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|Market Watch||Dec 2019||Dec 2020||May 2021||June 2021|
|CITI discount rate2||3.01%||2.23%||2.79%||2.59%|
|Long Credit yield2||3.63%||2.78%||3.30%||3.08%|
|U.S. 30Y TSY yield||2.39%||1.64%||2.28%||2.09%|
¹Funded Status for the month of June is estimated and subject to change as final numbers are released. Data from reference Bloomberg Barclays Indices.
²The CITI discount rate corresponds to the FTSE short pension liability index. June 2021 is estimated based on the yield change on the BBgBarc Long AA Corporate Index. The Long Credit yield corresponds to the BBgBarc Long Credit Index.