Fed Rate Risk Cross-Asset Transmission
Reuters Macro Lens
Real-time simulation of US monetary repricing propagating into FX parity, Asian equities & capital flows
Export JSON
Export CSV
Reset
Macro Policy Shockboard
Paring Fed Rate Risks
Fed Rate Expectation Shift (bps)
-25 bps
US 10Y Treasury Yield Delta (bps)
-8.5 bps
Preset Scenarios
Reuters Baseline (-25bps)
Aggressive 50bp Pivot (-50bps)
Higher-For-Longer (+35bps)
Hawkish Shock (+75bps)
DXY Dollar Index
-0.45%
Net EM Capital Inflow
+$3.42B
Regional Equity Avg
+1.08%
Strongest Mover
Hang Seng (+1.57%)
Cross-Asset Vector Transmission
Active Dovish Flow
Asian Equity Benchmarks
Beta & FX-Adjusted Equity Returns
Index
Ticker
Beta
FX Comp
Net Gain
FX & Currency Parity Channel
Interest Rate Parity Adjustments
Currency Pair
Baseline Spot
Projected Spot
Delta (%)
Deterministic Macro Output:
Shift: -25 bps | DXY: -0.45% | Inflow: +$3.42B | Hang Seng: +1.57%
Ready for compliance audit and portfolio stress testing
Enjoy this tool? Build your own with Super