As attached

Template to fill in

As of 9/1/2023
	ttm (years)	Treasury yield	Linear Interpolation	Nelson-Siegel model	Squared residual for N-S
	1	0.12%	0.12%		0.0000			alpha1	1
	2	0.13%	0.13%		0.0000			alpha2	1
	3	0.14%	0.14%		0.0000			alpha3	1
	4							beta	2
	5	0.26%	0.26%		0.0000
	6							Sum of squared residuals	0.00042774
	7	0.46%	0.46%		0.0000
	8
	9
	10	0.68%	0.68%		0.0000
	11
	12								Linear model
	13									Period (annual)	1	2	3	4	5	6	7	8	9	10	11	12
	14									Bond Cash flows
	15									Discount Rate
	16									Present Value	0	0	0	0	0	0	0	0	0	0	0	0
	17
	18								Bond Price	$ - 0
	19
	20	1.20%	1.20%		0.0001				NS model
	21									Period (annual)	1	2	3	4	5	6	7	8	9	10	11	12
	22									Bond Cash flows
	23									Discount Rate
	24									Present Value	0	0	0	0	0	0	0	0	0	0	0	0
	25
	26								Bond Price	$ - 0
	27
	28
	29
	30	1.43%	1.43%		0.0002