Five Year:   Sector Yield Spreads vs 5Y 30-Dec 3:00 PM
Data 5Y FV ED5Y         2Y 3Y 10Y 30Y
Yield 1.448 1.878 2.800       0.733 0.916 2.074 2.574
Yield Change (0.0) 3.7 0.3       (4.7) (4.3) (2.8) (5.7)
Price 100.080 119.186 97.200       100.090 100.194 114.284 139.164
Price Chg 0.000 (0.062) (0.300)       0.030 0.040 0.084 1.144
Spread to 5Y   43.0 135.2         71.5   62.6  
Sprd Yld Chg   3.7 0.3       4.7 (2.8)  
40d Sigma (0.9) 0.4 (1.3)       (0.7) (1.8)  
Std Dev 0.5 20.0 9.4       21.0 22.3  
Normalized 10.3 68.0 21.7       26.9 0.0  
40-day Max 3.039 62.5 166.8       124.6 142.3  
40-day Min 1.265 1.6 126.4       51.9 62.6  
40-day Avg 1.902 34.7 147.2       86.5 103.6  
1yr Sigma (2.5) 0.8 1.2         (0.3)   (1.1)  
1yr Std Dev 0.5 10.6 26.9       18.9 19.6  
Normalized 7.5          
1yr Max 3.717 62.5 166.8       126.6 142.3  
1yr Min 1.265 1.6 65.5       33.1 53.1  
1yr Avg 2.817 34.6 102.9         77.4   84.9  
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