| 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) | ||||||