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Oops, I was wrong about the final auction of the 1-year. It was February 2001.

http://www.treas.gov/press/releases/po15.htm


(I just act like I know everything . . .)


Treasury says that they do not come up with the "Constant Maturity Treasury (CMT)"

http://www.publicdebt.treas.gov/sec/secfaq.htm#secfaq5

rather, they refer people to the Federal Reserve Board's "Release H.15",


http://www.federalreserve.gov/releases/H15/


Which is published every Monday (it turns out I see it over the fax at work, as a matter of fact. Now I know how to get it online.)

I guess you want to tab the one that would include June 1, or which ever day they are using for the SLS loans.

One year money is even cheaper than shorter-term, it looks like.
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