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Cash-to-Capital Analytics

See what your cash could earn. Understand the risk behind the rate.

From checking accounts to broker cash, money-market funds and U.S. Treasuries, compare published reference inputs on a consistent $100,000 capital base.

These instruments differ in liquidity, yield convention and market risk. Rate comparisons alone do not predict investment outcomes.

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RATESLAB / CASH RATE COMPARISON

What could $100,000 earn?

REFERENCE VIEW

Indicative annualized rates

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  • Checking Chase Total Checking
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    RatesLab public model reference · undated
  • Savings Chase Savings
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    RatesLab public model reference · undated
  • Broker cash IBKR Pro · tiered
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    RatesLab model · blended on $100,000
  • Money-market fund Fidelity SPAXX
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    RatesLab public model reference · undated
  • 3M Treasury bill U.S. Treasury par-yield benchmark
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    Treasury close loading…
  • 10Y Treasury note Duration / price risk
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    Treasury close loading…
  • 30Y Treasury bond Higher duration / price risk
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SEPARATE MODEL · NOT A CASH YIELD

T-Bills + Strategy Overlay

Illustrative strategy-dependent total-return potential, with different risks and assumptions.

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RatesLab undated model inputs are not current provider quotes. Treasury figures are dated constant-maturity par yields, not executable bill or bond rates. Bar lengths compare reference rates only; they do not measure risk-adjusted performance or predict realized outcomes.

View Treasury sources ↗
Institutional fixed-income intelligence

Intelligence behind every interest-rate decision.

Model Fed scenarios. Explore Treasury yield curves. Compare fixed-income products and understand portfolio risk—all in one analytical environment.

Explore the platform Open Simulation Lab
Fed policy scenarios Treasury curve modeling Portfolio stress analytics

Model illustrations are educational and hypothetical, not forecasts, executable prices or investment advice.

RatesLab / Scenario Analytics
WORKSPACE PREVIEW
RATE PATHFed easing
CURVE METHODTreasury PCA
ANALYSIS6-month horizon
Treasury curve response Illustrative sensitivity
3M 1Y 3Y 10Y 30Y
Reference curve Scenario curve
Policy pathwayFed scenarios
Curve enginePCA / EFFR
Portfolio impactRisk sensitivities
Conceptual visualization · Not live pricing or model output Open analytics ↗
One platform · Four capabilities

From market insight to a clearer investment picture.

Explore the relationships between monetary policy, market rates, investment products and portfolio outcomes.

01 / OBSERVE

Track the market.

Explore U.S. Treasury reference yields, maturity relationships and market movements.

Treasury Tracker
02 / MODEL

Test a scenario.

Explore how different Federal Reserve paths change the investment landscape.

Strategy Analytics
03 / COMPARE

Understand the risk.

Compare fixed-income investments and analyze portfolio sensitivities across scenarios.

Fixed Income Lab
04 / SIMULATE

Explore outcomes.

Construct virtual scenarios and examine capital, return and risk assumptions.

Simulation Lab

Also explore Cash-to-Capital Analytics for a guided comparison of cash, Treasuries and strategy concepts.

Integrated analytical thinking

Follow the ripple effect of a rate decision.

RatesLab connects rate-path analysis with Treasury curve estimates and illustrative asset-level risk. Different products use different, explicitly identified valuation assumptions.

STEP 01Fed policy scenarios
STEP 02Treasury yield curve
STEP 03Product sensitivities
STEP 04Portfolio stress
Scenario-to-portfolio analysis

See beyond a single yield.

Use Fed-path scenarios, EFFR-linked regression and Treasury PCA sensitivity models to examine how rates could affect different maturities and investment exposures.

Explore Fixed Income Lab
Illustrative sensitivity breakdown

Decorative sample only. Open the authenticated lab for dated assumptions, model diagnostics and actual scenario outputs.

Built for informed analysis

Technology for different investment workflows.

Use RatesLab as a research and illustration environment, from client conversations to detailed fixed-income scenario analysis.

Wealth managers & advisors

Explore investment comparisons, scenario-based client illustrations and transparent assumptions in one workspace.

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Asset managers & analysts

Research Treasury sensitivities, compare modeled fixed-income exposures and explore portfolio stress pathways.

Explore Fixed Income Lab ↗

Investors & researchers

Build rate intuition through interactive learning, public market references and virtual investment simulations.

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Methodology matters

Sophisticated models. Clear assumptions.

Analytical depth should improve transparency, not obscure it. RatesLab distinguishes historical market observations from hypothetical model scenarios and sensitivity illustrations.

01 / MARKET REFERENCES

Official yield sources

Published U.S. Treasury reference curves and dated market inputs provide context for analysis.

02 / QUANT METHODS

Regression and PCA

Compare empirical EFFR-to-Treasury mappings with a three-factor Treasury curve approach.

03 / RISK CONTEXT

Scenario transparency

Review assumptions, limitations and portfolio sensitivities alongside modeled outcomes.

Read the methodology Review risk disclosures
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Turn rate complexity into clearer analysis.

Discover the tools behind a more connected view of interest rates, fixed-income products and portfolio risk.

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