Computed Yield Shift
-14.2 bps
Targeted Maturity Shift
Duration Reduction
0.32 yrs
Risk Capital Released
New Repo Spread
-18.7 bps
Collateral Premium Narrowed
Buyback Capacity Deployed
$15.0B
Avg Coupon 4.125%
Intervention Parameters
Intervention Presets
Buyback Volume
$15.0B
$1B
$25B
$50B
Target Maturity Bucket
Short-End
Baseline Repo Spread
-8.5 bps
-30.0 bps
-10.0 bps
+10.0 bps
Average Coupon Rate
4.125%
US Sovereign Yield Curve & Shift Delta
Baseline Constant Maturity vs Post-Intervention Curve
Pre-Intervention
Post-Intervention
Curve Tenor Sensitivity Matrix
Liquidity Multiplier: 1.45x| Tenor | Baseline Yield | Intervention Delta | New Yield | DV01 Absorb ($M) | Market Impact |
|---|