| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 2.25 | -150.0 | +0.00 |
| 2 Mo | 3.71 | 2.21 | -149.7 | +0.00 |
| 3 Mo | 3.72 | 2.23 | -149.4 | +0.00 |
| 4 Mo | 3.69 | 2.20 | -149.2 | +0.00 |
| 6 Mo | 3.70 | 2.21 | -148.6 | +0.73 |
| 1 Yr | 3.66 | 2.19 | -146.9 | +1.45 |
| 2 Yr | 3.73 | 2.29 | -143.6 | +2.79 |
| 3 Yr | 3.74 | 2.34 | -140.3 | +4.04 |
| 5 Yr | 3.87 | 2.53 | -133.6 | +6.23 |
| 7 Yr | 4.07 | 2.80 | -126.9 | +8.00 |
| 10 Yr | 4.28 | 3.11 | -116.9 | +9.95 |
| 20 Yr | 4.89 | 4.06 | -83.4 | +11.31 |
| 30 Yr | 4.90 | 4.40 | -50.0 | +8.26 |