GO Yield Curve

Nov. 2, 2009
Northeast: Plain/Insured GO Yield Curve*
State Ratings One-Year Five-Year 10-Year 30-Year
Delaware Aaa/AAA/AAA 0.37 / 0.49 1.86 / 2.27 3.05 / 3.60 4.22 / 4.76
Maryland Aaa/AAA/AAA 0.37 / 0.49 1.86 / 2.27 3.05 / 3.60 4.22 / 4.76
Vermont Aaa/AA+/AA+ 0.43 / 0.49 1.98 / 2.27 3.17 / 3.60 4.32 / 4.74
Connecticut Aa3/AA/AA 0.49 / 0.49 2.01 / 2.27 3.20 / 3.60 4.37 / 4.76
Pennsylvania Aa2/AA/AA 0.48 / 0.57 2.06 / 2.35 3.27 / 3.68 4.40 / 4.84
New Hampshire Aa2/AA/AA 0.49 / 0.51 2.04 / 2.30 3.30 / 3.63 4.47 / 4.78
Maine Aa3/AA/AA 0.49 / 0.51 2.06 / 2.30 3.30 / 3.63 4.47 / 4.76
Massachusetts Aa2/AA/AA 0.45 / 0.59 2.11 / 2.37 3.36 / 3.70 4.42 / 4.86
Rhode Island Aa3/AA/AA+ 0.55 / 0.54 2.11 / 2.35 3.35 / 3.68 4.52 / 4.81
New Jersey Aa3/AA/AA+ 0.57 / 0.49 2.16 / 2.27 3.40 / 3.60 4.57 / 4.76
New York Aa3/AA/AA+ 0.57 / 0.49 2.22 / 2.27 3.41 / 3.60 4.50 / 4.76
Dist. of Columbia* A1/A+/A+ 0.77 / 0.49 2.51 / 2.33 3.70 / 3.63 4.77 / 4.76
Puerto Rico Baa3/BBB+/NR 2.27 / 0.64 4.06 / 2.55 5.10 / 3.98 5.72 / 5.06
For reprint and licensing requests for this article, click here.
MORE FROM BOND BUYER