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 07/17/2026
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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 07/17/2026. |
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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 4.18%
91282CQY0 06/30/2028 |
+1.463% | +2.354% | +3.256% | +4.172% | +5.101% | +6.043% | +6.999% |
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3 Year US Treasury 4.21%
91282CQZ7 07/15/2029 |
-1.271% | +0.512% | +2.339% | +4.209% | +6.126% | +8.090% | +10.102% |
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5 Year US Treasury 4.28%
91282CQX2 06/30/2031 |
-5.886% | -2.642% | +0.743% | +4.273% | +7.957% | +11.802% | +15.815% |
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7 Year US Treasury 4.40%
91282CQW4 06/30/2033 |
-9.873% | -5.401% | -0.652% | +4.392% | +9.752% | +15.449% | +21.507% |
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10 Year US Treasury 4.55%
91282CQQ7 05/15/2036 |
-14.533% | -8.712% | -2.379% | +4.517% | +12.030% | +20.219% | +29.153% |
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20 Year US Treasury 5.07%
912810UV8 05/15/2046 |
-23.600% | -15.498% | -6.042% | +5.027% | +18.020% | +33.315% | +51.367% |
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30 Year US Treasury 5.06%
912810UU0 05/15/2056 |
-28.175% | -19.325% | -8.450% | +5.016% | +21.817% | +42.926% | +69.629% |
Source: U.S. Department of the Treasury data and calculations as of 07/17/2026. 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 07/17/2026. This analysis is for illustrative purposes only and is not indicative of future returns.