| 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 | |||||||
| KR MAIN PAGES | YIELD CURVES | MONEY MARKET | SECTOR | |||||||||
| KR Live Commentary | Belly vs Wings | FF's: Basic Hi Low | 1 Yr | |||||||||
| RichCheap News & Prices | Futures Curve & Hist | FF's: 1week Hist | 2 Yr | |||||||||
| Site Map & Menus | Curve Sectors | CME Basic | 3 Yr | |||||||||
| Curve Sectors | Tsys Curve & Hist | FF & ED & EM | 5 Yr | |||||||||
| Refresh This Page | Euro Calendars | 10 Yr | ||||||||||
| Eagle Complex | 30Yr | |||||||||||