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| Local Time | Settlement APR | Implied yield | Spread | Winner |
|---|---|---|---|---|
| 2.56% | 1.76% | +0.81% | Long | |
| 3.33% | 1.76% | +1.57% | Long | |
| 3.46% | 1.76% | +1.71% | Long | |
| -2.27% | 1.54% | -3.81% | Short | |
| 3.25% | 1.54% | +1.71% | Long | |
| 7.52% | 1.28% | +6.24% | Long | |
| -0.82% | 1.28% | -2.09% | Short | |
| 3.20% | 1.28% | +1.92% | Long | |
| -2.10% | 0.95% | -3.06% | Short | |
| -1.18% | 0.95% | -2.14% | Short | |
| -0.71% | 0.95% | -1.66% | Short | |
| 2.92% | 0.95% | +1.96% | Long |
Long volume of $2.19M represents ~84% of $2.60M gross 7d trade volume, indicating a pronounced directional skew in observed flow composition.