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34 1 48 49 Predicted Change -15 100 Rate Duration 1.0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4
0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate 3.5 0.0 Capital Gai
34 1 48 49 Predicted Change -15 100 Rate Duration 1.0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4
0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate 3.5 0.0 Capital Gai
Change 35 a N( en..! ,i V n In apt, = 1 I Rate Duration 1.0 Duration 4.6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 100 17 il 7 Avg Par Coupon 440 Change in Price -462 -107 -53 -60 Libor/Tsy Change 18 Current Yield 701 409 Total Change in Yield 53 Current Price 95.8 10
1.0 Duration 4.6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 100 17 il 7 Avg Par Coupon 440 Change in Price -462 -107 -53 -60 Libor/Tsy Change 18 Current Yield 701 409 Total Change in Yield 53 Current Price 95.8 104.3 Repricings -50 Default Rate 3.5 0.0 Capital Gain
Entities connected to both Avg Par and Libor/