Federal Housing Finance Agency Print
Home / Data & Tools / Data / Interest Rate Shocks

Market Risk Scenar​ios Presented in XLSX Format

Interest Rate Shocks​

   

 Shocked yield curves for Treasury, OIS, SOFR, and FHLBank COF – also includes shock size

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​

​[XL​SX]
June 30, 2021​

​[XL​SX]

May 31, 2021

​[XL​SX]

​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

[XLSX]


Go Home Market Risk Scenarios Home
​​




​​
© 2024 Federal Housing Finance Agency