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
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