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EFTA Document EFTA01457217
Title Matchefta-efta01457217
Case Filesd-10-EFTA01457217Dept. of JusticeEFTA Document EFTA01457217
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Case File
sd-10-EFTA01457217Dept. of JusticeEFTA Document EFTA01457217
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27 March 2015 US Fixed Income Weekly [Tote&excess return forecasts in HY. IG. 'everac.r. HY IC Syr irsy 10yr Yrsy Loans 2yr Trsy Spreads/Yields Spreads/Yields Current 476 129 147 201 Current 515 55 Target 510 130 195 250 Target 500 155 Change 34 1 48 49 Predicted Change -15 100 Rate Duration 1.0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 10
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Dept. of Justice
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sd-10-EFTA01457217
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