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Treasury Security Data
Agencies - GNMA Issues
FNMA Issues

Interest Rate Swaps

	Swap Yields	Swap Spreads⁽¹⁾

	Mid	Bid	Ask	Mid
2Y	0.70	16.50	20.50	18.50
3Y	1.03	22.25	26.25	24.25
5Y	1.70	18.00	22.00	20.00
10Y	2.70	-3.00	1.00	-1.00
30Y	3.42	-38.70	-34.70	-36.70

⁽¹⁾ Spread of Swap yield over like-term Treasury yield, stated in basis points.

Detailed Treasury Security Data

Treasury Bills

								Yield History

	Matures	Bid	Ask	Chg Price	Yield	High	Low	Yest	M. Ago	Y. Ago
1MO	09/02/10	0.14	0.13	.00	0.14	0.14	0.13	0.14	0.16	0.14
3MO	11/04/10	0.14	0.13	.00	0.14	0.15	0.14	0.14	0.16	0.17
6MO	02/03/11	0.18	0.17	-.01	0.19	0.19	0.18	0.18	0.21	0.27

Treasury Notes and Bonds

									Yield History

	Coupon	Matures	Bid	Ask	Chg Price	Yield	High	Low	Yest	M. Ago	Y. Ago
2Y	0.625	07/31/12	100.07	100.07	0.03	0.51	100.07	100.04	0.53	0.61	1.20
5Y	1.750	07/31/15	101.05	101.05	0.31	1.51	101.07	100.24	1.57	1.75	2.71
10Y	3.500	05/15/20	105.24	105.25	0.78	2.82	105.25	104.30	2.91	2.93	3.74
30Y	4.375	05/15/40	106.18	106.19	1.22	3.99	106.23	105.12	4.06	3.89	4.51

Yield Curve History ⁽¹⁾

Yld Spread	Now	Yest	M. Ago	Y. Ago
2YR-6M	33	35	40	93
5YR-2YR	100	104	114	151
10YR-2YR	231	238	232	254
10YR-5YR	Y	BILLS	YIELD	HISTORY
30YR-10YR	Y	BILLS	YIELD	HISTORY

⁽¹⁾ In basis points.

Next Treasury Auctions

	Date
1 MO	N/A
3 MO	N/A
6 MO	N/A
2 YR	N/A
3 YR	N/A
5 YR	N/A
10 YR	N/A
30 YR	N/A

Agencies - GNMA Issues

Coupon	Matures	Cur Yield	Chg Yield	Cur Price	Chg Price	Bid	Ask	High	Low
4.50	Sep	3.16	0.07	105.66	-0.31	105.66	105.69	105.66	105.38
4.50	Oct	3.23	0.07	105.34	-0.31	105.34	105.38	105.38	105.06
4.50	Nov	3.29	0.07	105.06	-0.31	105.06	105.09	105.06	104.78
4.50	Dec	0.00	0.00	101.88	0.00	0.00	0.00	101.88	101.88
4.50	Jan	0.00	0.00	100.41	0.00	0.00	0.00	100.41	100.41
4.50	Feb	0.00	0.00	101.88	0.00	0.00	0.00	101.88	101.88
5.00	Feb	0.00	0.00	104.66	0.00	0.00	0.00	104.66	104.66
6.00	Feb	0.00	0.00	107.00	0.00	0.00	0.00	107.00	107.00
8.50	Feb	0.00	0.00	105.75	0.00	0.00	0.00	105.75	105.75

FNMA Issues

Coupon	Matures	Cur Yield	Chg Yield	Cur Price	Chg Price	Bid	Ask	High	Low
6.62	11-10	0.27	0.00	101.19	0.00	0.00	0.00	0.00	0.00
5.00	11-11	0.00	0.00	100.00	0.00	0.00	0.00	100.00	100.00
5.37	11-11	0.43	0.01	105.41	-0.03	105.41	105.41	105.41	105.41

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