Interest Rate Scenario Analysis
Model how parallel shifts in interest rates affect estimated total return across the U.S. Treasury curve. Select your time horizon and rate increment to stress-test duration positioning for any portfolio allocation.
Last Updated at 07/13/2026
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Estimated 12-month total return for Benchmark U.S. Treasury Notes and Bonds,
Assuming a Parallel Shift in Interest Rates
A hypothetical demonstration of mathematical principles using the horizon and increments selected. Last updated at 07/13/2026. |
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| Treasury Benchmark On-the-Run Issues |
+300bps | +200bps | +100bps | 0bps | -100bps | -200bps | -300bps |
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2 Year US Treasury 4.26%
91282CQY0 06/30/2028 |
+1.507% | +2.410% | +3.326% | +4.255% | +5.198% | +6.154% | +7.124% |
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3 Year US Treasury 4.30%
91282CQV6 06/15/2029 |
-1.006% | +0.718% | +2.482% | +4.288% | +6.137% | +8.030% | +9.969% |
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5 Year US Treasury 4.37%
91282CQX2 06/30/2031 |
-5.831% | -2.575% | +0.822% | +4.366% | +8.064% | +11.924% | +15.955% |
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7 Year US Treasury 4.48%
91282CQW4 06/30/2033 |
-9.823% | -5.341% | -0.581% | +4.475% | +9.848% | +15.560% | +21.635% |
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10 Year US Treasury 4.62%
91282CQQ7 05/15/2036 |
-14.485% | -8.657% | -2.315% | +4.589% | +12.112% | +20.314% | +29.261% |
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20 Year US Treasury 5.11%
912810UV8 05/15/2046 |
-23.548% | -15.448% | -5.995% | +5.070% | +18.058% | +33.347% | +51.392% |
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30 Year US Treasury 5.10%
912810UU0 05/15/2056 |
-28.080% | -19.241% | -8.383% | +5.059% | +21.827% | +42.890% | +69.530% |
Source: U.S. Department of the Treasury data and calculations as of 07/13/2026. The table above shows the estimated 12-month total return from interest and price change of on-the-run, benchmark U.S. Treasury Notes and Bonds for a given move in yields. Yield changes are assumed to be parallel across the curve and are based on duration and yield as of 07/13/2026. This analysis is for illustrative purposes only and is not indicative of future returns.