Appendix 5A: WORKSHEETS FOR YIELD CURVES (Section 5.4.2) By

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Appendix 5A: WORKSHEETS FOR YIELD CURVES (Section 5.4.2) By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort

Table 5A.1: Yield, Time to Maturity and Coupon Rates for Treasury Bonds and Notes as of February 16, 2011

Table 5A.1: Yield, Time to Maturity and Coupon Rates for Treasury Bonds and Notes as of February 16, 2011 (continued)

Table 5A.1: Yield, Time to Maturity and Coupon Rates for Treasury Bonds and Notes as of February 16, 2011(continued)

Table 5A.1: Yield, Time to Maturity and Coupon Rates for Treasury Bonds and Notes as of February 16, 2011(continued)