| Date |
LT Composite
(>10 yrs) |
Treasury
20-yr CMT |
Extrapolation
Factor |
| 10/01/04 |
4.79% |
4.95% |
0.11% |
| 10/04/04 |
4.77% |
4.93% |
0.11% |
| 10/05/04 |
4.77% |
4.93% |
0.11% |
| 10/06/04 |
4.82% |
4.97% |
0.07% |
| 10/07/04 |
4.85% |
5.00% |
0.08% |
| 10/08/04 |
4.75% |
4.91% |
0.07% |
| 10/12/04 |
4.72% |
4.88% |
0.07% |
| 10/13/04 |
4.70% |
4.86% |
0.12% |
| 10/14/04 |
4.65% |
4.81% |
0.12% |
| 10/15/04 |
4.67% |
4.84% |
0.08% |
| 10/18/04 |
4.67% |
4.84% |
0.08% |
| 10/19/04 |
4.67% |
4.83% |
0.08% |
| 10/20/04 |
4.60% |
4.77% |
0.08% |
| 10/21/04 |
4.60% |
4.76% |
0.08% |
| 10/22/04 |
4.59% |
4.75% |
0.12% |
| 10/25/04 |
4.58% |
4.74% |
0.12% |
| 10/26/04 |
4.59% |
4.75% |
0.12% |
| 10/27/04 |
4.69% |
4.85% |
0.11% |
| 10/28/04 |
4.67% |
4.83% |
0.08% |
| 10/29/04 |
4.63% |
4.79% |
0.08% |
|
|
|
