CURVE CONSTITUENTS Tenor Bid Ask Net Change Bid Yield Ask Yield Yield Net Change Aswp Spread...

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CURVE CONSTITUENTS Tenor Bid Ask Net Change Bid Yield Ask Yield Yield Net Change Aswp Spread Swap Spread Z-Spread 1Y 102.400 102.421 -0.004 0.047 0.028 -0.002 -11.2 -6.6 -11.0 2Y 108.104 108.150 -0.018 0.111 0.082 0.002 -16.1 -11.9 -15.3 3Y 98.954 99.006 -0.054 0.592 0.575 0.018 -19.4 -10.0 -19.7 4Y 97.545 97.621 -0.059 0.862 0.843 0.015 -14.3 -9.1 -14.7 5Y 97.528 97.618 -0.037 1.016 0.997 0.008 -14.0 -8.7 -14.4 6Y 109.181 109.291 -0.046 1.183 1.165 0.007 -14.5 -10.5 -14.0 7Y 109.754 109.868 -0.018 1.305 1.289 0.002 -15.3 -11.3 -14.9 8Y 110.042 110.170 -0.010 1.431 1.415 0.001 -13.2 -9.6 -12.9 9Y 95.173 95.281 0.010 1.567 1.554 -0.001 -11.4 -5.8 -11.9 10Y 94.071 94.196 0.011 1.640 1.626 -0.001 -11.4 -5.4 -12.1 12Y 129.403 129.597 -0.018 1.679 1.663 0.001 -13.3 -11.1 -11.8 15Y 122.512 122.871 -0.318 2.048 2.024 0.021 7.3 8.6 6.6 20Y 106.787 107.162 -0.441 2.317 2.294 0.027 25.9 29.6 25.9 30Y 84.995 85.433 -0.782 2.466 2.443 0.041 37.7 47.6 43.0 0#AUBMK=2.466 Display Range: 1Y-30Y Yield 2.5 2.0 1.5 1.0 0.5 0.0 1Y 3Y 5Y TY 10Y 12Y 15Y 20Y 30Y CURVE CONSTITUENTS Tenor Bid Ask Net Change Bid Yield Ask Yield Yield Net Change Aswp Spread Swap Spread Z-Spread 1Y 102.400 102.421 -0.004 0.047 0.028 -0.002 -11.2 -6.6 -11.0 2Y 108.104 108.150 -0.018 0.111 0.082 0.002 -16.1 -11.9 -15.3 3Y 98.954 99.006 -0.054 0.592 0.575 0.018 -19.4 -10.0 -19.7 4Y 97.545 97.621 -0.059 0.862 0.843 0.015 -14.3 -9.1 -14.7 5Y 97.528 97.618 -0.037 1.016 0.997 0.008 -14.0 -8.7 -14.4 6Y 109.181 109.291 -0.046 1.183 1.165 0.007 -14.5 -10.5 -14.0 7Y 109.754 109.868 -0.018 1.305 1.289 0.002 -15.3 -11.3 -14.9 8Y 110.042 110.170 -0.010 1.431 1.415 0.001 -13.2 -9.6 -12.9 9Y 95.173 95.281 0.010 1.567 1.554 -0.001 -11.4 -5.8 -11.9 10Y 94.071 94.196 0.011 1.640 1.626 -0.001 -11.4 -5.4 -12.1 12Y 129.403 129.597 -0.018 1.679 1.663 0.001 -13.3 -11.1 -11.8 15Y 122.512 122.871 -0.318 2.048 2.024 0.021 7.3 8.6 6.6 20Y 106.787 107.162 -0.441 2.317 2.294 0.027 25.9 29.6 25.9 30Y 84.995 85.433 -0.782 2.466 2.443 0.041 37.7 47.6 43.0 0#AUBMK=2.466 Display Range: 1Y-30Y Yield 2.5 2.0 1.5 1.0 0.5 0.0 1Y 3Y 5Y TY 10Y 12Y 15Y 20Y 30Y