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4 3 1.2 2 1.0 0.8 => 1 = 0.51 3 . 0.6 ost o@ 0 : é 04 — 1 0.2 -2 0.0 Jan Feb Mar Apr May Jun Jul Aug Sep Oct -3 4 193 190 1%7 1974 1981 19%8 1995 2002 209 2016 Source: Investment Strategy Group, Bloomberg. 3 12 2 1.0 3 0.8 Phong ed oe 31 8 0.78 os wen a ” 0.4 0 0.2 0.0 -1 Jan Feb Mar Apr May Jun Jul Aug Sep Oct -2 1996 1999 2002 2005 2008 2011 2014 2017 *“Near-Term Forward Spread’ is the implied 3-month forward yield 18-months from now. Source: Investment Strategy Group, Bloomberg. 6 HOUSE_OVERSIGHT_026914
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