| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 5.25 | +150.0 | +0.00 |
| 2 Mo | 3.71 | 5.21 | +149.7 | +0.00 |
| 3 Mo | 3.72 | 5.21 | +149.4 | +0.00 |
| 4 Mo | 3.69 | 5.18 | +149.2 | +0.00 |
| 6 Mo | 3.70 | 5.19 | +148.6 | -0.72 |
| 1 Yr | 3.66 | 5.13 | +146.9 | -1.41 |
| 2 Yr | 3.73 | 5.17 | +143.6 | -2.69 |
| 3 Yr | 3.74 | 5.14 | +140.3 | -3.85 |
| 5 Yr | 3.87 | 5.21 | +133.6 | -5.81 |
| 7 Yr | 4.07 | 5.34 | +126.9 | -7.32 |
| 10 Yr | 4.28 | 5.45 | +116.9 | -8.90 |
| 20 Yr | 4.89 | 5.72 | +83.4 | -9.82 |
| 30 Yr | 4.90 | 5.40 | +50.0 | -7.37 |