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 08/17/2026
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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 08/17/2026. |
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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 4.19%
91282CRB9 07/31/2028 |
+1.476% | +2.365% | +3.266% | +4.181% | +5.108% | +6.049% | +7.003% |
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3 Year US Treasury 4.25%
91282CRG8 08/15/2029 |
-1.222% | +0.558% | +2.381% | +4.248% | +6.162% | +8.122% | +10.130% |
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5 Year US Treasury 4.38%
91282CRA1 07/31/2031 |
-5.732% | -2.505% | +0.860% | +4.371% | +8.034% | +11.856% | +15.846% |
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7 Year US Treasury 4.54%
91282CRC7 07/31/2033 |
-9.680% | -5.224% | -0.493% | +4.532% | +9.871% | +15.545% | +21.578% |
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10 Year US Treasury 4.72%
91282CRF0 08/15/2036 |
-14.531% | -8.656% | -2.256% | +4.719% | +12.326% | +20.627% | +29.693% |
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20 Year US Treasury 5.30%
912810UV8 05/15/2046 |
-23.002% | -15.000% | -5.673% | +5.232% | +18.018% | +33.050% | +50.770% |
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30 Year US Treasury 5.31%
912810UW6 08/15/2056 |
-27.575% | -18.788% | -8.011% | +5.308% | +21.898% | +42.712% | +69.008% |
Source: U.S. Department of the Treasury data and calculations as of 08/17/2026. 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 08/17/2026. This analysis is for illustrative purposes only and is not indicative of future returns.