As of March 13, 2026 yieldcurve.pro

2 Yr Duration & DV01

1.91 yr

at 3.73% yield

Risk Metrics

Price Mod Duration Mac Duration DV01 Convexity ΔP (+100bp)
$100.00 1.91 yr 1.95 yr $0.0191 4.64 $-1.89

Par bond (coupon = yield). Semiannual compounding.