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