■ Treasury Yield Curve Dynamics
Yield Impact: +22.0 bps
2-Year Treasury
4.92%
+0.22%
5-Year Treasury
4.58%
+0.20%
10-Year Treasury
4.72%
+0.18%
30-Year Treasury
4.88%
+0.11%
Transmission Channel: Higher probability of an immediate Fed funds rate increase directly shifts the front-end (2Y) higher, flattening or inverting the curve as long-term inflation risk is priced out.
■ Fed Futures Conviction & Stress Test
REAL-TIME CALC
88%
Presets:
25 bps
TRADER CONVICTION TIER
High Conviction (>80%)
Historical Prediction Accuracy:
91.4%
Portfolio Capital Impact ($1,000,000 Base)
-$18,750
Expected Bond Value Loss at 7.5y Modified Duration
Expected Price Change
-1.88%
Duration Price Sensitivity
Post-Hike Implied Target
5.50%
From 5.25% Baseline