spb/wp47_uqo

1% generated by scripts/12_text_macros.py2\providecommand{\nMinutesM}{4.3}3\providecommand{\nYieldDaysOos}{3,963}4\providecommand{\fomcRvShareLevelPct}{18.5\%}5\providecommand{\fomcRvShareSlopePct}{19.9\%}6\providecommand{\fomcRvShareCurvPct}{26.7\%}7\providecommand{\cpiRvShareLevelPct}{16.0\%}8\providecommand{\cpiRvShareSlopePct}{16.9\%}9\providecommand{\cpiRvShareCurvPct}{20.6\%}10\providecommand{\empRvShareLevelPct}{30.4\%}11\providecommand{\empRvShareSlopePct}{33.1\%}12\providecommand{\empRvShareCurvPct}{32.0\%}13\providecommand{\benchSharePct}{2.2\%}14\providecommand{\harDmMin}{-1.7}15\providecommand{\harDmMax}{-3.7}16\providecommand{\ceilLevel}{0.99}17\providecommand{\ceilSlope}{0.85}18\providecommand{\ceilCurv}{0.84}19\providecommand{\fidSlopeLateNoSofr}{0.73}20\providecommand{\fidSlopeLateSofr}{0.74}21\providecommand{\fidLevelLateSofr}{0.95}22\providecommand{\fidCurvLateSofr}{0.78}23\providecommand{\fomcRatioSr}{4.9}24\providecommand{\fomcRatioTen}{3.4}25\providecommand{\cpiLateSdTwo}{8.8}26\providecommand{\cpiLateSdCurv}{26}27\providecommand{\cpiZlbSdLevel}{2.2}28\providecommand{\cpiZlbSdSlope}{2.4}29\providecommand{\fomcLateSdTwo}{5.2}30\providecommand{\fomcLateSdCurv}{19}31\providecommand{\corrLsOneMin}{-0.93}32\providecommand{\corrLsFiveMin}{-0.97}33\providecommand{\corrLsThirtyMin}{-0.98}34\providecommand{\corrLsDaily}{-0.89}35\providecommand{\noiseCorrLs}{-0.84}36\providecommand{\corrLcOneMin}{-0.26}37\providecommand{\corrLcThirtyMin}{-0.11}38\providecommand{\corrLcDaily}{-0.13}39\providecommand{\nBouncePairs}{74}40\providecommand{\nPanelMinutes}{6.47}41\providecommand{\nFomcSched}{126}42\providecommand{\nFomcUnsched}{2}43\providecommand{\nCpiEv}{189}44\providecommand{\nEmpEv}{190}45\providecommand{\fitRmseBp}{12.0}46\providecommand{\lambdaHat}{0.491}47\providecommand{\fitRmseLamHatBp}{9.4}48\providecommand{\corrDailyLs}{-0.82}49\providecommand{\fidTLevelZlb}{0.95}50\providecommand{\fidTSlopeZlb}{0.92}51\providecommand{\fidTCurvZlb}{0.79}52\providecommand{\fidTLevelMid}{0.94}53\providecommand{\fidTSlopeMid}{0.79}54\providecommand{\fidTCurvMid}{0.66}55\providecommand{\fidTLevelPandemic}{0.94}56\providecommand{\fidTSlopePandemic}{0.83}57\providecommand{\fidTCurvPandemic}{0.57}58\providecommand{\fidTLevelRecent}{0.95}59\providecommand{\fidTSlopeRecent}{0.73}60\providecommand{\fidTCurvRecent}{0.78}61\providecommand{\gswLevelFull}{0.95}62\providecommand{\fidTLevelSlope}{0.99}63\providecommand{\harGainLevelHOne}{1.4\%}64\providecommand{\harGainLevelHFive}{1.0\%}65\providecommand{\harGainLevelHTwentyTwo}{0.5\%}66\providecommand{\gswSlopeFull}{0.83}67\providecommand{\fidTSlopeSlope}{0.99}68\providecommand{\harGainSlopeHOne}{1.9\%}69\providecommand{\harGainSlopeHFive}{1.2\%}70\providecommand{\harGainSlopeHTwentyTwo}{0.6\%}71\providecommand{\gswCurvFull}{0.86}72\providecommand{\fidTCurvSlope}{1.03}73\providecommand{\harGainCurvHOne}{1.0\%}74\providecommand{\harGainCurvHFive}{0.7\%}75\providecommand{\harGainCurvHTwentyTwo}{0.7\%}76\providecommand{\spanZtOneMin}{0.54}77\providecommand{\spanZnOneMin}{0.69}78\providecommand{\spanZnThirtyMin}{0.97}79\providecommand{\spanZtThirtyMin}{0.81}80\providecommand{\pcThreeOneMin}{96.9\%}81\providecommand{\pcThreeThirtyMin}{99.5\%}82\providecommand{\etfCorrLevelThirty}{0.89}83\providecommand{\etfCorrSlopeThirty}{0.51}84\providecommand{\etfCorrCurvThirty}{0.52}85\providecommand{\etfCorrLevelOne}{0.62}86\providecommand{\etfFomcLevel}{0.89}87\providecommand{\etfFomcSlope}{0.76}88\providecommand{\etfFomcCurv}{0.84}89\providecommand{\etfDailyLevel}{0.95}90\providecommand{\etfFomcN}{126}91\providecommand{\rvOneOverThirtyLevel}{1.24}92\providecommand{\rvOneOverThirtyCurv}{1.81}93\providecommand{\fomcWNinetySdTen}{4.3}94\providecommand{\fomcWTwentyfiveSdTen}{2.9}95\providecommand{\fomcWFifteenSdTen}{2.6}96\providecommand{\fomcLateWNinetySdCurv}{29}97\providecommand{\fomcLateWTwentyfiveSdCurv}{19}98\providecommand{\fomcZlbRvShareLevelPct}{25.4\%}99\providecommand{\fomcLateRvShareLevelPct}{12.2\%}100\providecommand{\fomcLateRvShareCurvPct}{27.3\%}101\providecommand{\cpiZlbRvShareLevelPct}{11.6\%}102\providecommand{\cpiLateRvShareLevelPct}{24.5\%}103\providecommand{\cpiLateRvShareCurvPct}{44.8\%}104\providecommand{\fomcZlbRatioSr}{6.2}105\providecommand{\fomcLateRatioSr}{2.5}106\providecommand{\cpiZlbRatioTen}{1.5}107\providecommand{\cpiLateRatioTen}{3.5}108\providecommand{\preFomcLevel}{-0.6}109\providecommand{\preFomcLevelLo}{-1.2}110\providecommand{\preFomcLevelHi}{0.1}111\providecommand{\preFomcTen}{-0.4}112\providecommand{\preFomcTenLo}{-1.1}113\providecommand{\preFomcTenHi}{0.2}114\providecommand{\perPeakLevel}{08:37}115\providecommand{\perSpikeLevel}{0.57}116\providecommand{\perMedianLevel}{0.15}117\providecommand{\perUsAsiaLevel}{1.9}118\providecommand{\perTroughLevel}{00:44}119\providecommand{\perSpikeEvLevel}{2.53}120\providecommand{\perPeakSlope}{08:37}121\providecommand{\perSpikeSlope}{0.64}122\providecommand{\perMedianSlope}{0.16}123\providecommand{\perUsAsiaSlope}{1.9}124\providecommand{\perTroughSlope}{00:46}125\providecommand{\perSpikeEvSlope}{2.97}126\providecommand{\perPeakCurv}{08:36}127\providecommand{\perSpikeCurv}{2.01}128\providecommand{\perMedianCurv}{0.46}129\providecommand{\perUsAsiaCurv}{1.6}130\providecommand{\perTroughCurv}{00:45}131\providecommand{\perSpikeEvCurv}{11.34}132\providecommand{\robExpLevel}{0.94}133\providecommand{\robBLevelFifteen}{0.90}134\providecommand{\robBLevelSixteen}{0.90}135\providecommand{\robBLevelBase}{0.95}136\providecommand{\robExpSlope}{0.81}137\providecommand{\robBSlopeFifteen}{0.78}138\providecommand{\robBSlopeSixteen}{0.78}139\providecommand{\robBSlopeBase}{0.82}140\providecommand{\robExpCurv}{0.75}141\providecommand{\robBCurvFifteen}{0.72}142\providecommand{\robBCurvSixteen}{0.71}143\providecommand{\robBCurvBase}{0.75}144\providecommand{\robExpMaxDiff}{0.008}145\providecommand{\robBLevelLossFifteen}{0.05}146\providecommand{\robBLevelLossSixteen}{0.04}147\providecommand{\rvFiveFomcLevelPct}{17.5\%}148\providecommand{\rvFiveFomcSlopePct}{19.8\%}149\providecommand{\rvFiveFomcCurvPct}{34.8\%}150\providecommand{\rvFiveCpiLevelPct}{19.5\%}151\providecommand{\rvFiveCpiSlopePct}{20.9\%}152\providecommand{\rvFiveCpiCurvPct}{28.0\%}153\providecommand{\rvFiveEmpLevelPct}{30.5\%}154\providecommand{\rvFiveEmpSlopePct}{32.3\%}155\providecommand{\rvFiveEmpCurvPct}{34.7\%}156\providecommand{\fomcTimeN}{126}157\providecommand{\fomcTimeWithinTwoPct}{64\%}158\providecommand{\fomcTimeWithinFivePct}{73\%}159\providecommand{\fomcTimeMedian}{1}160\providecommand{\nYieldDaysFactors}{3,963}161\providecommand{\nMinutesFactorsM}{5.0}162\providecommand{\fidCumLevelAll}{0.93}163\providecommand{\fidCumLevelAllSlope}{0.99}164\providecommand{\fidCumLevelZlb}{0.93}165\providecommand{\fidCumLevelMid}{0.92}166\providecommand{\fidCumLevelPandemic}{0.94}167\providecommand{\fidCumLevelRecent}{0.95}168\providecommand{\fidCumSlopeAll}{0.80}169\providecommand{\fidCumSlopeAllSlope}{0.99}170\providecommand{\fidCumSlopeZlb}{0.90}171\providecommand{\fidCumSlopeMid}{0.77}172\providecommand{\fidCumSlopePandemic}{0.82}173\providecommand{\fidCumSlopeRecent}{0.73}174\providecommand{\fidCumCurvAll}{0.75}175\providecommand{\fidCumCurvAllSlope}{1.02}176\providecommand{\fidCumCurvZlb}{0.76}177\providecommand{\fidCumCurvMid}{0.64}178\providecommand{\fidCumCurvPandemic}{0.56}179\providecommand{\fidCumCurvRecent}{0.78}180\providecommand{\shareDaysGeSixHundredPct}{99.9\%}181\providecommand{\medianMinutesFactors}{1,291}182\providecommand{\fidYThreeM}{0.09}183\providecommand{\fidYOneY}{0.64}184\providecommand{\fidYTwoY}{0.86}185\providecommand{\fidYFiveY}{0.92}186\providecommand{\fidYTenY}{0.94}187\providecommand{\fidYThirtyY}{0.92}188\providecommand{\fidYShortRateVsOneM}{-0.05}189\providecommand{\nFomcEventsUsed}{126}190\providecommand{\fomcRvShareLevelPct}{18.5\%}191\providecommand{\fomcRvShareSlopePct}{19.9\%}192\providecommand{\fomcRvShareCurvPct}{26.7\%}193\providecommand{\nCpiEventsUsed}{187}194\providecommand{\cpiRvShareLevelPct}{16.0\%}195\providecommand{\cpiRvShareSlopePct}{16.9\%}196\providecommand{\cpiRvShareCurvPct}{20.6\%}197\providecommand{\nEmpEventsUsed}{190}198\providecommand{\empRvShareLevelPct}{30.4\%}199\providecommand{\empRvShareSlopePct}{33.1\%}200\providecommand{\empRvShareCurvPct}{32.0\%}201\providecommand{\rvShareRatioMin}{7}202\providecommand{\rvShareRatioMax}{15}203\providecommand{\harHolmBelowFive}{7}204\providecommand{\harHolmBelowTen}{9}205\providecommand{\harDmMin}{-1.7}206\providecommand{\harDmMax}{-3.7}207\providecommand{\harDmMseSigFive}{1}208\providecommand{\harDmMseMin}{-1.2}209\providecommand{\harDmMseMax}{-2.1}210\providecommand{\noiseShareLevelOneMinPct}{26\%}211\providecommand{\corrLsGapNoise}{0.09}212\providecommand{\lpFomcTwoYDTen}{1.67}213\providecommand{\lpFomcTwoYDTenLo}{1.14}214\providecommand{\lpFomcTwoYDTenHi}{2.16}215\providecommand{\lpFomcTenYMTwentyFive}{0.54}216\providecommand{\lpFomcTenYDOne}{0.70}217\providecommand{\lpFomcTenYDTen}{1.73}218\providecommand{\lpCpiTwoYDTen}{0.62}219\providecommand{\lpCpiTwoYDTenLo}{-0.01}220\providecommand{\lpCpiTwoYDTenHi}{1.31}221\providecommand{\lpCpiTwoYDOne}{0.91}222\providecommand{\lpEmpTwoYDTen}{1.10}223\providecommand{\lpEmpTwoYDOne}{1.20}224\providecommand{\lpCpiTenYMTwentyFive}{0.71}225\providecommand{\lpEmpTenYMTwentyFive}{0.85}226\providecommand{\lpFomcCurvMTwentyFive}{3.57}227\providecommand{\lpFomcCurvDTen}{3.69}228\providecommand{\varTotalFull}{10.3}229\providecommand{\varTotalZlb}{26.2}230\providecommand{\varTotalRecent}{3.8}231\providecommand{\varRatioSrFull}{0.72}232\providecommand{\varRatioLevelFull}{0.96}233\providecommand{\varRatioCurvFull}{0.91}234\providecommand{\varResidCorrSrL}{-0.10}235\providecommand{\varResidCorrLC}{-0.12}236\providecommand{\varP}{6}237\providecommand{\volTotal}{56.5}238\providecommand{\volNetLevel}{4.2}239\providecommand{\volNetSlope}{4.2}240\providecommand{\volNetCurv}{-8.5}241\providecommand{\volRollMin}{49}242\providecommand{\volRollMax}{64}243\providecommand{\volRollMaxDate}{December 2020}244\providecommand{\volRollMinDate}{March 2024}245\providecommand{\volP}{5}246\providecommand{\srThreeMedianBarsTwentyTwenty}{10}247\providecommand{\srThreeMedianBarsTwentyTwentyTwo}{636}248\providecommand{\nBounceUB}{52}249\providecommand{\nBounceUS}{18}250\providecommand{\nBouncePairs}{74}251\providecommand{\corrDailyZnUs}{0.92}252\providecommand{\corrDailyZfZn}{0.96}253\providecommand{\corrDailyUsUb}{0.96}254\providecommand{\nContractsZN}{76}255\providecommand{\nPanelMinutes}{6.47}256\providecommand{\fomcZlbRvShareCurvPct}{29.3\%}257\providecommand{\fomcZlbRvShareSlopePct}{28.1\%}258