Ten Year:   Sector Yield Spreads vs 10Y 30-Dec 3:00 PM
Data 10Y TY US   SR Swap SR-TY   2Y 3Y 5Y 30Y
Yield 2.074 2.844 3.184 2.136 (70.9)   0.733 0.916 1.448 2.574
Yield Change (2.8) 4.5 (2.9) (0.0) (3.6)   (4.7) (4.3) (0.0) (5.7)
Price 114.284 127.094 141.134 118.074     100.090 100.194 100.080 139.164
Price Chg 0.084 (0.144) 0.170 (0.0)     0.030 0.040 0.000 1.144
Spread to 10Y   77.0 111.0   6.1           50.0
Sprd Yld Chg   7.3 (0.1)   3.7 (3.6)         (2.9)
40d Sigma (1.4) 1.6 1.4 0.9 (0.8)     0.2
Std Dev 0.6 17.4 9.2 15.7 16.2     5.0
Normalized 0.0 100.0 99.1 53.3 13.1     46.6
40-day Max 3.850 77.0 111.3 39.2 1.6     61.1
40-day Avg 2.074 49.4 97.7 (8.3) (57.7)     49.1
40-day Min 2.938 18.3 79.4   (31.6) (81.8)         40.3
1yr Sigma (3.5) 3.6 1.9   (0.2)           (0.8)
1yr Std Dev 0.4 12.2 11.1 19.5           15.3
Normalized 0.0 100.0 91.4 42.9       33.9
1yr Max 4.277 77.0 115.3 56.4       100.8
1yr Min 2.074 15.6 65.2 (31.6)       24.0
1yr Avg 3.665 32.8 90.0   10.6           62.2
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