% We use the Bliss term structure generating programs, provided by Professor Robert Bliss, to % construct zero-coupon yields. We use his program fbtrmstr2.for, which uses his dataset ufb2full.dat % (containing unsmoothed Fama-Blilss (1987) forward rates, for all available issues/maturities in a % given month that survive the Fama-Bliss filtering algorithm), to compute zero yields at the fixed % maturities. % % The file contains the fixed-maturity yields from 1970:1 to 2000:12 for maturities of % 1,3, 6, 9, 12, 15, 18, 21, 24, 30, 36, 48, 60, 72, 84, 96, 108, and 120 months. % Diebold and Li (2006) use a subset of that data (yields from 1985:1-2000:12. % 19850131 7.817 8.241 8.433 8.698 8.844 9.165 9.477 9.632 9.689 10.089 10.110 10.555 10.590 10.862 11.115 10.744 10.957 10.878 19850228 7.919 8.708 9.122 9.338 9.683 9.988 10.188 10.274 10.413 10.748 10.787 11.269 11.313 11.653 11.841 11.512 11.664 11.663 19850329 8.318 8.370 8.853 9.079 9.492 9.715 9.978 10.016 10.164 10.468 10.633 10.891 11.117 11.405 11.409 11.378 11.376 11.426 19850430 7.434 7.999 8.409 8.700 8.929 9.298 9.515 9.673 9.772 10.117 10.216 10.726 10.778 11.224 11.317 11.231 11.271 11.228 19850531 7.212 7.290 7.473 7.675 8.070 8.373 8.565 8.790 8.748 9.085 9.214 9.720 9.733 10.242 10.001 10.101 10.129 10.204 19850628 6.926 6.992 7.191 7.451 7.669 8.052 8.250 8.473 8.536 8.904 9.234 9.644 9.717 10.324 9.980 10.115 10.060 10.193 19850731 7.066 7.434 7.665 7.851 8.158 8.402 8.567 8.799 8.842 9.239 9.476 10.013 9.926 10.609 10.270 10.481 10.420 10.503 19850830 7.075 7.300 7.547 7.750 7.883 8.211 8.436 8.636 8.757 9.031 9.208 9.737 9.714 10.261 10.022 10.168 10.281 10.166 19850930 7.073 7.221 7.334 7.713 7.825 8.256 8.495 8.569 8.717 9.025 9.176 9.662 9.800 10.155 9.902 10.196 10.353 10.270 19851031 7.177 7.352 7.526 7.691 7.776 8.148 8.329 8.497 8.543 8.637 8.902 9.309 9.507 9.902 9.726 9.852 10.052 10.007 19851129 6.906 7.321 7.490 7.603 7.697 8.034 8.112 8.223 8.272 8.506 8.579 8.993 9.185 9.499 9.355 9.479 9.524 9.598 19851231 6.464 7.174 7.293 7.424 7.484 7.689 7.761 7.817 7.857 8.042 8.165 8.440 8.629 8.814 8.643 8.638 8.970 9.015 19860131 7.018 7.124 7.271 7.394 7.601 7.708 7.798 7.858 7.834 8.086 8.221 8.468 8.650 8.925 8.743 8.798 9.120 9.135 19860228 6.952 7.171 7.225 7.287 7.393 7.441 7.480 7.596 7.558 7.725 7.727 7.889 8.035 8.148 7.924 7.940 8.085 7.977 19860331 6.495 6.474 6.478 6.551 6.796 6.848 6.894 6.904 6.834 7.037 7.086 7.290 7.381 7.428 7.043 7.343 7.413 7.248 19860430 5.902 6.224 6.328 6.393 6.501 6.634 6.796 6.841 6.706 7.031 7.137 7.273 7.404 7.456 7.125 7.369 7.481 7.250 19860530 6.156 6.430 6.590 6.692 6.846 7.019 7.152 7.242 7.198 7.540 7.637 8.044 8.103 8.191 7.931 8.025 8.139 7.860 19860630 5.889 6.095 6.114 6.253 6.423 6.619 6.692 6.768 6.778 7.072 7.123 7.453 7.518 7.548 7.510 7.486 7.576 7.584 19860731 5.636 5.908 5.952 6.056 6.201 6.384 6.421 6.524 6.464 6.810 7.048 7.175 7.394 7.404 7.457 7.549 7.586 7.692 19860829 5.126 5.259 5.303 5.349 5.443 5.667 5.802 5.870 5.829 6.130 6.335 6.546 6.642 6.870 6.977 7.056 7.090 6.919 19860930 5.114 5.326 5.531 5.686 5.730 6.014 6.167 6.334 6.329 6.652 6.728 7.132 7.285 7.410 7.503 7.571 7.589 7.695 19861031 5.126 5.304 5.421 5.597 5.664 5.918 6.050 6.101 6.154 6.368 6.524 6.787 7.057 7.207 7.292 7.385 7.384 7.369 19861128 5.057 5.496 5.605 5.660 5.732 5.890 5.986 6.059 6.089 6.251 6.357 6.628 6.747 6.984 7.122 7.231 7.221 7.082 19861231 5.262 5.780 5.783 5.848 6.065 6.179 6.238 6.306 6.300 6.463 6.509 6.642 6.918 7.038 7.040 7.258 7.276 7.180 19870130 5.585 5.710 5.746 5.838 5.918 6.028 6.107 6.126 6.188 6.373 6.450 6.664 6.750 6.871 6.965 7.170 7.220 7.160 19870227 5.370 5.559 5.604 5.816 5.949 6.106 6.126 6.192 6.225 6.379 6.454 6.649 6.744 6.911 6.995 7.132 7.206 7.194 19870331 5.206 5.681 5.873 5.969 6.175 6.320 6.416 6.489 6.457 6.595 6.704 6.855 7.061 7.171 7.250 7.423 7.499 7.515 19870430 4.861 5.630 6.119 6.342 6.841 7.068 7.063 7.197 7.245 7.483 7.577 7.763 7.843 7.970 8.006 8.170 8.123 8.155 19870529 5.679 5.813 6.339 6.496 7.037 7.297 7.439 7.526 7.531 7.708 7.856 8.014 8.118 8.212 8.321 8.427 8.419 8.392 19870630 5.453 5.821 6.089 6.378 6.817 7.053 7.151 7.262 7.354 7.499 7.639 7.830 8.012 8.110 8.250 8.368 8.352 8.303 19870731 5.605 6.182 6.320 6.641 6.949 7.051 7.187 7.393 7.482 7.640 7.841 7.990 8.138 8.325 8.410 8.600 8.629 8.618 19870831 5.688 6.360 6.510 6.899 7.211 7.378 7.573 7.709 7.827 7.969 8.149 8.292 8.426 8.609 8.742 8.941 8.980 8.934 19870930 6.504 6.754 7.051 7.551 7.883 8.073 8.191 8.305 8.448 8.664 8.774 9.019 9.101 9.286 9.395 9.521 9.594 9.527 19871030 4.700 5.390 6.103 6.612 6.667 7.201 7.426 7.512 7.442 7.890 8.029 8.328 8.376 8.626 8.709 8.859 8.887 8.797 19871130 3.924 5.451 6.270 6.765 6.876 7.333 7.485 7.560 7.567 7.879 7.970 8.276 8.463 8.645 8.869 8.921 8.979 8.923 19871231 4.415 5.794 6.339 6.816 7.247 7.445 7.517 7.630 7.645 7.798 7.893 8.122 8.308 8.508 8.690 8.750 8.826 8.761 19880129 5.394 5.759 6.209 6.445 6.672 6.936 7.016 7.062 7.074 7.281 7.379 7.586 7.686 7.907 8.044 8.175 8.228 8.239 19880229 5.280 5.745 6.002 6.361 6.612 6.748 6.835 6.940 7.009 7.150 7.243 7.420 7.555 7.745 7.972 8.082 8.161 8.129 19880331 5.738 5.825 6.213 6.503 6.854 7.010 7.094 7.214 7.283 7.420 7.558 7.789 7.978 8.178 8.390 8.505 8.566 8.539 19880429 5.758 6.110 6.551 6.840 7.103 7.287 7.389 7.489 7.564 7.764 7.889 8.129 8.251 8.466 8.596 8.736 8.832 8.848 19880531 6.290 6.642 7.063 7.339 7.670 7.754 7.898 8.006 8.058 8.192 8.278 8.527 8.656 8.821 8.954 9.065 9.157 9.134 19880630 6.544 6.701 6.916 7.213 7.514 7.682 7.745 7.787 7.871 7.939 8.044 8.188 8.315 8.470 8.617 8.698 8.773 8.751 19880729 6.527 7.097 7.362 7.568 7.895 8.030 8.102 8.184 8.200 8.338 8.393 8.514 8.597 8.722 8.899 8.976 9.071 9.041 19880831 7.209 7.491 7.738 8.016 8.112 8.352 8.441 8.508 8.539 8.599 8.625 8.753 8.796 8.844 9.057 9.070 9.158 9.136 19880930 7.095 7.412 7.709 7.919 7.992 8.170 8.184 8.280 8.276 8.311 8.374 8.415 8.498 8.593 8.669 8.701 8.770 8.754 19881031 6.934 7.534 7.743 7.856 7.907 8.028 8.083 8.085 8.082 8.140 8.106 8.186 8.217 8.345 8.409 8.481 8.546 8.549 19881130 6.805 8.005 8.245 8.384 8.469 8.649 8.687 8.683 8.647 8.710 8.652 8.736 8.735 8.823 8.854 8.884 8.914 8.894 19881230 7.386 8.301 8.504 8.752 8.912 8.990 9.017 9.017 8.910 9.025 8.993 8.928 9.005 9.016 9.030 9.037 8.972 8.891 19890131 8.191 8.577 8.708 8.794 8.889 8.954 8.984 8.943 8.912 8.945 8.870 8.887 8.835 8.878 8.819 8.843 8.808 8.773 19890228 7.445 8.917 9.024 9.138 9.360 9.392 9.397 9.361 9.317 9.355 9.257 9.275 9.162 9.238 9.181 9.161 9.125 9.052 19890331 8.782 9.131 9.324 9.343 9.641 9.698 9.660 9.544 9.524 9.510 9.461 9.348 9.293 9.242 9.164 9.123 9.043 8.993 19890428 8.567 8.621 8.804 8.804 9.042 9.120 9.101 9.042 8.974 9.008 9.023 8.969 8.899 8.916 8.838 8.886 8.823 8.780 19890531 8.599 8.818 8.711 8.628 8.771 8.783 8.745 8.689 8.611 8.628 8.616 8.597 8.547 8.509 8.517 8.509 8.438 8.357 19890630 8.260 8.171 7.972 7.984 8.129 8.129 8.010 8.021 7.909 7.923 7.917 7.862 7.944 7.993 8.008 8.025 8.024 7.908 19890731 7.849 7.909 7.670 7.588 7.503 7.574 7.512 7.507 7.367 7.468 7.461 7.443 7.443 7.588 7.536 7.690 7.753 7.727 19890831 7.981 8.081 8.042 8.116 8.118 8.286 8.335 8.263 8.243 8.213 8.186 8.172 8.134 8.198 8.122 8.177 8.159 8.051 19890929 7.980 8.092 8.175 8.339 8.321 8.335 8.361 8.360 8.269 8.280 8.297 8.208 8.228 8.278 8.217 8.243 8.202 8.094 19891031 7.884 7.952 7.822 7.761 7.751 7.804 7.864 7.813 7.681 7.791 7.778 7.780 7.762 7.856 7.791 7.849 7.845 7.761 19891130 7.254 7.765 7.631 7.576 7.674 7.701 7.670 7.697 7.588 7.657 7.637 7.688 7.686 7.751 7.736 7.774 7.792 7.678 19891229 7.304 7.726 7.725 7.680 7.747 7.826 7.870 7.815 7.742 7.785 7.793 7.796 7.764 7.906 7.878 7.902 7.901 7.783 19900131 7.648 7.922 7.964 7.996 8.081 8.145 8.202 8.169 8.103 8.211 8.172 8.220 8.250 8.303 8.218 8.308 8.338 8.279 19900228 7.920 7.954 7.976 7.985 8.055 8.151 8.227 8.278 8.246 8.280 8.283 8.361 8.378 8.421 8.384 8.427 8.426 8.321 19900330 8.004 7.990 8.075 8.123 8.309 8.417 8.442 8.457 8.442 8.499 8.546 8.467 8.535 8.553 8.518 8.531 8.547 8.455 19900430 7.742 8.046 8.266 8.291 8.543 8.704 8.718 8.775 8.758 8.787 8.840 8.907 8.887 8.916 8.873 8.898 8.904 8.847 19900531 7.571 7.931 7.977 7.996 8.126 8.247 8.298 8.304 8.311 8.327 8.369 8.462 8.487 8.492 8.479 8.510 8.507 8.404 19900629 7.647 7.919 7.856 7.871 7.895 8.029 8.050 8.073 8.036 8.107 8.146 8.163 8.274 8.318 8.331 8.356 8.338 8.271 19900731 7.470 7.667 7.571 7.594 7.576 7.723 7.741 7.782 7.749 7.814 7.868 7.958 8.040 8.123 8.164 8.261 8.243 8.291 19900831 7.493 7.558 7.594 7.605 7.634 7.935 7.985 7.981 7.903 8.059 8.118 8.330 8.458 8.569 8.646 8.729 8.751 8.767 19900928 7.202 7.298 7.398 7.563 7.564 7.795 7.833 7.865 7.842 7.969 8.047 8.210 8.392 8.516 8.620 8.699 8.716 8.747 19901031 6.886 7.269 7.315 7.309 7.460 7.514 7.582 7.621 7.607 7.748 7.812 8.028 8.165 8.300 8.416 8.526 8.578 8.619 19901130 6.656 7.173 7.221 7.219 7.357 7.418 7.442 7.422 7.375 7.515 7.554 7.761 7.869 8.001 8.100 8.186 8.218 8.179 19901231 6.005 6.608 6.643 6.643 6.923 7.002 7.047 7.084 7.058 7.228 7.311 7.474 7.662 7.835 7.956 8.052 8.071 8.060 19910131 6.191 6.320 6.381 6.425 6.613 6.789 6.880 6.963 6.923 7.067 7.165 7.440 7.528 7.731 7.824 7.968 8.010 8.091 19910228 5.718 6.165 6.213 6.269 6.501 6.704 6.771 6.870 6.910 7.068 7.162 7.453 7.570 7.751 7.849 7.994 8.033 8.033 19910328 5.891 5.856 5.941 6.080 6.313 6.615 6.768 6.859 6.916 7.098 7.231 7.539 7.629 7.872 7.946 8.044 8.072 8.053 19910430 5.420 5.617 5.728 5.873 6.177 6.431 6.591 6.693 6.684 6.930 7.067 7.427 7.557 7.813 7.873 7.999 8.044 8.077 19910531 5.414 5.642 5.837 5.908 6.056 6.395 6.541 6.673 6.771 6.921 7.049 7.455 7.621 7.840 7.966 8.043 8.115 8.085 19910628 5.424 5.650 5.840 6.068 6.198 6.525 6.646 6.771 6.788 7.120 7.298 7.683 7.820 8.040 8.161 8.229 8.307 8.262 19910731 5.545 5.639 5.816 6.003 6.075 6.383 6.485 6.497 6.695 6.925 7.118 7.519 7.712 7.915 8.030 8.095 8.194 8.214 19910830 5.309 5.434 5.503 5.560 5.635 5.909 6.084 6.167 6.240 6.486 6.652 7.096 7.277 7.551 7.732 7.768 7.884 7.898 19910930 4.992 5.208 5.256 5.333 5.366 5.631 5.782 5.876 5.929 6.170 6.320 6.730 6.868 7.200 7.362 7.406 7.549 7.593 19911031 4.790 4.910 4.951 4.992 5.157 5.287 5.429 5.593 5.615 5.866 6.075 6.523 6.712 7.080 7.217 7.422 7.545 7.733 19911129 4.066 4.429 4.500 4.592 4.760 4.973 5.102 5.253 5.293 5.620 5.795 6.357 6.458 6.956 7.180 7.342 7.561 7.644 19911231 3.719 3.914 3.936 3.964 4.165 4.354 4.473 4.615 4.732 5.028 5.180 5.796 5.923 6.346 6.567 6.713 6.856 7.089 19920131 3.730 3.906 4.008 4.103 4.354 4.616 4.811 4.966 5.046 5.456 5.751 6.251 6.434 6.918 7.042 7.342 7.469 7.640 19920228 3.852 3.999 4.079 4.174 4.413 4.704 4.884 5.093 5.197 5.549 5.821 6.374 6.560 6.984 7.219 7.334 7.393 7.533 19920331 4.014 4.103 4.251 4.359 4.612 4.946 5.167 5.363 5.567 5.957 6.249 6.751 6.920 7.279 7.450 7.589 7.638 7.713 19920430 3.506 3.761 3.924 4.097 4.379 4.676 4.892 5.111 5.406 5.791 6.081 6.612 6.922 7.249 7.382 7.639 7.758 7.820 19920529 3.638 3.760 3.914 4.036 4.187 4.487 4.696 4.944 5.122 5.470 5.802 6.309 6.627 6.922 7.170 7.374 7.537 7.415 19920630 3.516 3.623 3.730 3.892 4.005 4.243 4.417 4.634 4.803 5.098 5.457 6.002 6.313 6.688 6.944 7.148 7.335 7.300 19920731 3.079 3.231 3.347 3.487 3.591 3.889 4.015 4.232 4.373 4.727 5.005 5.565 5.847 6.278 6.398 6.689 6.876 6.921 19920831 3.027 3.209 3.304 3.348 3.438 3.661 3.828 3.982 4.112 4.461 4.745 5.344 5.615 6.154 6.380 6.670 6.842 6.768 19920930 2.692 2.732 2.891 2.984 3.107 3.288 3.482 3.638 3.777 4.114 4.409 4.980 5.359 5.804 6.146 6.451 6.639 6.659 19921030 2.773 3.007 3.254 3.412 3.623 3.864 4.107 4.283 4.342 4.754 5.070 5.662 5.904 6.297 6.479 6.871 7.006 7.067 19921130 3.038 3.345 3.534 3.691 3.925 4.208 4.468 4.623 4.742 5.162 5.432 5.969 6.233 6.628 6.795 6.997 6.994 7.209 19921231 2.926 3.127 3.345 3.462 3.653 3.892 4.171 4.301 4.505 4.900 5.220 5.685 6.055 6.398 6.596 6.733 6.801 6.975 19930129 2.865 2.949 3.129 3.227 3.435 3.680 3.828 3.981 4.150 4.484 4.788 5.238 5.593 5.976 6.115 6.442 6.625 6.685 19930226 2.723 2.997 3.108 3.168 3.308 3.497 3.644 3.769 3.875 4.152 4.417 4.941 5.226 5.626 5.849 6.129 6.351 6.244 19930331 2.865 2.929 3.058 3.177 3.355 3.526 3.666 3.801 3.918 4.198 4.496 4.962 5.251 5.616 5.905 6.106 6.250 6.319 19930430 2.855 2.952 3.037 3.123 3.222 3.408 3.511 3.684 3.789 4.043 4.349 4.841 5.156 5.570 5.764 6.091 6.191 6.360 19930528 2.956 3.111 3.284 3.441 3.577 3.782 3.941 4.093 4.179 4.380 4.653 5.074 5.374 5.682 5.932 6.161 6.243 6.431 19930630 2.865 3.079 3.192 3.320 3.416 3.642 3.757 3.867 3.986 4.239 4.401 4.751 5.056 5.321 5.536 5.731 5.833 6.030 19930730 2.865 3.080 3.245 3.353 3.505 3.705 3.849 4.001 4.084 4.344 4.529 4.839 5.154 5.395 5.590 5.744 5.849 6.022 19930831 2.864 3.052 3.180 3.263 3.356 3.512 3.646 3.729 3.835 4.046 4.227 4.492 4.798 5.019 5.246 5.423 5.540 5.644 19930930 2.784 2.963 3.098 3.224 3.376 3.503 3.660 3.752 3.852 4.092 4.204 4.549 4.780 5.001 5.192 5.337 5.504 5.617 19931029 2.834 3.082 3.245 3.340 3.453 3.608 3.775 3.874 3.938 4.170 4.302 4.601 4.818 5.057 5.267 5.398 5.548 5.641 19931130 3.008 3.188 3.363 3.497 3.634 3.800 3.949 4.045 4.174 4.371 4.536 4.903 5.148 5.389 5.610 5.778 5.928 6.040 19931231 2.946 3.065 3.265 3.413 3.644 3.803 3.962 4.072 4.207 4.165 4.469 4.946 5.213 5.395 5.562 5.769 5.906 6.040 19940131 2.793 3.016 3.209 3.361 3.519 3.670 3.826 3.937 4.079 4.286 4.438 4.745 5.018 5.216 5.411 5.596 5.718 5.850 19940228 3.140 3.431 3.662 3.837 4.065 4.242 4.354 4.526 4.639 4.848 5.021 5.350 5.587 5.791 6.004 6.137 6.250 6.201 19940331 3.394 3.536 3.872 4.192 4.480 4.685 4.873 5.007 5.170 5.447 5.665 5.984 6.206 6.373 6.613 6.721 6.860 6.873 19940429 3.618 3.945 4.395 4.742 5.003 5.195 5.327 5.543 5.680 5.934 6.117 6.426 6.592 6.674 6.843 6.962 7.113 7.148 19940531 3.790 4.270 4.770 5.091 5.301 5.451 5.631 5.835 5.928 6.147 6.321 6.560 6.723 6.820 6.971 7.074 7.200 7.234 19940630 3.742 4.223 4.764 5.193 5.431 5.534 5.774 5.974 6.087 6.213 6.394 6.739 6.921 7.029 7.140 7.252 7.369 7.454 19940729 3.954 4.353 4.800 5.113 5.299 5.502 5.671 5.853 5.907 6.084 6.226 6.496 6.672 6.789 6.879 7.012 7.124 7.281 19940831 4.393 4.644 4.963 5.286 5.469 5.645 5.815 5.929 6.086 6.239 6.367 6.583 6.754 6.865 6.977 7.082 7.188 7.263 19940930 4.494 4.776 5.366 5.630 5.887 6.000 6.220 6.368 6.497 6.674 6.796 7.044 7.218 7.311 7.399 7.511 7.617 7.678 19941031 4.556 5.138 5.621 5.867 6.048 6.256 6.475 6.603 6.732 6.897 7.023 7.248 7.412 7.492 7.580 7.695 7.796 7.855 19941130 5.190 5.665 6.129 6.461 6.841 6.944 7.111 7.191 7.263 7.421 7.519 7.618 7.673 7.694 7.686 7.759 7.847 7.856 19941230 4.863 5.662 6.410 6.864 7.153 7.352 7.409 7.474 7.503 7.644 7.676 7.701 7.674 7.668 7.665 7.741 7.743 7.742 19950131 5.494 5.932 6.304 6.566 6.748 6.925 7.014 7.071 7.126 7.231 7.315 7.391 7.419 7.445 7.459 7.514 7.501 7.560 19950228 5.494 5.868 6.074 6.231 6.345 6.451 6.536 6.615 6.668 6.740 6.811 6.899 6.961 7.048 7.131 7.162 7.148 7.133 19950331 5.778 5.823 6.019 6.217 6.356 6.486 6.549 6.580 6.672 6.746 6.825 6.922 6.973 7.013 7.055 7.196 7.160 7.199 19950428 5.738 5.809 5.974 6.094 6.200 6.317 6.376 6.430 6.469 6.568 6.625 6.726 6.767 6.828 6.863 7.010 7.022 7.104 19950531 5.647 5.742 5.739 5.698 5.699 5.768 5.753 5.771 5.780 5.831 5.880 5.961 5.993 6.049 6.123 6.269 6.331 6.329 19950630 5.330 5.551 5.496 5.567 5.563 5.679 5.680 5.738 5.708 5.762 5.805 5.904 5.894 5.975 6.084 6.194 6.244 6.281 19950731 5.451 5.527 5.513 5.542 5.576 5.667 5.686 5.776 5.792 5.891 5.969 6.083 6.076 6.211 6.287 6.417 6.483 6.544 19950831 5.371 5.398 5.430 5.541 5.625 5.657 5.697 5.750 5.756 5.817 5.869 5.978 5.985 6.082 6.147 6.270 6.342 6.318 19950929 5.360 5.353 5.479 5.521 5.633 5.664 5.723 5.757 5.725 5.795 5.831 5.924 5.912 6.016 6.034 6.158 6.223 6.202 19951031 5.137 5.421 5.448 5.444 5.514 5.513 5.553 5.541 5.533 5.614 5.649 5.740 5.726 5.823 5.876 5.992 6.030 6.043 19951130 5.422 5.424 5.367 5.303 5.325 5.311 5.331 5.312 5.273 5.346 5.361 5.458 5.456 5.551 5.649 5.760 5.780 5.718 19951229 4.586 5.059 5.087 5.119 5.090 5.112 5.114 5.109 5.088 5.161 5.186 5.293 5.307 5.398 5.437 5.542 5.587 5.564 19960131 4.933 5.000 4.893 4.866 4.889 4.897 4.869 4.879 4.870 4.972 5.020 5.141 5.190 5.356 5.461 5.532 5.613 5.605 19960229 4.983 4.982 4.982 5.087 5.144 5.239 5.280 5.321 5.363 5.425 5.497 5.629 5.667 5.804 5.975 6.063 6.175 6.108 19960329 5.197 5.099 5.131 5.247 5.413 5.548 5.585 5.655 5.691 5.778 5.855 6.013 6.043 6.119 6.293 6.335 6.388 6.323 19960430 4.839 5.100 5.216 5.363 5.537 5.744 5.834 5.908 5.940 6.047 6.131 6.289 6.320 6.421 6.567 6.627 6.681 6.634 19960531 5.034 5.138 5.284 5.482 5.681 5.878 5.996 6.083 6.161 6.265 6.366 6.510 6.562 6.616 6.759 6.805 6.841 6.787 19960628 4.820 5.144 5.298 5.472 5.630 5.806 5.889 5.986 6.013 6.133 6.242 6.338 6.379 6.452 6.576 6.665 6.699 6.674 19960731 5.035 5.279 5.395 5.614 5.872 5.910 5.997 6.074 6.117 6.224 6.325 6.434 6.493 6.540 6.642 6.717 6.748 6.749 19960830 5.116 5.249 5.412 5.628 5.832 6.005 6.124 6.198 6.231 6.364 6.465 6.589 6.636 6.717 6.824 6.881 6.904 6.902 19960930 4.992 5.057 5.246 5.481 5.668 5.760 5.878 5.962 6.008 6.109 6.213 6.341 6.386 6.469 6.584 6.646 6.655 6.678 19961031 4.965 5.116 5.211 5.275 5.442 5.530 5.576 5.619 5.668 5.753 5.842 5.968 6.007 6.095 6.265 6.284 6.274 6.302 19961129 4.952 5.098 5.171 5.204 5.377 5.431 5.455 5.486 5.508 5.585 5.642 5.710 5.756 5.829 5.942 5.995 5.997 6.014 19961231 4.877 5.120 5.249 5.330 5.460 5.624 5.693 5.748 5.790 5.905 5.977 6.082 6.143 6.208 6.298 6.346 6.350 6.387 19970131 4.973 5.125 5.216 5.351 5.493 5.665 5.726 5.794 5.839 5.951 6.004 6.085 6.182 6.276 6.332 6.419 6.430 6.480 19970228 5.059 5.196 5.315 5.436 5.590 5.779 5.846 5.930 6.008 6.088 6.160 6.253 6.318 6.376 6.437 6.471 6.510 6.488 19970331 5.226 5.286 5.464 5.712 5.915 6.091 6.174 6.248 6.335 6.440 6.527 6.640 6.674 6.765 6.813 6.861 6.866 6.827 19970430 4.994 5.256 5.450 5.673 5.809 5.988 6.064 6.116 6.193 6.297 6.353 6.447 6.492 6.595 6.636 6.692 6.692 6.651 19970530 4.756 5.140 5.417 5.533 5.795 5.873 5.951 6.054 6.117 6.226 6.258 6.385 6.412 6.496 6.552 6.613 6.628 6.593 19970630 5.048 5.194 5.235 5.463 5.612 5.805 5.857 5.943 5.991 6.089 6.126 6.279 6.308 6.364 6.430 6.477 6.485 6.429 19970731 5.121 5.203 5.247 5.277 5.505 5.569 5.590 5.632 5.660 5.695 5.725 5.791 5.832 5.900 5.946 6.007 6.006 5.962 19970829 5.021 5.185 5.310 5.403 5.656 5.746 5.824 5.874 5.874 5.987 6.020 6.119 6.130 6.225 6.287 6.335 6.349 6.252 19970930 4.752 5.020 5.167 5.290 5.567 5.600 5.670 5.698 5.712 5.773 5.809 5.920 5.911 6.019 6.057 6.093 6.116 6.035 19971031 4.896 5.173 5.233 5.281 5.303 5.532 5.563 5.587 5.567 5.633 5.629 5.668 5.633 5.805 5.820 5.840 5.872 5.770 19971128 4.994 5.257 5.340 5.451 5.453 5.698 5.727 5.719 5.711 5.748 5.762 5.811 5.759 5.835 5.857 5.841 5.855 5.808 19971231 5.111 5.307 5.365 5.395 5.415 5.541 5.583 5.580 5.578 5.598 5.629 5.652 5.632 5.653 5.690 5.704 5.729 5.683 19980130 5.029 5.158 5.170 5.200 5.167 5.300 5.321 5.289 5.263 5.284 5.286 5.362 5.310 5.337 5.457 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4.315 4.278 4.167 4.286 4.312 4.358 4.480 4.547 4.448 4.651 4.613 4.668 19981130 4.445 4.490 4.524 4.497 4.635 4.591 4.556 4.527 4.478 4.557 4.530 4.636 4.562 4.722 4.633 4.775 4.731 4.664 19981231 4.397 4.435 4.494 4.470 4.580 4.607 4.602 4.561 4.519 4.596 4.598 4.658 4.591 4.704 4.683 4.751 4.648 4.599 19990129 4.412 4.437 4.417 4.467 4.459 4.607 4.614 4.584 4.531 4.587 4.576 4.599 4.527 4.652 4.689 4.730 4.643 4.624 19990226 4.509 4.642 4.665 4.783 4.849 5.069 5.083 5.103 5.097 5.168 5.232 5.287 5.206 5.348 5.363 5.381 5.294 5.253 19990331 4.561 4.453 4.464 4.543 4.654 4.889 4.933 4.946 4.938 5.011 5.072 5.152 5.169 5.307 5.364 5.389 5.295 5.231 19990430 4.456 4.518 4.586 4.570 4.726 4.933 4.957 4.992 5.011 5.070 5.138 5.212 5.266 5.335 5.374 5.374 5.352 5.361 19990528 4.423 4.620 4.764 4.784 4.916 5.222 5.271 5.331 5.354 5.449 5.522 5.621 5.640 5.733 5.764 5.753 5.678 5.512 19990630 4.441 4.734 4.954 4.821 5.158 5.319 5.362 5.418 5.456 5.515 5.569 5.638 5.759 5.822 5.848 5.862 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