| 5Y Treasury | Roll P & L (Trader’s View) | |||
| 3.00% | 1M | 3M | 6M | 12M |
| AVERAGE | −0.05% | −0.04% | −0.04% | −0.04% |
| STDEV | 0.22% | 0.22% | 0.21% | 0.18% |
| 0.05 Perc | 0.24% | 0.23% | 0.22% | 0.20% |
| 0.95 Perc | −0.43% | −0.42% | −0.40% | −0.35% |