| 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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