Yield Curve & Bond Duration Stress Simulator

Interactive Yield Curve Manipulation Drag points or adjust shocks below

2Y Treasury 4.25%

Shock Delta (bps): +10

Portfolio Weight: 15%

5Y Treasury 4.10%

Shock Delta (bps): +25

Portfolio Weight: 25%

10Y Treasury 4.35%

Shock Delta (bps): +45

Portfolio Weight: 35%

30Y Long Bond 4.65%

Shock Delta (bps): +65

Portfolio Weight: 25%

Tenor Stress Breakdown & Price Impact

Tenor	Base Yield	New Yield	Mod. Dur	DV01 ($)	Price Shock (%)

Portfolio Mark-to-Market Heatmap -6.84%