| Treasury Yield Curve | Futures Yield Curve | Curve Yield Basis | On-the-Runs | 3-Jul | 3:00 PM | ||||||||||
| Curve | Yld Sprd | Chg | Y-day | Futures | Yield | Chg | Prev | Basis | Chg | Y-day | Issue | Yield | Y-Chg | Y-day | |
| Belly | 37.4 | 4.1 | 33.2 | Belly | 14.9 | (4.3) | 19.2 | 22.5 | 8.4 | 14.1 | ED1Y | 3.181 | (3.2) | 3.214 | |
| 2/3 | 10.7 | 2.1 | 8.6 | ED2/ED3 | 40.4 | 1.5 | 38.9 | 29.7 | (0.6) | 30.3 | ED2Y | 3.636 | (2.4) | 3.660 | |
| 2/5 | 74.4 | 3.1 | 71.3 | FV-TU | 61.0 | 1.2 | 59.8 | 13.3 | 1.8 | 11.5 | TU | 2.988 | (4.3) | 3.031 | |
| 2/5 | 74.4 | 3.1 | 71.3 | ED2/ED5 | 57.9 | 2.3 | 55.6 | (16.4) | (0.7) | 15.7 | 2Y | 2.525 | (5.6) | 2.581 | |
| 2/10 | 144.4 | 6.5 | 137.9 | TY-TU | 123.6 | 2.7 | 120.9 | 20.8 | 3.8 | 17.0 | ED3Y | 4.040 | (1.0) | 4.049 | |
| 2/30 | 200.1 | 7.5 | 192.6 | US-TU | 177.2 | 6.1 | 171.1 | 22.9 | 1.4 | 21.5 | 3Y | 2.632 | (3.6) | 2.668 | |
| 3/5 | 63.7 | 1.0 | 62.7 | ED3/ED5 | 17.5 | 0.8 | 16.7 | 46.1 | 0.2 | 46.0 | ED5Y | 4.215 | (0.1) | 4.216 | |
| 3/10 | 133.7 | 4.5 | 129.3 | FV | 3.599 | (3.1) | 3.630 | ||||||||
| 3/30 | 189.4 | 5.4 | 184.0 | 5Y | 3.269 | (2.6) | 3.295 | ||||||||
| 5/10 | 70.0 | 3.5 | 66.6 | TY-FV | 62.6 | 1.5 | 61.1 | 7.5 | 2.0 | 5.5 | TY | 4.225 | (1.6) | 4.241 | |
| 5/30 | 125.7 | 4.4 | 121.3 | US-FV | 116.2 | 4.8 | 111.3 | 9.6 | (0.4) | 9.9 | 10Y | 3.969 | 0.9 | 3.960 | |
| 10/30 | 55.7 | 1.0 | 54.7 | US-TY | 53.6 | 3.4 | 50.2 | (168.5) | (2.4) | 4.5 | US | 4.761 | 1.8 | 4.743 | |
| 2-3-5 | (53.0) | 1.1 | (54.1) | ED 2-3-5 | 22.9 | 0.6 | 22.2 | (75.9) | 0.4 | (76.3) | 30Y | 4.526 | 1.9 | 4.507 | |
| 2-3-10 | (123.0) | (2.4) | (120.6) | ED1/ED2 | 45.4 | 0.8 | 44.6 | ||||||||
| 2-3-30 | (178.7) | (3.4) | (175.3) | ED1/ED3 | 85.8 | 2.3 | 83.5 | Sector Yield Basis | |||||||
| 2-5-10 | 4.3 | (0.4) | 4.7 | TU-FV-TY | (1.5) | (0.3) | (1.3) | 5.9 | (0.2) | 6.0 | Issues | Basis | Y-Chg | Y-day | |
| 2-5-30 | (51.3) | (1.4) | (50.0) | TU-FV-US | (55.1) | (3.6) | (51.5) | 3.8 | 2.2 | 1.6 | TU-2Y | 46.3 | 1.3 | 45.0 | |
| 2-10-30 | 88.7 | 5.5 | 83.2 | TU-TY-US | 70.0 | (0.7) | 70.7 | 18.7 | 6.2 | 12.5 | FV-5Y | 33.0 | (0.5) | 33.5 | |
| 3-5-10 | (6.4) | (2.5) | (3.9) | TY-10Y | 25.5 | (2.5) | 28.0 | ||||||||
| 3-5-30 | (62.0) | (3.5) | (58.6) | US-30Y | 23.5 | (0.1) | 23.6 | ||||||||
| 3-10-30 | 78.0 | 3.5 | 74.6 | ||||||||||||
| 5-10-30 | 14.4 | 2.5 | 11.9 | FV-TY-US | 9.0 | (1.9) | 10.9 | 5.4 | 4.4 | 1.0 | Futures Prices | 3-Jul | |||
| Last Px | Px Chg | High | Low | ||||||||||||
| KR MAIN PAGES | YIELD CURVES | CURVE HISTORY | 105.256 | 0.026 | |||||||||||
| KR Live Commentary | Belly vs Wings | Belly History | 110.286 | 0.046 | |||||||||||
| RichCheap News & Prices | Futures Curve & Hist Data | Futures Cve 1wk | 114.114 | 0.044 | |||||||||||
| Site Map & Menus | Tsys & Futures Side-by-Side | Tsys Curve 1wk | 115.280 | (0.080) | |||||||||||
| Actives On-the-Runs | Tsys Curve and Hist Data | Sector Compare | |||||||||||||
| Dividend Yield | Tsys/Futures Basis | Sectors Std Dev | |||||||||||||
| Refresh This Page | 2yr Sector Sprds | ||||||||||||||