GO Yield Curve

Feb. 28, 2011
Northeast: Plain/Insured GO Yield Curve*
State Ratings One-Year Five-Year 10-Year 30-Year
Delaware Aaa/AAA/AAA 0.38 1.76 3.03 4.69
Maryland Aaa/AAA/AAA 0.38 1.76 3.03 4.69
Vermont Aaa/AA+/AAA 0.46 1.9 3.21 4.84
New Hampshire Aa1/AA/AA+ 0.43 1.87 3.16 4.85
Pennsylvania Aa1/AA/AA+ 0.46 1.95 3.24 4.9
Maine Aa2/AA/AA+ 0.48 1.96 3.28 4.87
Connecticut Aa2/AA/AA 0.53 2 3.27 4.86
Massachusetts Aa1/AA/AA+ 0.51 2 3.27 4.96
New York Aa2/AA/AA 0.49 2 3.34 5
Rhode Island Aa2/AA/AA 0.53 2.19 3.58 5.14
New Jersey Aa2/AA-/AA 0.73 2.46 3.81 5.19
Dist. of Columbia Aa2/A+/AA- 0.63 2.26 3.83 5.29
Puerto Rico A3/BBB-/BBB+ 1.53 3.86 5.28 6.19
For reprint and licensing requests for this article, click here.
MORE FROM BOND BUYER