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Securities which obligate the borrower/issuer to make payments on a fixed schedule. Fixed income securities include sovereign, corporate and municipal bonds, corporate loans, and securitized lending (e.g., ABS). "Fixed" refers only to the schedule of obligatory payments, not the amount, and may include inflation linked bonds, variable-interest rate notes, and the like.

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What is an estimated rise in the interest rate of the 10-year Treasury in this scenario?

One thing you could do is look at the fed funds futures curve and look at what maturity has a 25bps hike priced in as a certainty. Then you could look at the 10y future that corresponds to that maturi …
realizedvariance's user avatar