CPI Report Yield & Rate Cut Probability Simulator

Scenario Parameters Interactive

Quick Macro Scenarios

Headline CPI MoM +0.15%

-0.20% (Cool) +0.15% (Exp) +0.50% (Hot)

Core CPI Sticky Pressure

Fed Reaction Function

Portfolio Benchmark Duration 6.5 Yrs

25bp Rate Cut Odds 62.5% Upcoming FOMC Implied

50bp Rate Cut Odds 35.0% Aggressive Easing Prob

2Y Yield / 10Y Yield 3.95% / 3.85% Inversion: -10 bps (Inverted)

Est. Portfolio Return Impact +0.00% Duration Price Sensitivity

US Treasury Yield Curve (Tenors: 2Y, 5Y, 10Y, 30Y)

Baseline (3.95%/3.85%)

Simulated Curve

FOMC Meeting Policy Outcome Probabilities

Quantitative Scenario Matrix Breakdown

State: Active Simulation

Tenor / Metric	Baseline Level	Simulated Level	Delta / Shift	Market Implication

Soft Landing / Gradual Easing