US 10-Year Bond Yield Workstation 5.04% Benchmark

Interactive duration risk, bond capital drawdown, and equity risk premium compression modeled against the 2007-era 5.04% Treasury surge.

Allocation Presets:

Annual Bond Income

$17,000

From $400,000 fixed income

Duration Impact (Bond Price)

-5.925%

Capital price change (Duration 7.5 yrs)

Equity Risk Premium (ERP)

2.15%

S&P 500 EY (7.19%) − 10Y Yield

Borrowing Multiplier

1.48×

Relative to 3.40% post-GFC baseline

Portfolio Parameters

Portfolio Value ($) $1,000,000

Asset Mix (Equity / Fixed Income) 60% / 40%

Bond Portfolio Duration 7.5 Years

Measures bond price sensitivity to rate moves

Existing Weighted Coupon 4.25%

10-Year Treasury Yield 5.04%

Drag to test yield shocks from 2.0% to 8.0%

US 10-Year Historical Yield vs. 5.04% Benchmark

Yield: 5.04%

Validated 5.04% Yield Impact Calculated

Equity Hurdle Pressure

+163 bps

TINA ("There Is No Alternative") dead: Cash and 10Y risk-free assets compete directly with equities.

Estimated 30Y Mortgage

7.84%

Historic ~280 bps spread over 10Y Treasury puts pressure on commercial and residential credit.

Yield Level	Bond Capital Move	Portfolio Impact	ERP (S&P 500)	Fixed Income Income

Generated Treasury Allocation Brief