| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 3.75 | +0.0 | +0.00 |
| 2 Mo | 3.71 | 3.71 | +0.3 | +0.00 |
| 3 Mo | 3.72 | 3.73 | +0.6 | +0.00 |
| 4 Mo | 3.69 | 3.70 | +0.8 | +0.00 |
| 6 Mo | 3.70 | 3.71 | +1.4 | -0.01 |
| 1 Yr | 3.66 | 3.69 | +3.1 | -0.03 |
| 2 Yr | 3.73 | 3.79 | +6.4 | -0.12 |
| 3 Yr | 3.74 | 3.84 | +9.7 | -0.27 |
| 5 Yr | 3.87 | 4.03 | +16.4 | -0.74 |
| 7 Yr | 4.07 | 4.30 | +23.1 | -1.38 |
| 10 Yr | 4.28 | 4.61 | +33.1 | -2.63 |
| 20 Yr | 4.89 | 5.56 | +66.6 | -7.96 |
| 30 Yr | 4.90 | 5.90 | +100.0 | -13.84 |