Certainly that aspect of our fiscal forecast is sensitive to interest rates, as are others, namely our public debt charge forecast. For a good depiction of precisely how interest rates affect our fiscal forecast overall, I'll point you to appendix H on page 35 of our report, which shows that direct program expenses, which are concentrated on those future and other benefits, with a permanent 100-basis point increase, would come down by roughly $4 billion per year. On the other side of the ledger, public debt charges would start to increase with a 100-basis point increase, up to about $7 billion higher than our baseline projection by year five. So you have these two opposing forces; and on net, higher interest rates would result in a higher budgetary deficit.
On April 23rd, 2018. See this statement in context.