nominal yields y(k) and real yields yr(k) with maturities k months from EvansJF date y(12) y(24) y(36) y(48) y(60) y(72) y(120) y(132) yr(12) yr(24) yr(36) yr(48) yr(60) yr(72) yr(120) yr(132) 1984.000 9.464 9.938 10.263 10.474 10.597 10.656 10.508 10.419 11.695 6.910 5.388 4.665 4.251 3.986 3.476 3.407 1984.083 9.689 10.066 10.343 10.537 10.663 10.733 10.635 10.550 5.097 3.811 3.436 3.281 3.207 3.169 3.130 3.127 1984.167 9.444 9.936 10.304 10.568 10.746 10.851 10.781 10.683 7.850 5.119 4.277 3.897 3.693 3.573 3.380 3.358 1984.250 9.262 9.636 9.982 10.271 10.490 10.640 10.696 10.619 11.559 6.877 5.361 4.642 4.240 3.992 3.557 3.501 1984.333 9.211 9.630 9.958 10.208 10.392 10.519 10.611 10.560 10.342 6.367 5.094 4.489 4.146 3.931 3.550 3.504 1984.417 8.790 9.733 10.309 10.638 10.829 10.932 10.867 10.782 13.141 7.657 5.996 5.204 4.745 4.448 3.886 3.811 1984.500 10.534 11.064 11.442 11.693 11.841 11.904 11.590 11.424 12.956 7.685 6.011 5.221 4.776 4.497 3.988 3.921 1984.583 10.495 11.107 11.537 11.822 11.991 12.068 11.797 11.644 5.541 5.393 5.254 5.124 5.001 4.886 4.493 4.410 1984.667 11.807 12.247 12.545 12.726 12.810 12.816 12.321 12.116 5.494 5.314 5.153 5.007 4.875 4.754 4.359 4.278 1984.750 10.641 11.084 11.373 11.543 11.621 11.629 11.252 11.104 13.878 8.178 6.356 5.485 4.984 4.661 4.038 3.952 1984.833 10.496 10.992 11.305 11.478 11.544 11.532 11.050 10.878 3.792 3.839 3.862 3.864 3.851 3.827 3.671 3.625 1984.917 10.318 10.703 10.965 11.127 11.211 11.233 10.926 10.793 8.802 5.624 4.629 4.167 3.911 3.751 3.461 3.422 1985.000 9.654 10.014 10.286 10.485 10.621 10.704 10.653 10.574 9.213 5.808 4.723 4.210 3.921 3.740 3.422 3.384 1985.083 10.426 10.776 11.024 11.190 11.286 11.326 11.098 10.978 9.021 5.746 4.710 4.224 3.952 3.782 3.481 3.444 1985.167 11.090 11.114 11.451 11.678 11.778 11.779 11.291 11.124 7.681 4.794 4.017 3.705 3.550 3.460 3.276 3.244 1985.250 11.680 11.304 11.517 11.699 11.784 11.780 11.278 11.104 7.914 5.014 4.219 3.900 3.744 3.656 3.485 3.455 1985.333 11.257 11.130 11.364 11.517 11.561 11.519 10.947 10.774 8.926 5.659 4.737 4.348 4.143 4.017 3.753 3.709 1985.417 11.363 11.326 11.279 11.223 11.159 11.089 10.763 10.675 6.641 4.916 4.348 4.069 3.904 3.796 3.586 3.557 1985.500 11.379 11.013 10.929 10.940 10.965 10.972 10.752 10.654 7.471 5.288 4.526 4.164 3.968 3.852 3.655 3.628 1985.583 11.071 11.069 11.054 11.027 10.988 10.941 10.682 10.605 5.838 4.505 4.070 3.858 3.735 3.656 3.507 3.488 1985.667 10.536 10.586 10.620 10.639 10.644 10.636 10.487 10.424 6.052 4.553 4.064 3.828 3.692 3.605 3.454 3.437 1985.750 10.323 10.228 10.356 10.465 10.527 10.546 10.374 10.303 4.797 3.840 3.592 3.505 3.470 3.454 3.433 3.428 1985.833 10.438 10.229 10.259 10.322 10.363 10.375 10.219 10.154 4.713 3.948 3.710 3.622 3.586 3.570 3.552 3.549 1985.917 10.416 10.268 10.334 10.393 10.421 10.419 10.249 10.190 5.080 4.122 3.862 3.759 3.710 3.682 3.631 3.622 1986.000 10.547 10.477 10.538 10.560 10.540 10.490 10.189 10.114 6.393 4.840 4.395 4.198 4.089 4.018 3.862 3.837 1986.083 11.314 11.214 11.115 11.017 10.919 10.823 10.446 10.354 3.831 3.828 3.827 3.827 3.828 3.829 3.830 3.829 1986.167 12.258 11.719 11.534 11.463 11.411 11.349 10.944 10.818 4.289 3.880 3.709 3.644 3.623 3.619 3.632 3.633 1986.250 11.030 10.518 10.471 10.463 10.435 10.383 10.056 9.969 15.099 8.880 6.884 5.919 5.353 4.981 4.231 4.125 1986.333 9.720 9.041 8.647 8.453 8.396 8.429 8.898 9.021 3.923 3.916 3.790 3.675 3.587 3.525 3.439 3.440 1986.417 7.956 8.055 8.153 8.248 8.340 8.431 8.773 8.853 5.323 4.179 3.800 3.613 3.502 3.430 3.290 3.272 1986.500 8.687 8.407 8.322 8.344 8.421 8.524 8.961 9.057 5.845 4.569 4.084 3.829 3.678 3.581 3.415 3.397 1986.583 9.140 8.783 8.666 8.662 8.707 8.769 8.995 9.036 4.232 3.866 3.688 3.595 3.545 3.517 3.488 3.487 1986.667 9.362 9.255 9.234 9.232 9.237 9.244 9.276 9.282 3.683 3.451 3.377 3.342 3.322 3.310 3.290 3.287 1986.750 9.211 8.995 8.912 8.897 8.916 8.950 9.089 9.115 4.038 3.883 3.795 3.745 3.718 3.702 3.690 3.690 1986.833 10.729 10.718 10.724 10.771 10.804 10.808 10.592 10.507 3.280 3.588 3.640 3.690 3.740 3.784 3.890 3.903 1986.917 10.802 10.672 10.896 10.886 10.794 10.696 10.453 10.418 4.477 3.738 3.859 3.923 3.932 3.923 3.883 3.877 1987.000 10.946 10.934 11.018 11.058 11.063 11.051 10.973 10.956 3.228 3.390 3.515 3.596 3.646 3.677 3.732 3.738 1987.083 10.438 10.149 10.132 10.157 10.174 10.173 10.036 9.985 4.125 3.823 3.741 3.723 3.726 3.733 3.758 3.760 1987.167 10.360 9.911 9.895 9.910 9.926 9.937 9.934 9.925 3.005 2.986 3.066 3.119 3.156 3.183 3.245 3.254 1987.250 9.472 9.316 9.303 9.301 9.303 9.306 9.329 9.335 6.539 4.750 4.186 3.906 3.739 3.628 3.407 3.377 1987.333 8.982 8.804 8.754 8.765 8.801 8.845 9.010 9.043 2.775 3.213 3.329 3.386 3.423 3.452 3.524 3.535 1987.417 8.091 8.145 8.199 8.252 8.306 8.359 8.573 8.626 4.024 3.732 3.635 3.588 3.560 3.543 3.509 3.504 1987.500 8.071 8.056 8.101 8.157 8.213 8.274 8.486 8.535 14.630 8.850 6.931 5.963 5.376 4.996 4.242 4.140 1987.583 8.891 8.832 8.830 8.854 8.889 8.925 9.032 9.047 14.960 8.987 6.983 5.982 5.384 4.989 4.213 4.109 1987.667 9.692 9.542 9.567 9.625 9.674 9.706 9.708 9.690 3.880 3.776 3.745 3.750 3.765 3.780 3.822 3.828 1987.750 10.532 10.364 10.283 10.224 10.173 10.127 9.963 9.924 14.634 9.019 7.148 6.214 5.654 5.281 4.536 4.435 1987.833 9.907 9.979 10.033 10.072 10.096 10.107 10.051 10.017 0.363 2.506 3.232 3.603 3.831 3.987 4.313 4.360 1987.917 8.750 8.847 8.925 8.987 9.036 9.075 9.151 9.156 1.639 2.733 3.109 3.304 3.425 3.509 3.686 3.711 1988.000 8.269 8.280 8.393 8.552 8.723 8.884 9.289 9.326 0.574 2.274 2.818 3.094 3.272 3.403 3.727 3.781 1988.083 8.730 8.789 8.898 9.027 9.155 9.272 9.551 9.572 -0.644 1.741 2.528 2.927 3.176 3.351 3.747 3.807 1988.167 9.017 8.927 8.946 9.013 9.093 9.169 9.328 9.332 0.746 2.339 2.847 3.106 3.270 3.388 3.659 3.701 1988.250 8.791 8.731 8.792 8.860 8.915 8.957 9.017 9.015 6.395 4.908 4.435 4.212 4.086 4.007 3.860 3.841 1988.333 8.418 8.525 8.616 8.692 8.756 8.807 8.917 8.926 3.745 3.759 3.774 3.789 3.803 3.815 3.856 3.864 1988.417 8.587 8.749 8.883 8.992 9.079 9.147 9.267 9.268 2.980 3.378 3.528 3.614 3.674 3.719 3.830 3.848 1988.500 8.386 8.608 8.791 8.940 9.060 9.152 9.313 9.312 3.180 3.431 3.537 3.606 3.657 3.699 3.811 3.831 1988.583 9.585 9.603 9.615 9.621 9.620 9.615 9.540 9.511 1.319 2.634 3.078 3.303 3.442 3.536 3.735 3.764 1988.667 9.924 9.719 9.725 9.747 9.748 9.724 9.496 9.428 4.304 4.029 3.965 3.960 3.970 3.981 4.004 4.005 1988.750 10.968 10.563 10.379 10.297 10.249 10.204 9.905 9.804 6.772 5.269 4.717 4.444 4.292 4.201 4.048 4.028 1988.833 10.195 10.117 10.039 9.961 9.883 9.805 9.498 9.422 1.158 2.490 2.934 3.158 3.292 3.382 3.563 3.588 1988.917 10.643 10.042 9.825 9.743 9.688 9.627 9.284 9.187 2.723 3.268 3.392 3.477 3.545 3.598 3.715 3.729 1989.000 11.542 10.952 10.782 10.693 10.589 10.455 9.763 9.588 3.446 3.582 3.636 3.705 3.767 3.817 3.902 3.907 1989.083 11.551 10.843 10.623 10.523 10.427 10.310 9.715 9.563 3.537 3.571 3.565 3.602 3.644 3.681 3.746 3.749 1989.167 10.913 10.354 10.175 10.074 9.974 9.860 9.343 9.221 3.961 3.676 3.586 3.570 3.573 3.580 3.580 3.575 1989.250 11.436 10.558 10.405 10.379 10.324 10.216 9.515 9.330 3.312 3.236 3.239 3.312 3.391 3.455 3.566 3.572 1989.333 11.365 10.850 10.584 10.422 10.295 10.174 9.619 9.468 4.661 4.190 3.985 3.887 3.838 3.814 3.781 3.775 1989.417 11.562 11.132 10.830 10.607 10.430 10.279 9.732 9.592 3.616 3.802 3.818 3.812 3.807 3.806 3.820 3.824 1989.500 12.515 11.616 11.124 10.847 10.675 10.546 10.048 9.905 3.978 4.040 3.943 3.875 3.839 3.826 3.842 3.847 1989.583 12.084 11.452 11.023 10.729 10.518 10.357 9.873 9.756 0.035 2.065 2.661 2.931 3.086 3.190 3.419 3.454 1989.667 11.673 10.867 10.474 10.263 10.112 9.976 9.454 9.332 1.162 2.497 2.848 3.032 3.156 3.244 3.421 3.441 1989.750 11.920 11.102 10.637 10.365 10.193 10.068 9.641 9.526 2.343 3.204 3.384 3.450 3.492 3.527 3.629 3.646 1989.833 13.087 12.026 11.368 10.994 10.748 10.554 9.903 9.755 4.247 4.229 4.022 3.901 3.838 3.804 3.745 3.735 1989.917 13.139 11.788 11.177 10.860 10.660 10.504 9.979 9.857 5.630 4.802 4.401 4.199 4.089 4.024 3.905 3.887 1990.000 13.629 12.209 11.533 11.172 10.945 10.772 10.201 10.066 2.843 3.423 3.474 3.489 3.507 3.528 3.589 3.596 1990.083 13.551 12.068 11.344 10.955 10.712 10.528 9.933 9.798 4.885 4.548 4.275 4.124 4.044 4.000 3.926 3.914 1990.167 13.791 12.620 11.932 11.518 11.255 11.070 10.533 10.401 5.167 4.788 4.505 4.324 4.211 4.142 4.040 4.030 1990.250 13.085 12.785 12.505 12.245 12.001 11.775 11.008 10.848 4.122 4.281 4.323 4.336 4.339 4.336 4.310 4.303 1990.333 14.614 13.606 13.089 12.789 12.556 12.341 11.530 11.348 7.055 5.822 5.297 5.049 4.915 4.832 4.650 4.619 1990.417 14.164 13.895 13.637 13.388 13.149 12.918 12.080 11.890 5.362 4.820 4.634 4.538 4.477 4.434 4.335 4.319 1990.500 13.915 12.739 12.168 11.898 11.764 11.682 11.326 11.202 6.198 5.315 4.863 4.617 4.481 4.405 4.317 4.310 1990.583 13.451 12.455 11.966 11.719 11.580 11.481 11.070 10.947 4.729 4.647 4.496 4.406 4.364 4.347 4.356 4.359 1990.667 13.121 12.048 11.719 11.590 11.500 11.408 10.954 10.834 5.981 5.075 4.735 4.603 4.543 4.512 4.454 4.443 1990.750 12.764 11.810 11.741 11.820 11.859 11.834 11.447 11.342 5.717 4.730 4.439 4.384 4.392 4.408 4.413 4.405 1990.833 12.624 12.003 11.770 11.713 11.717 11.728 11.543 11.444 5.264 4.792 4.548 4.428 4.377 4.360 4.385 4.391 1990.917 11.580 11.240 11.113 11.098 11.131 11.176 11.205 11.163 1.930 3.064 3.381 3.534 3.635 3.715 3.932 3.968 1991.000 11.637 10.972 10.827 10.794 10.770 10.733 10.531 10.484 5.279 4.585 4.356 4.276 4.244 4.226 4.181 4.172 1991.083 11.599 11.201 11.034 10.926 10.841 10.768 10.529 10.476 3.020 3.628 3.832 3.934 3.996 4.038 4.122 4.133 1991.167 11.680 10.924 10.543 10.313 10.162 10.057 9.840 9.810 5.203 4.768 4.566 4.449 4.373 4.321 4.216 4.202 1991.250 10.446 10.024 9.989 10.005 10.024 10.037 10.009 9.988 4.945 4.386 4.251 4.199 4.176 4.165 4.155 4.154 1991.333 10.376 9.920 9.899 9.944 9.972 9.974 9.879 9.853 5.048 4.433 4.255 4.208 4.196 4.192 4.172 4.167 1991.417 10.285 10.019 9.987 10.006 10.021 10.022 9.950 9.928 4.668 4.357 4.254 4.224 4.217 4.217 4.214 4.212 1991.500 10.177 10.021 10.089 10.173 10.233 10.267 10.257 10.238 4.688 4.355 4.277 4.267 4.274 4.283 4.308 4.311 1991.583 10.096 10.056 10.171 10.249 10.290 10.305 10.269 10.252 3.919 3.968 4.059 4.129 4.177 4.211 4.275 4.283 1991.667 10.006 9.950 9.978 10.001 10.012 10.011 9.946 9.923 4.441 4.286 4.260 4.258 4.262 4.267 4.279 4.280 1991.750 9.723 9.663 9.677 9.682 9.681 9.676 9.645 9.637 3.774 3.951 4.040 4.089 4.120 4.141 4.182 4.187 1991.833 9.426 9.330 9.307 9.302 9.305 9.311 9.351 9.363 4.659 4.401 4.316 4.275 4.251 4.235 4.206 4.202 1991.917 9.583 9.524 9.553 9.569 9.579 9.586 9.599 9.601 3.501 3.827 3.981 4.061 4.109 4.142 4.210 4.219 1992.000 9.807 9.784 9.807 9.795 9.776 9.757 9.715 9.709 3.111 3.739 4.007 4.137 4.211 4.259 4.353 4.366 1992.083 10.070 9.903 9.759 9.636 9.531 9.444 9.250 9.234 3.231 3.850 4.044 4.133 4.180 4.207 4.238 4.238 1992.167 9.385 9.381 9.360 9.314 9.268 9.229 9.159 9.159 4.115 4.193 4.249 4.270 4.278 4.279 4.270 4.268 1992.250 9.163 9.213 9.228 9.193 9.148 9.108 9.037 9.038 3.866 4.212 4.383 4.461 4.501 4.523 4.552 4.554 1992.333 10.391 10.228 10.123 10.039 9.968 9.907 9.747 9.724 4.858 4.709 4.655 4.625 4.604 4.589 4.547 4.539 1992.417 9.441 9.134 9.084 9.061 9.041 9.033 9.011 9.009 4.989 4.562 4.457 4.407 4.378 4.359 4.323 4.318 1992.500 8.842 8.853 8.835 8.800 8.757 8.711 8.580 8.569 4.371 4.345 4.347 4.351 4.353 4.353 4.330 4.322 1992.583 9.139 8.948 8.889 8.864 8.852 8.847 8.852 8.857 4.525 4.526 4.527 4.529 4.530 4.532 4.537 4.538 1992.667 9.650 9.547 9.446 9.348 9.255 9.168 8.894 8.848 11.556 7.896 6.674 6.062 5.693 5.444 4.930 4.855 1992.750 10.060 9.934 9.824 9.727 9.642 9.567 9.349 9.310 3.541 3.887 3.994 4.044 4.070 4.086 4.108 4.110 1992.833 7.929 7.981 8.069 8.183 8.314 8.455 9.033 9.169 1.412 2.588 2.965 3.148 3.257 3.331 3.493 3.519 1992.917 6.381 6.464 6.616 6.813 7.038 7.277 8.224 8.437 1.410 2.670 3.063 3.251 3.364 3.441 3.629 3.663 1993.000 6.551 6.779 7.052 7.315 7.554 7.771 8.459 8.596 1.664 2.658 3.009 3.201 3.327 3.418 3.623 3.655 1993.083 6.391 6.646 6.927 7.174 7.391 7.584 8.211 8.341 -0.266 1.665 2.348 2.706 2.929 3.082 3.404 3.451 1993.167 5.388 5.688 6.027 6.381 6.734 7.073 8.198 8.414 0.856 2.117 2.531 2.745 2.883 2.985 3.251 3.299 1993.250 5.334 5.542 5.976 6.398 6.760 7.063 7.888 8.032 2.923 2.924 2.981 3.060 3.132 3.193 3.350 3.376 1993.333 5.580 5.912 6.225 6.518 6.789 7.039 7.835 7.989 1.871 2.673 2.955 3.109 3.210 3.285 3.472 3.504 1993.417 5.971 6.317 6.644 6.946 7.221 7.467 8.186 8.310 0.962 2.198 2.628 2.860 3.011 3.122 3.387 3.430 1993.500 5.632 6.062 6.535 6.924 7.241 7.503 8.228 8.356 2.492 2.762 2.943 3.071 3.164 3.234 3.404 3.431 1993.583 5.400 5.822 6.266 6.624 6.909 7.141 7.761 7.868 1.321 2.130 2.489 2.705 2.850 2.954 3.187 3.222 1993.667 5.215 5.552 5.983 6.348 6.642 6.881 7.503 7.605 2.532 2.624 2.738 2.837 2.915 2.975 3.124 3.148 1993.750 5.200 5.522 5.881 6.147 6.345 6.500 6.916 6.992 2.844 2.798 2.886 2.961 3.015 3.054 3.142 3.156 1993.833 5.365 5.674 5.996 6.244 6.438 6.594 7.010 7.081 0.626 1.768 2.224 2.478 2.640 2.753 2.994 3.029 1993.917 5.287 5.521 5.862 6.163 6.404 6.592 7.036 7.102 0.140 1.476 1.981 2.274 2.470 2.609 2.909 2.951 1994.000 4.945 5.219 5.554 5.839 6.063 6.237 6.624 6.676 0.415 1.523 1.952 2.204 2.373 2.495 2.761 2.800 1994.083 4.910 5.126 5.423 5.651 5.820 5.951 6.293 6.355 0.629 1.640 2.065 2.310 2.465 2.571 2.791 2.822 1994.167 4.921 5.126 5.390 5.626 5.823 5.986 6.417 6.487 2.765 2.898 2.981 3.049 3.102 3.145 3.252 3.270 1994.250 4.928 5.532 6.038 6.413 6.689 6.893 7.307 7.355 3.087 2.976 3.044 3.122 3.188 3.242 3.374 3.394 1994.333 5.537 6.341 6.859 7.193 7.408 7.548 7.770 7.792 3.523 3.286 3.319 3.378 3.430 3.469 3.547 3.555 1994.417 5.623 6.613 7.246 7.644 7.887 8.030 8.164 8.157 3.680 3.462 3.533 3.626 3.704 3.762 3.872 3.883 1994.500 5.874 7.114 7.910 8.411 8.717 8.895 9.033 9.012 3.240 3.193 3.359 3.514 3.635 3.725 3.901 3.920 1994.583 5.877 7.025 7.780 8.261 8.554 8.719 8.778 8.735 4.296 3.679 3.644 3.700 3.764 3.819 3.925 3.934 1994.667 6.361 7.345 7.949 8.306 8.504 8.602 8.588 8.553 4.717 3.879 3.751 3.743 3.759 3.775 3.790 3.787 1994.750 6.298 7.366 7.959 8.276 8.436 8.506 8.479 8.453 4.342 3.793 3.770 3.806 3.839 3.861 3.883 3.881 1994.833 6.744 7.909 8.491 8.767 8.883 8.918 8.828 8.798 3.451 3.415 3.571 3.689 3.763 3.809 3.870 3.875 1994.917 6.763 7.728 8.259 8.535 8.663 8.707 8.600 8.559 3.152 3.261 3.446 3.584 3.678 3.741 3.841 3.850 1995.000 6.668 7.675 8.155 8.370 8.452 8.471 8.391 8.368 4.327 3.901 3.902 3.931 3.949 3.955 3.942 3.938 1995.083 7.155 8.053 8.481 8.673 8.748 8.765 8.681 8.655 3.958 3.712 3.757 3.805 3.835 3.851 3.862 3.861 1995.167 7.096 7.854 8.250 8.444 8.528 8.553 8.475 8.448 4.839 4.149 4.033 4.006 3.996 3.987 3.950 3.941 1995.250 7.063 7.869 8.272 8.461 8.539 8.561 8.486 8.462 4.161 3.830 3.837 3.868 3.890 3.902 3.906 3.904 1995.333 7.063 7.869 8.272 8.461 8.539 8.561 8.486 8.462 3.984 3.725 3.757 3.800 3.829 3.846 3.860 3.859 1995.417 6.508 7.016 7.311 7.473 7.572 7.638 7.770 7.788 3.062 3.197 3.330 3.409 3.458 3.492 3.560 3.570 1995.500 6.508 7.016 7.311 7.473 7.572 7.638 7.770 7.788 3.858 3.682 3.712 3.739 3.757 3.769 3.796 3.800 1995.583 7.021 7.518 7.836 8.041 8.175 8.263 8.409 8.423 2.955 3.149 3.281 3.374 3.439 3.486 3.581 3.594