  The technique of Pad\'e Approximants, introduced in a previous work, is
applied to extended recent data on the distribution of variations of interest
rates compiled by the Federal Reserve System in the US. It is shown that new
power laws and new scaling laws emerge for any maturity not only as a function
of the Lag but also as a function of the average inital rate. This is
especially true for the one year maturity where critical forms and critical
exponents are obtained. This suggests future work in the direction of
constructing a theory of variations of interest rates at a more ``microscopic''
level.}
