Bond Futures Analysis & History									6-Oct	3:00 PM
Charts	FV vs TU	TY vs TU	US vs TU	TY vs FV	US vs FV	US vs TY	TU	FV	TY	US
Today (Extend)	57.8	135.5	195.4	77.7	137.6	59.9	3.149	3.727	4.504	5.103
Yield Chg	0.8	(0.1)	(0.5)	(1.0)	(1.3)	(0.4)	4.7	5.5	4.6	5.1
Peak 6/13	57.0	135.7	196.0	78.7	139.0	60.3	3.102	3.672	4.459	5.061
Buy Longer	3.727	4.504	5.103	4.504	5.103	5.103	105.154	110.090	111.300	111.050
Sell Shorter	3.149	3.149	3.149	3.727	3.727	4.504	(0.030)	(0.084)	(0.124)	(0.180)
Normalized	29	27	24	18	17	16	100	73	71	63
40-day Max	76.7	161.9	232.7	85.4	156.2	70.8	3.149	3.802	4.581	5.219
40-day Min	49.9	125.9	183.7	76.0	133.8	57.8	2.774	3.523	4.312	4.908
40-day Avg	64.8	145.7	210.0	80.9	145.2	64.4	2.969	3.617	4.425	5.069
40d Sigma	(0.0)	(0.0)	(0.0)	(0.0)	(0.0)	(0.0)	1.6	1.7	1.4	0.5
Std Dev (bp)	891.4	1111.0	1522.4	239.5	648.2	419.2	11.6	6.4	5.8	7.5
1yr Normal	11	9	9	19	6	7	72	53	46	35
1yr Max	119.3	232.1	321.2	113.5	202.0	89.1	3.591	4.400	5.092	5.746
1yr Min	49.9	125.9	183.7	69.2	133.5	57.8	2.007	2.970	4.004	4.754
1yr Avg	93.7	185.9	259.4	92.2	165.6	73.5	2.635	3.573	4.494	5.229
1yr Sigma	(2.2)	(1.9)	(1.9)	(1.2)	(1.5)	(1.9)	1.2	0.5	0.0	(0.6)
1yr Std Dev	0.2	0.3	0.3	0.1	0.2	0.1	42.5	34.0	24.3	22.6
	KR MAIN PAGES				CURVES			CURVE HISTORY
KR Live Commentary				Belly vs Wings				Belly History
RichCheap News & Prices				Futures Curve and Historical Data				Futures Cve 1wk
Site Map & Menus				Tsys & Futures Side-by-Side				Tsys Curve 1wk
Actives On-the-Runs				Tsys Curve and Historical Data				Sector Compare
Dividend Yield				Tsys/Futures Basis				Sectors Std Dev