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| Local Time | Settlement APR | Implied yield | Spread | Winner |
|---|---|---|---|---|
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long | |
| 5.47% | 5.01% | +0.46% | Long |
359 settlements over 30 days show an average rate of 6.14%, with a wide observed range from -31.4% to +35.0%, reflecting episodic funding volatility.