C is correct. This is the basic definition of forward bucket 'o1s. Option A is incorrect because the sum of key rate 'O1s is equal to a parallel shift in the par curve, not in the flat yield to maturity. Option B is incorrect as the par curve effects are not the same as spot curve effects. Option D is incorrect because the 30-year key rate shifts rates between 10 and 30 years, and thus has an effect on the cash flows of a 15-year coupon bond.