US Treasury Yield & Duration Workbench Fixed Income

Model hot Treasury yields, duration risk, cash-flow waterfalls & rate shock scenarios

Weighted Yield

4.68%

Modified Duration

4.82 yrs

Est. Annual Income

$4,680

Dollar Duration (DV01)

$48.20

1Y Shock Return

+4.68%

Interactive Yield Curve

Baseline

Shocked

Drag orange nodes on chart or select preset to shock yields across tenors.

Portfolio Allocation ($100k Base) 100% Allocated

Rate Shock Stress Test (12-Mo Horizon)

Rate Shift	Price Impact	Coupon Income	Total Return

Treasury Cash Flow Waterfall & Duration Ladder Periodic Reinvestment Dynamics

Bucket / Tenor	Weight	Capital ($)	Base Yield	Shock Yield	Annual Coupon	Mod. Duration	Price Shock (1Y)	Net 1Y Payoff