Five Year:   Sector Yield Spreads vs 5Y 10-Oct 3:00 PM
Data 5Y FV ED5Y         2Y 3Y 10Y 30Y
Yield 2.779 3.236 4.172       1.618 1.884 3.861 4.129
Yield Change (1.8) (2.5) (0.3)       (5.8) (5.6) 4.6 0.8
Price 101.190 112.212 95.828       100.234 107.160 101.040 106.104
Price Chg 0.024 0.040 0.300       0.034 0.044 (0.120) (0.044)
Spread to 5Y   45.8 139.3         116.1   108.2  
Sprd Yld Chg   (0.8) 1.5       4.1 6.3  
40d Sigma (1.0) 2.1 1.5       2.7 3.2  
Std Dev 0.2 7.1 17.6       13.4 9.0  
Normalized 38.0 96.8 93.7       100.0 100.0  
40-day Max 3.262 46.6 142.7       116.1 108.2  
40-day Min 2.483 22.1 88.3       66.7 69.8  
40-day Avg 2.957 30.8 113.1       80.2 79.5  
1yr Sigma (0.9) 1.6 2.9         2.4   1.8  
1yr Std Dev 0.5 8.5 18.0       22.4 20.7  
Normalized 26.4          
1yr Max 4.416 57.9 142.7       116.1 119.6  
1yr Min 2.192 16.7 58.2       18.9 27.2  
1yr Avg 3.215 32.2 86.9         62.4   70.6  
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