On the Pricing Analysis Report, what do the columns Interest Rate Diff and Rate Spread Diff mean, and where do the numbers come from?

These columns stand for Interest Rate Difference and Rate Spread Difference. They're calculated by subtracting the Control Mean for a specific section of the report (i.e. Joint Race, -Ethnicity, -Minority Status, -Gender, HMDA Applicant Income, Tract Income, Tract Minority) from a Target Mean for that same section. 

For example, to get the Rate Spread Diff value for Joint Ethnicity - Hispanic/Latino, take the Rate Spread Mean value and subtract the corresponding mean value for Not Hispanic/Latino.