Futures					Tsys	3:00 PM	3-Jul		Money Market			3:00 PM	3-Jul
CBT	Price	Px Chg	Yield	Y-Chg	Tsys	Yield	Y-Chg		CME	Price	Px Chg	Yield	Y-Chg
TU	105.256	0.026	2.988	(4.3)	2Y	2.525	(5.6)		GEU8	97.080	1.0	2.920	(1.0)
FV	110.286	0.046	3.599	(3.1)	5Y	3.269	(2.6)		GEZ8	96.870	2.5	3.130	(2.5)
TY	114.114	0.044	4.225	(1.6)	10Y	3.969	0.9		GEH9	96.765	4.5	3.235	(4.5)
US	115.280	(0.080)	4.761	1.8	30Y	4.526	1.9		GEM9	96.560	5.0	3.440	(5.0)
									GEU9	96.295	4.0	3.705	(4.0)
Tsys	Spread	Chg	CBT	Yield	Chg	Basis	Chg		GEZ9	95.990	2.0	4.010	(2.0)
2/3	10.7	2.1
2/5	74.4	3.1	FV-TU	61.0	1.2	13.3	1.8		Federal Funds
2/10	144.4	6.5	TY-TU	123.6	2.7	20.8	3.8		Month	Price	Yield	Y-Chg	Prob's
2/30	200.1	7.5	US-TU	177.2	6.1	22.9	1.4		FFM8	97.990	2.010	1.5	-4%
3/5	63.7	1.0							FFN8	97.990	2.010	0.0	4%
3/10	133.7	4.5							FFQ8	97.960	2.040	(1.5)	16%
3/30	189.4	5.4							FFU8	97.905	2.095	(1.5)	38%
5/10	70.0	3.5	TY-FV	62.6	1.5	7.5	2.0		FFV8	97.825	2.175	(1.0)	70%
5/30	125.7	4.4	US-FV	116.2	4.8	9.6	(0.4)		FFX8	97.720	2.280	(2.0)	12%
10/30	55.7	1.0	US-TY	53.6	3.4	2.1	(2.4)		FFZ8	97.695	2.305	(2.5)	22%
5-10-30	14.4	2.5
Belly	37.4	4.1	Belly	14.9	(4.3)	22.5	8.4		Currencies
2-5-30	(51.3)	(1.4)	TU-F-US	(55.1)	(3.6)	3.8	2.2		USD	Euro	Yen	AUD	CAD
2-10-30	88.7	5.5	TU-T-US	70.0	(0.7)	18.7	6.2		72.736	1.5638	9.4060	0.9511	0.9806
									0.707	(190)	(690)	(33)	(62)
Commodities									1.0%	-1.2%	-0.7%	-0.3%	-0.6%
Gold	Oil	Copper	CRB						72.029	1.5828	9.4750	0.9544	0.9868
934.20	144.54	395.00	611.10	Last					-5.2%	7.2%	943.6%	8.9%	-2.9%
(12.30)	0.97	(12.75)	(6.90)	Chg					76.695	1.4590	0.9013	0.8736	1.0099
-1.3%	0.7%	-3.1%	-1.1%	Today					14:32:54	14:32:54	0.1063	14:32:56	14:32:48
946.50	143.570	407.75	618.00	Prev								A6H8
10.6%	51.8%	30.3%	26.9%	% YTD