As of March 13, 2026 yieldcurve.pro

5 Yr Duration & DV01

4.51 yr

at 3.87% yield

Risk Metrics

Price Mod Duration Mac Duration DV01 Convexity ΔP (+100bp)
$100.00 4.51 yr 4.59 yr $0.0451 23.62 $-4.39

Par bond (coupon = yield). Semiannual compounding.