Quant-Macro System:
Dual-Market Health Check
ZONE A // INDIA MACRO ENVIRONMENT
Fixed Income Dynamics (INR)
| 10Y G-Sec Yield | 7.10% | -2 bps |
| 2Y/10Y Term Spread | 35 bps | +5 bps |
| RBI 91-Day T-Bill | 6.85% | 0 bps |
Commodity & Resource Channels
| Brent Crude (INR/bbl) | 6070 | -1.2% |
| Gold MCX Spot | 72500 | +0.8% |
| LME Base Metals Index | 4120 | +0.1% |
ZONE B // USA MACRO ENVIRONMENT
Fixed Income Dynamics (USD)
| US 10Y Treasury Yield | 4.37% | -2.4 bps |
| 2Y/10Y Yield Spread | 27 bps | +1.3 bps |
| SOFR vs 3M T-Bill Spread | 12 bps | -1 bps |
Global Benchmark Commodities
| WTI Crude Oil ($/bbl) | 70.15 | +1.32% |
| COMEX Gold Spot | 2330 | -0.2% |
| BCOM Index | 102.4 | +0.5% |