US Treasury 10-Year Auction & Yield Curve Divergence Simulator

Model multi-decade high Treasury yields, primary dealer auction strains, and rate policy market disconnects.

Yield Curve vs Fed Projections

Market Curve (Drag Points)

Fed Dot-Plot Path

10-Year Auction & Pricing Diagnostics

10Y Treasury Note Price

$97.28

Par: $100.00 -2.72%

Modified Duration

7.82 yrs

Convexity: 0.71 DV01: $0.076

Term Premium (10Y - Fed Expected)

42.5 bps

Fed Funds: 5.25% 10Y Yield: 4.85%

Market vs Fed Divergence Signal

Hawkish Bond Market / Auction Resistance

Auction Bidding & Policy Controls

10Y Auction Yield 4.85%

Fed Funds Target Rate 5.25%

Bond Coupon Rate 4.50%

Bid-to-Cover Ratio 2.45x

Auction Tail Spread 1.8 bps

Dealer Takeaway Share 18.2%

Auction Order Book & Allocation Strain

Bond Sensitivity Matrix (+/- 50 bps Yield Shift)

Yield Scenario	Simulated Yield	Bond Price ($)	Price Change (%)	Mod Duration	Dealer Strain Index