| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 3.50 | -25.0 | +0.00 |
| 2 Mo | 3.71 | 3.46 | -25.1 | +0.00 |
| 3 Mo | 3.72 | 3.47 | -25.3 | +0.00 |
| 4 Mo | 3.69 | 3.44 | -25.4 | +0.00 |
| 6 Mo | 3.70 | 3.44 | -25.7 | +0.13 |
| 1 Yr | 3.66 | 3.39 | -26.5 | +0.26 |
| 2 Yr | 3.73 | 3.45 | -28.2 | +0.54 |
| 3 Yr | 3.74 | 3.44 | -29.9 | +0.84 |
| 5 Yr | 3.87 | 3.54 | -33.2 | +1.51 |
| 7 Yr | 4.07 | 3.70 | -36.6 | +2.24 |
| 10 Yr | 4.28 | 3.86 | -41.6 | +3.42 |
| 20 Yr | 4.89 | 4.31 | -58.3 | +7.75 |
| 30 Yr | 4.90 | 4.15 | -75.0 | +12.73 |