Yield Curve (Germany)
| 1 Month | 3 Months | 6 Months | 1 Year | 2 Years | 3 Years | 5 Years | 7 Years | 10 Years | 20 Years | 30 Years | |
| 26/10/2007 | 4.16 | 4.61 | 4.59 | 4.56 | 3.95 | 3.99 | 4.05 | 4.12 | 4.18 | 4.46 | 4.46 |
| 29/10/2007 | 4.16 | 4.61 | 4.60 | 4.58 | 3.95 | 3.99 | 4.04 | 4.10 | 4.17 | 4.44 | 4.44 |
| 30/10/2007 | 4.16 | 4.61 | 4.61 | 4.60 | 3.94 | 3.99 | 4.04 | 4.11 | 4.18 | 4.45 | 4.45 |
| 31/10/2007 | 4.16 | 4.60 | 4.61 | 4.60 | 4.05 | 4.10 | 4.13 | 4.18 | 4.24 | 4.50 | 4.49 |
| 01/11/2007 | 4.15 | 4.60 | 4.62 | 4.63 | 3.98 | 4.05 | 4.07 | 4.14 | 4.21 | 4.48 | 4.47 |
| 02/11/2007 | 4.15 | 4.59 | 4.61 | 4.61 | 3.94 | 4.00 | 4.03 | 4.10 | 4.17 | 4.45 | 4.45 |
| 05/11/2007 | 4.14 | 4.59 | 4.60 | 4.60 | 3.93 | 4.00 | 4.02 | 4.10 | 4.17 | 4.45 | 4.45 |
| 06/11/2007 | 4.14 | 4.59 | 4.60 | 4.61 | 3.95 | 4.02 | 4.04 | 4.11 | 4.19 | 4.47 | 4.47 |
| 07/11/2007 | 4.14 | 4.59 | 4.60 | 4.60 | 3.90 | 3.97 | 3.99 | 4.07 | 4.15 | 4.45 | 4.45 |
| 08/11/2007 | 4.14 | 4.58 | 4.58 | 4.58 | 3.86 | 3.93 | 3.95 | 4.04 | 4.13 | 4.44 | 4.45 |
| 09/11/2007 | 4.14 | 4.58 | 4.58 | 4.57 | 3.81 | 3.87 | 3.89 | 3.99 | 4.08 | 4.41 | 4.43 |
| 12/11/2007 | 4.14 | 4.57 | 4.57 | 4.56 | 3.82 | 3.89 | 3.90 | 4.00 | 4.09 | 4.42 | 4.43 |
| 13/11/2007 | 4.14 | 4.58 | 4.57 | 4.56 | 3.84 | 3.91 | 3.94 | 4.03 | 4.12 | 4.44 | 4.44 |
| 14/11/2007 | 4.14 | 4.58 | 4.58 | 4.57 | 3.89 | 3.95 | 3.97 | 4.06 | 4.14 | 4.45 | 4.46 |
| 15/11/2007 | 4.14 | 4.58 | 4.59 | 4.58 | 3.84 | 3.91 | 3.93 | 4.03 | 4.12 | 4.45 | 4.46 |
| 16/11/2007 | 4.14 | 4.58 | 4.59 | 4.58 | 3.78 | 3.85 | 3.89 | 4.00 | 4.09 | 4.44 | 4.46 |
| 19/11/2007 | 4.16 | 4.62 | 4.61 | 4.60 | 3.69 | 3.77 | 3.81 | 3.93 | 4.04 | 4.40 | 4.42 |
| 20/11/2007 | 4.17 | 4.64 | 4.62 | 4.60 | 3.73 | 3.81 | 3.86 | 3.96 | 4.06 | 4.44 | 4.45 |
| 21/11/2007 | 4.17 | 4.65 | 4.63 | 4.61 | 3.64 | 3.72 | 3.76 | 3.90 | 4.01 | 4.42 | 4.44 |
| 22/11/2007 | 4.19 | 4.68 | 4.65 | 4.62 | 3.61 | 3.69 | 3.75 | 3.88 | 4.00 | 4.43 | 4.46 |
| 23/11/2007 | 4.20 | 4.70 | 4.67 | 4.62 | 3.64 | 3.73 | 3.78 | 3.91 | 4.02 | 4.44 | 4.47 |
| 26/11/2007 | 4.19 | 4.71 | 4.69 | 4.63 | 3.63 | 3.72 | 3.77 | 3.90 | 4.01 | 4.43 | 4.45 |
| 27/11/2007 | 4.18 | 4.72 | 4.69 | 4.63 | 3.66 | 3.75 | 3.79 | 3.92 | 4.03 | 4.45 | 4.46 |
| 28/11/2007 | 4.17 | 4.74 | 4.72 | 4.65 | 3.77 | 3.81 | 3.89 | 4.01 | 4.11 | 4.52 | 4.53 |
Yield Curve (US)
| 1 Month | 3 Months | 6 Months | 1 Year | 2 Years | 3 Years | 5 Years | 7 Years | 10 Years | 20 Years | 30 Years | |
| 26/10/2007 | 3.97 | 3.96 | 4.05 | 3.96 | 3.77 | 3.79 | 4.04 | 4.19 | 4.41 | 4.73 | 4.68 |
| 29/10/2007 | 3.96 | 4.01 | 4.1 | 4 | 3.79 | 3.84 | 4.04 | 4.19 | 4.39 | 4.71 | 4.66 |
| 30/10/2007 | 4.03 | 3.96 | 4.07 | 3.98 | 3.82 | 3.85 | 4.06 | 4.2 | 4.4 | 4.72 | 4.68 |
| 31/10/2007 | 4.01 | 3.94 | 4.09 | 4.04 | 3.94 | 3.94 | 4.16 | 4.29 | 4.48 | 4.79 | 4.74 |
| 01/11/2007 | 3.9 | 3.81 | 3.95 | 3.89 | 3.77 | 3.8 | 4.02 | 4.16 | 4.36 | 4.69 | 4.64 |
| 02/11/2007 | 3.73 | 3.61 | 3.79 | 3.74 | 3.66 | 3.68 | 3.93 | 4.09 | 4.31 | 4.65 | 4.61 |
| 05/11/2007 | 3.86 | 3.71 | 3.94 | 3.86 | 3.69 | 3.71 | 3.96 | 4.12 | 4.35 | 4.67 | 4.63 |
| 06/11/2007 | 3.99 | 3.76 | 3.9 | 3.83 | 3.7 | 3.73 | 3.99 | 4.15 | 4.38 | 4.7 | 4.66 |
| 07/11/2007 | 3.77 | 3.49 | 3.76 | 3.71 | 3.61 | 3.6 | 3.92 | 4.09 | 4.34 | 4.71 | 4.67 |
| 08/11/2007 | 3.56 | 3.38 | 3.67 | 3.61 | 3.47 | 3.46 | 3.81 | 4 | 4.28 | 4.7 | 4.67 |
| 09/11/2007 | 3.42 | 3.27 | 3.64 | 3.57 | 3.42 | 3.44 | 3.77 | 3.96 | 4.23 | 4.64 | 4.61 |
| 12/11/2007 | 3.42 | 3.27 | 3.64 | 3.57 | 3.42 | 3.44 | 3.77 | 3.96 | 4.23 | 4.64 | 4.61 |
| 13/11/2007 | 3.73 | 3.5 | 3.76 | 3.68 | 3.54 | 3.52 | 3.84 | 4.01 | 4.26 | 4.64 | 4.61 |
| 14/11/2007 | 3.86 | 3.41 | 3.7 | 3.65 | 3.57 | 3.53 | 3.86 | 4.03 | 4.28 | 4.65 | 4.61 |
| 15/11/2007 | 3.74 | 3.3 | 3.56 | 3.49 | 3.35 | 3.35 | 3.71 | 3.9 | 4.17 | 4.58 | 4.54 |
| 16/11/2007 | 3.78 | 3.4 | 3.57 | 3.49 | 3.33 | 3.3 | 3.68 | 3.88 | 4.15 | 4.56 | 4.52 |
| 19/11/2007 | 3.74 | 3.4 | 3.55 | 3.43 | 3.18 | 3.16 | 3.57 | 3.78 | 4.07 | 4.5 | 4.47 |
| 20/11/2007 | 3.65 | 3.25 | 3.41 | 3.32 | 3.14 | 3.15 | 3.52 | 3.74 | 4.06 | 4.51 | 4.49 |
| 21/11/2007 | 3.54 | 3.09 | 3.28 | 3.18 | 2.99 | 3.03 | 3.4 | 3.65 | 4 | 4.49 | 4.46 |
| 22/11/2007 | 3.54 | 3.09 | 3.28 | 3.18 | 2.99 | 3.03 | 3.4 | 3.65 | 4 | 4.49 | 4.46 |
| 23/11/2007 | 3.64 | 3.23 | 3.39 | 3.28 | 3.07 | 3.1 | 3.42 | 3.67 | 4.01 | 4.46 | 4.43 |
| 26/11/2007 | 3.53 | 3.13 | 3.33 | 3.2 | 2.92 | 2.93 | 3.23 | 3.48 | 3.83 | 4.29 | 4.26 |
| 27/11/2007 | 3.68 | 3.16 | 3.37 | 3.26 | 3.05 | 3.04 | 3.38 | 3.61 | 3.95 | 4.4 | 4.36 |
| 28/11/2007 | 3.52 | 3.05 | 3.38 | 3.31 | 3.17 | 3.21 | 3.5 | 3.72 | 4.03 | 4.46 | 4.41 |





