Bundles v Packs 30-Dec 3:00 PM
Bundles ED1Y ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
Price 98.710 98.203 97.772 97.204 97.200 97.696 96.910 95.499 97.185
Yield 1.290 1.797 2.228 2.796 2.800 2.304 3.090 4.501 2.815
Y-Chg (2.1) (1.0) (0.3) (0.2) 0.3 0.1 1.1 0.0 2.4
Sprd Yield ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
ED1Y 1.290 50.7 93.8 150.6 151.0 101.4 180.0 321.1 152.5
ED2Y 1.797   43.1 99.9 100.3 50.7 129.3 270.4 101.8
ED3Y 2.228   56.8 57.2 7.6 86.2 227.3 58.7
ED4Y 2.796    Extension Spreads 0.4 (49.3) 29.4 170.5 1.9
ED5Y 2.800     (49.6) 29.0 170.1 1.5
Chg Yld Chg ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
ED1Y (2.1) 1.1 1.8 1.9 2.4 2.2 3.2 2.1 4.5
ED2Y (1.0)   0.7 0.8 1.3 1.1 2.1 1.0 3.4
ED3Y (0.3)   0.1 0.6 0.4 1.4 0.3 2.7
ED4Y (0.2)    Changes in Yield Spreads 0.5 0.3 1.3 0.2 2.6
ED5Y 0.3         (0.2) 0.8 (0.3) 2.1
Packs v Packs 30-Dec 3:00 PM
Bundles FRONT RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
Price 98.710 97.696 96.910 95.499 97.185 98.203 97.772 97.204 97.200
Yield 1.290 2.304 3.090 4.501 2.815 1.797 2.228 2.796 2.800
Y-Chg (2.1) 0.1 1.1 0.0 2.4 (1.0) (0.3) (0.2) 0.3
Sprd Yield RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
FRONT 1.290 101.4 180.0 321.1 152.5 50.7 93.8 150.6 151.0
RED 2.304   78.6 219.8 51.1 (50.7) 49.3  
GREEN 3.090   141.1 (27.5) (129.3)  
BLUE 4.501    Extension Spreads (168.6) (270.4)  
GOLD 2.815         (101.8)  
Chg Yld Chg RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
FRONT (2.1) 2.2 3.2 2.1 4.5    
RED (1.0)   1.0 (0.1) 2.2    
GREEN (0.3)   (1.1) 1.2    
BLUE (0.2)    Changes in Yield Spreads 2.4  
GOLD 0.3