| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 2.75 | -100.0 | +0.00 |
| 2 Mo | 3.71 | 2.71 | -99.7 | +0.00 |
| 3 Mo | 3.72 | 2.73 | -99.4 | +0.00 |
| 4 Mo | 3.69 | 2.70 | -99.2 | +0.00 |
| 6 Mo | 3.70 | 2.71 | -98.6 | +0.49 |
| 1 Yr | 3.66 | 2.69 | -96.9 | +0.95 |
| 2 Yr | 3.73 | 2.79 | -93.6 | +1.81 |
| 3 Yr | 3.74 | 2.84 | -90.3 | +2.58 |
| 5 Yr | 3.87 | 3.03 | -83.6 | +3.85 |
| 7 Yr | 4.07 | 3.30 | -76.9 | +4.77 |
| 10 Yr | 4.28 | 3.61 | -66.9 | +5.57 |
| 20 Yr | 4.89 | 4.56 | -33.4 | +4.35 |
| 30 Yr | 4.90 | 4.90 | +0.0 | +0.00 |