10Y Treasury

Roll P & L (Trader’s View)

3.00%

1M

3M

6M

12M

AVERAGE

−0.1085%

−0.1069%

−0.1045%

−0.0996%

STDEV

0.5028%

0.4953%

0.4841%

0.4615%

0.05 Perc

0.4749%

0.4677%

0.4568%

0.4352%

0.95 Perc

−1.0395%

−1.0238%

−1.0005%

−0.9530%