Portfolio Results
Market Value
—
total $
YTW
—
yield to worst
Mod Duration
—
years
DV01
—
per $1M face
Credit Score
—
wtd avg S&P
Future Return
—
trailing 30 days
Future UpSide
—
upside scenario
Future DnSide
—
downside scenario
US Treasury Zero-Coupon Spot Curve
Spot curve
Shocked spot
Forecast (2007-03-01 → 2010-03-01)
Par (ref)
Securities
| Security | Rating | Market Value | YTW | Mod Duration | DV01 | Future Rtn | Future Up | Future Dn |
|---|