FRB: FEDS Notes: Measuring Agency MBS Market Liquidity with Transaction Data

Measuring Agency MBS Market Liquidity with Transaction Data, Accessible Data

Accessible version of figures

Figure 1: Average Daily Trading Volume

Source: BrokerTec(UST), TRACE(MBS&CORP). All volume series are 1-month moving averages.

UST: daily interdealer nominal trading volume of on-the-run 10-year US treasury bond. MBS: daily averages of trading volume of 3.0%, 3.5% and 4.0% coupon, 30-year, To-Be-Announced MBS issued by Fannie Mae. CORP: daily trading volume per bond of 100 most frequently traded investment grade bonds.

Date	UST (Trading Volume - $ Billions)	MBS (Trading Volume - $ Billions)	CORP (Trading Volume - $ Millions)
5/16/2011	25.7595	14.0833	21.4407
5/17/2011	25.4483	13.7614	20.5099
5/18/2011	26.4558	15.2091	20.7665
5/19/2011	27.0042	15.1500	21.3939
5/20/2011	27.9361	15.3049	20.9974
5/23/2011	27.5577	16.4193	20.6316
5/24/2011	27.6579	18.0915	20.6023
5/25/2011	28.1251	19.4985	21.1856
5/26/2011	28.5876	20.3860	21.8749
5/27/2011	28.4502	19.8228	21.8883
5/31/2011	28.9976	19.6309	22.1931
6/1/2011	29.5999	19.8528	21.8871
6/2/2011	29.8828	20.1976	22.1608
6/3/2011	29.2547	19.6349	21.9286
6/6/2011	29.3876	19.5472	21.4081
6/7/2011	29.4025	19.1070	21.9067
6/8/2011	29.1575	18.9417	22.6270
6/9/2011	29.8108	18.9885	22.8709
6/10/2011	29.5983	17.9269	22.4038
6/13/2011	30.0035	17.8919	22.0067
6/14/2011	30.1070	17.6043	22.3036
6/15/2011	30.6743	17.6126	22.8075
6/16/2011	30.6805	16.8715	23.1578
6/17/2011	30.1425	16.6665	22.9020
6/20/2011	29.6471	16.6340	23.2352
6/21/2011	29.6100	16.4165	23.2336
6/22/2011	29.2667	15.9201	24.5324
6/23/2011	28.7426	14.9622	24.8995
6/24/2011	28.4013	16.1073	24.3783
6/27/2011	28.2933	17.5232	24.0914
6/28/2011	28.6247	18.7800	24.3588
6/29/2011	28.7845	18.8933	24.3722
6/30/2011	28.1713	18.6385	24.1320
7/1/2011	27.6222	18.1439	23.5564
7/5/2011	27.5527	19.1866	23.7221
7/6/2011	28.5572	19.6012	24.2449
7/7/2011	29.5276	19.7306	24.6798
7/8/2011	28.7315	19.5148	24.6001
7/11/2011	28.6589	19.4886	24.8574
7/12/2011	28.4572	19.6725	25.3220
7/13/2011	28.2307	20.2998	25.3471
7/14/2011	27.8670	21.8465	25.7323
7/15/2011	27.8946	22.0616	25.3224
7/18/2011	28.3785	23.0183	25.1339
7/19/2011	28.7872	23.9636	25.2389
7/20/2011	30.0057	23.8872	25.5474
7/21/2011	31.5505	23.9707	25.2537
7/22/2011	32.9694	25.1461	24.5475
7/25/2011	33.5160	24.6276	24.9576
7/26/2011	34.6819	25.6647	26.4201
7/27/2011	36.2326	25.3331	27.6378
7/28/2011	36.6173	26.1116	27.9617
7/29/2011	36.3794	26.9524	27.8487
8/1/2011	35.9940	27.8743	27.8827
8/2/2011	36.2449	28.0281	28.4399
8/3/2011	36.2213	28.5431	28.7761
8/4/2011	36.1183	29.0860	28.7144
8/5/2011	35.5451	29.8606	27.8793
8/8/2011	35.3937	30.4366	27.2998
8/9/2011	35.4360	30.9482	27.6664
8/10/2011	35.8210	31.2436	27.6803
8/11/2011	35.9767	31.3702	27.9415
8/12/2011	35.7886	30.3976	27.2813
8/15/2011	34.8540	29.9058	26.8675
8/16/2011	34.2813	29.7121	26.8550
8/17/2011	34.0224	29.0272	26.7361
8/18/2011	33.3962	29.0458	26.5189
8/19/2011	32.3407	29.0204	24.9983
8/22/2011	31.2120	28.0945	25.1259
8/23/2011	30.4251	27.2453	24.1861
8/24/2011	29.4055	27.3285	22.6474
8/25/2011	27.5148	28.0562	21.3951
8/26/2011	26.6246	28.0852	20.8050
8/29/2011	26.4394	27.7857	20.4894
8/30/2011	27.0368	27.2130	20.5402
8/31/2011	27.4893	26.4726	20.5713
9/1/2011	27.9605	25.9216	20.5303
9/2/2011	27.0411	25.0840	19.6476
9/6/2011	27.1172	23.8630	19.3016
9/7/2011	27.3766	24.0867	19.1768
9/8/2011	27.9906	24.4989	19.1563
9/9/2011	28.1762	25.1374	18.5124
9/12/2011	28.2903	25.3111	18.2905
9/13/2011	28.6927	26.2318	18.6644
9/14/2011	29.3270	25.9336	18.9205
9/15/2011	29.2237	26.2712	18.5016
9/16/2011	28.9904	26.1142	18.4967
9/17/2011	28.8019	25.6967	19.0456
9/19/2011	28.8115	25.7951	18.7033
9/20/2011	29.2912	26.9067	19.1472
9/21/2011	29.5678	28.2543	19.6512
9/22/2011	29.6639	29.0268	19.9085
9/23/2011	30.1370	30.6158	19.4590
9/26/2011	30.2307	30.4690	19.3226
9/27/2011	30.2380	31.7596	19.2472
9/28/2011	30.4078	32.6343	19.9132
9/29/2011	30.1800	33.2211	20.6816
9/30/2011	29.6559	33.5368	20.0825
10/3/2011	29.6161	35.8058	19.9628
10/4/2011	29.9958	36.0136	20.6650
10/5/2011	30.4980	35.4173	21.1789
10/6/2011	30.6722	34.9492	21.0267
10/7/2011	29.7838	34.2452	20.9990
10/11/2011	29.5423	32.9499	21.0983
10/12/2011	29.8924	32.6620	21.5578
10/13/2011	30.5269	33.6293	22.3661
10/14/2011	30.4116	32.8891	22.7259
10/17/2011	30.3581	33.8871	22.8582
10/18/2011	31.1767	34.6150	23.2757
10/19/2011	30.7919	33.8497	23.0968
10/20/2011	31.0146	33.5304	23.3184
10/21/2011	31.2458	32.1769	23.8012
10/24/2011	30.8766	31.5148	24.1566
10/25/2011	30.7768	34.0929	24.7173
10/26/2011	31.5775	33.6069	25.1914
10/27/2011	31.5646	33.7065	24.5393
10/28/2011	31.5867	34.2624	23.7674
10/31/2011	31.4789	34.7530	23.6582
11/1/2011	31.6872	34.6128	24.0246
11/2/2011	31.2343	35.7137	23.9390
11/3/2011	31.5022	36.0452	24.4557
11/4/2011	30.8308	36.5143	24.3075
11/7/2011	30.5581	38.0711	23.9154
11/8/2011	30.7197	39.0934	24.3389
11/9/2011	30.2604	38.6377	23.8186
11/10/2011	30.0823	39.4544	23.4685
11/14/2011	28.0878	38.3559	22.1320
11/15/2011	28.0657	37.5350	22.4389
11/16/2011	27.7007	36.9925	22.6736
11/17/2011	27.5693	37.3609	23.6126
11/18/2011	27.1769	37.3728	23.5778
11/21/2011	26.5271	37.3345	23.2070
11/22/2011	26.1423	36.7751	23.5287
11/23/2011	26.0125	34.9275	23.6438
11/25/2011	24.8721	34.7831	23.9947
11/28/2011	24.4249	34.5403	23.5669
11/29/2011	24.8304	34.4891	23.9777
11/30/2011	24.9639	34.5095	24.0594
12/1/2011	24.8418	33.9880	23.9238
12/2/2011	24.2853	33.9774	23.3000
12/5/2011	23.9469	34.3733	23.2748
12/6/2011	23.9738	33.9278	23.7139
12/7/2011	23.6873	33.9916	23.6790
12/8/2011	23.1973	33.9353	23.7830
12/9/2011	22.5778	32.9899	23.7830
12/12/2011	23.2987	34.3814	23.7830
12/13/2011	22.2255	33.0298	23.4364
12/14/2011	21.3470	32.6955	22.6498
12/15/2011	19.8977	31.8505	21.9166
12/16/2011	18.8832	30.6577	20.8371
12/19/2011	18.3945	29.4298	20.4929
12/20/2011	18.1745	29.2848	19.4637
12/21/2011	18.2669	30.7248	19.8848
12/22/2011	18.3163	32.0707	19.6921
12/23/2011	18.2453	35.8980	19.4063
12/27/2011	18.4931	41.9230	20.2763
12/28/2011	18.5424	42.8539	19.9432
12/29/2011	18.6988	43.6106	19.8935
12/30/2011	21.0437	43.3946	19.8999
1/3/2012	21.4079	43.6994	19.5471
1/4/2012	22.0110	44.6131	20.9912
1/5/2012	23.1673	44.9119	21.8054
1/6/2012	23.8501	45.9798	22.8806
1/9/2012	24.6707	47.0788	22.2583
1/10/2012	24.7115	47.3512	21.9544
1/11/2012	26.6053	49.7359	22.8284
1/12/2012	27.8468	53.5765	23.6961
1/13/2012	28.7541	55.7794	24.5629
1/17/2012	29.9974	57.7798	23.5047
1/18/2012	30.7622	58.6501	25.2881
1/19/2012	30.9146	58.5280	26.4690
1/20/2012	31.6457	58.2942	26.8412
1/23/2012	31.3632	56.3433	26.3019
1/24/2012	32.0123	59.1969	26.7166
1/25/2012	32.3611	61.4047	27.6992
1/26/2012	32.7124	65.0492	29.6799
1/27/2012	32.6935	65.7807	29.8925
1/30/2012	30.6025	66.6510	29.7835
1/31/2012	30.7229	66.2466	30.2366
2/1/2012	31.0561	69.0211	30.6402
2/2/2012	31.2271	69.0335	29.8415
2/3/2012	30.5021	68.8896	29.0960
2/6/2012	30.6398	70.5286	28.9337
2/7/2012	30.5436	71.0783	29.0412
2/8/2012	30.5596	70.1640	29.7294
2/9/2012	29.8341	69.1869	30.1384
2/10/2012	29.1160	67.6793	30.6312
2/13/2012	28.8661	66.3926	30.6633
2/14/2012	29.1699	66.2110	31.4325
2/15/2012	29.4057	66.9521	31.9021
2/16/2012	29.6286	68.1635	31.2783
2/17/2012	29.5417	67.9006	29.7891
2/21/2012	28.7852	70.3788	29.6524
2/22/2012	28.5034	68.8146	29.9781
2/23/2012	28.4487	66.2460	28.8381
2/24/2012	28.2366	62.9083	26.5229
2/27/2012	27.5657	62.1418	25.8788
2/28/2012	28.6087	62.4683	26.3683
2/29/2012	29.4490	63.4211	26.0558
3/1/2012	29.6948	61.7150	26.1279
3/2/2012	29.6488	61.4045	25.5493
3/5/2012	30.3559	61.8050	25.7320
3/6/2012	30.4886	61.1176	25.8827
3/7/2012	30.8930	62.8935	26.2394
3/8/2012	31.0814	63.2705	26.0246
3/9/2012	30.9990	63.1759	25.1351
3/12/2012	30.9548	61.7143	24.1582
3/13/2012	31.2435	62.7160	23.7565
3/14/2012	31.2487	63.2473	23.8029
3/15/2012	30.6996	61.8869	23.7289
3/16/2012	30.6066	59.2469	23.0089
3/19/2012	30.7263	58.1168	22.5208
3/20/2012	31.6302	58.0452	23.1032
3/21/2012	31.9480	57.6311	22.6613
3/22/2012	32.0903	57.0293	22.0864
3/23/2012	31.3588	54.6632	21.7621
3/26/2012	30.7102	57.0581	22.0522
3/27/2012	31.6682	59.6926	22.5120
3/28/2012	31.0047	59.7055	22.4199
3/29/2012	30.2592	57.6135	22.1353
3/30/2012	29.7717	56.4866	21.6830
4/2/2012	29.3343	55.5530	21.7659
4/3/2012	28.6123	55.4152	22.2100
4/4/2012	28.0536	54.9718	22.1387
4/5/2012	27.7772	53.1086	22.8929
4/6/2012	27.0869	52.7887	22.4322
4/9/2012	26.7380	53.1075	22.5362
4/10/2012	26.7606	53.6989	23.4787
4/11/2012	26.8785	52.6292	23.9593
4/12/2012	26.4507	51.7575	23.7924
4/13/2012	26.0782	50.6813	23.5770
4/16/2012	25.1488	50.9492	24.3537
4/17/2012	25.1792	52.0671	24.9725
4/18/2012	24.5184	51.1719	25.4527
4/19/2012	24.0160	50.3357	26.0861
4/20/2012	24.1068	48.3879	25.7140
4/23/2012	24.0665	51.4221	24.9909
4/24/2012	24.3789	50.8841	25.7538
4/25/2012	24.2944	51.9409	26.1315
4/26/2012	24.4666	52.7138	26.4376
4/27/2012	23.7466	52.4389	26.6120
4/30/2012	23.5795	53.1522	27.1866
5/1/2012	23.8597	53.8697	27.8614
5/2/2012	24.3454	53.8602	27.7146
5/3/2012	25.1490	54.0297	27.6697
5/4/2012	25.2848	56.7491	26.8979
5/7/2012	25.4225	57.2060	26.7955
5/8/2012	25.9333	57.7678	27.4614
5/9/2012	26.3740	57.5124	27.3460
5/10/2012	26.2892	60.2125	27.5105
5/11/2012	25.7604	59.1067	27.6219
5/14/2012	26.0151	60.5156	28.0434
5/15/2012	27.2363	59.9632	27.3911
5/16/2012	27.5561	60.0556	27.0514
5/17/2012	28.5209	61.6605	26.6377
5/18/2012	29.6447	61.8942	25.7091
5/21/2012	29.4224	64.2606	25.5359
5/22/2012	30.1090	63.0302	26.2000
5/23/2012	30.9755	64.4010	26.1154
5/24/2012	31.0967	64.5938	26.7464
5/25/2012	31.0073	69.5492	26.9889
5/29/2012	31.9497	73.2882	27.1194
5/30/2012	32.3115	78.3549	26.5756
5/31/2012	32.4810	78.7368	26.4481
6/1/2012	31.8603	79.0137	25.8097
6/4/2012	31.5508	76.4988	25.4860
6/5/2012	32.0335	77.8171	26.3452
6/6/2012	32.6735	78.7694	26.5865
6/7/2012	32.9775	81.3395	27.0424
6/8/2012	32.9027	78.5625	27.1598
6/11/2012	33.1442	80.0801	26.6768
6/12/2012	32.8404	79.0869	26.7124
6/13/2012	31.9990	80.4642	27.3748
6/14/2012	31.6959	82.6467	27.4601
6/15/2012	31.0916	79.9688	27.1500
6/18/2012	30.0756	77.8177	27.0640
6/19/2012	29.6552	75.8725	26.9176
6/20/2012	29.7253	76.5193	27.1060
6/21/2012	28.7814	75.6417	26.1477
6/22/2012	28.1410	76.0176	24.6736
6/25/2012	27.5687	73.7130	24.0081
6/26/2012	27.2060	73.9506	24.0234
6/27/2012	27.6730	79.2694	23.9658
6/28/2012	27.1688	73.9570	24.7695
6/29/2012	26.4365	72.7953	24.7931
7/2/2012	26.2076	71.9896	25.0648
7/3/2012	26.4189	72.3798	25.7505
7/5/2012	25.6139	72.1606	25.4573
7/6/2012	24.8688	69.4061	24.9616
7/9/2012	24.7100	71.1155	24.3697
7/10/2012	25.1130	72.3319	24.9509
7/11/2012	24.8996	75.1258	25.0059
7/12/2012	25.1455	74.7904	25.3187
7/13/2012	26.1020	71.0742	25.4401
7/16/2012	25.6835	70.6884	25.1609
7/17/2012	25.9339	72.3776	26.5191
7/18/2012	26.6033	71.4417	28.3270
7/19/2012	27.4617	71.6021	29.0032
7/20/2012	27.9097	71.0806	30.0633
7/23/2012	27.5768	68.8895	31.1968
7/24/2012	27.8602	70.4786	32.2216
7/25/2012	28.2310	71.1275	32.7683
7/26/2012	27.9091	68.7476	33.4259
7/27/2012	27.5029	68.4172	33.0659
7/30/2012	27.2570	68.7961	33.3092
7/31/2012	27.8330	69.3183	34.1945
8/1/2012	28.2183	68.5483	34.2926
8/2/2012	28.8929	66.8016	34.4499
8/3/2012	28.1643	66.5600	34.1118
8/6/2012	27.9455	66.1362	33.7397
8/7/2012	27.9976	65.8723	34.3879
8/8/2012	28.2179	65.1083	34.1449
8/9/2012	28.2376	62.2014	33.8750
8/10/2012	27.9075	61.3742	33.0675
8/13/2012	26.3210	61.3159	32.6540
8/14/2012	26.0918	61.8160	32.7234
8/15/2012	25.8149	60.1167	31.4322
8/16/2012	25.4836	60.3935	30.1204
8/17/2012	24.9892	58.7710	28.7810
8/20/2012	24.4545	57.2021	28.5332
8/21/2012	24.8053	56.3475	28.1752
8/22/2012	24.9162	53.1997	28.4926
8/23/2012	24.9614	53.8811	28.0969
8/24/2012	25.5076	53.6013	27.3855
8/27/2012	25.7952	56.4959	27.3363
8/28/2012	26.0802	58.6474	28.0772
8/29/2012	26.1922	59.2290	27.9107
8/30/2012	27.1383	61.7263	28.3039
8/31/2012	27.8010	62.8905	28.6747
9/4/2012	28.9339	63.8643	28.9838
9/5/2012	29.3766	65.2473	29.3879
9/6/2012	29.6770	66.9745	30.2544
9/7/2012	29.7190	67.5605	30.7298
9/10/2012	29.5865	69.3896	30.9792
9/11/2012	30.5967	70.0641	31.4109
9/12/2012	31.0905	71.1327	31.6138
9/13/2012	31.5366	74.3196	32.1689
9/14/2012	32.3311	73.4937	32.9762
9/17/2012	32.2830	74.7337	33.6330
9/18/2012	32.0923	75.4877	34.4285
9/19/2012	32.3774	77.8605	34.7625
9/20/2012	32.5869	79.2113	33.8747
9/21/2012	32.8841	79.4996	33.6265
9/24/2012	32.3509	78.9268	33.8884
9/25/2012	32.3182	80.7462	33.2686
9/26/2012	33.0233	80.0925	32.4455
9/27/2012	33.2315	80.8898	32.2687
9/28/2012	31.9359	78.3091	31.8579
10/1/2012	30.6768	77.5986	31.1756
10/2/2012	31.0961	77.8376	35.1017
10/3/2012	31.7096	77.8143	35.4978
10/4/2012	31.9669	76.0970	35.5715
10/5/2012	31.7601	74.2397	35.2311
10/9/2012	32.3540	71.5054	35.6182
10/10/2012	32.3214	71.3159	36.4498
10/11/2012	32.7161	70.3784	36.8081
10/12/2012	32.6076	67.0680	36.2650
10/15/2012	30.9408	62.3383	34.4709
10/16/2012	29.2766	62.1784	33.2263
10/17/2012	29.1118	59.2472	31.3957
10/18/2012	28.8867	55.9498	31.2790
10/19/2012	28.9312	53.1834	31.2307
10/22/2012	28.2665	52.1848	31.0190
10/23/2012	28.2404	54.0876	31.1820
10/24/2012	29.5855	54.5510	31.8122
10/25/2012	29.7670	56.7650	32.2187
10/26/2012	29.5165	58.4154	31.7242
10/28/2012	29.6069	59.3021	31.8437
10/29/2012	29.6069	59.3021	31.8437
10/30/2012	29.7011	58.0776	31.4671
10/31/2012	29.8600	57.9629	28.1602
11/1/2012	29.2704	57.7013	28.4357
11/2/2012	29.0610	57.4179	27.5593
11/4/2012	28.8954	57.8571	27.1918
11/5/2012	28.4269	56.8643	26.7702
11/6/2012	28.6758	57.4798	26.7094
11/7/2012	28.2107	56.6655	25.4899
11/8/2012	28.0030	56.7814	24.5896
11/9/2012	26.2878	54.6393	24.1598
11/13/2012	26.7151	61.1586	26.2509
11/14/2012	28.2177	60.5360	28.3167
11/15/2012	28.4325	61.3141	30.5830
11/16/2012	28.5216	61.3058	30.8178
11/19/2012	27.9355	65.1860	30.7558
11/20/2012	27.8813	61.2682	31.6118
11/21/2012	27.8568	61.5664	32.9899
11/23/2012	25.9532	60.2978	33.8130
11/26/2012	24.9285	58.1347	34.3263
11/27/2012	24.8196	56.7409	34.1226
11/28/2012	25.7612	57.8942	35.4761
11/29/2012	25.7791	57.9301	35.8212
11/30/2012	25.3506	56.9819	34.5895
12/3/2012	24.8635	55.9228	34.2911
12/4/2012	25.7643	56.1082	35.0492
12/5/2012	25.9974	55.1701	35.5163
12/6/2012	26.2699	55.1499	35.7859
12/7/2012	25.9664	54.0429	34.6371
12/10/2012	25.8838	54.7711	34.6371
12/11/2012	26.3433	55.0476	35.4739
12/12/2012	25.2409	52.4848	34.0743
12/13/2012	24.7601	50.8752	32.6432
12/14/2012	24.0658	49.2999	30.2702
12/17/2012	23.3185	47.6531	29.9539
12/18/2012	23.3744	46.1948	29.9317
12/19/2012	23.7712	44.5308	28.4123
12/20/2012	24.6034	44.8272	27.1282
12/21/2012	25.8779	44.4843	25.8423
12/24/2012	25.2082	43.5201	24.7176
12/26/2012	26.5854	52.5308	25.6002
12/27/2012	26.4654	54.0458	25.2646
12/28/2012	26.1618	54.8792	24.4363
12/31/2012	26.4077	55.7838	24.4962
1/2/2013	26.0629	59.8194	26.5722
1/3/2013	26.4243	60.1879	27.7379
1/4/2013	26.2220	60.1642	28.4847
1/7/2013	26.5733	61.7344	29.4643
1/8/2013	27.6817	64.3678	28.9892
1/9/2013	27.5125	64.2980	28.9229
1/10/2013	29.3044	66.3421	29.9715
1/11/2013	30.4263	68.0688	30.5510
1/14/2013	31.7220	70.2362	31.0543
1/15/2013	33.0165	72.2657	30.7000
1/16/2013	34.2916	71.9846	30.6379
1/17/2013	34.7625	71.7736	31.0081
1/18/2013	35.7716	69.7467	29.9753
1/22/2013	36.0858	67.1443	30.1187
1/23/2013	36.7217	65.3149	29.7533
1/24/2013	37.1345	65.3870	28.7619
1/25/2013	36.5470	65.5355	27.4107
1/28/2013	35.8930	63.9204	26.8397
1/29/2013	35.9824	63.6244	26.3880
1/30/2013	36.7502	63.2249	25.8860
1/31/2013	37.2873	60.9695	24.4768
2/1/2013	36.7510	61.5798	22.3796
2/3/2013	37.4823	63.1561	21.8076
2/4/2013	37.4823	63.1561	21.8076
2/5/2013	36.8809	61.2910	21.2780
2/6/2013	37.7304	60.1664	21.1047
2/7/2013	38.5032	59.4411	20.5249
2/8/2013	37.7407	58.7612	19.8074
2/11/2013	38.5927	58.3391	19.3504
2/12/2013	39.1022	57.5903	19.1588
2/13/2013	39.0297	58.0445	18.8286
2/14/2013	37.7151	57.4316	18.2240
2/15/2013	37.2249	57.4905	17.6731
2/19/2013	34.2086	59.0092	17.2330
2/20/2013	33.9358	58.1630	17.0665
2/21/2013	33.6671	58.1069	16.7607
2/22/2013	34.3823	56.7560	16.9270
2/25/2013	33.9885	54.3452	17.3273
2/26/2013	34.2709	55.1481	17.7101
2/27/2013	34.8963	55.5988	17.7611
2/28/2013	34.6302	56.0056	17.4405
3/1/2013	34.3592	55.4493	16.6928
3/3/2013	34.6280	55.8644	16.9578
3/4/2013	34.4026	55.1069	16.5816
3/5/2013	34.8677	54.7215	16.8726
3/6/2013	35.3921	55.4558	17.2971
3/7/2013	35.0934	54.9123	17.2758
3/8/2013	34.3783	54.2064	16.9602
3/11/2013	34.7313	54.4257	16.6422
3/12/2013	33.3170	54.7403	16.8473
3/13/2013	32.7119	55.0454	17.1691
3/14/2013	32.0330	53.8517	17.1416
3/15/2013	32.0235	53.8554	17.1297
3/18/2013	31.5572	52.7335	16.9314
3/19/2013	31.6008	51.0827	17.6065
3/20/2013	32.2917	51.2793	17.7688
3/21/2013	33.0310	50.7962	18.7982
3/22/2013	34.1559	52.1073	18.5924
3/25/2013	31.3446	50.7463	18.0779
3/26/2013	31.7258	52.9692	18.0840
3/27/2013	32.4814	53.4542	18.3413
3/28/2013	32.2868	52.6999	18.4257
3/31/2013	32.0845	52.6342	18.6114
4/1/2013	32.2547	52.1258	18.5580
4/2/2013	32.2052	53.3664	19.1594
4/3/2013	31.8669	53.0403	19.1520
4/4/2013	31.7912	52.4652	19.3960
4/5/2013	31.2009	53.1398	19.3782
4/7/2013	31.5322	54.1330	19.9231
4/8/2013	31.2002	52.9658	19.6124
4/9/2013	31.6551	53.0264	20.1921
4/10/2013	31.7656	52.8187	20.2656
4/11/2013	31.2733	52.6463	19.9668
4/12/2013	31.5772	53.2490	19.6798
4/15/2013	31.0890	54.7799	19.4531
4/16/2013	31.9262	55.2320	20.1147
4/17/2013	32.8014	56.1754	19.4669
4/18/2013	33.0123	56.0488	19.5248
4/19/2013	33.6632	55.0557	18.0327
4/22/2013	32.2572	54.7638	18.0468
4/23/2013	33.5676	54.4737	18.3394
4/24/2013	34.1384	55.9333	18.2014
4/25/2013	34.4340	56.9482	17.6062
4/26/2013	35.8140	57.8047	17.1887
4/29/2013	36.1551	58.6576	16.9327
4/30/2013	36.8721	59.8141	16.9546
5/1/2013	38.0975	59.6484	16.6678
5/2/2013	39.0030	60.8211	16.7439
5/3/2013	39.6231	62.0290	15.9443
5/6/2013	40.1845	61.8595	15.5900
5/7/2013	41.5636	64.0556	15.5044
5/8/2013	43.8126	65.0029	15.3116
5/9/2013	45.6857	66.3390	15.1028
5/10/2013	46.0682	66.0130	15.0709
5/13/2013	46.9422	66.9699	15.1153
5/14/2013	49.2269	68.2461	15.1186
5/15/2013	51.1295	68.9992	14.9890
5/16/2013	51.6314	69.8440	15.3322
5/17/2013	54.0432	67.7893	14.9475
5/20/2013	54.2857	66.6906	15.4156
5/21/2013	55.4002	69.0014	15.7889
5/22/2013	56.5798	68.8757	15.9047
5/23/2013	58.1767	68.0042	16.5649
5/24/2013	59.2257	69.9431	16.9793
5/28/2013	59.4287	70.4532	18.0933
5/29/2013	59.4304	68.5257	18.5017
5/30/2013	60.0570	67.6430	18.7929
5/31/2013	59.5763	66.4125	18.5366
6/3/2013	59.0905	65.2076	18.9721
6/4/2013	59.3848	64.9878	19.6356
6/5/2013	59.7649	63.5060	19.9114
6/6/2013	59.1783	63.6924	20.2450
6/7/2013	58.9104	62.9843	20.6196
6/9/2013	60.1442	61.2030	20.6196
6/10/2013	60.2382	60.9302	20.6341
6/11/2013	59.8020	61.2817	20.8534
6/12/2013	59.0350	61.1382	21.1407
6/13/2013	57.7551	61.0061	21.0846
6/14/2013	58.0152	59.0630	21.0466
6/17/2013	55.2216	59.4816	21.3499
6/18/2013	53.8785	60.1050	21.3680
6/19/2013	52.6530	56.9703	20.7949
6/20/2013	52.6619	54.3215	20.6624
6/21/2013	51.8853	51.5851	19.5147
6/23/2013	51.0242	48.7734	19.3430
6/24/2013	50.2822	53.3547	19.1632
6/25/2013	49.2193	56.2223	19.4805
6/26/2013	48.4794	57.8066	19.3014
6/27/2013	48.1791	59.7675	18.9958
6/28/2013	46.3976	58.8405	18.6626
7/1/2013	45.3777	58.1158	18.5573
7/2/2013	45.0402	59.1072	18.6475
7/3/2013	45.2541	59.0327	18.5610
7/5/2013	41.5197	56.8013	18.3238
7/8/2013	39.4359	58.2937	17.9072
7/9/2013	37.7439	57.2546	17.7652
7/10/2013	37.2637	55.7626	17.3421
7/11/2013	36.7753	54.7463	17.0477
7/12/2013	35.5313	53.3432	16.6277
7/15/2013	34.1369	52.4181	16.4256
7/16/2013	33.8218	50.7463	16.2487
7/17/2013	34.9449	49.8596	16.1463
7/18/2013	36.2296	50.4009	16.4913
7/19/2013	36.6521	50.8672	16.3626
7/22/2013	35.1825	52.3534	16.7238
7/23/2013	34.6984	52.4058	16.6671
7/24/2013	34.9009	48.8061	16.4350
7/25/2013	34.3719	46.8220	16.2829
7/26/2013	33.1345	44.4519	15.9388
7/29/2013	32.8190	44.0017	15.9050
7/30/2013	33.5230	44.1496	15.9249
7/31/2013	33.1906	43.2866	15.9348
8/1/2013	33.6347	42.8355	15.6038
8/2/2013	34.0069	42.7563	15.1081
8/5/2013	34.4647	42.2078	14.9546
8/6/2013	34.8155	42.1449	15.0088
8/7/2013	35.6331	41.7804	14.8632
8/8/2013	35.5479	41.5225	14.8873
8/9/2013	35.7282	41.3490	14.7420
8/12/2013	35.7522	40.9522	14.7515
8/13/2013	36.3150	41.1460	14.9113
8/14/2013	36.7653	40.9350	14.8207
8/15/2013	36.1506	39.7364	14.5269
8/16/2013	35.6680	38.9203	13.9794
8/19/2013	35.1962	37.8567	13.9890
8/20/2013	36.0653	35.5705	14.0979
8/21/2013	36.4396	34.4278	14.2932
8/22/2013	37.1672	33.2159	13.8930
8/23/2013	38.2290	33.2893	13.7661
8/26/2013	38.6433	37.9716	13.8654
8/27/2013	39.3177	40.3456	14.4755
8/28/2013	40.0994	41.1992	14.7365
8/29/2013	41.0948	41.2963	14.9233
8/30/2013	40.0173	40.9892	14.8571
9/3/2013	40.1266	40.9395	15.2364
9/4/2013	41.5475	41.1567	15.4590
9/5/2013	41.5007	41.9142	15.6351
9/6/2013	41.1189	41.8180	16.3046
9/9/2013	40.2046	41.6169	16.2770
9/10/2013	40.8533	42.4747	16.4089
9/11/2013	40.8370	43.3754	16.4537
9/12/2013	40.8634	44.3884	16.7029
9/13/2013	40.1467	44.6084	16.7325
9/16/2013	39.8711	44.4605	16.8944
9/17/2013	39.5472	44.7566	16.7223
9/18/2013	39.2564	46.4960	16.6217
9/19/2013	39.5620	46.9790	16.3679
9/20/2013	38.4023	47.0978	16.4774
9/23/2013	36.7848	46.6208	16.3391
9/24/2013	37.0621	44.1803	16.3560
9/25/2013	37.0005	42.7087	15.8670
9/26/2013	36.4783	41.9489	15.6683
9/27/2013	35.6675	41.3415	14.9761
9/30/2013	34.1325	40.3273	15.1100
10/1/2013	33.1230	40.1136	14.9425
10/2/2013	33.5350	40.3882	14.7815
10/3/2013	32.4681	40.6210	14.5384
10/4/2013	31.7519	40.1039	14.2083
10/6/2013	31.7371	38.6676	13.3419
10/7/2013	31.3594	37.6692	13.2857
10/8/2013	32.2662	37.9764	13.5214
10/9/2013	31.9943	37.9689	13.5387
10/10/2013	31.6941	37.2019	13.7984
10/11/2013	31.0533	36.6106	13.6611
10/14/2013	30.5561	36.4052	13.4083
10/15/2013	30.2660	36.8763	13.5653
10/16/2013	30.7650	36.9262	13.7731
10/17/2013	31.4686	35.9929	14.1276
10/18/2013	31.5708	34.8143	14.1199
10/20/2013	31.9762	33.0257	14.1964
10/21/2013	31.3763	35.5656	14.0771
10/22/2013	32.3797	34.7274	14.3796
10/23/2013	32.5482	35.9522	14.3365
10/24/2013	33.3660	39.3898	14.3938
10/25/2013	34.2297	40.7644	14.1362
10/28/2013	34.5706	41.8088	14.4877
10/29/2013	35.9306	43.0450	14.6687
10/30/2013	36.2290	43.2768	15.3555
10/31/2013	36.5766	43.0758	15.6528
11/1/2013	36.1000	42.5374	15.7423
11/4/2013	35.9979	44.1320	15.7890
11/5/2013	36.5200	44.6410	15.9697
11/6/2013	37.3626	44.8560	16.2065
11/7/2013	38.3766	44.4680	16.4963
11/8/2013	38.0151	44.4489	16.4024
11/12/2013	39.1704	45.2407	16.8187
11/13/2013	39.4975	44.7300	16.4784
11/14/2013	39.2843	44.3565	16.4279
11/15/2013	37.3224	43.0248	16.2161
11/18/2013	36.9885	41.9633	16.4764
11/19/2013	37.6506	42.7551	17.0967
11/20/2013	38.1224	42.5602	17.3277
11/21/2013	38.2403	43.8561	17.7925
11/22/2013	37.9539	42.9162	17.9328
11/25/2013	35.8134	42.4436	18.4472
11/26/2013	35.6959	42.2252	19.0396
11/27/2013	36.3352	41.7167	19.2486
11/29/2013	35.5044	41.5799	19.6421
12/2/2013	35.4739	41.8234	19.6849
12/3/2013	35.5609	42.2905	20.2336
12/4/2013	36.4486	42.1915	20.5788
12/5/2013	35.7312	41.8722	20.4563
12/6/2013	34.8011	41.8486	20.0249
12/9/2013	34.3831	41.5907	19.5079
12/10/2013	33.4829	41.0178	19.7526
12/11/2013	33.3661	40.3504	19.9326
12/12/2013	31.8263	39.0264	19.9406
12/13/2013	30.9135	37.5736	19.3103
12/16/2013	30.9372	37.6801	18.8086
12/17/2013	30.1025	36.1755	18.8721
12/18/2013	30.0048	34.3458	18.6307
12/19/2013	28.6232	32.0773	17.4983
12/20/2013	27.6588	28.1911	16.0469
12/23/2013	26.4420	28.1430	15.3160
12/24/2013	26.6229	30.4680	14.5957
12/26/2013	27.7692	34.4226	13.1608
12/27/2013	28.7677	33.8119	12.3766
12/30/2013	29.1904	33.8581	11.1726
12/31/2013	29.5176	33.6141	10.7962
1/2/2014	29.1208	33.4633	9.5272
1/3/2014	28.0145	32.5227	8.8525
1/6/2014	27.6724	32.4681	8.6849
1/7/2014	28.0982	32.1795	8.3283

Return to text

Figure 2: Bid-Ask Spread

Source: BrokerTec(UST), TRACE(MBS&CORP). All volume series are 1-week moving averages.

UST: daily bid-ask spread of dealer quotes of on-the-run 10-year US treasury bond. MBS: daily weighted averages of closest-in-execution-time effective bid-ask spread of 3.0%, 3.5% and 4.0% coupon, 30-year, To-Be-Announced MBS issued by Fannie Mae. CORP: daily effective bid-ask spread of all investment grade corporate bonds.

Bid-Ask Spread (Basis Points)

Date	UST	MBS	CORP
5/16/2011	1.6575	5.5876	111.8172
5/17/2011	1.6800	5.8869	109.3860
5/18/2011	1.6800	5.8869	109.3860
5/19/2011	1.6800	5.8869	109.3860
5/20/2011	1.6760	5.6615	108.1839
5/23/2011	1.6700	6.6908	107.3477
5/24/2011	1.6480	6.2469	109.2693
5/25/2011	1.6480	6.2469	109.2693
5/26/2011	1.6480	6.2469	109.2693
5/27/2011	1.6500	6.1943	107.4235
5/31/2011	1.6550	7.7342	107.4767
6/1/2011	1.6550	7.7342	107.4767
6/2/2011	1.6550	7.7342	107.4767
6/3/2011	1.6520	7.5840	108.5641
6/6/2011	1.6460	7.2331	108.0450
6/7/2011	1.6560	6.0831	107.4657
6/8/2011	1.6560	6.0831	107.4657
6/9/2011	1.6560	6.0831	107.4657
6/10/2011	1.6620	5.7673	107.2294
6/13/2011	1.6820	7.2116	111.5164
6/14/2011	1.6800	7.4681	112.8601
6/15/2011	1.6800	7.4681	112.8601
6/16/2011	1.6800	7.4681	112.8601
6/17/2011	1.6760	7.3797	114.2030
6/20/2011	1.6640	6.1407	113.3247
6/21/2011	1.6900	5.8413	113.4354
6/22/2011	1.6900	5.8413	113.4354
6/23/2011	1.6900	5.8413	113.4354
6/24/2011	1.7000	6.3018	110.7541
6/27/2011	1.7460	7.3419	104.9555
6/28/2011	1.8140	7.5860	104.6300
6/29/2011	1.8140	7.5860	104.6300
6/30/2011	1.8140	7.5860	104.6300
7/1/2011	1.8425	7.6663	104.5274
7/5/2011	1.7225	7.8821	106.7863
7/6/2011	1.7225	7.8821	106.7863
7/7/2011	1.7225	7.8821	106.7863
7/8/2011	1.7200	7.2120	109.5177
7/11/2011	1.7280	6.1896	112.8070
7/12/2011	1.7380	6.5267	115.2819
7/13/2011	1.7380	6.5267	115.2819
7/14/2011	1.7380	6.5267	115.2819
7/15/2011	1.7420	7.6232	114.3777
7/18/2011	2.2300	7.6476	112.2541
7/19/2011	2.2060	7.0040	109.9849
7/20/2011	2.2060	7.0040	109.9849
7/21/2011	2.2060	7.0040	109.9849
7/22/2011	2.2080	6.3183	111.2572
7/25/2011	1.7180	5.5045	112.1074
7/26/2011	1.7240	5.6645	114.6574
7/27/2011	1.7240	5.6645	114.6574
7/28/2011	1.7240	5.6645	114.6574
7/29/2011	1.7140	6.1123	113.7325
8/1/2011	1.7220	7.2447	124.3588
8/2/2011	1.7520	8.0385	127.5499
8/3/2011	1.7520	8.0385	127.5499
8/4/2011	1.7520	8.0385	127.5499
8/5/2011	1.7900	7.8423	138.0309
8/8/2011	1.9760	10.4307	167.3554
8/9/2011	2.0000	9.9054	172.7303
8/10/2011	2.0000	9.9054	172.7303
8/11/2011	2.0000	9.9054	172.7303
8/12/2011	1.9860	9.8080	169.7604
8/15/2011	1.8380	6.9881	151.8523
8/16/2011	1.8340	6.8507	150.1369
8/17/2011	1.8340	6.8507	150.1369
8/18/2011	1.8340	6.8507	150.1369
8/19/2011	1.8300	6.9462	150.6749
8/22/2011	1.8220	7.8306	162.7308
8/23/2011	1.8360	8.0661	164.5579
8/24/2011	1.8360	8.0661	164.5579
8/25/2011	1.8360	8.0661	164.5579
8/26/2011	1.8360	7.9666	164.8684
8/29/2011	1.8260	7.1772	142.4505
8/30/2011	1.8800	6.9605	140.2524
8/31/2011	1.8800	6.9605	140.2524
9/1/2011	1.8800	6.9605	140.2524
9/2/2011	1.9025	6.8667	135.4512
9/6/2011	1.8350	6.1969	145.4173
9/7/2011	1.8350	6.1969	145.4173
9/8/2011	1.8350	6.1969	145.4173
9/9/2011	1.8260	6.0393	147.0541
9/12/2011	1.8080	5.9816	144.4668
9/13/2011	1.8040	5.8527	140.5162
9/14/2011	1.8040	5.8527	140.5162
9/15/2011	1.8040	5.8527	140.5162
9/16/2011	1.7960	5.7557	139.8993
9/17/2011	1.7920	5.6565	139.2667
9/19/2011	1.9220	5.9024	144.2509
9/20/2011	1.9340	5.8547	150.4068
9/21/2011	1.9340	5.8547	150.4068
9/22/2011	1.9340	5.8547	150.4068
9/23/2011	1.9460	6.0500	151.1628
9/26/2011	1.8220	6.1757	144.7223
9/27/2011	1.7780	5.9486	135.7097
9/28/2011	1.7780	5.9486	135.7097
9/29/2011	1.7780	5.9486	135.7097
9/30/2011	1.7660	6.0012	135.2673
10/3/2011	1.7760	5.6065	142.6312
10/4/2011	1.8300	6.8112	146.0513
10/5/2011	1.8300	6.8112	146.0513
10/6/2011	1.8300	6.8112	146.0513
10/7/2011	1.8500	6.9732	144.5432
10/11/2011	1.7825	5.9073	136.3355
10/12/2011	1.7825	5.9073	136.3355
10/13/2011	1.7825	5.9073	136.3355
10/14/2011	1.7740	5.4485	133.4845
10/17/2011	1.7980	5.0099	126.7788
10/18/2011	1.7980	5.2675	126.6301
10/19/2011	1.7980	5.2675	126.6301
10/20/2011	1.7980	5.2675	126.6301
10/21/2011	1.8060	5.3682	129.4799
10/24/2011	1.8220	6.4149	134.3940
10/25/2011	1.7980	6.0338	135.7267
10/26/2011	1.7980	6.0338	135.7267
10/27/2011	1.7980	6.0338	135.7267
10/28/2011	1.8080	6.3693	134.4849
10/31/2011	1.8420	5.7467	132.7587
11/1/2011	1.8560	6.0257	132.7484
11/2/2011	1.8560	6.0257	132.7484
11/3/2011	1.8560	6.0257	132.7484
11/4/2011	2.6200	6.0045	134.3881
11/7/2011	2.5860	5.9212	135.7709
11/8/2011	2.7625	5.8041	135.8362
11/9/2011	2.7625	5.8041	135.8362
11/10/2011	2.7625	5.8041	135.8362
11/14/2011	1.7975	5.1670	138.7986
11/15/2011	1.8160	6.1566	138.7120
11/16/2011	1.8160	6.1566	138.7120
11/17/2011	1.8160	6.1566	138.7120
11/18/2011	1.8200	6.0597	140.1872
11/21/2011	1.8975	7.5582	145.2224
11/22/2011	1.9575	6.8455	147.5080
11/23/2011	1.9575	6.8455	147.5080
11/25/2011	1.9500	6.8038	147.9368
11/28/2011	1.8600	5.3380	141.3936
11/29/2011	1.8080	5.1246	138.5743
11/30/2011	1.8080	5.1246	138.5743
12/1/2011	1.8080	5.1246	138.5743
12/2/2011	1.8100	5.2263	134.3424
12/5/2011	1.8020	5.0316	129.4803
12/6/2011	1.7940	5.0705	130.5721
12/7/2011	1.7940	5.0705	130.5721
12/8/2011	1.7940	5.0705	130.5721
12/9/2011	1.7880	4.6408	130.8247
12/12/2011	1.7960	4.4783	131.9451
12/13/2011	1.8180	4.3135	131.2228
12/14/2011	1.8180	4.3135	131.2228
12/15/2011	1.8180	4.3135	131.2228
12/16/2011	1.8300	4.6945	130.1775
12/19/2011	1.8360	4.9133	129.0914
12/20/2011	1.8240	4.7439	129.0781
12/21/2011	1.8240	4.7439	129.0781
12/22/2011	1.8240	4.7439	129.0781
12/23/2011	1.8225	4.6790	128.9098
12/27/2011	1.9175	4.2839	141.4442
12/28/2011	1.9175	4.2839	141.4442
12/29/2011	1.9175	4.2839	141.4442
12/30/2011	1.9175	4.2839	141.4442
1/3/2012	1.7625	5.1009	123.9993
1/4/2012	1.7625	5.1009	123.9993
1/5/2012	1.7625	5.1009	123.9993
1/6/2012	1.7560	4.9011	123.6734
1/9/2012	1.7360	4.5070	122.0102
1/10/2012	1.7580	4.2542	122.5585
1/11/2012	1.7580	4.2542	122.5585
1/12/2012	1.7580	4.2542	122.5585
1/13/2012	1.7650	4.2923	122.6057
1/17/2012	1.7175	3.8937	121.6958
1/18/2012	1.7175	3.8937	121.6958
1/19/2012	1.7175	3.8937	121.6958
1/20/2012	1.7140	3.8655	122.2620
1/23/2012	1.7220	5.6336	122.0172
1/24/2012	1.7180	5.9761	124.3932
1/25/2012	1.7180	5.9761	124.3932
1/26/2012	1.7180	5.9761	124.3932
1/27/2012	1.7180	5.9411	124.4296
1/30/2012	1.6920	4.0819	121.5373
1/31/2012	1.6900	4.2696	120.1574
2/1/2012	1.6900	4.2696	120.1574
2/2/2012	1.6900	4.2696	120.1574
2/3/2012	1.6920	4.9441	119.9789
2/6/2012	1.7240	5.7736	118.7551
2/7/2012	1.7220	5.2811	120.0419
2/8/2012	1.7220	5.2811	120.0419
2/9/2012	1.7220	5.2811	120.0419
2/10/2012	1.7140	4.5750	122.0631
2/13/2012	1.7020	4.0427	126.0196
2/14/2012	1.7160	4.0080	125.8167
2/15/2012	1.7160	4.0080	125.8167
2/16/2012	1.7160	4.0080	125.8167
2/17/2012	1.7275	4.1550	123.7904
2/21/2012	1.7300	5.1921	117.4628
2/22/2012	1.7300	5.1921	117.4628
2/23/2012	1.7300	5.1921	117.4628
2/24/2012	1.7280	4.8607	119.9066
2/27/2012	1.7340	3.8945	116.5812
2/28/2012	1.7260	3.9173	114.3365
2/29/2012	1.7260	3.9173	114.3365
3/1/2012	1.7260	3.9173	114.3365
3/2/2012	1.7200	4.2069	111.3180
3/5/2012	1.7060	5.1026	111.4356
3/6/2012	1.7000	5.2537	112.1375
3/7/2012	1.7000	5.2537	112.1375
3/8/2012	1.7000	5.2537	112.1375
3/9/2012	1.7040	5.0887	112.8751
3/12/2012	1.7160	4.2782	113.3532
3/13/2012	1.7300	4.4298	114.6408
3/14/2012	1.7300	4.4298	114.6408
3/15/2012	1.7300	4.4298	114.6408
3/16/2012	1.7400	5.5414	113.6709
3/19/2012	1.7420	6.4635	110.8888
3/20/2012	1.7420	6.6143	110.4373
3/21/2012	1.7420	6.6143	110.4373
3/22/2012	1.7420	6.6143	110.4373
3/23/2012	1.7420	5.7223	111.7847
3/26/2012	1.7300	5.1283	111.2968
3/27/2012	1.7280	5.8227	111.2652
3/28/2012	1.7280	5.8227	111.2652
3/29/2012	1.7280	5.8227	111.2652
3/30/2012	1.7200	5.4953	108.8027
4/2/2012	1.7340	6.7419	107.2537
4/3/2012	1.7720	7.3199	105.9619
4/4/2012	1.7720	7.3199	105.9619
4/5/2012	1.7720	7.3199	105.9619
4/6/2012	1.7760	7.5338	110.9938
4/9/2012	1.7600	6.1613	119.6035
4/10/2012	1.7240	4.5999	118.4604
4/11/2012	1.7240	4.5999	118.4604
4/12/2012	1.7240	4.5999	118.4604
4/13/2012	1.7200	4.7022	116.8150
4/16/2012	1.7060	4.6748	113.0704
4/17/2012	1.6940	4.5468	111.7952
4/18/2012	1.6940	4.5468	111.7952
4/19/2012	1.6940	4.5468	111.7952
4/20/2012	1.6820	4.4337	112.9405
4/23/2012	1.6900	5.0051	113.9318
4/24/2012	1.6860	5.2810	113.4830
4/25/2012	1.6860	5.2810	113.4830
4/26/2012	1.6860	5.2810	113.4830
4/27/2012	1.6940	5.5031	111.3514
4/30/2012	1.6680	5.0257	105.2982
5/1/2012	1.6700	5.3399	104.5920
5/2/2012	1.6700	5.3399	104.5920
5/3/2012	1.6700	5.3399	104.5920
5/4/2012	1.6600	5.0180	105.5111
5/7/2012	1.6780	5.0758	107.3934
5/8/2012	1.6820	4.3993	107.5414
5/9/2012	1.6820	4.3993	107.5414
5/10/2012	1.6820	4.3993	107.5414
5/11/2012	1.6900	4.1311	110.2704
5/14/2012	1.7060	4.9256	117.9182
5/15/2012	1.7120	5.0997	123.1701
5/16/2012	1.7120	5.0997	123.1701
5/17/2012	1.7120	5.0997	123.1701
5/18/2012	1.7120	5.2401	122.0069
5/21/2012	1.6920	4.8300	120.5617
5/22/2012	1.6740	4.6712	118.5182
5/23/2012	1.6740	4.6712	118.5182
5/24/2012	1.6740	4.6712	118.5182
5/25/2012	1.6700	4.9651	117.2864
5/29/2012	2.2775	4.8879	119.6509
5/30/2012	2.2775	4.8879	119.6509
5/31/2012	2.2775	4.8879	119.6509
6/1/2012	2.1700	4.9441	118.9723
6/4/2012	1.7380	5.3781	115.0042
6/5/2012	1.7460	5.2944	113.6003
6/6/2012	1.7460	5.2944	113.6003
6/7/2012	1.7460	5.2944	113.6003
6/8/2012	1.7460	5.2322	113.6193
6/11/2012	1.7520	5.8093	113.9335
6/12/2012	1.7440	5.5476	114.6426
6/13/2012	1.7440	5.5476	114.6426
6/14/2012	1.7440	5.5476	114.6426
6/15/2012	1.7340	5.2217	115.0569
6/18/2012	1.7200	5.0769	117.4186
6/19/2012	1.7200	5.2286	116.5807
6/20/2012	1.7200	5.2286	116.5807
6/21/2012	1.7200	5.2286	116.5807
6/22/2012	1.7120	5.5218	117.5745
6/25/2012	1.6800	5.2101	115.8906
6/26/2012	1.6900	5.2110	114.0548
6/27/2012	1.6900	5.2110	114.0548
6/28/2012	1.6900	5.2110	114.0548
6/29/2012	1.6860	5.2970	110.4618
7/2/2012	1.6900	4.9073	108.4755
7/3/2012	1.6600	5.2182	111.8476
7/5/2012	1.6600	5.2182	111.8476
7/6/2012	1.6625	5.1407	114.5364
7/9/2012	1.6480	5.3238	117.4925
7/10/2012	1.6560	4.8568	117.3239
7/11/2012	1.6560	4.8568	117.3239
7/12/2012	1.6560	4.8568	117.3239
7/13/2012	1.6580	4.7514	117.4900
7/16/2012	1.6520	4.3540	117.6129
7/17/2012	1.6520	4.4095	118.3255
7/18/2012	1.6520	4.4095	118.3255
7/19/2012	1.6520	4.4095	118.3255
7/20/2012	1.6640	4.4210	122.4131
7/23/2012	1.6760	3.9334	124.2208
7/24/2012	1.6940	4.3006	121.7528
7/25/2012	1.6940	4.3006	121.7528
7/26/2012	1.6940	4.3006	121.7528
7/27/2012	1.6840	4.2196	117.6390
7/30/2012	1.6940	4.6656	110.8354
7/31/2012	1.6920	4.4792	109.4754
8/1/2012	1.6920	4.4792	109.4754
8/2/2012	1.6920	4.4792	109.4754
8/3/2012	1.6940	4.7491	110.5710
8/6/2012	1.6840	4.8033	108.2565
8/7/2012	1.6640	5.5106	109.7488
8/8/2012	1.6640	5.5106	109.7488
8/9/2012	1.6640	5.5106	109.7488
8/10/2012	1.6580	5.4358	109.5973
8/13/2012	1.6500	6.1728	115.8929
8/14/2012	1.6600	5.5939	114.8801
8/15/2012	1.6600	5.5939	114.8801
8/16/2012	1.6600	5.5939	114.8801
8/17/2012	1.6660	5.5915	112.2478
8/20/2012	1.6860	6.1067	111.6542
8/21/2012	1.6840	6.2442	115.0461
8/22/2012	1.6840	6.2442	115.0461
8/23/2012	1.6840	6.2442	115.0461
8/24/2012	1.6820	6.1700	117.3960
8/27/2012	1.6740	4.6981	118.0226
8/28/2012	1.6800	4.6014	116.6510
8/29/2012	1.6800	4.6014	116.6510
8/30/2012	1.6800	4.6014	116.6510
8/31/2012	1.6850	4.6188	115.7658
9/4/2012	1.6700	5.1202	110.0025
9/5/2012	1.6700	5.1202	110.0025
9/6/2012	1.6700	5.1202	110.0025
9/7/2012	1.6660	4.9454	112.3750
9/10/2012	1.6660	5.2603	114.1625
9/11/2012	1.6820	5.6031	114.1621
9/12/2012	1.6820	5.6031	114.1621
9/13/2012	1.6820	5.6031	114.1621
9/14/2012	1.6840	5.6274	113.2929
9/17/2012	1.6960	5.1226	114.2093
9/18/2012	1.6800	5.2549	112.0641
9/19/2012	1.6800	5.2549	112.0641
9/20/2012	1.6800	5.2549	112.0641
9/21/2012	1.6780	5.3245	112.2572
9/24/2012	1.6660	5.0926	108.7402
9/25/2012	1.6620	4.3323	107.1138
9/26/2012	1.6620	4.3323	107.1138
9/27/2012	1.6620	4.3323	107.1138
9/28/2012	1.6640	4.2025	103.8740
10/1/2012	1.6520	4.8416	100.4891
10/2/2012	1.6520	4.8541	102.7140
10/3/2012	1.6520	4.8541	102.7140
10/4/2012	1.6520	4.8541	102.7140
10/5/2012	1.6500	5.0509	102.8211
10/9/2012	1.6475	3.7932	107.6964
10/10/2012	1.6475	3.7932	107.6964
10/11/2012	1.6475	3.7932	107.6964
10/12/2012	1.6500	4.0731	110.0751
10/15/2012	1.6500	4.7737	108.3769
10/16/2012	1.6520	5.0467	110.0928
10/17/2012	1.6520	5.0467	110.0928
10/18/2012	1.6520	5.0467	110.0928
10/19/2012	1.6500	4.9592	108.3677
10/22/2012	1.6460	4.6178	111.1492
10/23/2012	1.6440	4.4363	112.6673
10/24/2012	1.6440	4.4363	112.6673
10/25/2012	1.6440	4.4363	112.6673
10/26/2012	1.6680	4.5165	128.7434
10/28/2012	1.6750	4.2359	136.2845
10/29/2012	1.6750	4.4252	136.2922
10/30/2012	1.6750	4.5110	133.9266
10/31/2012	1.6750	4.5110	133.9266
11/1/2012	1.6750	4.5110	133.9266
11/2/2012	1.6375	4.9722	115.6077
11/4/2012	1.6360	5.4907	109.6416
11/5/2012	1.6340	5.6003	109.0983
11/6/2012	1.6360	5.5980	109.7212
11/7/2012	1.6360	5.5980	109.7212
11/8/2012	1.6360	5.5980	109.7212
11/9/2012	1.6400	5.2473	107.6342
11/13/2012	1.6475	5.7727	112.0352
11/14/2012	1.6475	5.7727	112.0352
11/15/2012	1.6475	5.7727	112.0352
11/16/2012	1.6460	5.7733	111.3500
11/19/2012	1.6650	5.8385	114.5873
11/20/2012	1.6800	5.0388	114.0320
11/21/2012	1.6800	5.0388	114.0320
11/23/2012	1.6725	4.4266	114.7900
11/26/2012	1.6560	4.1404	109.7370
11/27/2012	1.6420	4.1450	107.4883
11/28/2012	1.6420	4.1450	107.4883
11/29/2012	1.6420	4.1450	107.4883
11/30/2012	1.6520	4.3823	105.6728
12/3/2012	1.6300	4.8660	97.0054
12/4/2012	1.6220	5.0306	97.0891
12/5/2012	1.6220	5.0306	97.0891
12/6/2012	1.6220	5.0306	97.0891
12/7/2012	1.6140	4.9366	96.3288
12/10/2012	1.6120	4.1334	99.1672
12/11/2012	1.6140	3.9859	99.1207
12/12/2012	1.6140	3.9859	99.1207
12/13/2012	1.6140	3.9859	99.1207
12/14/2012	1.6180	3.9243	99.6451
12/17/2012	1.6260	4.1173	98.5557
12/18/2012	1.6500	4.6470	102.0351
12/19/2012	1.6500	4.6470	102.0351
12/20/2012	1.6500	4.6470	102.0351
12/21/2012	1.6860	5.0256	102.3872
12/24/2012	1.7525	5.2734	111.9329
12/26/2012	1.7675	4.6294	113.5221
12/27/2012	1.7675	4.6294	113.5221
12/28/2012	1.7575	4.7054	113.5221
12/31/2012	1.7000	4.6921	105.7035
1/2/2013	1.6500	5.4562	95.2114
1/3/2013	1.6500	5.4562	95.2114
1/4/2013	1.6075	4.9299	93.7413
1/7/2013	1.6040	4.4433	92.8913
1/8/2013	1.6060	3.8255	93.4555
1/9/2013	1.6060	3.8255	93.4555
1/10/2013	1.6060	3.8255	93.4555
1/11/2013	1.6100	3.8202	96.0617
1/14/2013	1.6340	3.8070	96.2974
1/15/2013	1.6460	3.8848	98.8539
1/16/2013	1.6460	3.8848	98.8539
1/17/2013	1.6460	3.8848	98.8539
1/18/2013	1.6500	3.9059	97.9769
1/22/2013	1.6200	5.5827	91.2140
1/23/2013	1.6200	5.5827	91.2140
1/24/2013	1.6200	5.5827	91.2140
1/25/2013	1.6160	5.4251	91.3626
1/28/2013	1.6120	4.9399	88.9543
1/29/2013	1.6200	4.7524	87.6000
1/30/2013	1.6200	4.7524	87.6000
1/31/2013	1.6200	4.7524	87.6000
2/1/2013	1.6280	5.0826	87.4680
2/3/2013	1.6400	4.9219	86.1941
2/4/2013	1.6400	5.1940	86.3970
2/5/2013	1.6320	5.1357	89.0613
2/6/2013	1.6320	5.1357	89.0613
2/7/2013	1.6320	5.1357	89.0613
2/8/2013	1.6260	5.0264	89.8091
2/11/2013	1.6160	4.5233	91.5167
2/12/2013	1.6160	4.1306	93.0241
2/13/2013	1.6160	4.1306	93.0241
2/14/2013	1.6160	4.1306	93.0241
2/15/2013	1.6175	3.6885	92.5212
2/19/2013	1.6150	4.2913	91.1875
2/20/2013	1.6150	4.2913	91.1875
2/21/2013	1.6150	4.2913	91.1875
2/22/2013	1.6160	4.8248	89.2412
2/25/2013	1.6200	4.9559	86.2742
2/26/2013	1.6140	5.1749	84.2429
2/27/2013	1.6140	5.1749	84.2429
2/28/2013	1.6140	5.1749	84.2429
3/1/2013	1.6100	4.5716	84.2139
3/3/2013	1.6080	4.2302	83.3179
3/4/2013	1.6080	4.2407	82.9420
3/5/2013	1.6040	4.1800	83.9549
3/6/2013	1.6040	4.1800	83.9549
3/7/2013	1.6040	4.1800	83.9549
3/8/2013	1.6060	4.3283	86.3690
3/11/2013	1.5960	4.3773	88.1949
3/12/2013	1.5940	4.1860	88.7981
3/13/2013	1.5940	4.1860	88.7981
3/14/2013	1.5940	4.1860	88.7981
3/15/2013	1.5880	4.1027	90.0118
3/18/2013	1.5940	4.0542	91.3024
3/19/2013	1.6080	4.1302	90.6772
3/20/2013	1.6080	4.1302	90.6772
3/21/2013	1.6080	4.1302	90.6772
3/22/2013	1.6180	4.2325	89.6059
3/25/2013	1.6220	4.1732	88.8980
3/26/2013	1.6150	4.2183	90.0806
3/27/2013	1.6150	4.2183	90.0806
3/28/2013	1.6150	4.2183	90.0806
3/31/2013	1.6150	4.3069	86.0965
4/1/2013	1.6150	4.9104	84.0544
4/2/2013	1.6180	5.1034	85.6284
4/3/2013	1.6180	5.1034	85.6284
4/4/2013	1.6180	5.1034	85.6284
4/5/2013	1.6060	5.1859	85.6736
4/7/2013	1.6080	4.8463	87.7603
4/8/2013	1.6100	4.4149	89.9498
4/9/2013	1.6020	4.1941	89.1260
4/10/2013	1.6020	4.1941	89.1260
4/11/2013	1.6020	4.1941	89.1260
4/12/2013	1.6100	4.0524	89.6570
4/15/2013	1.6100	4.0706	91.8367
4/16/2013	1.6180	3.6271	91.8615
4/17/2013	1.6180	3.6271	91.8615
4/18/2013	1.6180	3.6271	91.8615
4/19/2013	1.6100	3.7350	91.0328
4/22/2013	1.5980	3.9767	89.3058
4/23/2013	1.5920	4.1782	88.4984
4/24/2013	1.5920	4.1782	88.4984
4/25/2013	1.5920	4.1782	88.4984
4/26/2013	1.5940	4.0784	89.5001
4/29/2013	1.5940	3.8555	89.1283
4/30/2013	1.5960	4.2313	90.1726
5/1/2013	1.5960	4.2313	90.1726
5/2/2013	1.5960	4.2313	90.1726
5/3/2013	1.6000	4.4742	89.4639
5/6/2013	1.6000	4.3375	89.4500
5/7/2013	1.5980	4.2967	89.5893
5/8/2013	1.5980	4.2967	89.5893
5/9/2013	1.5980	4.2967	89.5893
5/10/2013	1.5960	4.3234	89.4840
5/13/2013	1.5960	5.2549	87.4826
5/14/2013	1.5940	5.3805	86.7868
5/15/2013	1.5940	5.3805	86.7868
5/16/2013	1.5940	5.3805	86.7868
5/17/2013	1.5960	5.3950	85.6807
5/20/2013	1.6180	6.0122	83.7716
5/21/2013	1.7120	6.0498	83.1314
5/22/2013	1.7120	6.0498	83.1314
5/23/2013	1.7120	6.0498	83.1314
5/24/2013	1.7375	6.3400	81.7402
5/28/2013	1.6325	6.3896	96.2941
5/29/2013	1.6325	6.3896	96.2941
5/30/2013	1.6325	6.3896	96.2941
5/31/2013	1.6320	6.2794	94.7418
6/3/2013	1.6220	6.5871	94.2423
6/4/2013	1.6380	6.5999	95.9113
6/5/2013	1.6380	6.5999	95.9113
6/6/2013	1.6380	6.5999	95.9113
6/7/2013	1.6340	6.4789	98.6641
6/9/2013	1.6580	7.3778	104.9384
6/10/2013	1.6640	7.0473	104.9107
6/11/2013	1.6640	6.7010	103.8700
6/12/2013	1.6640	6.7010	103.8700
6/13/2013	1.6640	6.7010	103.8700
6/14/2013	1.6720	6.7893	102.8713
6/17/2013	1.6820	7.4265	103.7915
6/18/2013	1.6820	8.2978	106.1958
6/19/2013	1.6820	8.2978	106.1958
6/20/2013	1.6820	8.2978	106.1958
6/21/2013	1.6940	9.0519	111.1203
6/23/2013	1.7000	9.8013	110.3538
6/24/2013	1.6880	9.2656	107.9916
6/25/2013	1.6900	8.4300	104.5792
6/26/2013	1.6900	8.4300	104.5792
6/27/2013	1.6900	8.4300	104.5792
6/28/2013	1.6820	7.5338	99.9902
7/1/2013	1.7775	6.0506	101.8928
7/2/2013	1.7975	6.9043	106.8511
7/3/2013	1.7975	6.9043	106.8511
7/5/2013	1.8025	7.2424	108.8673
7/8/2013	1.6920	7.0381	105.0025
7/9/2013	1.6640	6.4414	103.2219
7/10/2013	1.6640	6.4414	103.2219
7/11/2013	1.6640	6.4414	103.2219
7/12/2013	1.6560	6.4064	101.6331
7/15/2013	1.6460	6.5421	99.9161
7/16/2013	1.6500	6.3336	98.3189
7/17/2013	1.6500	6.3336	98.3189
7/18/2013	1.6500	6.3336	98.3189
7/19/2013	1.6500	5.9891	99.4578
7/22/2013	1.6500	5.7215	95.5115
7/23/2013	1.6420	5.5964	93.9253
7/24/2013	1.6420	5.5964	93.9253
7/25/2013	1.6420	5.5964	93.9253
7/26/2013	1.6360	6.9254	91.0013
7/29/2013	1.6500	7.5197	90.5570
7/30/2013	1.6520	7.8219	89.6679
7/31/2013	1.6520	7.8219	89.6679
8/1/2013	1.6520	7.8219	89.6679
8/2/2013	1.6540	6.5821	90.8238
8/5/2013	1.6320	5.0073	90.5072
8/6/2013	1.6260	4.6035	92.6570
8/7/2013	1.6260	4.6035	92.6570
8/8/2013	1.6260	4.6035	92.6570
8/9/2013	1.6280	4.7908	92.6215
8/12/2013	1.6320	5.2463	93.8636
8/13/2013	1.6500	7.0310	94.6992
8/14/2013	1.6500	7.0310	94.6992
8/15/2013	1.6500	7.0310	94.6992
8/16/2013	1.6480	7.0241	95.4879
8/19/2013	1.6540	8.3066	99.2842
8/20/2013	1.6440	7.0647	99.9130
8/21/2013	1.6440	7.0647	99.9130
8/22/2013	1.6440	7.0647	99.9130
8/23/2013	1.6500	7.5740	101.7701
8/26/2013	1.6520	7.0921	99.3995
8/27/2013	1.6680	7.0010	99.6948
8/28/2013	1.6680	7.0010	99.6948
8/29/2013	1.6680	7.0010	99.6948
8/30/2013	1.6700	6.6728	97.3669
9/3/2013	1.6425	7.2702	87.1401
9/4/2013	1.6425	7.2702	87.1401
9/5/2013	1.6425	7.2702	87.1401
9/6/2013	1.6420	6.9265	88.2927
9/9/2013	1.6440	5.5154	91.9647
9/10/2013	1.6420	5.1256	91.1799
9/11/2013	1.6420	5.1256	91.1799
9/12/2013	1.6420	5.1256	91.1799
9/13/2013	1.6380	5.7591	91.5669
9/16/2013	1.6480	6.5202	94.0939
9/17/2013	1.6420	6.5862	95.4216
9/18/2013	1.6420	6.5862	95.4216
9/19/2013	1.6420	6.5862	95.4216
9/20/2013	1.6420	5.7391	94.3749
9/23/2013	1.6300	4.9665	89.6885
9/24/2013	1.6280	4.7991	86.4503
9/25/2013	1.6280	4.7991	86.4503
9/26/2013	1.6280	4.7991	86.4503
9/27/2013	1.6320	4.7199	87.2917
9/30/2013	1.6220	4.9778	87.4968
10/1/2013	1.6220	5.0092	87.5905
10/2/2013	1.6220	5.0092	87.5905
10/3/2013	1.6220	6.5768	87.5905
10/4/2013	1.6200	6.8540	86.0391
10/6/2013	1.6260	6.6156	86.2961
10/7/2013	1.6240	6.5725	86.8164
10/8/2013	1.6300	7.0420	87.0052
10/9/2013	1.6300	7.0420	87.0052
10/10/2013	1.6300	5.5674	87.0052
10/11/2013	1.6300	5.5218	87.2428
10/14/2013	1.6375	5.3923	88.9291
10/15/2013	1.6300	4.6837	91.1438
10/16/2013	1.6300	4.6837	91.1438
10/17/2013	1.6300	5.5319	91.1438
10/18/2013	1.6260	5.4000	92.1137
10/20/2013	1.6160	5.2106	91.6252
10/21/2013	1.6160	5.2564	90.3553
10/22/2013	1.6140	5.4519	89.3692
10/23/2013	1.6140	5.4519	89.3692
10/24/2013	1.6140	4.7574	89.3692
10/25/2013	1.6120	4.8625	87.6472
10/28/2013	1.6040	5.0041	84.9321
10/29/2013	1.6040	4.8655	85.0918
10/30/2013	1.6040	4.8655	85.0918
10/31/2013	1.6040	4.8655	85.0918
11/1/2013	1.6000	5.0066	84.9924
11/4/2013	1.6000	4.9709	88.0166
11/5/2013	1.6080	5.7512	89.0606
11/6/2013	1.6080	5.7512	89.0606
11/7/2013	1.6080	5.7512	89.0606
11/8/2013	1.6150	5.6961	89.6042
11/12/2013	1.6025	4.4371	87.8883
11/13/2013	1.6025	4.4371	87.8883
11/14/2013	1.6025	4.4371	87.8883
11/15/2013	1.6000	4.7849	87.9265
11/18/2013	1.6020	5.7430	87.9713
11/19/2013	1.6060	6.1952	87.6633
11/20/2013	1.6060	6.1952	87.6633
11/21/2013	1.6060	6.1952	87.6633
11/22/2013	1.6120	6.0215	89.7969
11/25/2013	1.6200	5.9264	92.3238
11/26/2013	1.6325	5.0534	94.1625
11/27/2013	1.6325	5.0534	94.1625
11/29/2013	1.6300	4.9266	87.4679
12/2/2013	1.6120	4.8683	84.9700
12/3/2013	1.6000	5.2740	85.6371
12/4/2013	1.6000	5.2740	85.6371
12/5/2013	1.6000	5.2740	85.6371
12/6/2013	1.5960	5.2884	87.1027
12/9/2013	1.6020	4.8848	84.2512
12/10/2013	1.6080	4.5340	82.7949
12/11/2013	1.6080	4.5340	82.7949
12/12/2013	1.6080	4.5340	82.7949
12/13/2013	1.6080	4.2475	83.8197
12/16/2013	1.6180	4.9746	85.7982
12/17/2013	1.6200	5.1640	88.4552
12/18/2013	1.6200	5.1640	88.4552
12/19/2013	1.6200	5.1640	88.4552
12/20/2013	1.6420	5.6314	89.5841
12/23/2013	1.6950	5.1625	97.7552
12/24/2013	1.7125	5.0122	103.4981
12/26/2013	1.7125	5.0122	103.4981
12/27/2013	1.6925	4.9297	105.2700
12/30/2013	1.6650	4.7251	102.4176
12/31/2013	1.6475	4.6799	96.5277
1/2/2014	1.6475	4.6799	96.5277
1/3/2014	1.6425	4.9186	93.0077
1/6/2014	1.6120	5.1664	87.9778
1/7/2014	1.6040	5.3600	87.6923

Return to text

Figure 3: Yield-to-Maturity

Source: FRB(UST & CORP). Barclays(MBS)

UST: Market yield on U.S. Treasury securities at 10-year constant maturity based on the most actively traded. MBS: current coupon yield of 20-year MBS issued by Fannie Mar. CORP: daily averages of yield of Moody's BBB rated corporate bonds at 10-year constant maturity.

Yield-to-Maturity (%)

Date	UST	MBS	CORP
5/16/2011	3.1500	3.9640	5.0579
5/17/2011	3.1200	3.9467	5.0282
5/18/2011	3.1800	3.9903	5.0773
5/19/2011	3.1700	3.9974	5.0793
5/20/2011	3.1500	3.9854	5.0625
5/23/2011	3.1300	3.9840	5.0523
5/24/2011	3.1200	3.9732	5.0448
5/25/2011	3.1300	3.9687	5.0667
5/26/2011	3.0700	3.8908	5.0092
5/27/2011	3.0700	3.9126	5.0227
5/31/2011	3.0500	3.9077	5.0067
6/1/2011	2.9600	3.8380	4.9392
6/2/2011	3.0400	3.8868	5.0209
6/3/2011	2.9900	3.8668	4.9946
6/6/2011	3.0100	3.8713	5.0133
6/7/2011	3.0100	3.8654	5.0213
6/8/2011	2.9800	3.8217	4.9804
6/9/2011	3.0100	3.9042	5.0270
6/10/2011	2.9900	3.9016	5.0038
6/13/2011	3.0000	3.9074	5.0363
6/14/2011	3.1100	3.9787	5.1298
6/15/2011	2.9800	3.9028	5.0191
6/16/2011	2.9300	3.8750	4.9882
6/17/2011	2.9400	3.9010	5.0262
6/20/2011	2.9700	3.9187	5.0472
6/21/2011	2.9900	3.9227	5.0563
6/22/2011	3.0100	3.8930	5.0648
6/23/2011	2.9300	3.8300	5.0040
6/24/2011	2.8800	3.8251	4.9916
6/27/2011	2.9500	3.8627	5.0673
6/28/2011	3.0500	3.9457	5.1623
6/29/2011	3.1400	3.9738	5.2012
6/30/2011	3.1800	4.0038	5.2174
7/1/2011	3.2200	4.0343	5.2333
7/5/2011	3.1600	3.9914	5.1806
7/6/2011	3.1200	3.9771	5.1469
7/7/2011	3.1700	4.0283	5.1756
7/8/2011	3.0300	3.9279	5.0555
7/11/2011	2.9400	3.8782	4.9863
7/12/2011	2.9200	3.8997	4.9837
7/13/2011	2.9200	3.8607	4.9669
7/14/2011	2.9800	3.8957	5.0173
7/15/2011	2.9400	3.8773	4.9953
7/18/2011	2.9400	3.9083	5.0146
7/19/2011	2.9100	3.8935	4.9845
7/20/2011	2.9600	3.9030	5.0234
7/21/2011	3.0300	3.9402	5.0817
7/22/2011	2.9900	3.9124	5.0303
7/25/2011	3.0300	3.9472	5.0727
7/26/2011	2.9900	3.9123	5.0167
7/27/2011	3.0100	3.9566	5.0313
7/28/2011	2.9800	3.9100	4.9979
7/29/2011	2.8200	3.7734	4.8504
8/1/2011	2.7700	3.7276	4.7908
8/2/2011	2.6600	3.6163	4.6797
8/3/2011	2.6400	3.5800	4.6713
8/4/2011	2.4700	3.4511	4.5752
8/5/2011	2.5800	3.6058	4.6748
8/8/2011	2.4000	3.4861	4.6506
8/9/2011	2.2000	3.3852	4.5494
8/10/2011	2.1700	3.2042	4.5578
8/11/2011	2.3400	3.3533	4.7045
8/12/2011	2.2400	3.2802	4.6017
8/15/2011	2.2900	3.3460	4.6900
8/16/2011	2.2300	3.2779	4.5964
8/17/2011	2.1700	3.2399	4.5600
8/18/2011	2.0800	3.2271	4.5403
8/19/2011	2.0700	3.2553	4.5463
8/22/2011	2.1000	3.2788	4.6694
8/23/2011	2.1500	3.3252	4.7744
8/24/2011	2.2900	3.4224	4.9361
8/25/2011	2.2300	3.3579	4.9126
8/26/2011	2.1900	3.3203	4.9013
8/29/2011	2.2800	3.4032	4.9846
8/30/2011	2.1900	3.3111	4.8871
8/31/2011	2.2300	3.3817	4.8858
9/1/2011	2.1500	3.3136	4.7996
9/2/2011	2.0200	3.2216	4.6762
9/6/2011	1.9800	3.2115	4.7041
9/7/2011	2.0500	3.2634	4.7582
9/8/2011	2.0000	3.2294	4.7132
9/9/2011	1.9300	3.2153	4.6812
9/12/2011	1.9400	3.2567	4.7360
9/13/2011	2.0000	3.2857	4.8197
9/14/2011	2.0300	3.2834	4.8463
9/15/2011	2.0900	3.3307	4.9309
9/16/2011	2.0800	3.3307	4.9275
9/17/2011	NA	NA	NA
9/19/2011	1.9700	3.2065	4.8268
9/20/2011	1.9500	3.2215	4.8391
9/21/2011	1.8800	3.0838	4.7776
9/22/2011	1.7200	2.8840	4.8301
9/23/2011	1.8400	3.0070	4.8712
9/26/2011	1.9100	3.0489	5.1224
9/27/2011	2.0000	3.1367	5.2305
9/28/2011	2.0300	3.1345	5.2305
9/29/2011	1.9900	3.0797	5.1909
9/30/2011	1.9200	3.0578	5.1612
10/3/2011	1.8000	2.9950	5.0803
10/4/2011	1.8100	2.9985	5.1758
10/5/2011	1.9200	3.0807	5.2856
10/6/2011	2.0100	3.1230	5.3296
10/7/2011	2.1000	3.2134	5.3760
10/11/2011	2.1800	3.2939	5.4085
10/12/2011	2.2400	3.3195	5.4119
10/13/2011	2.1900	3.2799	5.3240
10/14/2011	2.2600	3.3494	5.3368
10/17/2011	2.1800	3.2828	5.2574
10/18/2011	2.1900	3.2462	5.2388
10/19/2011	2.1800	3.2571	5.1803
10/20/2011	2.2000	3.2774	5.1854
10/21/2011	2.2300	3.2743	5.1721
10/24/2011	2.2500	3.3078	5.1649
10/25/2011	2.1400	3.2126	5.0305
10/26/2011	2.2300	3.2707	5.0846
10/27/2011	2.4200	3.3962	5.1356
10/28/2011	2.3400	3.2895	5.0309
10/31/2011	2.1700	3.1846	4.7827
11/1/2011	2.0100	3.0645	4.6462
11/2/2011	2.0300	3.0645	4.6651
11/3/2011	2.0900	3.1295	4.7708
11/4/2011	2.0600	3.0947	4.8504
11/7/2011	2.0400	3.0668	4.6572
11/8/2011	2.1000	3.1106	4.8193
11/9/2011	2.0000	3.1310	4.7613
11/10/2011	2.0400	3.1681	4.7828
11/14/2011	2.0400	3.1729	4.8391
11/15/2011	2.0600	3.1808	4.8711
11/16/2011	2.0100	3.1627	4.8887
11/17/2011	1.9600	3.1305	4.8283
11/18/2011	2.0100	3.1719	4.9152
11/21/2011	1.9700	3.1405	4.8486
11/22/2011	1.9400	3.1121	4.8963
11/23/2011	1.8900	3.1053	4.8750
11/25/2011	1.9700	3.1726	5.0220
11/28/2011	1.9700	3.1327	4.9196
11/29/2011	2.0000	3.1248	4.9775
11/30/2011	2.0800	3.1094	4.9899
12/1/2011	2.1100	3.1394	5.0570
12/2/2011	2.0500	3.0785	4.9698
12/5/2011	2.0400	3.0793	4.9109
12/6/2011	2.0800	3.0934	4.9619
12/7/2011	2.0200	3.0277	4.8797
12/8/2011	1.9900	3.0508	4.8946
12/9/2011	2.0700	3.1276	4.9661
12/12/2011	2.0300	3.1136	4.9510
12/13/2011	1.9600	3.0690	4.9119
12/14/2011	1.9200	3.0243	4.8159
12/15/2011	1.9200	3.0416	4.8586
12/16/2011	1.8600	2.9852	4.8083
12/19/2011	1.8200	2.9563	4.7480
12/20/2011	1.9400	3.0222	4.8403
12/21/2011	1.9800	3.0413	4.9889
12/22/2011	1.9700	3.0293	4.9990
12/23/2011	2.0300	3.0924	4.9878
12/27/2011	2.0200	3.0676	4.9646
12/28/2011	1.9300	3.0049	4.8104
12/29/2011	1.9100	2.9660	4.8667
12/30/2011	1.8900	2.9521	4.8089
1/3/2012	1.9700	2.9377	4.8697
1/4/2012	2.0000	2.9377	4.8360
1/5/2012	2.0200	2.9005	4.8534
1/6/2012	1.9800	2.8533	4.8111
1/9/2012	1.9800	2.7935	4.8260
1/10/2012	2.0000	2.9040	4.8477
1/11/2012	1.9300	2.8739	4.8052
1/12/2012	1.9400	2.8701	4.8034
1/13/2012	1.8900	2.8205	4.7455
1/17/2012	1.8700	2.8312	4.7780
1/18/2012	1.9200	2.8678	4.7306
1/19/2012	2.0100	2.9343	4.8238
1/20/2012	2.0500	2.9555	4.8875
1/23/2012	2.0900	2.9461	4.9116
1/24/2012	2.0800	2.9302	4.8076
1/25/2012	2.0100	2.8965	4.8354
1/26/2012	1.9600	2.8579	4.7273
1/27/2012	1.9300	2.7625	4.7330
1/30/2012	1.8700	2.7581	4.6911
1/31/2012	1.8300	2.7111	4.6354
2/1/2012	1.8700	2.6948	4.6620
2/2/2012	1.8600	2.6303	4.6194
2/3/2012	1.9700	2.7235	4.7222
2/6/2012	1.9300	2.6653	4.6435
2/7/2012	2.0000	2.6979	4.6975
2/8/2012	2.0100	2.6768	4.6830
2/9/2012	2.0400	2.8186	4.6984
2/10/2012	1.9600	2.7806	4.6250
2/13/2012	1.9900	2.7854	4.6658
2/14/2012	1.9200	2.7293	4.5952
2/15/2012	1.9300	2.7313	4.6053
2/16/2012	1.9900	2.7915	4.6610
2/17/2012	2.0100	2.8280	4.6844
2/21/2012	2.0500	2.8826	4.6881
2/22/2012	2.0100	2.8329	4.6405
2/23/2012	1.9900	2.7857	4.6086
2/24/2012	1.9800	2.8037	4.5817
2/27/2012	1.9200	2.7618	4.5238
2/28/2012	1.9400	2.7546	4.5092
2/29/2012	1.9800	2.8244	4.5305
3/1/2012	2.0300	2.8725	4.5678
3/2/2012	1.9900	2.8284	4.5075
3/5/2012	2.0000	2.8346	4.5252
3/6/2012	1.9600	2.7978	4.5035
3/7/2012	1.9800	2.8308	4.5347
3/8/2012	2.0300	2.9049	4.5650
3/9/2012	2.0400	2.8988	4.5756
3/12/2012	2.0400	2.8935	4.5631
3/13/2012	2.1400	2.9744	4.6276
3/14/2012	2.2900	3.1404	4.7595
3/15/2012	2.2900	3.1252	4.7659
3/16/2012	2.3100	3.1087	4.7666
3/19/2012	2.3900	3.1995	4.8260
3/20/2012	2.3800	3.2006	4.8206
3/21/2012	2.3100	3.1200	4.7404
3/22/2012	2.2900	3.1142	4.7348
3/23/2012	2.2500	3.0963	4.7045
3/26/2012	2.2600	3.0839	4.7087
3/27/2012	2.2000	3.0108	4.6663
3/28/2012	2.2100	3.0298	4.6767
3/29/2012	2.1800	2.9813	4.6480
3/30/2012	2.2300	3.0325	4.7041
4/2/2012	2.2200	3.0000	4.6882
4/3/2012	2.3000	3.1019	4.7694
4/4/2012	2.2500	3.0691	4.7318
4/5/2012	2.1900	3.0138	4.6893
4/6/2012	2.0700	2.8688	NA
4/9/2012	2.0600	2.8407	4.5934
4/10/2012	2.0100	2.8885	4.5724
4/11/2012	2.0500	2.9269	4.6190
4/12/2012	2.0800	2.9640	4.6281
4/13/2012	2.0200	2.9247	4.5818
4/16/2012	2.0000	2.9038	4.5648
4/17/2012	2.0300	2.9464	4.5844
4/18/2012	2.0000	2.9167	4.5686
4/19/2012	1.9800	2.8696	4.5448
4/20/2012	1.9900	2.8856	4.5611
4/23/2012	1.9600	2.8418	4.5415
4/24/2012	2.0000	2.8679	4.5587
4/25/2012	2.0100	2.8975	4.5760
4/26/2012	1.9800	2.8674	4.5403
4/27/2012	1.9600	2.8324	4.5248
4/30/2012	1.9500	2.8142	4.5021
5/1/2012	1.9800	2.8337	4.5304
5/2/2012	1.9600	2.8289	4.4886
5/3/2012	1.9600	2.8289	4.4771
5/4/2012	1.9100	2.8110	4.4403
5/7/2012	1.9200	2.8064	4.4486
5/8/2012	1.8800	2.7910	4.4173
5/9/2012	1.8700	2.7755	4.4303
5/10/2012	1.8900	2.8002	4.4496
5/11/2012	1.8400	2.7737	4.4185
5/14/2012	1.7800	2.7319	4.4227
5/15/2012	1.7600	2.7262	4.4217
5/16/2012	1.7600	2.6914	4.4619
5/17/2012	1.7000	2.6354	4.4598
5/18/2012	1.7100	2.6310	4.5145
5/21/2012	1.7500	2.6817	4.5519
5/22/2012	1.7900	2.7222	4.5989
5/23/2012	1.7300	2.6838	4.5463
5/24/2012	1.7700	2.7071	4.5876
5/25/2012	1.7500	2.7051	4.5743
5/29/2012	1.7400	2.7043	4.5625
5/30/2012	1.6300	2.6175	4.4877
5/31/2012	1.5900	2.5843	4.4420
6/1/2012	1.4700	2.5189	4.3843
6/4/2012	1.5300	2.5759	4.4559
6/5/2012	1.5700	2.6054	4.4838
6/6/2012	1.6600	2.6287	4.5390
6/7/2012	1.6600	2.6086	4.5186
6/8/2012	1.6500	2.6123	4.5043
6/11/2012	1.6000	2.6064	4.4672
6/12/2012	1.6700	2.6518	4.5359
6/13/2012	1.6100	2.6113	4.4782
6/14/2012	1.6400	2.6114	4.4827
6/15/2012	1.6000	2.5934	4.4475
6/18/2012	1.5900	2.5782	4.4432
6/19/2012	1.6400	2.5769	4.4524
6/20/2012	1.6500	2.6075	4.4620
6/21/2012	1.6300	2.5745	4.4239
6/22/2012	1.6900	2.5960	4.5341
6/25/2012	1.6300	2.4879	4.4840
6/26/2012	1.6600	2.5360	4.5043
6/27/2012	1.6500	2.5122	4.4939
6/28/2012	1.6000	2.5156	4.4647
6/29/2012	1.6700	2.5583	4.5114
7/2/2012	1.6100	2.4967	4.4075
7/3/2012	1.6500	2.5429	4.4301
7/5/2012	1.6200	2.4914	4.3981
7/6/2012	1.5700	2.3997	4.3519
7/9/2012	1.5300	2.3912	4.3249
7/10/2012	1.5300	2.4673	4.2990
7/11/2012	1.5400	2.4275	4.2888
7/12/2012	1.5000	2.3928	4.2664
7/13/2012	1.5200	2.4468	4.2683
7/16/2012	1.5000	2.3727	4.2174
7/17/2012	1.5300	2.3966	4.2373
7/18/2012	1.5200	2.3411	4.1724
7/19/2012	1.5400	2.3558	4.1786
7/20/2012	1.4900	2.2977	4.1386
7/23/2012	1.4700	2.2379	4.1344
7/24/2012	1.4400	2.2140	4.1153
7/25/2012	1.4300	2.2314	4.1180
7/26/2012	1.4500	2.2529	4.1182
7/27/2012	1.5800	2.3782	4.1952
7/30/2012	1.5300	2.3081	4.1284
7/31/2012	1.5100	2.2773	4.1126
8/1/2012	1.5600	2.3121	4.1516
8/2/2012	1.5100	2.2805	4.0808
8/3/2012	1.6000	2.3646	4.1564
8/6/2012	1.5900	2.3460	4.1199
8/7/2012	1.6600	2.4086	4.1759
8/8/2012	1.6800	2.3958	4.1792
8/9/2012	1.6900	2.4808	4.1869
8/10/2012	1.6500	2.4610	4.1494
8/13/2012	1.6500	2.4654	4.1774
8/14/2012	1.7300	2.5357	4.2382
8/15/2012	1.8000	2.5995	4.3175
8/16/2012	1.8300	2.6196	4.3399
8/17/2012	1.8100	2.5962	4.3265
8/20/2012	1.8200	2.5831	4.3133
8/21/2012	1.8000	2.5816	4.2984
8/22/2012	1.7100	2.5099	4.2205
8/23/2012	1.6800	2.4657	4.1755
8/24/2012	1.6800	2.4932	4.1928
8/27/2012	1.6500	2.4640	4.1653
8/28/2012	1.6400	2.4515	4.1520
8/29/2012	1.6600	2.4869	4.1712
8/30/2012	1.6300	2.4573	4.1465
8/31/2012	1.5700	2.3926	4.0921
9/4/2012	1.5900	2.3946	4.1094
9/5/2012	1.6000	2.4034	4.1178
9/6/2012	1.6800	2.4639	4.1760
9/7/2012	1.6700	2.3242	4.1462
9/10/2012	1.6800	2.3325	4.1597
9/11/2012	1.7000	2.3831	4.1563
9/12/2012	1.7700	2.4144	4.1925
9/13/2012	1.7500	2.2788	4.1720
9/14/2012	1.8800	2.2674	4.2076
9/17/2012	1.8500	2.2574	4.1569
9/18/2012	1.8200	2.2475	4.1249
9/19/2012	1.7900	2.1929	4.0914
9/20/2012	1.8000	2.1586	4.0953
9/21/2012	1.7700	2.0675	4.0758
9/24/2012	1.7400	2.0132	4.0408
9/25/2012	1.7000	2.0054	4.0186
9/26/2012	1.6400	1.9799	3.9804
9/27/2012	1.6600	2.0044	3.9938
9/28/2012	1.6500	2.0178	3.9844
10/1/2012	1.6400	2.0016	3.9565
10/2/2012	1.6400	1.9731	3.9391
10/3/2012	1.6400	1.9853	3.9393
10/4/2012	1.7000	2.0508	3.9481
10/5/2012	1.7500	2.0820	3.9786
10/9/2012	1.7400	2.1234	3.9512
10/10/2012	1.7200	2.0565	3.9259
10/11/2012	1.7000	2.0318	3.8907
10/12/2012	1.6900	2.0354	3.8597
10/15/2012	1.7000	2.0544	3.8360
10/16/2012	1.7500	2.1034	3.8528
10/17/2012	1.8300	2.2070	3.8878
10/18/2012	1.8600	2.2399	3.8828
10/19/2012	1.7900	2.1799	3.8390
10/22/2012	1.8300	2.1968	3.8676
10/23/2012	1.7900	2.1916	3.8647
10/24/2012	1.8000	2.2165	3.8706
10/25/2012	1.8600	2.2714	3.9131
10/26/2012	1.7800	2.1968	3.8605
10/28/2012	NA	NA	NA
10/29/2012	1.7400	2.1925	3.8272
10/30/2012	NA	NA	NA
10/31/2012	1.7200	2.1694	3.8048
11/1/2012	1.7500	2.2268	3.8380
11/2/2012	1.7500	2.2039	3.8467
11/4/2012	NA	NA	NA
11/5/2012	1.7200	2.1549	3.8146
11/6/2012	1.7800	2.2370	3.8685
11/7/2012	1.6800	2.1150	3.8071
11/8/2012	1.6200	2.0181	3.7829
11/9/2012	1.6100	2.0792	3.7947
11/13/2012	1.5900	2.1026	3.8179
11/14/2012	1.5900	2.1537	3.8263
11/15/2012	1.5800	2.1204	3.8418
11/16/2012	1.5800	2.0628	3.8470
11/19/2012	1.6100	2.0895	3.8708
11/20/2012	1.6600	2.1307	3.9117
11/21/2012	1.6900	2.1729	3.9343
11/23/2012	1.7000	2.1804	3.9355
11/26/2012	1.6600	2.1177	3.9016
11/27/2012	1.6400	2.0628	3.8791
11/28/2012	1.6300	2.0538	3.8614
11/29/2012	1.6200	2.0675	3.8571
11/30/2012	1.6200	2.0561	3.8445
12/3/2012	1.6300	2.0652	3.8604
12/4/2012	1.6200	2.0492	3.8362
12/5/2012	1.6000	2.0583	3.8235
12/6/2012	1.5900	2.0835	3.8143
12/7/2012	1.6400	2.1321	3.8546
12/10/2012	1.6300	2.1405	3.8456
12/11/2012	1.6600	2.1405	3.8645
12/12/2012	1.7200	2.1777	3.9068
12/13/2012	1.7400	2.1974	3.9255
12/14/2012	1.7200	2.1800	3.9007
12/17/2012	1.7800	2.2180	3.9536
12/18/2012	1.8400	2.2752	3.9910
12/19/2012	1.8200	2.2392	3.9432
12/20/2012	1.8100	2.2212	3.9378
12/21/2012	1.7700	2.1836	3.8923
12/24/2012	1.7900	2.1997	3.9119
12/26/2012	1.7700	2.1820	3.8993
12/27/2012	1.7400	2.1466	3.8547
12/28/2012	1.7300	2.1603	3.8531
12/31/2012	1.7800	2.1712	3.8696
1/2/2013	1.8600	2.3805	3.9158
1/3/2013	1.9200	2.3092	3.9482
1/4/2013	1.9300	2.3326	3.8868
1/7/2013	1.9200	2.2925	3.9225
1/8/2013	1.8900	2.2678	3.8947
1/9/2013	1.8800	2.2417	3.8794
1/10/2013	1.9100	2.3014	3.9109
1/11/2013	1.8900	2.2808	3.8906
1/14/2013	1.8900	2.2546	3.8834
1/15/2013	1.8600	2.2546	3.8670
1/16/2013	1.8400	2.2570	3.8725
1/17/2013	1.8900	2.3323	3.9253
1/18/2013	1.8700	2.3130	3.8827
1/22/2013	1.8600	2.3130	3.8778
1/23/2013	1.8600	2.2999	3.8835
1/24/2013	1.8800	2.3143	3.9274
1/25/2013	1.9800	2.4839	3.9757
1/28/2013	2.0000	2.5177	3.9954
1/29/2013	2.0300	2.5309	4.0164
1/30/2013	2.0300	2.5571	4.0436
1/31/2013	2.0200	2.5492	4.0506
2/1/2013	2.0400	2.5669	4.0727
2/3/2013	NA	NA	NA
2/4/2013	2.0000	2.5284	4.0520
2/5/2013	2.0400	2.5824	4.0916
2/6/2013	2.0000	2.5336	4.0580
2/7/2013	1.9900	2.5154	4.0418
2/8/2013	1.9900	2.5821	4.0449
2/11/2013	1.9900	2.5639	4.0482
2/12/2013	2.0200	2.6019	4.0735
2/13/2013	2.0500	2.6439	4.1065
2/14/2013	2.0000	2.6016	4.0728
2/15/2013	2.0100	2.6110	4.0841
2/19/2013	2.0300	2.6261	4.1158
2/20/2013	2.0200	2.6278	4.1094
2/21/2013	1.9900	2.6069	4.0764
2/22/2013	1.9700	2.6118	4.0639
2/25/2013	1.8800	2.5442	3.9944
2/26/2013	1.8800	2.5150	3.9933
2/27/2013	1.9100	2.5516	4.0135
2/28/2013	1.8900	2.5176	3.9982
3/1/2013	1.8600	2.5019	3.9824
3/3/2013	NA	NA	NA
3/4/2013	1.8800	2.5200	4.0029
3/5/2013	1.9000	2.5411	4.0130
3/6/2013	1.9500	2.5920	4.0484
3/7/2013	2.0000	2.6498	4.0929
3/8/2013	2.0600	2.7525	4.1434
3/11/2013	2.0700	2.7386	4.1424
3/12/2013	2.0300	2.7036	4.1088
3/13/2013	2.0400	2.6960	4.1090
3/14/2013	2.0400	2.6973	4.1220
3/15/2013	2.0100	2.6607	4.0922
3/18/2013	1.9600	2.6253	4.0614
3/19/2013	1.9200	2.5990	4.0198
3/20/2013	1.9600	2.6387	4.0510
3/21/2013	1.9500	2.6638	4.0522
3/22/2013	1.9300	2.6336	4.0503
3/25/2013	1.9300	2.6255	4.0468
3/26/2013	1.9200	2.6272	4.0489
3/27/2013	1.8700	2.5962	4.0123
3/28/2013	1.8700	2.5997	4.0273
3/31/2013	NA	NA	NA
4/1/2013	1.8600	2.5791	4.0178
4/2/2013	1.8800	2.5889	4.0333
4/3/2013	1.8300	2.5551	3.9918
4/4/2013	1.7800	2.4685	3.9251
4/5/2013	1.7200	2.3909	3.8519
4/7/2013	NA	NA	NA
4/8/2013	1.7600	2.4482	3.8741
4/9/2013	1.7800	2.4932	3.8760
4/10/2013	1.8400	2.5555	3.9201
4/11/2013	1.8200	2.5180	3.9042
4/12/2013	1.7500	2.4607	3.8438
4/15/2013	1.7200	2.4383	3.8363
4/16/2013	1.7500	2.4521	3.8524
4/17/2013	1.7300	2.4464	3.8414
4/18/2013	1.7200	2.4294	3.8344
4/19/2013	1.7300	2.4483	3.8505
4/22/2013	1.7200	2.4402	3.8412
4/23/2013	1.7400	2.4341	3.8340
4/24/2013	1.7300	2.4292	3.8221
4/25/2013	1.7400	2.4264	3.8322
4/26/2013	1.7000	2.3794	3.7873
4/29/2013	1.7000	2.3723	3.7904
4/30/2013	1.7000	2.3526	3.7963
5/1/2013	1.6600	2.3168	3.7583
5/2/2013	1.6600	2.3447	3.7395
5/3/2013	1.7800	2.4475	3.8364
5/6/2013	1.8000	2.4582	3.8538
5/7/2013	1.8200	2.4724	3.8553
5/8/2013	1.8100	2.4582	3.8336
5/9/2013	1.8100	2.4976	3.8393
5/10/2013	1.9000	2.5859	3.9211
5/13/2013	1.9200	2.6160	3.9679
5/14/2013	1.9600	2.6491	3.9889
5/15/2013	1.9400	2.6547	3.9783
5/16/2013	1.8700	2.5556	3.9104
5/17/2013	1.9500	2.6750	3.9868
5/20/2013	1.9700	2.6991	3.9966
5/21/2013	1.9400	2.6516	3.9788
5/22/2013	2.0300	2.7740	4.0490
5/23/2013	2.0200	2.8095	4.0572
5/24/2013	2.0100	2.7962	4.0471
5/28/2013	2.1500	2.9300	4.1606
5/29/2013	2.1300	2.9038	4.1783
5/30/2013	2.1300	2.8841	4.1905
5/31/2013	2.1600	2.9342	4.2542
6/3/2013	2.1300	2.9379	4.2590
6/4/2013	2.1400	2.9629	4.2820
6/5/2013	2.1000	2.9494	4.3062
6/6/2013	2.0800	2.9112	4.3011
6/7/2013	2.1700	2.9699	4.3834
6/9/2013	NA	NA	NA
6/10/2013	2.2200	2.9956	4.4384
6/11/2013	2.2000	2.9944	4.4707
6/12/2013	2.2500	3.0240	4.5121
6/13/2013	2.1900	2.9726	4.4674
6/14/2013	2.1400	2.9322	4.3978
6/17/2013	2.1900	2.9829	4.4386
6/18/2013	2.2000	2.9801	4.4656
6/19/2013	2.3300	3.1047	4.5918
6/20/2013	2.4100	3.2473	4.7890
6/21/2013	2.5200	3.4171	4.8898
6/23/2013	NA	NA	NA
6/24/2013	2.5700	3.4640	4.9932
6/25/2013	2.6000	3.4763	5.0255
6/26/2013	2.5500	3.4221	4.9647
6/27/2013	2.4900	3.2911	4.8951
6/28/2013	2.5200	3.2719	4.8790
7/1/2013	2.5000	3.2622	4.8693
7/2/2013	2.4800	3.2677	4.8367
7/3/2013	2.5200	3.3303	4.8723
7/5/2013	2.7300	3.6309	4.9430
7/8/2013	2.6500	3.5100	4.9886
7/9/2013	2.6500	3.4586	4.9582
7/10/2013	2.7000	3.5556	4.9892
7/11/2013	2.6000	3.4643	4.8755
7/12/2013	2.6100	3.4715	4.8931
7/15/2013	2.5700	3.3914	4.8367
7/16/2013	2.5500	3.3747	4.7997
7/17/2013	2.5200	3.3220	4.7544
7/18/2013	2.5600	3.3710	4.7686
7/19/2013	2.5000	3.3074	4.7128
7/22/2013	2.5000	3.2935	4.6914
7/23/2013	2.5300	3.3385	4.7027
7/24/2013	2.6100	3.4073	4.7686
7/25/2013	2.6100	3.4141	4.7949
7/26/2013	2.5800	3.3673	4.7537
7/29/2013	2.6100	3.3759	4.7886
7/30/2013	2.6300	3.3989	4.8027
7/31/2013	2.6000	3.3760	4.8002
8/1/2013	2.7400	3.5089	4.9050
8/2/2013	2.6300	3.3673	4.8073
8/5/2013	2.6700	3.3795	4.8437
8/6/2013	2.6700	3.4088	4.8481
8/7/2013	2.6100	3.3674	4.8177
8/8/2013	2.5800	3.3766	4.7956
8/9/2013	2.5700	3.3556	4.7992
8/12/2013	2.6100	3.3757	4.8285
8/13/2013	2.7100	3.4855	4.9257
8/14/2013	2.7100	3.4811	4.9258
8/15/2013	2.7700	3.5472	4.9797
8/16/2013	2.8400	3.6248	5.0532
8/19/2013	2.8800	3.6883	5.1091
8/20/2013	2.8200	3.6144	5.0607
8/21/2013	2.8700	3.6448	5.1132
8/22/2013	2.9000	3.6829	5.1469
8/23/2013	2.8200	3.5869	5.0692
8/26/2013	2.7900	3.5494	5.0486
8/27/2013	2.7200	3.4765	4.9790
8/28/2013	2.7800	3.5448	5.0367
8/29/2013	2.7500	3.4985	5.0012
8/30/2013	2.7800	3.5028	4.9931
9/3/2013	2.8600	3.5909	5.0846
9/4/2013	2.9000	3.6410	5.1146
9/5/2013	2.9800	3.7424	5.2019
9/6/2013	2.9400	3.6777	5.1708
9/9/2013	2.9000	3.6059	5.1409
9/10/2013	2.9600	3.6908	5.1997
9/11/2013	2.9300	3.6597	5.1620
9/12/2013	2.9200	3.6549	5.1477
9/13/2013	2.9000	3.6383	5.1435
9/16/2013	2.8800	3.5948	5.1192
9/17/2013	2.8600	3.5793	5.1028
9/18/2013	2.6900	3.3929	4.9709
9/19/2013	2.7600	3.4056	4.9786
9/20/2013	2.7500	3.4138	4.9552
9/23/2013	2.7200	3.3787	4.9428
9/24/2013	2.6700	3.3109	4.8833
9/25/2013	2.6300	3.2621	4.8515
9/26/2013	2.6600	3.2911	4.8824
9/27/2013	2.6400	3.2592	4.8774
9/30/2013	2.6400	3.2553	4.8866
10/1/2013	2.6600	3.2738	4.9109
10/2/2013	2.6300	3.2636	4.8859
10/3/2013	2.6200	3.2404	4.8679
10/4/2013	2.6600	3.2718	4.8923
10/6/2013	NA	NA	NA
10/7/2013	2.6500	3.2740	4.8718
10/8/2013	2.6600	3.3222	4.8663
10/9/2013	2.6800	3.3219	4.8795
10/10/2013	2.7100	3.3343	4.8874
10/11/2013	2.7000	3.3404	4.8664
10/14/2013	NA	NA	NA
10/15/2013	2.7500	3.3765	4.8909
10/16/2013	2.6900	3.3296	4.8326
10/17/2013	2.6100	3.2332	4.7495
10/18/2013	2.6000	3.2331	4.7256
10/20/2013	NA	NA	NA
10/21/2013	2.6300	3.2536	4.7412
10/22/2013	2.5400	3.1549	4.6571
10/23/2013	2.5100	3.1286	4.6321
10/24/2013	2.5300	3.1508	4.6670
10/25/2013	2.5300	3.1263	4.6497
10/28/2013	2.5400	3.1279	4.6571
10/29/2013	2.5300	3.1207	4.6488
10/30/2013	2.5500	3.1278	4.6588
10/31/2013	2.5700	3.1463	4.6629
11/1/2013	2.6500	3.2189	4.7289
11/4/2013	2.6300	3.1993	4.7202
11/5/2013	2.6900	3.2722	4.7780
11/6/2013	2.6700	3.2563	4.7656
11/7/2013	2.6300	3.2495	4.7426
11/8/2013	2.7700	3.4125	4.8682
11/12/2013	2.8000	3.4175	4.8942
11/13/2013	2.7500	3.3743	4.8579
11/14/2013	2.6900	3.3166	4.8098
11/15/2013	2.7100	3.3084	4.7974
11/18/2013	2.6700	3.2652	4.7512
11/19/2013	2.7100	3.3015	4.7857
11/20/2013	2.8000	3.3708	4.8573
11/21/2013	2.7900	3.3677	4.8438
11/22/2013	2.7500	3.3554	4.8008
11/25/2013	2.7400	3.3548	4.7853
11/26/2013	2.7100	3.3366	4.7382
11/27/2013	2.7400	3.3875	4.7661
11/29/2013	2.7500	3.3861	4.7696
12/2/2013	2.8100	3.4588	4.8234
12/3/2013	2.7900	3.4584	4.8018
12/4/2013	2.8400	3.5177	4.8618
12/5/2013	2.8800	3.5302	4.8721
12/6/2013	2.8800	3.5126	4.8796
12/9/2013	2.8600	3.5179	4.8507
12/10/2013	2.8100	3.4692	4.7818
12/11/2013	2.8600	3.5243	4.8133
12/12/2013	2.8900	3.5530	4.8359
12/13/2013	2.8800	3.5359	4.8206
12/16/2013	2.8900	3.5340	4.8219
12/17/2013	2.8500	3.4961	4.7865
12/18/2013	2.8900	3.5443	4.8074
12/19/2013	2.9400	3.5779	4.8113
12/20/2013	2.8900	3.5235	4.7635
12/23/2013	2.9400	3.5333	4.7916
12/24/2013	2.9900	3.5928	4.8416
12/26/2013	3.0000	3.5928	4.8506
12/27/2013	3.0200	3.5907	4.8608
12/30/2013	2.9900	3.5590	4.8213
12/31/2013	3.0400	3.5692	4.8439
1/2/2014	3.0000	3.5780	4.8150
1/3/2014	3.0100	3.5833	4.8184
1/6/2014	2.9800	3.5508	4.7770
1/7/2014	2.9600	3.5180	4.7587

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