﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>Bond Yields</Name>
  <Categories>
    <PortfolioCategory>
      <Name>US bond Yields</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>[IRX.XO]/10</Name>
          <Description>US 13 Wk Yield</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>1YCMY.X</Name>
          <Description>1 Year TREASURY YIELD Curve Rate</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>2YCMY.X</Name>
          <Description>2 Year TREASURY YIELD Curve Rate</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[FVX.XO]/10</Name>
          <Description>US 5 Year Yield</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[TNX.XO]/10</Name>
          <Description>US 10 Year Yield</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[TYX.XO]/10</Name>
          <Description>US 30 Year Yield</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Yield Spreads </Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>[1YCMY.X]-[2YCMY.X]</Name>
          <Description>1 Yr - 2Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[1YCMY.X]-([FVX.XO]/10)</Name>
          <Description>1 Yr - 5Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[1YCMY.X]-([TNX.XO]/10)</Name>
          <Description>1 Yr - 10Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[1YCMY.X]-([TYX.XO]/10)</Name>
          <Description>1 Yr - 30Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[2YCMY.X]-([FVX.XO]/10)</Name>
          <Description>2 Yr - 5Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[2YCMY.X]-([TNX.XO]/10)</Name>
          <Description>2 Yr - 10Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>[2YCMY.X]-([TYX.XO]/10)</Name>
          <Description>2 Yr - 30Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>([FVX.XO]/10)-([TNX.XO]/10)</Name>
          <Description>5 Yr - 10Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>([FVX.XO]/10)-([TYX.XO]/10)</Name>
          <Description>5 Yr - 30Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>([TNX.XO]/10)-([TYX.XO]/10)</Name>
          <Description>10 Yr - 30Yr US Yield Spread</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.001</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>