kingstongal

its not the % change you want. You want the absolute change -106.122-106.65 = -.528
You would do the same for the 10 year - 109.25 - 111.19= - 1.94
You would do the same for the MBS - 97.955 - 100 = - 2.045
Do the same for the Increases, and you get .65, 2.41 and 1.1 for the 2 yr, 10 yr and MBS.
Then take the absolute value averages = example for 2 yr: ( .528+.65 ) /2 = .589
You get 2.175 for the 10 year and 1.573 for the MBS.
Your first equation is now: .589 H2 + 2.175 H10 = 1.573