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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 dateFormat
January 31, 2025[XLSX]
December 31, 2024[XLSX]
November 29, 2024[XLSX]
October 31, 2024[XLSX]
September 30, 2024[XLSX]
August 30, 2024[XLSX]
July 31, 2024[XLSX]
June 28, 2024[XLSX]
May 31, 2024​​​[XLSX]
April 30, 2024​​​[XLSX]
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​​[XLSX]

 

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

Select as of dateFormat
January 31, 2025[XLSX]
December 31, 2024[XLSX]
November 29, 2024[XLSX]
October 31, 2024[XLSX]
September 30, 2024[XLSX]
August 30, 2024[XLSX]
July 31, 2024[XLSX]
June 28, 2024[XLSX]
May 31, 2024​​[XLSX]
April​ 30, 2024​​​[XLSX]
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​​[XLSX]

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