A combined line and bar chart.

In first quarter 1999, the 30-year mortgage rate was 6.88 percent; the effective duration of assets was 1.70 (in median years); the effective duration of liabilities was 1.18 (in median years).

In second quarter 1999, the 30-year mortgage rate was 7.21 percent; the effective duration of assets was 1.97 (in median years); the effective duration of liabilities was 1.29 (in median years).

In third quarter 1999, the 30-year mortgage rate was 7.80 percent; the effective duration of assets was 2.06 (in median years); the effective duration of liabilities was 1.29 (in median years).

In fourth quarter 1999, the 30-year mortgage rate was 7.83 percent; the effective duration of assets was 2.18 (in median years); the effective duration of liabilities was 1.26 (in median years).

In first quarter 2000, the 30-year mortgage rate was 8.26 percent; the effective duration of assets was 2.16 (in median years); the effective duration of liabilities was 1.26 (in median years).

In second quarter 2000, the 30-year mortgage rate was 8.32 percent; the effective duration of assets was 2.12 (in median years); the effective duration of liabilities was 1.26 (in median years).

In third quarter 2000, the 30-year mortgage rate was 8.03 percent; the effective duration of assets was 1.96 (in median years); the effective duration of liabilities was 1.24 (in median years).

In fourth quarter 2000, the 30-year mortgage rate was 7.64 percent; the effective duration of assets was 1.74 (in median years); the effective duration of liabilities was 1.23 (in median years).

In first quarter 2001, the 30-year mortgage rate was 7.01 percent; the effective duration of assets was 1.63 (in median years); the effective duration of liabilities was 1.09 (in median years).

In second quarter 2001, the 30-year mortgage rate was 7.13 percent; the effective duration of assets was 1.66 (in median years); the effective duration of liabilities was 1.17 (in median years).

In third quarter 2001, the 30-year mortgage rate was 6.97 percent; the effective duration of assets was 1.57 (in median years); the effective duration of liabilities was 1.26 (in median years).

In fourth quarter 2001, the 30-year mortgage rate was 6.78 percent; the effective duration of assets was 1.73 (in median years); the effective duration of liabilities was 1.27 (in median years).