Treasury Yield & Debt Bomb Simulator Macro Tool

Interactive issuance duration matrix, sovereign yield curve response, and 10-year debt refinancing wall model.

10Y Benchmark Yield
4.62%
Neutral Spread: +37 bps
Effective Duration
4.8 yrs
Weighted Maturity avg
3Y Rollover Wall
48.2%
$17.6 T due <36 mos
Annual Interest Exp.
$1,185 B
22.8% of Fed Revenue
5Y Debt Trajectory
$44.8 T
Assumes current run-rate

US Sovereign Yield Curve Model (1M to 30Y) Interactive Tenor Shift Engine

Neutral Baseline Curve
Active Policy Simulation

10-Year Debt Maturity Schedule & Refinancing Wall Annual Rollover Volume in $ Trillions

⚠️ Refinancing Concentration Risk Elevated

By leaning heavily into front-end T-bill issuance, near-term coupon suppression is achieved at the expense of creating an acute 3-year rollover wall ($17.6T). A future rate spike during refinancing would rapidly cascade into federal mandatory outlays.

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