Futures					Tsys	3:00 PM	30-Dec		Money Market			3:00 PM	30-Dec
CBT	Price	Px Chg	Yield	Y-Chg	Tsys	Yield	Y-Chg		CME	Price	Px Chg	Yield	Y-Chg
TU	109.014	0.024	1.397	(3.8)	2Y	0.733	(4.7)		GEH9	98.905	4.0	1.095	(4.0)
FV	119.186	(0.062)	1.878	3.7	5Y	1.448	(0.0)		GEM9	98.785	1.5	1.215	(1.5)
TY	127.094	(0.144)	2.844	4.5	10Y	2.074	(2.8)		GEU9	98.630	1.0	1.370	(1.0)
US	141.134	0.170	3.184	(2.9)	30Y	2.574	(5.7)		GEZ9	98.520	2.0	1.480	(2.0)
									GEH0	98.300	2.5	1.700	(2.5)
Tsys	Spread	Chg	CBT	Yield	Chg	Basis	Chg		GEM0	97.565	(1.0)	2.435	1.0
2/3	18.2	0.4
2/5	71.5	4.7	FV-TU	48.0	7.5	23.4	(2.7)		Federal Funds
2/10	134.1	1.9	TY-TU	144.7	8.3	-10.6	(6.3)		Month	Price	Yield	Y-Chg	Prob's
2/30	184.1	(1.0)	US-TU	178.7	0.9	5.4	(1.9)		FFZ8	99.845	0.155	(0.3)	-738%
3/5	53.2	4.3							FFF9	99.845	0.155	(1.0)	-738%
3/10	115.9	1.5							FFG9	99.825	0.175	(1.0)	-730%
3/30	165.9	(1.4)							FFH9	99.795	0.205	(1.5)	-718%
5/10	62.6	(2.8)	TY-FV	96.7	0.8	(34.1)	(3.6)		FFJ9	99.770	0.230	(1.0)	-708%
5/30	112.6	(5.7)	US-FV	130.6	(6.6)	(18.0)	0.9		FFK9	99.740	0.260	(0.5)	-696%
10/30	50.0	(2.9)	US-TY	34.0	(7.4)	16.1	4.5		FFM9	99.710	0.290	0.0	-684%
5-10-30	12.6	0.1
Belly	43.0	15.3	Belly	28.2	29.7	14.8	(14.4)
2-5-30	(41.1)	10.4	TU-F-US	(82.6)	14.0	41.5	(3.6)
2-10-30	84.1	4.9	TU-T-US	110.8	15.7	(26.7)	(10.8)