Highest policy rate since 2008; JGB curve resteepens.
Pre/post market reaction
| Window | JP 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | 0.00pp | 0.00pp | 0.00pp |
| 1m | +0.10pp | +0.17pp | -0.07pp |
| 3m | +0.07pp | +0.26pp | -0.19pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Central-bank-led duration shock
Monetary surprise drives global duration.
Inference scores
no-signal
confidence: highNo abnormal yield movement detected after factor-model controls.
Early warning31/100
Abnormal yield move before the event (90d proxy).
Reaction32/100
Abnormal yield move after the event (1m / 3m).
Constraint18/100
Lead/lag band: no-signal.
Amplification0/100
Post-event move beyond pre, on a crisis backdrop.
Confidence80/100
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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