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Marke​t Risk Scenar​ios Presented in XLSX Format

Additive Shocks 
 

Additive shocks to implied volatility for at-the-money swaptions 
 

Select as of date
Format

March 28, 2024

​​[XLSX]​​​​​​

February 29, 2024

​​[XLSX]​​​​​​

January 31, 2024

​​[XLSX]​​​​​​

December 29, 2023

​​[XLSX]​​​​​​

November 30, 2023

​​[XLSX]​​​​​​

October 31, 2023

​​[XLSX]​​​​​​

September 29, 2023

​​[XLSX]​​​​​​

August 31, 2023

​​[XLSX]​​​​​​

July 31, 2023

​​[XLSX]​​​​​​

June 30, 2023

​​[XLSX]​​​​​​

May 31, 2023

​​[XLSX]​​​​​​

April 28, 2023

​​[XLSX]​​​​​​

March 31, 2023

​​[XLSX]​​​​​​

February 28, 2023

​​[XLSX]​​​​​​

January 31, 2023

[XLSX]​​​​​​

December 30, 2022 

[XLSX]​ ​​​​​

November 30, 2022 

[XLSX]​ ​​​​​

October 31​, 2022 

[XLSX]​ ​​​​​

September 30​, 2022 

[XLSX]​ ​​​​​

August 31​, 2022 

[XLSX]​ ​​​​​

July 29, 2022 

[XLSX]​ ​​​​​

June 30, 2022 

[XLSX]​ ​​​​​

May 31, 2022 

[XLSX]​ ​​​​​

April 29, 2022 

[XLSX]​ ​​​​​

March 31, 2022 

[XLSX]​ ​​​​​

​February 28, 2022 

[XLSX]​ ​​​​​

​January 31, 2022 

[XLSX]​ ​​​​

​December 31, 2021 

[XLSX]​ ​​​​

​November 30, 2021 

[XLSX]​ ​​​​

​October 29, 2021 

[XLSX]​ ​​​​

​September 30, 2021

[XLSX]​ ​​

​August 31, 2021​

[XLSX]

July 30, 2021

[X​LSX]​​
June 30, 2021

[X​LSX]​​
​May 31, 2021

[XLSX]

​April 30, 2021

​[XLSX]

​March 31, 2021

​[XLSX]

​February 28, 2021

​[XLSX]

​January 31, 2021

[XLSX]

​December 31, 2020

​[XLSX]

​November 30, 2020

​[XLSX]

​October 31, 2020

[XLSX]

​September 30, 2020

​[XLSX]

​August 31, 2020

​[XLSX]

​July 31, 2020

​[XLSX]

​June 30, 2020

​[XLSX]

​May 31, 2020

[XLSX]

​April 30, 2020

​[XLSX]

​March 31, 2020

[XLSX]

​February 28, 2020

​[XLSX]

​January 31, 2020

[XLSX]

​December 31, 2019

[XLSX]

​November 30, 2019

[XLSX]

​October 31, 2019

[XLSX]

​September 30, 2019

​[XLSX]

​June 28, 2019

[XLSX]

​March 29, 2019

​[XLSX]

​December 31, 2018

[XLSX]​

​August 31, 2018

[XLSX]

May 31, 2018

[XLXS]

February 28, 2018

[XLXS]


 

Additive shocks to implied volatility for in- and out- of-the-money caps
 

Select as of date
Format

March 28, 2024

[XLSX]​​​

February 29, 2024

[XLSX]​​​

January 31, 2024

[XLSX]​​​

December 29, 2023

[XLSX]​​​

November 30, 2023

[XLSX]​​​

October 31, 2023

[XLSX]​​​

September 29, 2023

[XLSX]​​​

August 31, 2023

[XLSX]​​​

July 31, 2023

[XLSX]​​​

June 30, 2023

[XLSX]​​​

May 31, 2023

[XLSX]​​​

April 28, 2023

[XLSX]​​​

March 31, 2023

[XLSX]​​​

February 28, 2023

[XLSX]​​​

January 31, 2023

[XLSX]​​​

December 30, 2022 

[XLSX]​​​

November 30, 2022 

[XLSX]​​​

October 31, 2022 

[XLSX]​​​

September 30, 2022 

[XLSX]​​​

August 31, 2022 

[XLSX]​​​

July 29, 2022 

[XLSX]​​​

June 30, 2022 

[XLSX]​​​

May 31, 2022 

[XLSX]​​​

April 29, 2022 

[XLSX]​​​

​March 31, 2022 

[XLSX]​​​

​February 28, 2022 

[XLSX]​​​

​January 31, 2022 

[XLSX]​​

​December 31, 2021 

[XLSX]​​

​November 30, 2021 

[XLSX]​​

​October 29, 2021 

[XLSX]​​

​September 30, 2021

[XLSX]​​

​August 31, 2021

[XLSX]

July 30, 2021

[XLSX]
June 30, 2021

[XLSX]
May 31, 2021

[XLSX]

​April 30, 2021

[XLSX]

​March 31, 2021

[XLSX]

​February 28, 2021

​[XLSX]

​January 31, 2021

[XLSX]

​December 31, 2020

​[XLSX]

​November 30, 2020

[XLSX]

​October 31, 2020

[XLSX]

​September 30, 2020

[XLSX]

​August 31, 2020

[XLSX]​​

​July 31, 2020

[XLSX]

​June 30, 2020

​[XLSX]

May 31, 2020​

​[XLSX]

​April 30, 2020

[XLSX]

​March 31, 2020

[XLSX]

​February 28, 2020

​[XLSX]

​January 31, 2020

[XLSX]

​December 31, 2019

[XLSX]

​November 30, 2019

[XLSX]

​October 31, 2019

[XLSX]

​September 30, 2019

[XLSX]

​June 28, 2019

[XLSX]

​March 29, 2019

​[XLSX]

​December 31, 2018

​​[XLSX]

​August 31, 2018

[XLSX]​

May 31, 2018

[XLSX]

February 28, 2018

[XLXS]

 

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