Yield & Portfolio Controls
Live Sensitivity
Path Mechanics: As CNBC highlighted, how yields reach 5% determines collateral stress. A rapid Inflation Shock steepens the 2Y/10Y spread drastically while compressing duration multiplier valuations.
Yield Curve Matrix & Price Impact
Bear SteepenerYield Change
+72 bps
4.28% → 5.00%
Est. Price Impact
-6.12%
Mod Dur: 8.50 yrs
Portfolio Impact
-$61,200
$938,800 val
Curve Structure
Bear Steepener
2s10s Spread: +32 bps
Current Yield Baseline
Simulated Path toward 5%
5.00% Psychological Ceiling
Key Maturities Sensitivity Matrix
| Maturity | Baseline Yield | Simulated Yield | Delta (bps) | Estimated Price Δ | P&L on $1M |
|---|