e Index: WY Treasury yield 110 ice 90 80 70 60 50 40 •••• •••suresnse —10yr Treasury Rate 30 Aut•04 AutOG Aut-08 kir10 Aut12 Purl. San Deunalwaint !Breakdown of 3M carry for €41 expiries (°o premium) 80% 60% 40% 20% 0% -20% -40% 6m1y arr2y 6rroy 6m7y 6m10y 6m15y 641120y 6w:30y San Donn