| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 4.75 | +100.0 | +0.00 |
| 2 Mo | 3.71 | 4.71 | +100.0 | +0.00 |
| 3 Mo | 3.72 | 4.72 | +100.0 | +0.00 |
| 4 Mo | 3.69 | 4.69 | +100.0 | +0.00 |
| 6 Mo | 3.70 | 4.70 | +100.0 | -0.49 |
| 1 Yr | 3.66 | 4.66 | +100.0 | -0.97 |
| 2 Yr | 3.73 | 4.73 | +100.0 | -1.89 |
| 3 Yr | 3.74 | 4.74 | +100.0 | -2.77 |
| 5 Yr | 3.87 | 4.87 | +100.0 | -4.39 |
| 7 Yr | 4.07 | 5.07 | +100.0 | -5.83 |
| 10 Yr | 4.28 | 5.28 | +100.0 | -7.68 |
| 20 Yr | 4.89 | 5.89 | +100.0 | -11.60 |
| 30 Yr | 4.90 | 5.90 | +100.0 | -13.84 |