The name is absent



Table 1

Descriptive Statistics, Yield Curves

Maturity
(Months)

Mean

Standard
Deviation

Minimum

Maximum

^(1)

^(12)

^(30)

3

5.630

1.488

2.732

9.131

0.978

0.569

-0.079

6

5.785

1.482

2.891

9.324

0.976

0.555

-0.042

9

5.907

1.492

2.984

9.343

0.973

0.545

-0.005

12

6.067

1.501

3.107

9.683

0.969

0.539

0.021

15

6.225

1.504

3.288

9.988

0.968

0.527

0.060

18

6.308

1.496

3.482

10.188

0.965

0.513

0.089

21

6.375

1.484

3.638

10.274

0.963

0.502

0.115

24

6.401

1.464

3.777

10.413

0.960

0.481

0.133

30

6.550

1.462

4.043

10.748

0.957

0.479

0.190

36

6.644

1.439

4.204

10.787

0.956

0.471

0.226

48

6.838

1.439

4.308

11.269

0.951

0.457

0.294

60

6.928

1.430

4.347

11.313

0.951

0.464

0.336

72

7.082

1.457

4.384

11.653

0.953

0.454

0.372

84

7.142

1.425

4.352

11.841

0.948

0.448

0.391

96

7.226

1.413

4.433

11.512

0.954

0.468

0.417

108

7.270

1.428

4.429

11.664

0.953

0.475

0.426

120 (level)

7.254

1.432

4.443

11.663

0.953

0.467

0.428

slope

1.624

1.213

-0.752

4.060

0.961

0.405

-0.049

curvature

-0.081

0.648

-1.837

1.602

0.896

0.337

-0.015



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