US 10-Year Treasury Yield & Borrowing Shock Simulator

Modeled 10-Yr Yield

5.12%

> 5.00% Breached

Fed Annual Interest

$1,120.4B

Rollover Cost Pressure

Corp Refi Stress

84.2

Scale 0-100 (Friction Index)

Market Severity

High

Bond Volatility Index

5.0% Threshold Gate

BREACHED

First Time Since Oct 2023

Macro Shocks & Pressures LIVE RECOMPUTE

SCENARIO PRESETS

Inflation Expectations (CPI % YoY) 3.4%

US Treasury Debt Issuance ($ Trillions) $2.2T

Corporate Borrowing Demand Index 118.5

Term Premium (Basis Points) +65 bps

Bloomberg Context: Mounting inflation concerns collided with swelling government auctions ($2.2T+ annual new supply) and heavy investment-grade corporate refinancing, forcing dealers to cheapen paper and driving the benchmark 10-year yield over the critical 5.00% threshold.

US Sovereign Yield Curve Matrix: Modeled Shock vs Oct 2023 Peak REAL-TIME SIMULATION

Tenor Spread & Roll-Over Matrix

Tenor	Modeled Yield	Oct 2023 Peak	Pre-Shock Baseline	Spread vs 10Y (bps)	Refinancing Impact

Simulation ready. Adjust sliders or export datasets.

Market Intelligence & Primary Sources: Data calibrated against Bloomberg reporting on the US 10-year yield exceeding 5%, US Treasury Department Monthly Statement of the Public Debt (MSPD), and Federal Reserve Bank of St. Louis (FRED) historical 10-year Treasury Constant Maturity (October 2023 peak: 4.99%–5.02%). Research date: September 2026.