Friday, August 17, 2007

spx: Treasury Yield - 90 Day

S&P: Treasury Yield - 90 Day
All: < .5% .5-1.5 >1.5
Month51-94: rr: rr: rr:
1 1.55% 0.02% 1.19% 3.38%
2 0.37% -0.88% 0.54% 1.21%
3 0.76% 0.17% 0.87% 1.13%
4 1.23% 1.20% 1.50% 1.02%
5 0.16% -2.03% 0.81% 0.88%
6 0.08% -1.04%-0.05% 1.01%
7 1.29% 0.56% 1.75% 1.27%
8 0.39% -1.24% 0.13% 1.55%
9 -0.60% -1.71% 0.27%-0.68%
10 0.45% 1.36%-0.04% 0.23%
11 1.43% 0.28% 2.42% 1.32%
12 1.77% 0.09% 2.72% 2.64%
all: 0.74% -0.22% 0.97% 1.26%
11-1: 1.58% 0.12% 2.06% 2.43%
11-4: 1.19% 0.15% 1.52% 1.76%
5-10: 0.29% -0.66% 0.49% 0.76%
Next 9.0% 2.3% 11.5% 11.8%

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