Increases in interest rates futures Winbank Direct (mean increase 9.34%)
For 3,000 euros
Duration 1 months from 3.90% to 4.50%, difference: 15.38%.
Duration 2 months from 3.90% to 4.70%, difference: 20.51%.
Duration 3 months from 3.90% to 4.75%, difference: 21.79%.
Duration 4 months from 4.40% to 4.80%, difference: 9.09%.
Duration 5 months from 4.40% to 4.80%, difference: 9.09%.
Duration 6 months from 4.50% to 4.80%, difference: 6.67%.
Duration 7 months from 4.50% to 4.85%, difference: 7.78%.
Duration 8 months from 4.50% to 4.85%, difference: 7.78%.
Duration 9 months from 4.50% to 4.85%, difference: 7.78%.
Duration 10 months from 4.60% to 4.75%, difference: 3.26%.
Duration 11 months from 4.60% to 4.75%, difference: 3.26%.
Duration 12 months from 4.60% to 4.75%, difference: 3.26%.
For 20,000 euros
Duration 1 months from 4.20% to 4.70%, difference: 11.9%.
Duration 2 months from 4.20% to 4.90%, difference: 16.67%.
Duration 3 months from 4.40% to 5.00%, difference: 13.64%.
Duration 4 months from 4.60% to 5.10%, difference: 10.87%.
Duration 5 months from 4.60% to 5.10%, difference: 10.87%.
Duration 6 months from 4.80% to 5.10%, difference: 6.25%.
Duration 7 months from 4.80% to 5.25%, difference: 9.38%.
Duration 8 months from 4.80% to 5.25%, difference: 9.38%.
Duration 9 months from 4.80% to 5.25%, difference: 9.38%.
Duration 10 months from 5.00% to 5.20%, difference: 4%.
Duration 11 months from 5.00% to 5.20%, difference: 4%.
Duration 12 months from 5.00% to 5.20%, difference: 4%.
For 75,000 euros
Duration 1 months from 4.60% to 5.00%, difference: 8.7%.
Duration 2 months from 4.60% to 5.20%, difference: 13.04%.
Duration 3 months from 4.60% to 5.25%, difference: 14.13%.
Duration 4 months from 4.80% to 5.40%, difference: 12.5%.
Duration 5 months from 4.80% to 5.40%, difference: 12.5%.
Duration 6 months from 5.00% to 5.40%, difference: 8%.
Duration 7 months from 5.00% to 5.50%, difference: 10%.
Duration 8 months from 5.00% to 5.50%, difference: 10%.
Duration 9 months from 5.00% to 5.50%, difference: 10%.
Duration 10 months from 5.20% to 5.40%, difference: 3.85%.
Duration 11 months from 5.20% to 5.40%, difference: 3.85%.
Duration 12 months from 5.20% to 5.40%, difference: 3.85%.
