[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"detail-sidebar-cat-1-en-105":3,"doc-detail-562364-en":53,"doc-seo-562364-105":74},{"code":4,"msg":5,"data":6},0,"success",[7,14,19,24,29,34,39,44,49],{"id":8,"doc_module":9,"doc_module_name":10,"category_name":11,"show_sort_weight":12,"slug":13},11,1,"Template","Presentations",90,"presentations",{"id":15,"doc_module":9,"doc_module_name":10,"category_name":16,"show_sort_weight":17,"slug":18},12,"Resumes",80,"resumes",{"id":20,"doc_module":9,"doc_module_name":10,"category_name":21,"show_sort_weight":22,"slug":23},14,"Invoices",70,"invoices",{"id":25,"doc_module":9,"doc_module_name":10,"category_name":26,"show_sort_weight":27,"slug":28},15,"Posters",60,"posters",{"id":30,"doc_module":9,"doc_module_name":10,"category_name":31,"show_sort_weight":32,"slug":33},16,"Social Media",50,"social-media",{"id":35,"doc_module":9,"doc_module_name":10,"category_name":36,"show_sort_weight":37,"slug":38},17,"Forms",40,"forms",{"id":40,"doc_module":9,"doc_module_name":10,"category_name":41,"show_sort_weight":42,"slug":43},18,"Letters",30,"letters",{"id":45,"doc_module":9,"doc_module_name":10,"category_name":46,"show_sort_weight":47,"slug":48},21,"Paper Templates",5,"papers-templates",{"id":50,"doc_module":9,"doc_module_name":10,"category_name":51,"show_sort_weight":4,"slug":52},158,"General","general-158",{"code":4,"msg":5,"data":54},{"doc_id":55,"user_id":56,"nickname":57,"user_avatar":58,"doc_module":9,"category_id":8,"category_name":11,"doc_title":59,"doc_description":60,"doc_content":61,"file_id":62,"file_url":63,"file_type":64,"file_size":65,"view_count":47,"is_deleted":4,"is_public":9,"is_downloadable":9,"audit_status":9,"page_count":66,"language":67,"language_code":68,"site_id":69,"html_lang":68,"table_of_contents":70,"faqs":71,"seo_title":72,"seo_description":60,"update_tm":73,"read_time":9},562364,687212989558,"EvelynWrites","https://ap-avatar.wpscdn.com/davatar_a8503ba1806abce46bf441b54a3ca4cd","Treasury Market Practices Group Chart Pack - Price Table - May 20, 2025","Treasury Market Practices Group Chart Pack presents a set of market practice charts and metrics focused on U.S. rates and related liquidity indicators as of May 20, 2025. It includes a price table covering Treasury yields and key spreads, mortgage rates and coupon yield, short-term benchmark rates, equity futures and bank indices, credit spreads, and volatility measures. Additional sections summarize agency MBS and agency debt liquidity metrics and fails, with notes on data sources and a June 11, 2026 chart update correcting compilation errors.","# Treasury Market Practices Group Chart Pack\n\nPrice Table -May 20,2025  \n\n| Asset   | Level  \u003Cbr>Yesterday   | 1-Week  \u003Cbr>Change   | 1-Month  \u003Cbr>Change   | Since last  \u003Cbr>TMPG   | Year-to-Date   |\n| --- | --- | --- | --- | --- | --- |\n| Treasuries   |  |  |  |  |  |\n| 2-Year Treasury   | 3.98%   | -3   | +21   | +25   | -26   |\n| 10-Year Treasury   | 4.45%   | -2   | +4   | +15   | -11   |\n| 30-Year Treasury   | 4.90%   | +0   | +0   | +14   | +13   |\n| 2-Year 10-Year Snread   | 47 bps   | +1   | -17   | -9   | +15   |\n| Mortgages   |  |  |  |  |  |\n| Primary Mortgage Rate   | 6.91%   | +2   | -4   | +20   | -36   |\n| FNCL Current Coupon Yield   | 5.78%   | +1   | -5   | +8   | -7   |\n| Short Term Interest Rates   |  |  |  |  |  |\n| Effective FedFunds   | 4.33%   | +0   | +0   | +0   | +0   |\n| SOFR Rate   | 4.29%   | +1   | -3   | -11   | -11   |\n| Equities   |  |  |  |  |  |\n| S&P 500 Futures   | 5983   | 2.0%   | 15.4%   | 192%   | 0.2%   |\n| KBWBank Index   | 130.58   | 1.7%   | 20.0%   | 25.2%   | 2.6%   |\n| Brent Crude   | $65.54   | 0.9%   | -1.1%   | 4.3%   | -13.7%   |\n| Credit Spread to Treasury   |  |  |  |  |  |\n| 5-Year Investment Grade   | 89 bps   | -5   | -22   | -30   | +9   |\n| 5-Year High Yield   | 312 bps   | +7   | -100   | -141   | +30   |\n| Volatility Measures   |  |  |  |  |  |\n| Currency Vol.-CVIX Index   | 8.26 pps   | -1   | -2   | -1   | +0   |\n| Rate Vol.-MOVEIndex   | 103.81 pps   | +1   | -25   | -36   | +7   |\n| Policy Expectations   |  |  |  |  |  |\n| May 2025 Fed Funds   | 4.33%   | +0   | +3   | +14   | +18   |\n| May 2026 Fed Funds   | 3.53%   | +0   | +40   | +40   | -37   |\n| Source:Boomberg   |  |  |  |  |  |\n\nTreasury Market Liquidity Metrics and Fails  \nFigure 1:Average Trade Size of Benchmark TreasuriesFigure 3:Average Size at Top of Book of Benchmark  \n20182023  \nSource:Calculated from data provided to the Federal Reserve Bank of New York byFixed Income Clearing Corporation,a subsidiary of The Depository Trust &ClearingCorporationNote:On June 11,2026 this chart was updated to correct data compilation errors.  \nTuesday,May 20,2025  \n\n| TMPG  \u003Cbr>MBS and Agency Debt Market Liquidity Metrics  \u003Cbr>TREASURY MARKET  \u003Cbr>PRACTICES GROITP   |\n| --- |\n\nFigure 1:Weekly Agency MBS and Agency Debt FailsFigure 2:Monthly Average of Primary Dealer Agency$Blns4-Week Moving Average$BlnsSource:FR2004  \nSource:FR2004Figure 3:Monthly MBS 30-Year Outright TBA TradingFigure 4:Monthly MBS 15-Year Trading Volume byNote:Includes dealer-to-dealer outright sales and dealer-to-customerNote:Includes dealer-to-dealer outright sales and dealer-to-customeroutright purchases and salesoutright purchases and salesSource:TRACESource:TRACEFigure 5:Primary/Secondary SpreadFigure 6:30-Year Production CouponP-S Spread (RHS)  \nMore Special  \n2016201720182019202020212022202320242025Source:BloombergFinance L.P.2016201720182019202020212022202320242025Source:JP.Morgan DataQuery","cbCaidmsIZUo1Vcr","https://ap.wps.com/l/cbCaidmsIZUo1Vcr","pdf",503209,2,"English","en",105,"# Price Table - May 20, 2025\n## Treasury Market Price Levels and Changes\n## Mortgages and Short-Term Interest Rates\n## Equities and Credit Spread to Treasury\n## Volatility Measures and Policy Expectations\n# Treasury Market Liquidity Metrics and Fails\n## Average Trade Size and Fails Figures\n## TMPG MBS and Agency Debt Market Liquidity Metrics","[{\"question\":\"What does the May 20, 2025 price table include?\",\"answer\":\"It lists Treasury yields, mortgage rates and coupon yield, short-term benchmarks, equity futures and indices, Brent crude, credit spreads, volatility measures, and policy expectations, with changes over 1-week, 1-month, since last TMPG, and year-to-date.\"},{\"question\":\"How is the liquidity section structured?\",\"answer\":\"It provides figures for liquidity metrics and fails, including average benchmark trade size and other agency-related fail and trading measures, along with data-source references and explanatory notes.\"},{\"question\":\"Why was the chart updated on June 11, 2026?\",\"answer\":\"A note states the update corrected data compilation errors on that date.\"}]","Treasury Market Practices Group Chart Pack - Price Table - May 20, 2025 | PDF",1791808445,{"code":4,"msg":75,"data":76},"ok",{"site_id":69,"language":68,"slug":77,"title":59,"keywords":78,"description":60,"schema_data":79,"social_meta":134,"head_meta":136,"extra_data":138,"updated_unix":139},"treasury-market-practices-group-chart-pack-price-table-may-20-2025","",{"@graph":80,"@context":133},[81,96,116],{"@type":82,"itemListElement":83},"BreadcrumbList",[84,88,90,93],{"item":85,"name":86,"@type":87,"position":9},"https://docshare.wps.com","Home","ListItem",{"item":89,"name":10,"@type":87,"position":66},"https://docshare.wps.com/template/",{"item":91,"name":11,"@type":87,"position":92},"https://docshare.wps.com/template/presentations/",3,{"item":94,"name":59,"@type":87,"position":95},"https://docshare.wps.com/template/treasury-market-practices-group-chart-pack-price-table-may-20-2025/562364/",4,{"url":94,"name":59,"@type":97,"image":98,"author":103,"headline":59,"publisher":105,"fileFormat":108,"inLanguage":68,"description":60,"dateModified":109,"datePublished":110,"encodingFormat":108,"isAccessibleForFree":111,"interactionStatistic":112},"DigitalDocument",{"url":99,"@type":100,"width":101,"height":102},"https://docshare.wps.com/thumbnails/treasury-market-practices-group-chart-pack-price-table-may-20-2025/562364.png","ImageObject",442,249,{"name":57,"@type":104},"Person",{"url":85,"name":106,"@type":107},"DocShare","Organization","application/pdf","2026-10-24","2026-10-12",true,{"@type":113,"interactionType":114,"userInteractionCount":47},"InteractionCounter",{"@type":115},"ViewAction",{"@type":117,"mainEntity":118},"FAQPage",[119,125,129],{"name":120,"@type":121,"acceptedAnswer":122},"What does the May 20, 2025 price table include?","Question",{"text":123,"@type":124},"It lists Treasury yields, mortgage rates and coupon yield, short-term benchmarks, equity futures and indices, Brent crude, credit spreads, volatility measures, and policy expectations, with changes over 1-week, 1-month, since last TMPG, and year-to-date.","Answer",{"name":126,"@type":121,"acceptedAnswer":127},"How is the liquidity section structured?",{"text":128,"@type":124},"It provides figures for liquidity metrics and fails, including average benchmark trade size and other agency-related fail and trading measures, along with data-source references and explanatory notes.",{"name":130,"@type":121,"acceptedAnswer":131},"Why was the chart updated on June 11, 2026?",{"text":132,"@type":124},"A note states the update corrected data compilation errors on that date.","https://schema.org",{"og:url":94,"og:type":135,"og:title":59,"og:site_name":106,"og:description":60},"article",{"robots":137,"canonical":94},"index,follow",{"doc_id":55,"site_id":69},1792316248]