2Y Treasury

Roll P & L (Trader’s View)

3.00%

1M

3M

6M

12M

AVERAGE

−0.07%

−0.07%

−0.06%

−0.05%

STDEV

0.51%

0.51%

0.50%

0.50%

0.05 Perc

0.32%

0.31%

0.31%

0.30%

0.95 Perc

−0.52%

-0.51%

−0.49%

−0.45%