| Tenor | Base (%) | Shocked (%) | Δ (bps) | ΔPrice ($) |
|---|---|---|---|---|
| 1 Mo | 3.75 | 5.75 | +200.0 | +0.00 |
| 2 Mo | 3.71 | 5.71 | +200.0 | +0.00 |
| 3 Mo | 3.72 | 5.72 | +200.0 | +0.00 |
| 4 Mo | 3.69 | 5.69 | +200.0 | +0.00 |
| 6 Mo | 3.70 | 5.70 | +200.0 | -0.97 |
| 1 Yr | 3.66 | 5.66 | +200.0 | -1.92 |
| 2 Yr | 3.73 | 5.73 | +200.0 | -3.73 |
| 3 Yr | 3.74 | 5.74 | +200.0 | -5.44 |
| 5 Yr | 3.87 | 5.87 | +200.0 | -8.54 |
| 7 Yr | 4.07 | 6.07 | +200.0 | -11.23 |
| 10 Yr | 4.28 | 6.28 | +200.0 | -14.59 |
| 20 Yr | 4.89 | 6.89 | +200.0 | -21.05 |
| 30 Yr | 4.90 | 6.90 | +200.0 | -24.10 |