Trading Day: Macro Oil & Yields Transmission Analyzer

Macro transmission engine: Simulating asset dynamics when Crude and Sovereign Yields slide concurrently

Deflationary Demand Shock

Preset Scenarios

Stress Vectors

Crude Oil (Brent/WTI) -4.8%

2Y Treasury Yield Shift -9.0 bps

10Y Treasury Yield Shift -14.5 bps

Breakeven Inflation Shift -18.0 bps

Export & Storage

Macro Transmission Telemetry

2Y-10Y Curve Slope -5.5 bps

10Y Real Yield Delta +3.5 bps

Cross-Asset Regime Bear Flattener / Growth Drag

Fixed Income Duration +2.1%

Sovereign Yield Curve Transmission

● Baseline (Pre-Slide) ● Active Stressed Curve

Sector Equity & Multi-Asset Sensitivity Matrix

Asset / Sector	Transmission Mechanism	Est. Delta	Exposure Impact

Macro Risk Synthesis & Interpretation

Global demand deceleration compressing terminal rate expectations and physical commodity intake.