| 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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