680131.400000
19680307.400000
19680331.400000
19680430.400000
19680531.400000
19680630.400000
19680731.400000
19680831.400000
19680930.400000
19681031.400000
19681130.400000
19681231.400000
19690130.400000
19690306.400000
19690331.400000
19690430.400000

5.157
4.775
4.266
4.470
4.546
4.485
4.062
3.453
3.249
3.707
3.808
3.859
4.154
4.149
4.190
4.343
4.807
4.673
4.852
5.488
5.386
5.285
5.259
4.938
5.162
5.411
4.836
6.099
5.999
5.641
5.361

Page 3 of 20

CRSP T Bond
19690430
19690529
19690630
19690731
19690829
19690930
19691031
19691128
19691231
19700130
19700227
19700331
19700430
19700529
19700630
19700731
19700831
19700930
19701030
19701130
19701231
19710129
19710226
19710331
19710430
19710528
19710630
19710730
19710831
19710930
19711029

19690531.400000
19690630.400000
19690731.400000
19690831.400000
19690930.400000
19691030.400000
19691130.400000
19691231.400000
19700131.400000
19700305.400000
19700331.400000
19700430.400000
19700531.400000
19700630.400000
19700730.400000
19700831.400000
19700930.400000
19701031.400000
19701130.400000
19701231.400000
19710131.400000
19710228.400000
19710331.400000
19710430.400000
19710531.400000
19710630.400000
19710731.400000
19710831.400000
19710930.400000
19711031.400000
19711130.400000

6.125
5.845
6.481
6.915
6.660
6.945
6.685
6.447
6.787
7.728
6.303
6.415
6.512
6.309
5.930
5.895
6.109
5.819
5.274
4.449
4.439
4.062
3.229
3.406
3.676
3.870
5.019
5.060
4.408
4.531
3.992

Page 4 of 20

CRSP T Bond
19711130
19711231
19720131
19720229
19720330
19720428
19720531
19720630
19720731
19720831
19720929
19721031
19721130
19721229
19730131
19730228
19730330
19730430
19730531
19730629
19730731
19730831
19730928
19731031
19731130
19731231
19740131
19740228
19740329
19740430
19740531

19711230.400000
19720131.400000
19720302.400000
19720330.400000
19720430.400000
19720531.400000
19720630.400000
19720731.400000
19720831.400000
19720930.400000
19721031.400000
19721130.400000
19721231.400000
19730131.400000
19730308.400000
19730331.400000
19730430.400000
19730531.400000
19730630.400000
19730731.400000
19730830.400000
19731004.400000
19731101.400000
19731206.400000
19740103.400000
19740131.400000
19740307.400000
19740404.400000
19740502.400000
19740530.400000
19740702.400000

3.828
3.351
3.127
3.147
3.483
3.249
3.401
3.625
3.513
4.307
4.429
4.541
4.917
4.867
5.571
5.579
5.875
5.987
6.527
7.436
8.312
8.581
7.335
6.928
7.447
7.364
7.550
7.377
8.500
8.771
7.834

Page 5 of 20

CRSP T Bond
19740628
19740731
19740830
19740930
19741031
19741129
19741231
19750131
19750228
19750331
19750430
19750530
19750630
19750731
19750829
19750930
19751031
19751128
19751231
19760130
19760227
19760331
19760430
19760528
19760630
19760730
19760831
19760930
19761029
19761130
19761231

19740730.400000
19740905.400000
19741003.400000
19741031.400000
19741205.400000
19750102.400000
19750130.400000
19750306.400000
19750403.400000
19750501.400000
19750603.400000
19750630.400000
19750731.400000
19750904.400000
19751002.400000
19751030.400000
19751204.400000
19760102.400000
19760131.400000
19760304.400000
19760401.400000
19760504.400000
19760601.400000
19760629.400000
19760805.400000
19760902.400000
19760930.400000
19761104.400000
19761202.400000
19761230.400000
19770203.400000

7.681
7.715
9.215
6.170
6.672
7.498
6.537
5.540
4.756
5.274
5.214
4.856
5.651
6.030
5.968
6.292
5.316
5.184
5.172
4.521
4.654
4.756
4.694
5.060
5.296
5.081
4.764
5.082
4.756
4.347
4.257

Page 6 of 20

CRSP T Bond
19770131
19770228
19770331
19770429
19770531
19770630
19770729
19770831
19770930
19771031
19771130
19771230
19780131
19780228
19780331
19780428
19780531
19780630
19780731
19780831
19780929
19781031
19781130
19781229
19790131
19790228
19790330
19790430
19790531
19790629
19790731

19770303.400000
19770331.400000
19770503.400000
19770531.400000
19770628.400000
19770804.400000
19770901.400000
19771006.400000
19771103.400000
19771201.400000
19780105.400000
19780202.400000
19780302.400000
19780330.400000
19780502.400000
19780530.400000
19780706.400000
19780803.400000
19780831.400000
19781005.400000
19781102.400000
19781130.400000
19790104.400000
19790201.400000
19790306.400000
19790403.400000
19790501.400000
19790531.400000
19790705.400000
19790802.400000
19790830.400000

4.551
4.429
4.541
4.388
4.835
4.949
5.346
5.378
5.815
5.824
5.694
5.754
5.997
6.088
6.497
6.049
6.510
6.560
6.517
7.601
8.019
8.536
9.063
8.428
9.522
9.542
9.642
9.569
9.687
8.990
9.098

Page 7 of 20

CRSP T Bond
19790831
19790928
19791031
19791130
19791231
19800131
19800229
19800331
19800430
19800530
19800630
19800731
19800829
19800930
19801031
19801128
19801231
19810130
19810227
19810331
19810430
19810529
19810630
19810731
19810831
19810930
19811030
19811130
19811231
19820129
19820226

19791004.400000
19791101.400000
19791206.400000
19800103.400000
19800131.400000
19800304.400000
19800401.400000
19800501.400000
19800605.400000
19800703.400000
19800731.400000
19800904.400000
19801002.400000
19801030.400000
19801204.400000
19810102.400000
19810205.400000
19810305.400000
19810402.400000
19810430.400000
19810604.400000
19810702.400000
19810730.400000
19810903.400000
19811001.400000
19811105.400000
19811203.400000
19811231.400000
19820204.400000
19820304.400000
19820401.400000

10.054
10.279
11.717
10.904
9.344
11.722
13.616
15.051
9.238
7.182
6.201
7.499
9.297
10.795
11.683
14.652
12.528
13.919
14.032
13.017
13.819
16.150
14.411
14.957
14.968
13.997
12.718
10.244
9.636
11.929
11.826

Page 8 of 20

CRSP T Bond
19820331
19820430
19820528
19820630
19820730
19820831
19820930
19821029
19821130
19821231
19830131
19830228
19830331
19830429
19830531
19830630
19830729
19830831
19830930
19831031
19831130
19831230
19840131
19840229
19840330
19840430
19840531
19840629
19840731
19840831
19840928

19820506.400000
19820603.400000
19820701.400000
19820805.400000
19820902.400000
19820930.400000
19821104.400000
19821202.400000
19821230.400000
19830203.400000
19830303.400000
19830331.400000
19830505.400000
19830602.400000
19830630.400000
19830804.400000
19830901.400000
19831006.400000
19831103.400000
19831201.400000
19840105.400000
19840202.400000
19840301.400000
19840405.400000
19840503.400000
19840531.400000
19840705.400000
19840802.400000
19840830.400000
19841004.400000
19841101.400000

13.421
12.236
11.437
11.779
8.919
6.211
7.019
7.703
7.628
8.060
8.037
7.425
8.572
8.111
8.077
8.695
8.919
9.146
8.755
8.446
8.502
8.643
8.884
8.890
9.553
9.263
9.359
9.358
9.650
10.719
10.433

Page 9 of 20

CRSP T Bond
19841031
19841130
19841231
19850131
19850228
19850329
19850430
19850531
19850628
19850731
19850830
19850930
19851031
19851129
19851231
19860131
19860228
19860331
19860430
19860530
19860630
19860731
19860829
19860930
19861031
19861128
19861231
19870130
19870227
19870331
19870430

19841206.400000
19850103.400000
19850131.400000
19850307.400000
19850404.400000
19850502.400000
19850530.400000
19850705.400000
19850801.400000
19850905.400000
19851003.400000
19851031.400000
19851205.400000
19860102.400000
19860130.400000
19860306.400000
19860403.400000
19860501.400000
19860605.400000
19860703.400000
19860731.400000
19860904.400000
19861002.400000
19861030.400000
19861204.400000
19870102.400000
19870205.400000
19870305.400000
19870402.400000
19870430.400000
19870604.400000

8.604
7.407
7.598
7.652
7.714
8.091
7.353
7.030
6.631
7.061
7.070
7.068
7.173
6.570
5.905
6.784
6.947
6.272
5.898
6.152
5.885
5.632
5.122
5.111
5.122
4.960
5.113
5.581
5.367
5.202
4.858

Page 10 of 20

CRSP T Bond
19870529
19870630
19870731
19870831
19870930
19871030
19871130
19871231
19880129
19880229
19880331
19880429
19880531
19880630
19880729
19880831
19880930
19881031
19881130
19881230
19890131
19890228
19890331
19890428
19890531
19890630
19890731
19890831
19890929
19891031
19891130

19870702.400000
19870730.400000
19870903.400000
19871001.400000
19871105.400000
19871203.400000
19871231.400000
19880204.400000
19880303.400000
19880331.400000
19880505.400000
19880602.400000
19880630.400000
19880804.400000
19880901.400000
19881006.400000
19881103.400000
19881201.400000
19890105.400000
19890202.400000
19890302.400000
19890330.400000
19890504.400000
19890601.400000
19890706.400000
19890803.400000
19890831.400000
19891005.400000
19891102.400000
19891130.400000
19900104.400000

5.387
4.927
5.601
5.661
6.500
4.023
3.513
3.687
5.285
5.172
5.734
5.754
5.864
6.540
6.376
7.204
7.090
6.741
6.826
6.611
7.883
7.536
8.775
8.561
8.594
8.254
7.843
7.785
7.754
7.689
7.070

Page 11 of 20

CRSP T Bond
19891229
19900131
19900228
19900330
19900430
19900531
19900629
19900731
19900831
19900928
19901031
19901130
19901231
19910131
19910228
19910328
19910430
19910531
19910628
19910731
19910830
19910930
19911031
19911129
19911231
19920131
19920228
19920331
19920430
19920529
19920630

19900201.400000
19900308.400000
19900405.400000
19900503.400000
19900531.400000
19900705.400000
19900802.400000
19900830.400000
19901004.400000
19901101.400000
19901206.400000
19910103.400000
19910131.400000
19910307.400000
19910404.400000
19910502.400000
19910530.400000
19910705.400000
19910801.400000
19910905.400000
19911003.400000
19911031.400000
19911205.400000
19920102.400000
19920130.400000
19920305.400000
19920402.400000
19920430.400000
19920604.400000
19920702.400000
19920730.400000

6.264
7.643
7.704
7.999
7.517
7.336
7.641
7.465
7.488
7.019
6.744
6.651
5.447
5.877
5.714
5.887
5.416
5.388
5.183
5.541
5.306
4.989
4.786
4.063
3.717
3.727
3.850
4.011
3.504
3.636
3.513

Page 12 of 20

CRSP T Bond
19920731
19920831
19920930
19921030
19921130
19921231
19930129
19930226
19930331
19930430
19930528
19930630
19930730
19930831
19930930
19931029
19931130
19931231
19940131
19940228
19940331
19940429
19940531
19940630
19940729
19940831
19940930
19941031
19941130
19941230
19950131

19920903.400000
19921001.400000
19921105.400000
19921203.400000
19921231.400000
19930204.400000
19930304.400000
19930401.400000
19930506.400000
19930603.400000
19930701.400000
19930805.400000
19930909.400000
19930930.400000
19931104.400000
19931202.400000
19931230.400000
19940203.400000
19940303.400000
19940331.400000
19940505.400000
19940602.400000
19940630.400000
19940804.400000
19940901.400000
19941006.400000
19941103.400000
19941201.400000
19950105.400000
19950202.400000
19950302.400000

3.076
3.025
2.690
2.771
2.670
2.924
2.863
2.721
2.863
2.853
2.954
2.863
2.884
2.863
2.782
2.832
2.751
2.944
2.792
2.903
3.392
3.616
3.788
3.524
3.951
4.389
4.491
4.337
4.950
4.735
5.182

Page 13 of 20

CRSP T Bond
19950228
19950331
19950428
19950531
19950630
19950731
19950831
19950929
19951031
19951130
19951229
19960131
19960229
19960329
19960430
19960531
19960628
19960731
19960830
19960930
19961031
19961129
19961231
19970131
19970228
19970331
19970430
19970530
19970630
19970731
19970829

19950330.400000
19950504.400000
19950601.400000
19950706.400000
19950803.400000
19950831.400000
19951005.400000
19951102.400000
19951130.400000
19960104.400000
19960201.400000
19960307.400000
19960404.400000
19960502.400000
19960530.400000
19960705.400000
19960801.400000
19960905.400000
19961003.400000
19961031.400000
19961205.400000
19970102.400000
19970130.400000
19970306.400000
19970403.400000
19970501.400000
19970605.400000
19970703.400000
19970731.400000
19970904.400000
19971002.400000

5.019
5.774
5.734
5.643
5.326
5.447
5.367
5.357
4.988
5.418
4.582
4.929
4.980
5.194
4.836
5.031
4.817
5.031
5.112
4.989
4.962
4.949
4.874
4.969
5.056
5.223
4.990
4.414
5.045
5.117
5.018

Page 14 of 20

CRSP T Bond
19970930
19971031
19971128
19971231
19980130
19980227
19980331
19980430
19980529
19980630
19980731
19980831
19980930
19981030
19981130
19981231
19990129
19990226
19990331
19990430
19990528
19990630
19990730
19990831
19990930
19991029
19991130
19991231
20000131
20000229
20000331

19971030.400000
19971204.400000
19980102.400000
19980205.400000
19980305.400000
19980402.400000
19980430.400000
19980604.400000
19980702.400000
19980730.400000
19980903.400000
19981001.400000
19981105.400000
19981203.400000
19981231.400000
19990204.400000
19990304.400000
19990401.400000
19990506.400000
19990603.400000
19990701.400000
19990805.400000
19990902.400000
19990930.400000
19991104.400000
19991202.400000
19991230.400000
20000203.400000
20000302.400000
20000330.400000
20000504.400000

4.749
4.893
4.990
5.108
5.025
5.122
5.230
4.728
4.567
4.703
4.745
4.691
4.028
3.552
4.442
4.394
4.409
4.506
4.558
4.452
4.420
4.438
4.450
4.500
4.501
4.366
4.571
5.102
5.386
5.314
5.856

Page 15 of 20

CRSP T Bond
20000428
20000531
20000630
20000731
20000831
20000929
20001031
20001130
20001229
20010131
20010228
20010330
20010430
20010531
20010629
20010731
20010831
20010928
20011031
20011130
20011231
20020131
20020228
20020328
20020430
20020531
20020628
20020731
20020830
20020930
20021031

20000601.400000
20000706.400000
20000803.400000
20000831.400000
20001005.400000
20001102.400000
20001130.400000
20010104.400000
20010201.400000
20010308.400000
20010405.400000
20010503.400000
20010531.400000
20010705.400000
20010802.400000
20010830.400000
20011004.400000
20011101.400000
20011206.400000
20020103.400000
20020131.400000
20020307.400000
20020404.400000
20020502.400000
20020530.400000
20020705.400000
20020801.400000
20020905.400000
20021003.400000
20021031.400000
20021205.400000

5.270
4.675
5.629
5.875
6.234
5.920
6.027
6.119
5.769
4.827
5.013
4.432
3.742
3.445
3.415
3.640
3.374
2.378
2.093
1.728
1.636
1.689
1.733
1.710
1.753
1.689
1.667
1.700
1.656
1.570
1.420

Page 16 of 20

CRSP T Bond
20021129
20021231
20030131
20030228
20030331
20030430
20030530
20030630
20030731
20030829
20030930
20031031
20031128
20031231
20040130
20040227
20040331
20040430
20040528
20040630
20040730
20040831
20040930
20041029
20041130
20041231
20050131
20050228
20050331
20050429
20050531

20030102.400000
20030130.400000
20030306.400000
20030403.400000
20030501.400000
20030605.400000
20030703.400000
20030731.400000
20030904.400000
20031002.400000
20031030.400000
20031204.400000
20040102.400000
20040205.400000
20040304.400000
20040401.400000
20040506.400000
20040603.400000
20040701.400000
20040805.400000
20040902.400000
20040930.400000
20041104.400000
20041202.400000
20041230.400000
20050203.400000
20050303.400000
20050331.400000
20050505.400000
20050602.400000
20050630.400000

1.217
1.136
1.146
1.195
1.141
1.093
1.121
0.794
0.880
0.971
0.852
0.915
0.900
0.827
0.827
0.933
0.923
0.809
0.908
1.129
1.278
1.441
1.458
1.748
2.032
1.908
2.162
2.497
2.599
2.711
2.751

Page 17 of 20

CRSP T Bond
20050630
20050729
20050831
20050930
20051031
20051130
20051230
20060131
20060228
20060331
20060428
20060531
20060630
20060731
20060831
20060929
20061031
20061130
20061229
20070131
20070228
20070330
20070430
20070531
20070629
20070731
20070831
20070928
20071031
20071130
20071231

20050804.400000
20050901.400000
20051006.400000
20051103.400000
20051201.400000
20051229.400000
20060202.400000
20060302.400000
20060330.400000
20060504.400000
20060601.400000
20060706.400000
20060803.400000
20060831.400000
20061005.400000
20061102.400000
20061130.400000
20070104.400000
20070201.400000
20070308.400000
20070405.400000
20070503.400000
20070531.400000
20070705.400000
20070802.400000
20070830.400000
20071004.400000
20071101.400000
20071206.400000
20080103.400000
20080131.400000

2.985
3.229
3.341
3.186
3.696
3.971
3.946
4.327
4.424
4.593
4.613
4.695
4.684
5.032
4.965
4.649
5.151
4.980
4.768
5.001
5.143
5.051
4.755
4.695
4.531
5.105
4.152
3.443
3.982
3.219
2.858

Page 18 of 20

CRSP T Bond
20080131
20080229
20080331
20080430
20080530
20080630
20080731
20080829
20080930
20081031
20081128
20081231
20090130
20090227
20090331
20090430
20090529
20090630
20090731
20090831
20090930
20091030
20091130
20091231
20100129
20100226
20100331
20100430
20100528
20100630
20100730

20080306.400000
20080403.400000
20080501.400000
20080605.400000
20080703.400000
20080731.400000
20080904.400000
20081002.400000
20081030.400000
20081204.400000
20090102.400000
20090205.400000
20090305.400000
20090402.400000
20090430.400000
20090604.400000
20090702.400000
20090730.400000
20090903.400000
20091001.400000
20091105.400000
20091203.400000
20091231.400000
20100204.400000
20100304.400000
20100401.400000
20100506.400000
20100603.400000
20100701.400000
20100805.400000
20100902.400000

1.664
2.070
1.238
1.258
1.948
1.694
1.583
1.664
0.964
0.254
0.030
0.030
0.177
0.172
0.152
0.035
0.081
0.144
0.129
0.094
0.043
0.010
0.074
0.038
0.015
0.074
0.134
0.142
0.137
0.162
0.142

Page 19 of 20

CRSP T Bond
20100831
20100930
20101029
20101130
20101231
20110131
20110228
20110331
20110429
20110531
20110630
20110729
20110831
20110930
20111031
20111130
20111230

20100930.400000
20101104.400000
20101202.400000
20101230.400000
20110203.400000
20110303.400000
20110331.400000
20110505.400000
20110602.400000
20110630.400000
20110804.400000
20110901.400000
20111006.400000
20111103.400000
20111201.400000
20120105.400000
20120202.400000

0.152
0.134
0.127
0.170
0.081
0.150
0.079
0.058
0.015
0.043
0.008
0.089
0.000
0.015
0.005
0.000
0.000

Page 20 of 20