| Thirty Year: Sector Yield Spreads vs 30Y | 30-Dec | 3:00 PM | ||||||||||
| Data | 30Y | US | TY | 2Y | 3Y | 5Y | 10Y | |||||
| Yield | 2.574 | 3.184 | 2.844 | 0.733 | 1.448 | 1.448 | 2.074 | |||||
| Yield Change | (5.7) | (2.9) | 4.5 | (4.7) | (0.0) | (0.0) | (2.8) | |||||
| Price | 139.164 | 141.134 | 141.134 | 100.090 | 100.080 | 100.080 | 114.284 | |||||
| Price Chg | 1.144 | 0.170 | 0.170 | 0.030 | 0.000 | 0.000 | 0.084 | |||||
| Spread to 30Y | 61.0 | 27.0 | (184.1) | (112.6) | (50.0) | |||||||
| Sprd Yld Chg | 2.8 | 10.2 | 1.0 | 5.7 | 2.9 | |||||||
| 40d Sigma | (1.3) | 1.2 | 1.3 | 1.3 | 1.7 | (0.2) | ||||||
| Std Dev | 0.6 | 10.4 | 20.1 | 42.7 | 24.0 | 5.0 | ||||||
| Normalized | 1.6 | 87.1 | 93.4 | 90.8 | 95.5 | 53.4 | ||||||
| 40-day Max | 4.413 | 65.8 | 31.6 | (171.3) | (108.8) | (40.3) | ||||||
| 40-day Min | 2.544 | 28.5 | (37.6) | (311.2) | (194.9) | (61.1) | ||||||
| 40-day Avg | 3.428 | 48.6 | 0.3 | (239.1) | (152.6) | (49.1) | ||||||
| 1yr Sigma | (3.5) | 2.2 | 2.4 | 1.0 | 1.4 | 0.8 | ||||||
| 1yr Std Dev | 0.5 | 15.2 | 23.3 | 38.5 | 25.4 | 15.3 | ||||||
| Normalized | 1.3 | 71.8 | 87.8 | 66.1 | ||||||||
| 1yr Max | 4.800 | 67.3 | 31.6 | (134.2) | (97.6) | (24.0) | ||||||
| 1yr Min | 2.544 | 7.7 | (66.5) | (311.2) | (220.3) | (100.8) | ||||||
| 1yr Avg | 4.287 | 27.8 | (29.4) | (224.5) | (147.1) | (62.2) | ||||||
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| Eagle Complex | 30Yr | |||||||||||