Bundles v Packs 20-Nov 3:00 PM
Bundles ED1Y ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
Price 98.132 97.678 97.156 96.742 96.588 97.224 96.111 95.499 95.974
Yield 1.868 2.322 2.844 3.258 3.412 2.776 3.889 4.501 4.026
Y-Chg 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Sprd Yield ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
ED1Y 1.868 45.4 97.7 139.1 154.4 90.9 202.1 263.4 215.9
ED2Y 2.322   52.2 93.7 109.0 45.4 156.7 217.9 170.4
ED3Y 2.844   41.4 56.8 (6.8) 104.5 165.7 118.2
ED4Y 3.258    Extension Spreads 15.4 (48.2) 63.0 124.3 76.8
ED5Y 3.412     (63.6) 47.7 108.9 61.4
Chg Yld Chg ED2Y ED3Y ED4Y ED5Y RED GREEN BLUE GOLD
ED1Y 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ED2Y 0.0   0.0 0.0 0.0 0.0 0.0 0.0 0.0
ED3Y 0.0   0.0 0.0 0.0 0.0 0.0 0.0
ED4Y 0.0    Changes in Yield Spreads 0.0 0.0 0.0 0.0 0.0
ED5Y 0.0         0.0 0.0 0.0 0.0
Packs v Packs 20-Nov 3:00 PM
Bundles FRONT RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
Price 98.132 97.224 96.111 95.499 95.974 97.678 97.156 96.742 96.588
Yield 1.868 2.776 3.889 4.501 4.026 2.322 2.844 3.258 3.412
Y-Chg 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Sprd Yield RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
FRONT 1.868 90.9 202.1 263.4 215.9 45.4 97.7 139.1 154.4
RED 2.776   111.3 172.5 125.0 (45.4) 48.2  
GREEN 3.889   61.2 13.8 (156.7)  
BLUE 4.501    Extension Spreads (47.5) (217.9)  
GOLD 4.026         (170.4)  
Chg Yld Chg RED GREEN BLUE GOLD ED2Y ED3Y ED4Y ED5Y
FRONT 0.0 0.0 0.0 0.0 0.0    
RED 0.0   0.0 0.0 0.0    
GREEN 0.0   0.0 0.0    
BLUE 0.0    Changes in Yield Spreads 0.0  
GOLD 0.0