| ED Spreads: Inter-Market Yield Spreads | 3:00 PM | 30-Dec | |||||||||||||||||
| Sell | Last | Yld Chg | Price | Px Chg | ED5yr | ||||||||||||||
| ED5yr | 2.800 | 0.3 | 97.200 | (0.300) | 2.800 | FV | Buy ED2yr vs Sell TU | 40.0 | |||||||||||
| FV | 1.878 | 3.7 | 119.186 | (0.062) | 92.2 | 1.878 | 5YR | Buy TU vs Sell 2Y | 66.4 | ||||||||||
| 5yr | 1.448 | (0.0) | 100.080 | 0.000 | 135.2 | 43.0 | 1.448 | Green | Buy ED2YR vs Sell 2Y | 106.4 | |||||||||
| Green | 3.090 | 0.0 | 96.910 | (0.011) | (29.0) | (121.2) | (164.2) | 3.090 | Red | ||||||||||
| Red | 2.304 | 0.1 | 97.696 | (0.001) | 49.6 | (42.6) | (85.6) | 78.6 | 2.304 | ED2yr | |||||||||
| ED2yr | 1.797 | (1.0) | 98.203 | 1.000 | 100.3 | 8.1 | (34.9) | 129.3 | 50.7 | 1.797 | TU | ||||||||
| TU | 1.397 | (3.8) | 109.014 | 0.024 | 140.3 | 48.0 | 5.1 | 169.3 | 90.6 | 40.0 | 1.397 | 2yr | |||||||
| 2yr | 0.733 | (4.7) | 100.090 | 0.030 | 206.7 | 114.5 | 71.5 | 235.7 | 157.1 | 106.4 | 66.4 | 0.733 | ED1yr | ||||||
| ED1yr | 1.290 | (2.1) | 98.710 | 0.021 | 151.0 | 58.8 | 15.8 | 180.0 | 101.4 | 50.7 | 10.7 | (55.7) | 1.290 | GEU0 | |||||
| GEU0 | 2.530 | 1.0 | 97.470 | (0.010) | 27.0 | (65.2) | (108.2) | 56.0 | (22.6) | (73.3) | (113.3) | (179.7) | (124.0) | 2.530 | GEM0 | ||||
| GEM0 | 2.435 | 1.0 | 97.565 | (0.010) | 36.5 | (55.7) | (98.7) | 65.5 | (13.1) | (63.8) | (103.8) | (170.2) | (114.5) | 9.5 | 2.435 | GEH0 | |||
| GEH0 | 1.700 | (2.5) | 98.300 | 0.025 | 110.0 | 17.8 | (25.2) | 139.0 | 60.4 | 9.7 | (30.3) | (96.7) | (41.0) | 83.0 | 73.5 | 1.700 | GEZ9 | ||
| GEZ9 | 1.480 | (2.0) | 98.520 | 0.020 | 132.0 | 39.8 | (3.2) | 161.0 | 82.4 | 31.7 | (8.3) | (74.7) | (19.0) | 105.0 | 95.5 | 22.0 | 1.480 | GEU9 | |
| GEU9 | 1.370 | (1.0) | 98.630 | 0.010 | 143.0 | 50.8 | 7.8 | 172.0 | 93.4 | 42.7 | 2.7 | (63.7) | (8.0) | 116.0 | 106.5 | 33.0 | 11.0 | 1.370 | GEM9 |
| GEM9 | 1.215 | (1.5) | 98.630 | 0.015 | 158.5 | 66.3 | 23.3 | 187.5 | 108.9 | 58.2 | 18.2 | (48.2) | 7.5 | 131.5 | 122.0 | 48.5 | 26.5 | 15.5 | 1.215 |
| GEH9 | 1.095 | (4.0) | 98.905 | 0.040 | 170.5 | 78.3 | 35.3 | 199.5 | 120.9 | 70.2 | 30.2 | (36.2) | 19.5 | 143.5 | 134.0 | 60.5 | 38.5 | 27.5 | 12.0 |