Inflation Scenarios
Baseline: +0.20%
Max: +0.80%
Baseline: +0.30%
Max: +0.80%
Portfolio Parameters
Curve Shift Detail
| Tenor | Base (%) | Shift (bps) | Scenario (%) |
|---|
Portfolio Price Delta
-0.81%
Duration: 6.5y impact
Hawkish Fed Probability
+18.4%
Hike / Pivot Probability Shift
Top Asset Drag
Technology
-1.45% sensitivity
2Y/10Y Curve Spread
-34.7 bps
Flattened by 5.3 bps
US Treasury Yield Curve Shift
Baseline (Headline 0.2 / Core 0.3)
Scenario Overlay
Cross-Asset Sector Sensitivity
Desk Execution Summary
Headline MoM +0.40% & Core MoM +0.50% release drives a +12.5 bps spike at 2Y maturity. Portfolio loss estimated at -0.8125% with Technology suffering highest sector drag (-1.45%).