Dude! This is no way to express current interest rate risk. I am not happy with this appraisal at all. (just kidding, being dramatic, but still, it's shite) Quantify the risk for some specific maturities (and do some comparisons between places, you know?), graph some suspected volatility. you can do it for duration or convexity... it's all yours! take it! You can do it!
