CNBC Macro Alert / Treasury Lab

Bond Market Inflation Alarm: Breakeven & Yield Curve Stress Lab

Simulate inflation genie breakouts across US Treasury yield curves, TIPS real returns, Fisher decomposition, and bond portfolio duration losses.

Treasury Yield Curve & Breakeven Spreads ● Click or drag curve nodes to adjust tenors

Nominal Yield (Shocked)
Nominal (Base)
TIPS Real Yield
Market Breakeven Inflation (Nominal − TIPS)

Tenor Breakdown & Portfolio Shock Analysis

Tenor Base Nom Shocked Nom Base TIPS Shocked TIPS Breakeven (Expected Inf) Eff. Duration Treasury Return TIPS Divergence

Fisher Equation Decomposition (Nominal = Real + Breakeven + Term Premium)

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