period eyield ycurve rbond vret gret vgspread 197901 3.3986 -0.250 -0.078 5.50 3.46 -3.356 197902 3.8064 -0.220 -0.280 -2.14 -3.40 -8.725 197903 4.0618 -0.360 -0.827 5.96 6.53 -11.086 197904 3.9900 -0.280 -1.015 0.47 0.64 6.682 197905 4.2335 -0.360 -1.295 -1.13 -1.61 -5.634 197906 4.6647 -0.150 -1.933 5.35 3.86 -4.494 197907 4.5369 -0.290 -1.960 1.70 0.92 -8.411 197908 3.8081 -0.490 -2.283 5.63 7.18 -13.765 197909 4.2118 -0.930 -2.648 0.49 0.05 -12.086 197910 4.5175 -1.400 -2.330 -7.68 -5.98 -16.964 197911 3.4801 -1.140 -1.772 4.25 7.58 -19.632 197912 3.6460 -1.650 -2.491 1.34 3.37 -22.162 198001 2.4159 -1.200 -2.694 4.92 7.39 -15.163 198002 0.9432 -0.450 -1.779 0.03 0.37 -3.407 198003 2.6360 -2.450 -1.842 -10.45 -12.11 -2.564 198004 2.9842 -1.730 -3.356 5.43 4.35 -4.414 198005 3.3842 1.600 -4.371 6.82 4.93 -1.403 198006 3.2669 2.710 -4.596 2.53 4.52 -3.949 198007 2.0383 2.190 -4.145 4.93 8.31 2.203 198008 1.2071 1.970 -2.133 1.51 2.07 3.675 198009 0.3283 1.240 -1.533 1.21 4.59 6.16 198010 -0.1057 0.130 -1.011 0.73 3.39 10.8 198011 -1.9523 -1.050 -0.396 8.29 13.07 9.775 198012 -1.4844 -2.650 -0.248 -2.50 -4.75 14.204 198101 -0.7012 -2.450 -0.376 -1.40 -7.43 12.543 198102 -1.5111 -1.600 0.975 1.92 1.51 6.859 198103 -1.9701 -0.240 1.283 4.48 3.58 8.538 198104 -2.2227 -0.010 2.713 -0.23 -3.27 9.41 198105 -2.6044 -2.200 3.600 0.75 1.03 5.198 198106 -1.5203 -1.260 3.180 0.59 -2.42 7.028 198107 -2.1250 -0.670 4.037 -0.84 0.90 4.059 198108 -1.9459 -0.570 3.408 -4.49 -6.44 4.044 198109 -1.5275 0.620 3.866 -5.11 -7.09 5.034 198110 -2.1531 1.610 3.728 3.63 7.89 1.49 198111 -1.2653 2.530 3.208 5.22 4.23 5.134 198112 -0.9172 2.870 3.859 -2.68 -3.14 -0.585 198201 -1.4634 2.310 5.298 -2.41 -2.57 -0.412 198202 -0.6412 0.950 5.829 -3.79 -6.42 1.611 198203 -0.3030 1.180 5.908 0.25 -2.09 -4.372 198204 -0.6519 1.170 6.590 2.98 5.21 -6.487 198205 -0.0035 1.530 6.730 -1.69 -3.64 -1.316 198206 -0.9923 1.830 7.238 -2.43 -2.16 -3.672 198207 -0.3181 2.600 6.486 -2.89 -1.27 -9.084 198208 -0.9133 4.380 6.329 13.67 11.10 -1.152 198209 -0.8102 4.420 6.220 0.71 2.24 0.359 198210 -1.0294 3.200 6.127 11.09 12.13 2.112 198211 -0.7529 2.480 5.401 2.66 6.89 7.204 198212 -1.5532 2.600 5.951 1.85 1.20 12.793 198301 -1.9314 2.600 6.800 4.37 2.54 12.339 198302 -2.3436 2.610 7.168 1.96 3.66 17.739 198303 -2.5109 2.160 7.142 4.05 2.98 20.192 198304 -2.9268 2.190 6.882 8.03 6.46 18.022 198305 -2.8824 2.190 6.631 0.72 0.22 15.28 198306 -3.4415 2.060 7.381 2.19 5.77 14.084 198307 -3.6558 2.300 8.823 -1.60 -4.68 14.713 198308 -4.1625 2.510 9.358 2.68 -0.60 12.149 198309 -3.6219 2.650 9.071 1.53 1.85 10.235 198310 -3.4485 2.900 8.720 -0.55 -3.74 13.774 198311 -3.7578 2.930 8.899 2.88 2.32 9.876 198312 -3.3740 2.830 8.615 -0.70 -1.22 11.143 198401 -3.1648 2.770 7.959 1.66 -5.18 11.053 198402 -3.0177 2.750 7.758 -3.17 -4.78 1.686 198403 -2.7940 2.800 7.783 1.20 1.85 0.019 198404 -3.1161 2.940 7.849 0.42 0.57 2.367 198405 -3.2945 3.580 8.866 -5.22 -5.37 5.685 198406 -2.8649 3.690 9.206 1.23 3.84 6.065 198407 -2.4580 3.240 8.989 -1.49 -1.69 9.408 198408 -2.8214 2.250 8.336 11.61 11.40 8.789 198409 -2.3207 2.150 7.999 1.67 -1.65 9.021 198410 -2.0101 2.420 7.710 -0.09 0.71 4.645 198411 -1.4371 2.960 7.303 0.10 -2.02 6.749 198412 -1.5708 3.440 7.469 2.61 2.55 0.765 198501 -2.1871 3.620 7.501 6.89 9.21 -1.337 198502 -2.2863 3.240 7.937 1.74 1.50 2.065 198503 -2.7383 3.340 8.294 0.59 -0.72 1.258 198504 -2.3564 3.480 7.766 1.13 -1.51 -2.597 198505 -2.4037 3.370 7.364 5.97 6.04 -9.566 198506 -2.3140 3.210 6.678 1.90 1.90 -10.415 198507 -2.3243 3.230 6.739 -0.75 -0.42 -11.741 198508 -2.2851 3.190 7.006 0.24 -0.92 -7.207 198509 -2.2461 3.270 7.261 -3.72 -3.53 -2.808 198510 -2.4771 3.080 7.357 5.14 4.32 2.008 198511 -2.5272 2.540 6.831 5.53 8.62 0.164 198512 -2.6255 2.160 6.026 3.57 5.18 3.761 198601 -2.5018 2.120 5.601 1.34 0.81 4.62 198602 -2.4920 1.640 5.044 7.44 7.95 1.2 198603 -1.8826 1.220 4.847 4.62 6.21 -4.227 198604 -1.2253 1.240 5.134 -2.29 0.13 -1.23 198605 -1.6502 1.560 5.930 5.00 5.77 2.673 198606 -1.7061 1.590 6.079 1.15 2.16 2.537 198607 -1.0405 1.470 5.504 -4.30 -6.86 3.849 198608 -1.5146 1.640 5.753 9.67 4.61 -0.389 198609 -1.2008 2.240 6.046 -6.83 -9.90 -7.669 198610 -1.6138 2.250 5.946 5.10 5.75 -11.738 198611 -1.5618 1.900 6.048 1.79 1.82 -4.047 198612 -1.3911 1.580 6.086 -2.99 -2.41 -1.831 198701 -2.1072 1.650 6.292 11.54 14.34 -4.818 198702 -2.4453 1.660 6.080 1.89 6.80 3.915 198703 -2.3738 1.660 5.446 2.43 1.61 7.513 198704 -3.0138 2.380 5.217 -1.20 -1.92 7.767 198705 -3.5752 2.950 5.005 0.33 1.08 8.467 198706 -3.8269 2.730 4.713 4.76 4.73 10.841 198707 -4.1151 2.760 4.987 3.98 4.77 10.09 198708 -4.5980 2.720 5.043 3.68 4.61 11.766 198709 -4.6622 3.020 5.306 -1.82 -2.59 13.173 198710 -3.3115 3.390 5.254 -20.16 -23.23 11.783 198711 -2.0638 3.170 4.417 -6.83 -8.63 11.195 198712 -2.0373 3.220 4.591 5.60 9.15 10.405 198801 -2.0225 2.860 4.396 7.77 1.17 11.901 198802 -1.8958 2.550 4.383 4.43 5.45 4.459 198803 -1.4497 2.670 4.687 -1.94 -3.36 6.112 198804 -1.8368 2.810 5.025 1.45 0.16 4.532 198805 -2.1393 2.830 5.326 1.45 -0.36 0.912 198806 -1.0772 2.460 5.110 4.72 5.59 -2.028 198807 -1.1740 2.330 5.175 0.03 -1.64 -0.571 198808 -1.0342 2.200 5.190 -1.97 -3.66 -6.914 198809 -0.7010 1.740 5.039 3.26 5.08 -8.554 198810 -0.7425 1.450 4.716 2.27 1.95 -7.75 198811 -0.7157 1.200 4.770 -1.21 -1.89 -10.128 198812 -0.4582 1.040 4.764 1.21 2.83 -13.253 198901 -0.9460 0.820 4.511 6.86 6.99 -10.734 198902 -0.7880 0.640 4.343 -1.58 -2.33 -6.974 198903 -0.7056 0.540 4.342 2.20 2.35 -6.034 198904 -0.9693 0.530 4.051 4.10 6.02 -9.274 198905 -1.0430 0.430 3.706 3.99 4.54 -9.517 198906 -0.3387 0.130 2.908 -0.38 -0.68 -11.565 198907 -0.7927 0.140 2.911 6.75 10.11 -15.761 198908 -0.9440 0.210 3.141 2.47 1.65 -11.121 198909 -1.3652 0.440 3.444 -0.95 0.46 -9.823 198910 -1.0400 0.370 3.659 -3.57 -1.76 -7.579 198911 -1.0533 0.180 3.407 1.15 2.61 -7.676 198912 -1.4289 0.210 3.245 2.21 1.87 -6.521 199001 -1.3106 0.570 3.613 -6.23 -8.04 -7.834 199002 -1.6095 0.730 3.298 2.52 0.71 -11.59 199003 -2.1853 0.690 3.297 1.02 3.98 -15.649 199004 -2.2092 1.020 3.527 -3.90 -1.30 -15.117 199005 -2.7311 1.020 4.018 8.30 10.39 -10.976 199006 -2.5218 0.750 4.098 -2.27 1.08 -9.094 199007 -2.5306 0.850 3.826 -0.87 -0.91 -4.516 199008 -2.2690 1.300 4.037 -8.79 -9.59 -6.09 199009 -1.9266 1.530 3.412 -4.84 -5.39 -9.916 199010 -1.7087 1.550 2.700 -1.37 0.40 -9.742 199011 -1.7931 1.330 2.250 6.93 6.74 -7.383 199012 -1.7776 1.340 1.965 2.54 3.54 -10.162 199101 -2.0652 1.870 2.164 4.50 5.12 -16.545 199102 -2.2164 1.910 2.379 6.65 7.94 -11.596 199103 -2.7279 2.200 2.977 1.48 3.94 -6.843 199104 -2.6499 2.390 3.315 0.74 -0.47 -2.354 199105 -2.9164 2.610 3.382 3.73 4.46 0.234 199106 -3.2566 2.710 3.516 -4.21 -4.74 0.742 199107 -3.4604 2.690 3.754 4.19 5.36 2.343 199108 -3.2466 2.570 3.692 1.82 3.34 2.925 199109 -3.3710 2.430 4.151 -0.74 -1.74 2.357 199110 -3.4047 2.540 4.539 1.66 1.56 1.529 199111 -3.1868 2.860 4.999 -5.13 -2.55 -0.142 199112 -3.8855 3.020 4.710 8.38 14.13 1.823 199201 -3.6880 3.230 4.516 0.16 -2.42 8.804 199202 -3.9949 3.500 5.250 2.45 0.15 10.55 199203 -3.9570 3.500 5.151 -1.45 -2.73 13.609 199204 -4.0559 3.730 4.775 4.31 0.72 13.876 199205 -3.9897 3.760 4.710 0.50 0.74 3.694 199206 -3.6625 3.600 4.816 -0.62 -2.52 2.35 199207 -3.5808 3.630 4.512 3.86 4.48 3.819 199208 -3.2719 3.460 4.233 -3.06 -1.22 7.691 199209 -3.0221 3.510 4.192 1.38 1.16 9.88 199210 -3.2212 3.730 4.542 0.09 1.50 10.562 199211 -3.4278 3.740 4.408 3.28 4.35 8.914 199212 -3.0586 3.550 4.392 2.38 1.00 8.024 199301 -2.9893 3.600 4.439 2.90 -1.15 6.667 199302 -2.7844 3.330 3.831 3.52 -1.58 3.776 199303 -2.4274 3.030 3.573 2.95 1.93 -3.93 199304 -2.3429 3.100 3.763 -1.28 -4.00 -3.499 199305 -2.5130 3.080 3.694 2.01 3.50 3.507 199306 -2.5195 2.890 3.589 2.21 -0.92 4.599 199307 -2.3165 2.770 3.634 1.12 -1.79 1.885 199308 -2.1501 2.660 3.544 3.61 4.10 -1.406 199309 -1.5527 2.410 3.232 0.16 -0.75 -3.629 199310 -1.5773 2.310 3.251 -0.07 2.78 -6.538 199311 -1.7902 2.620 3.460 -2.06 -0.66 -4.655 199312 -1.5571 2.710 3.574 1.90 1.73 -3.997 199401 -1.7448 2.770 3.542 3.78 2.31 -4.673 199402 -1.8040 2.720 3.965 -3.42 -1.82 -5.153 199403 -1.8154 2.980 4.394 -3.72 -4.83 -3.999 199404 -2.2335 3.290 4.763 1.92 0.48 -6.437 199405 -2.4352 3.040 5.049 1.15 1.51 -7.086 199406 -1.7278 2.960 5.112 -2.40 -2.95 -6.015 199407 -2.0809 2.970 5.087 3.11 3.42 -10.106 199408 -2.1902 2.760 4.720 2.87 5.57 -10.608 199409 -1.8032 2.840 4.809 -3.32 -1.37 -5.524 199410 -2.1540 2.790 4.977 1.39 2.36 -4.53 199411 -2.0561 2.670 5.472 -4.04 -3.20 -4.57 199412 -1.2073 2.210 5.195 1.15 1.68 -2.2 199501 -1.3452 2.070 5.175 3.08 2.13 1.15 199502 -1.3317 1.700 4.806 3.95 4.19 -0.435 199503 -0.9492 1.470 4.587 2.19 2.93 -1.538 199504 -1.0361 1.410 4.507 3.16 2.19 1.51 199505 -0.8476 0.960 3.897 4.21 3.49 -2.656 199506 -0.2497 0.700 3.384 1.36 3.86 -6.346 199507 -0.5943 0.860 3.679 3.48 4.16 -3.192 199508 -0.7324 1.090 4.097 1.41 0.11 0.361 199509 -0.5303 0.920 3.933 3.62 4.61 -0.833 199510 -0.3201 0.760 3.826 -0.99 0.07 -3.446 199511 -0.4487 0.570 3.451 5.07 3.89 1.701 199512 -0.5464 0.570 3.455 2.51 0.57 0.016 199601 -0.7105 0.650 3.512 3.12 3.35 -1.477 199602 -0.9373 0.980 3.512 0.76 1.83 -3.796 199603 -1.3266 1.310 3.949 1.70 0.13 0.218 199604 -1.5865 1.560 3.950 0.38 2.63 0.606 199605 -1.8427 1.720 4.033 1.25 3.49 0.51 199606 -1.8544 1.820 4.169 0.08 0.14 1.364 199607 -1.5749 1.720 4.276 -3.78 -5.86 1.867 199608 -1.4856 1.590 3.889 2.86 2.58 -2.998 199609 -1.7922 1.740 4.152 3.98 7.28 0.19 199610 -1.7056 1.540 3.807 3.87 0.60 6.02 199611 -1.7245 1.170 3.487 7.25 7.51 2.721 199612 -1.3214 1.390 3.295 -1.28 -1.96 3.163 199701 -1.9035 1.550 3.508 4.85 7.01 4.705 199702 -1.7926 1.410 3.646 1.47 -0.68 1.523 199703 -1.6151 1.550 3.896 -3.60 -5.41 -2.257 199704 -2.0684 1.730 4.328 4.20 6.64 -2.286 199705 -2.1963 1.660 4.445 5.59 7.22 0.1 199706 -2.1888 1.560 4.535 4.29 4.00 3.911