Five new multiple-choice questions every day, covering yield curve regimes, duration and DV01 concepts, spread dynamics, and historical rate levels. Quizdle is deterministic — everyone sees the same questions on the same day.

How It Works

  • each day at midnight a new set of 5 questions is generated from a seed based on the date
  • click a choice to submit your answer — immediate feedback with an explanation
  • after all 5 questions, a score card appears with a shareable emoji grid
  • logged-in users' scores are saved automatically to the leaderboard

Question Categories

  • Regime identification — given level and slope changes, name the yield curve regime
  • Duration ranking — compare modified duration across bonds with different maturities and yields
  • Spread direction — predict how the 2s10s spread changes under a given macro scenario
  • Historical yield levels — approximate the 10Y yield at significant market events
  • DV01 and convexity concepts — applied risk metric calculations

Scoring & Leaderboard

  • a colored emoji grid (green = correct, red = incorrect) summarizes your result
  • click Copy Result to share your score: www.yieldcurve.pro Quizdle 2026-03-12 🟩🟩🟥🟩🟩 4/5
  • Today tab shows the top scores for the current day
  • All Time tab ranks players by average score (minimum 3 games to qualify)
  • anonymous users can play but their scores are not saved

Use Cases

  • daily practice for CFA or fixed-income interview preparation
  • quick team activity for rates desks and portfolio teams
  • build intuition for how macro scenarios translate to curve movements

2026-03-13 · 5 questions · New quiz daily

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1. In early March 2026, the Fed signals a pause in rate cuts after inflation remains sticky at 3.2%, while consensus expects no further cuts through Q2 2026. The 2Y yield is 3.85% and the 10Y yield is 4.10%. Which regime characterizes the current yield curve environment?

2. A trader holds a 5-year bullet portfolio with a dollar duration of 4.25. If the yield curve shifts up 40 basis points in parallel, what is the approximate mark-to-market loss on a $10 million notional position?

3. Over the past 18 months, the US 10Y Treasury–corporate spread has tightened from 185 bps to 120 bps while absolute 10Y yields rose from 3.65% to 4.10%. Which statement best explains the observed credit spread compression?

4. On August 5, 2024, following a weaker-than-expected employment report, the 10Y Treasury yield fell from approximately 4.00% to 3.84% in a single session. This event marked the beginning of the Fed's pivot to rate-cut expectations. Approximately what was the 10Y Treasury yield at that date before the decline?

5. Under the expectations hypothesis of the term structure, if the current 1Y forward rate starting in year 4 is 3.75% and the current 1-year spot rate is 3.25%, what does this imply about the market's expectations for the 5-year spot rate?

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