Month

Year

Fed Funds
Rate

Discount
Rate

3-Mo.

6-Mo.

1-Year

2-Year

5-Year

10-Year

30-Year

January

2000

5.46

5.00

5.50

5.76

6.12

6.44

6.58

6.66

6.63

February

2000

5.73

5.24

5.73

6.00

6.22

6.61

6.68

6.52

6.23

March

2000

5.85

5.34

5.86

6.11

6.22

6.53

6.50

6.26

6.05

April

2000

6.02

5.50

5.82

6.07

6.15

6.40

6.26

5.99

5.85

May

2000

6.27

5.71

5.99

6.39

6.33

6.81

6.69

6.44

6.15

June

2000

6.53

6.00

5.86

6.24

6.17

6.48

6.30

6.10

5.93

July

2000

6.54

6.00

6.14

6.27

6.08

6.34

6.18

6.05

5.85

August

2000

6.50

6.00

6.28

6.35

6.18

6.23

6.06

5.83

5.72

September

2000

6.52

6.00

6.18

6.25

6.13

6.08

5.93

5.80

5.83

October

2000

6.51

6.00

6.29

6.32

6.01

5.91

5.78

5.74

5.80

November

2000

6.51

6.00

6.36

6.34

6.09

5.88

5.70

5.72

5.78

December

2000

6.40

6.00

5.94

5.92

5.60

5.35

5.17

5.24

5.49

January

2001

5.98

5.52

5.29

5.15

4.81

4.76

4.86

5.16

5.54

February

2001

5.49

5.00

5.01

4.89

4.68

4.66

4.89

5.10

5.45

March

2001

5.31

4.81

4.54

4.44

4.30

4.34

4.64

4.89

5.34

April

2001

4.80

4.28

3.97

3.99

3.98

4.23

4.76

5.14

5.65

May

2001

4.21

3.73

3.70

3.74

3.78

4.26

4.93

5.39

5.78

June

2001

3.97

3.47

3.57

3.56

3.58

4.08

4.81

5.28

5.67

July

2001

3.77

3.25

3.59

3.56

3.62

4.04

4.76

5.24

5.61

August

2001

3.65

3.16

3.44

3.39

3.47

3.76

4.57

4.97

5.48

September

2001

3.07

2.77

2.69

2.71

2.82

3.12

4.12

4.73

5.48

October

2001

2.49

2.02

2.20

2.17

2.33

2.73

3.91

4.57

5.32

November

2001

2.09

1.58

1.91

1.92

2.18

2.78

3.97

4.65

5.12

December

2001

1.82

1.33

1.72

1.82

2.22

3.11

4.39

5.09

5.48

January

2002

1.73

1.25

1.68

1.77

2.16

3.03

4.34

5.04

5.45

February

2002

1.74

1.25

1.76

1.86

2.23

3.02

4.30

4.91

5.40

March

2002

1.73

1.25

1.83

2.06

2.57

3.56

4.74

5.28

April

2002

1.75

1.25

1.75

1.98

2.48

3.42

4.65

5.21

May

2002

1.75

1.25

1.76

1.91

2.35

3.26

4.49

5.16

June

2002

1.75

1.25

1.73

1.83

2.20

2.99

4.19

4.93