As of March 13, 2026 yieldcurve.pro

Fed Cuts -100bp

Parallel shift down 100bp — easing cycle.

Tenor Base (%) Shocked (%) Δ (bps) ΔPrice ($)
1 Mo 3.75 2.75 -100.0 +0.00
2 Mo 3.71 2.71 -100.0 +0.00
3 Mo 3.72 2.72 -100.0 +0.00
4 Mo 3.69 2.69 -100.0 +0.00
6 Mo 3.70 2.70 -100.0 +0.49
1 Yr 3.66 2.66 -100.0 +0.98
2 Yr 3.73 2.73 -100.0 +1.93
3 Yr 3.74 2.74 -100.0 +2.86
5 Yr 3.87 2.87 -100.0 +4.62
7 Yr 4.07 3.07 -100.0 +6.25
10 Yr 4.28 3.28 -100.0 +8.45
20 Yr 4.89 3.89 -100.0 +13.74
30 Yr 4.90 3.90 -100.0 +17.42

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