Yield curve change decomposition
Is the change in bond yields mainly a parallel shift, a change in slope or a local distortion?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Mid-curve residual
- 220 bp
- Lowest item: Short-end residual
- -94 bp
- Average
- 114 bp
- Number of items
- 5 items
Main chart: yield change decomposition (basis points), by yield curve factor
Yield change decomposition (basis points) (Multi-series)
Supporting chart: actual change and residual by maturity
Actual change and residual by maturity (Bar)
Detail: data rows, observation dates and missing-value status for the yield curve change decomposition
Yield change decomposition (basis points) and Actual change and residual by maturity (Table)
Sample data rows
| Yield curve factor | Yield change decomposition (basis points) | Actual change and residual by maturity | Data date (sample) |
|---|---|---|---|
| Parallel shift | 96 | -4.42 | 2026-10-16 |
| Slope change | 149 | 7.59 | 2026-10-16 |
| Short-end residual | -94 | 2.52 | 2026-10-16 |
| Mid-curve residual | 220 | -5.88 | 2026-10-16 |
| Long-end residual | 201 | 1.31 | 2026-10-16 |