Bond-level interest rate shock sensitivity
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サンプルJSON
仕様JSON
サンプル基準日
SPY.US SPDR S&P 500 ETF | S&P 500 Index | 2025-10-16 – 2026-10-16 | USD
- Highest item: -100bp
- 6.55 %
- Lowest item: +100bp
- -5.86 %
- Average
- 0.17 %
- Number of items
- 5 items
Bond-level interest rate shock sensitivity
Estimated price change including convexity (折れ線)
Scenario curve
Duration-only estimate (棒)
Data detail
Estimated price change including convexity and Duration-only estimate (表)
サンプルデータ行
| Item | Estimated price change including convexity | Duration-only estimate | Data date (sample) |
|---|---|---|---|
| -100bp | 6.55 | 6.21 | 2026-10-16 |
| -50bp | 3.19 | 3.1 | 2026-10-16 |
| 0bp | 0 | 0 | 2026-10-16 |
| +50bp | -3.02 | -3.1 | 2026-10-16 |
| +100bp | -5.86 | -6.21 | 2026-10-16 |