J Arp & Company Research & Trading

Yields are Constant Maturity	Rate
	Monthly	Jul 08	Jun 08	May 08	Apr 08	Mar 08	3M Avg	12M Avg	Trend
	T-bill 1m	1.60	1.72	1.76	1.07	1.35	1.69	2.57	-0.88
	T-bill 3m	1.66	1.89	1.76	1.31	1.28	1.77	2.63	-0.87
	T-bill 6m	1.98	2.19	1.86	1.58	1.51	2.01	2.82	-0.81
	UST 1yr	2.28	2.42	2.06	1.74	1.54	2.25	2.86	-0.60
	UST 2yr	2.57	2.77	2.45	2.05	1.62	2.60	2.89	-0.29
	UST 3yr	2.87	3.08	2.69	2.23	1.80	2.88	3.02	-0.14
	UST 5yr	3.30	3.49	3.15	2.84	2.48	3.31	3.42	-0.10
	UST 7yr	3.60	3.73	3.46	3.19	2.93	3.60	3.69	-0.09
	UST 10yr	4.01	4.10	3.88	3.68	3.51	4.00	4.05	-0.06
	UST 20yr	4.62	4.74	4.60	4.44	4.36	4.65	4.62	0.04
	UST 30yr	4.57	4.69	4.60	4.44	4.39	4.62	4.59	0.03
Treasury Curve Spreads	Rate
	UST 10yr - T-bill 3m	2.35	2.21	2.12	2.37	2.23	2.23	1.42	0.81
	UST 10yr - UST 2yr	1.44	1.33	1.43	1.63	1.89	1.40	1.16	0.24
	UST 5yr - UST 2yr	0.73	0.72	0.70	0.79	0.86	0.72	0.53	0.19
	UST 30yr - UST 2yr	2.00	1.92	2.15	2.39	2.77	2.02	1.70	0.32
	UST 30yr - UST 10yr	0.56	0.59	0.72	0.76	0.88	0.62	0.54	0.09
TIPS	Rate
	TIPS 5yr	0.84	0.97	0.79	0.62	0.23	0.87	1.18	-0.31
	TIPS 7yr	1.24	1.35	1.16	1.00	0.73	1.25	1.49	-0.24
	TIPS 10yr	1.57	1.63	1.46	1.36	1.09	1.55	1.70	-0.15
	TIPS 20yr	2.09	2.19	2.00	1.91	1.76	2.09	2.06	0.03
TIPS Spreads (Real Rates)	Rate
	UST 5yr - TIPS 5yr	2.46	2.52	2.36	2.22	2.25	2.45	2.24	0.21
	UST 10yr - TIPS 10yr	2.44	2.47	2.42	2.32	2.42	2.44	2.35	0.10

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