| 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 | ||||||||