Macro Rate Shock and Crypto Yield Impact Sandbox

Macro Stress Controls Real-time recomputation

August Core CPI Actual (MoM) 0.30%

Market forecast baseline: 0.20%. Delta reflects pricing pressure.

CPI Consensus Forecast 0.20%

Surveyed expectation prior to print release.

2-Year Treasury Yield 4.61%

Pre-print benchmark: 4.50%. Current jump: +11 bps.

Fed Rate Hike Probability 95%

Futures pricing for imminent FOMC policy decision.

Pre-CPI BTC Reference Price $78,500

Baseline price prior to inflation data release.

Core CPI MoM Surprise

+0.1%

Actual 0.3% vs 0.2% Est

2-Yr Treasury Yield

4.61%

+11 bps shift

Bitcoin Spot Impact

$77,600

-$900 (-1.15%)

FOMC Outlook & Risk

Near-Certain Hike

High Volatility / Defensive

Cross-Asset Shock Propagation Curve (Yield vs Asset Repricing) D3 Real-time Scatter & Vector

Asset Class Sensitivity & Estimated Liquidation Pressures

Asset / Derivative	Model Elasticity (per +10bps)	Estimated Repricing	Est. Leveraged Risk Status

Observation: August Core CPI printed at 0.3% MoM (+0.1% surprise), triggering an 11 bps spike in 2Y Treasury yields to 4.61%. With hike probability at 95% (Near-Certain Hike), BTC contracted -$900 (-1.15%) to $77,600 under high defensive volatility.