①
Load Live Data
Hit Load in the sidebar to pull today's U.S. Treasury yields directly from the Treasury website.
②
Apply a Scenario
Choose a preset or drag the sliders to shock the curve — parallel shifts, steepeners, flatteners, or inversions.
③
Analyze Impact
The chart and P&L table update instantly — showing DV01, modified duration, and estimated gain/loss per bond.
Portfolio Results
Portfolio DV01
—
per $1M face
Wtd Avg Duration
—
modified years
Scenario P&L
—
per $1M notional
10yr Spot Rate
—
zero-coupon
2s10s Spread
—
bps
US Treasury Zero-Coupon Spot Curve
Spot curve
Shocked spot
Par (ref)
Scenario P&L by Position — $1M Face per Bond
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| Security | Rating | Maturity | Coupon | YTM (Base) | Mod Dur | DV01 | Scenario P&L |
|---|