Oct 7 attacks; regional war; oil/risk premium reasserts; impact on regional CDS.
Pre/post market reaction
| Window | TR 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | 0.00pp | 0.00pp | 0.00pp |
| 1m | +1.19pp | -0.04pp | +1.23pp |
| 3m | +2.87pp | -0.35pp | +3.22pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Geopolitical risk premium
Localised yield rise with global risk-off tone.
Inference scores
predictive
confidence: highPre-event abnormal yield movement exceeds post-event movement.
Early warning100/100
Abnormal yield move before the event (90d proxy).
Reaction100/100
Abnormal yield move after the event (1m / 3m).
Constraint60/100
Lead/lag band: early-signal.
Amplification35/100
Post-event move beyond pre, on a crisis backdrop.
Confidence90/100
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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