| Yield Curve History |
3:00 PM |
3-Jul |
|
Dow |
(0.07) |
|
|
40-day History |
|
1-Year History |
Volatility |
Normalized |
Sigma |
3:00 PM |
3-Jul |
| CBT |
Yield |
Y-Chg |
2-Jul |
1-Jul |
30-Jun |
27-Jun |
26-Jun |
25-Jun |
High Yld |
Lo Yld |
Avg |
High |
Low |
Avg |
40d |
1-Yr |
40d |
1-Yr |
40d |
1-Yr |
Issue |
BP |
| TU |
105.256
|
0.026
|
105.230 |
105.184 |
105.192 |
105.174 |
105.160 |
105.060 |
104.220
|
106.132
|
|
101.162 |
107.242 |
|
|
|
|
|
|
|
TU |
200 |
| FV |
110.286 |
0.046 |
110.240 |
110.164 |
110.176 |
110.140 |
110.102 |
109.204 |
108.194 |
112.130 |
|
103.054 |
115.102 |
|
|
|
|
|
|
|
FV |
482 |
| TY |
114.114 |
0.044 |
114.070 |
113.280 |
113.294 |
113.264 |
113.210 |
112.250 |
111.050 |
116.020 |
|
104.084 |
119.264 |
|
|
|
|
|
|
|
TY |
876 |
| US |
115.280 |
(0.080) |
116.040 |
115.164 |
115.190 |
115.210 |
115.000 |
113.310 |
111.270 |
117.094 |
|
105.270 |
121.140 |
|
|
|
|
|
|
|
US |
1419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2Y |
2.525
|
(5.6) |
2.581 |
2.636 |
2.637 |
2.647 |
2.666 |
2.843 |
3.031
|
2.215 |
2.618 |
5.086
|
1.328 |
3.158 |
0.2 |
1.1 |
38 |
32 |
(0.4) |
(0.6) |
2Y |
225 |
| 3Y |
2.632
|
(3.6) |
2.668 |
2.712 |
2.723 |
2.734 |
2.767 |
2.920 |
3.121
|
2.384 |
2.736 |
5.123
|
1.492 |
3.230 |
0.2 |
1.0 |
34 |
31 |
(0.5) |
(0.6) |
3Y |
374 |
| 5Y |
3.269
|
(2.6) |
3.295 |
3.327 |
3.344 |
3.365 |
3.416 |
3.548 |
3.717
|
2.951 |
3.333 |
5.158
|
2.192 |
3.611 |
0.2 |
0.8 |
41 |
36 |
(0.3) |
(0.4) |
5Y |
467 |
| 10Y |
3.969
|
0.9 |
3.960 |
3.987 |
3.983 |
3.981 |
4.033 |
4.117 |
4.254
|
3.762 |
3.994 |
5.217 |
3.306 |
4.171 |
0.1 |
0.5 |
42 |
35 |
(0.2) |
(0.4) |
10Y |
801 |
| 30Y |
4.526
|
1.9 |
4.507 |
4.542 |
4.531 |
4.537 |
4.600 |
4.657 |
4.800
|
4.507 |
4.640 |
5.295
|
4.160 |
4.659 |
0.1
|
0.3 |
6 |
32 |
(1.3) |
(0.5) |
30Y |
1592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TU |
2.988 |
(4.3) |
3.031 |
3.102 |
3.090 |
3.118 |
3.141 |
3.298 |
3.551
|
2.685 |
3.107 |
5.196
|
2.023 |
3.500 |
25.8 |
0.9 |
35 |
30 |
(0.5) |
(0.6) |
TU |
|
| FV |
3.599 |
(3.1) |
3.630 |
3.678 |
3.670 |
3.695 |
3.719 |
3.861 |
4.079
|
3.289 |
3.664 |
5.270
|
2.704 |
3.898 |
23.1 |
0.7 |
39 |
35 |
(0.3) |
(0.4) |
FV |
|
| TY |
4.225 |
(1.6) |
4.241 |
4.280 |
4.275 |
4.285 |
4.305 |
4.406 |
4.596
|
4.032 |
4.292 |
5.441
|
3.619 |
4.452 |
16.1 |
0.5 |
34 |
33 |
(0.4) |
(0.5) |
TY |
|
| US |
4.761 |
1.8 |
4.743 |
4.786 |
4.780 |
4.776 |
4.823 |
4.897 |
5.052
|
4.661 |
4.838 |
5.514
|
4.380 |
4.878 |
11.5 |
0.3 |
25 |
34 |
(0.7) |
(0.4) |
US |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2/5 |
74.4 |
3.1 |
71.3 |
69.1 |
70.8 |
71.8 |
75.0 |
70.6 |
81.9 |
64.5 |
71.4 |
95.9 |
2.4 |
45.3 |
4.1 |
28.7 |
57 |
77 |
0.7 |
1.0 |
2/5 |
|
| 2/10 |
144.4 |
6.5 |
137.9 |
135.0 |
134.6 |
133.4 |
136.7 |
127.4 |
155.6
|
120.7 |
137.6 |
207.3
|
13.1 |
101.3 |
10.2 |
57.7 |
68 |
68 |
0.7 |
0.7 |
2/10 |
|
| 2/30 |
200.1 |
7.5 |
192.6 |
190.5 |
189.4 |
189.0 |
193.4 |
181.4 |
231.3
|
175.8 |
202.2 |
303.9
|
20.9 |
150.0 |
17.7 |
83.6 |
44 |
63 |
(0.1) |
0.6 |
2/30 |
|
| 5/10 |
70.0 |
3.5 |
66.6 |
65.9 |
63.8 |
61.6 |
61.7 |
56.9 |
81.0 |
53.1 |
66.2 |
119.6 |
5.9 |
56.0 |
8.1 |
30.1 |
61 |
56 |
0.5 |
0.5 |
5/10 |
|
| 5/30 |
125.7 |
4.4 |
121.3 |
121.5 |
118.7 |
117.2 |
118.4 |
110.9 |
156.9
|
106.2 |
130.8 |
220.3
|
13.7 |
104.8 |
16.0 |
55.8 |
39 |
54 |
(0.3) |
0.4 |
5/30 |
|
| 10/30 |
55.7 |
1.0 |
54.7 |
55.5 |
54.8 |
55.6 |
56.7 |
54.0 |
75.9 |
53.1 |
64.6 |
100.8
|
7.8 |
48.7 |
8.4 |
26.1 |
11 |
52 |
(1.1) |
0.3 |
10/30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TU-FV |
61.0 |
1.2 |
59.8 |
57.6 |
58.0 |
57.7 |
57.8 |
56.3 |
64.1 |
45.7 |
55.6 |
79.5 |
3.8 |
39.8 |
4.4 |
23.2 |
83 |
76 |
1.2 |
0.9 |
TU-FV |
|
| TU-TY |
123.6 |
2.7 |
120.9 |
117.8 |
118.4 |
116.8 |
116.4 |
110.7 |
135.4
|
98.8 |
118.5 |
176.8
|
24.5 |
95.2 |
10.8 |
44.8 |
68 |
65 |
0.5 |
0.6 |
TU-TY |
|
| TU-US |
177.2 |
6.1 |
171.1 |
168.4 |
169.0 |
165.8 |
168.2 |
159.8 |
199.0 |
146.7 |
173.1 |
252.7
|
31.8 |
137.7 |
15.9 |
65.7 |
58 |
66 |
0.3 |
0.6 |
TU-US |
|
| FV-TY |
62.6 |
1.5 |
61.1 |
60.2 |
60.4 |
59.1 |
58.6 |
54.5 |
74.3 |
49.9 |
62.8 |
99.1 |
17.1 |
55.4 |
7.6 |
22.2 |
52 |
55 |
(0.0) |
0.3 |
FV-TY |
|
| FV-US |
116.2 |
4.8 |
111.3 |
110.8 |
111.0 |
108.1 |
110.4 |
103.5 |
137.5
|
95.9 |
117.5 |
178.0
|
24.4 |
97.9 |
13.0 |
42.9 |
49 |
60 |
(0.1) |
0.4 |
FV-US |
|
| TY-US |
53.6 |
3.4 |
50.2 |
50.6 |
50.6 |
49.1 |
51.8 |
49.1 |
63.6 |
45.6 |
54.6 |
84.4 |
7.3 |
42.6 |
5.6 |
21.4 |
44 |
60 |
(0.2) |
0.5 |
TY-US |
|
| Sector |
Yield |
Y-Chg |
2-Jul |
1-Jul |
30-Jun |
27-Jun |
26-Jun |
25-Jun |
High Yld |
Lo Yld |
Avg |
High |
Low |
Avg |
40d Vol |
1yr Vol |
Norm |
Norm |
Sigma |
Sigma |
Issue |
|
| 2/3 |
10.7 |
2.1 |
8.6 |
7.6 |
8.7 |
8.7 |
10.1 |
7.8 |
19.2 |
7.3 |
11.8 |
37.5 |
(14.1) |
7.1 |
2.9 |
8.9 |
28 |
48 |
(0.4) |
0.4 |
2/3 |
|
| 3/5 |
63.7 |
1.0 |
62.7 |
61.5 |
62.1 |
63.0 |
64.9 |
62.8 |
66.9 |
54.1 |
59.6 |
77.9 |
2.3 |
38.1 |
3.6 |
22.3 |
75 |
81 |
1.1 |
1.1 |
3/5 |
|
| 3/10 |
133.7 |
4.5 |
129.3 |
127.4 |
125.9 |
124.6 |
126.6 |
119.7 |
140.5
|
112.8 |
125.8 |
184.6
|
9.4 |
94.1 |
8.0 |
51.3 |
76 |
71 |
1.0 |
0.8 |
3/10 |
|
| 3/30 |
189.4 |
5.4 |
184.0 |
182.9 |
180.7 |
180.2 |
183.3 |
173.7 |
213.7
|
165.9 |
190.4 |
285.3
|
17.1 |
142.9 |
15.2 |
77.0 |
49 |
64 |
(0.1) |
0.6 |
3/30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Belly |
37.4 |
4.1 |
33.2 |
27.2 |
31.9 |
32.4 |
36.6 |
33.1 |
37.4 |
(13.5) |
13.6 |
37.4 |
(37.8) |
(7.0) |
16.5 |
15.7 |
100.0 |
#### |
1.4 |
2.8 |
Belly |
|
| 2/5/30 |
(51.3) |
(1.4) |
(50.0) |
(52.4) |
(47.9) |
|