WTI Crude
CL=F
$96.08
$/bbl
-1.18%
$94.83 - $98.01
Brent Crude
BZ=F
$99.29
$/bbl
-0.64%
$97.81 - $100.14
Natural Gas
NG=F
$2.912
$/MMBtu
+0.41%
$2.85 - $2.94
Gold Spot
GC=F
$4,424.90
$/oz
+0.57%
$4,372.20 - $4,439.80
Silver Spot
SI=F
$67.149
$/oz
+1.60%
$65.74 - $67.89
Copper
HG=F
$6.6915
$/lb
+0.47%
$6.61 - $6.72
Systemic Stress Score
32.1
/ 100
MODERATE / BALANCED REGIME
Macro risk vectors are in historical equilibrium. Elevated real policy rates are counterbalanced by orderly credit spreads and resilient corporate liquidity.
5 Quantitative Risk Drivers & Structural Weights
Yield Curve Slope (10Y-2Y)
(Weight: 25%)
+58 bps
HEALTHY STEEP
US High Yield Credit OAS
(Weight: 25%)
342 bps
ORDERLY EXPANSION
Cross-Asset Volatility (VIX)
(Weight: 20%)
14.81
LOW VOL / COMPLACENT
Real Capital Hurdle (10Y TIPS)
(Weight: 15%)
+1.95%
HIGH REAL COST OF CAPITAL
Dollar Funding Strain (DXY)
(Weight: 15%)
100.22
NEUTRAL FLOWS