Live macro risk read · updated 2026-09-29 22:00Z

Macro risk today

Every macro event moving markets in the last 48 hours: rate decisions, inflation prints, growth data, central-bank speeches, and the resulting rate, credit, and FX repricing. Regenerated on every deploy.

Published: Tue, 29 Sep 2026 22:00:52 GMT · Source: Market Ontology live intelligence feed.

What is moving markets right now

·Yields Hit 2002 Highs After Iran Deal Rejection Drives Oil Spike - Crude oil spikes amplify inflation expectations, pushing benchmark Treasury yields to 2002 highs and compressing broad equity valuation multiples.
·Yields hit 2002 highs and oil jumps as US rejects Iran peace proposal - Crude oil supply risk premiums feed into headline inflation expectations, pushing benchmark 10Y Treasury yields to 2002 highs and tightening broader financial conditions.
·10-Year Treasury Yield Hits 5.23% After Federal Reserve Hikes Policy Rate 25 bps - A 25bp policy hike lifts short-term benchmark rates and pushes the 10-year Treasury yield to 5.23%, increasing borrowing costs across debt capital markets.
·Fed Chair Warsh Signals Hawkish Higher-for-Longer Path to Restrain Persistent Inflation - Hawkish Fed policy signaling lifts terminal rate expectations and props up short-end SOFR yields, putting downward valuation pressure on long-duration dividend and growth equities.
·10-Year US Treasury Yield Tests 5.23% as S&P 500 Index Concentration Touches 38% - A 5.23% risk-free 10-year Treasury yield increases the equity hurdle rate, compressing terminal valuation multiples for heavily-weighted index leaders.

Full list, last 48 hours

2026-09-29Yields Hit 2002 Highs After Iran Deal Rejection Drives Oil Spikegeopolitical
2026-09-29Yields hit 2002 highs and oil jumps as US rejects Iran peace proposalgeopolitical
2026-09-2810-Year Treasury Yield Hits 5.23% After Federal Reserve Hikes Policy Rate 25 bpscentral_bank
2026-09-28Fed Chair Warsh Signals Hawkish Higher-for-Longer Path to Restrain Persistent Inflationcentral_bank
2026-09-2810-Year US Treasury Yield Tests 5.23% as S&P 500 Index Concentration Touches 38%macro_data
2026-09-28US National Debt Tops $40 Trillion as Annual Interest Expense Hits $1.25 Trillionmacro_data
2026-09-28US National Debt Surpasses $40 Trillion as Annual Interest Servicing Reaches $1.25Tmacro_data
2026-09-28US national debt crosses $40T as annual interest expense reaches $1.25Tmacro_data
2026-09-28US national debt crosses $40T with annual interest expense reaching $1.25Tmacro_data
2026-09-28US National Debt Surpasses $40T as Annual Interest Expense Hits $1.25Tmacro_data
2026-09-28U.S. National Debt Tops $40 Trillion as Annual Interest Outlays Hit $1.25 Trillionmacro_data
2026-09-29Homebuilder ETF Falls 9.9% in Past Month as Mortgage Rates Exceed 7%macro_data
2026-09-28U.S. National Debt Crosses $40T as Net Interest Expense Hits $1.25Tmacro_data
2026-09-28Federal Reserve 25bp Rate Hike Expands Private Credit Floating-Rate Yield Spreadscentral_bank
2026-09-29Social Security 2027 COLA Projected at 3.5% on Energy and Tariff Pressuresmacro_data
2026-09-28US Bancorp Study Points to 1% S&P 500 Pullback Under Divided Midterm Scenariosmacro_data
2026-09-29Singapore SORA rate dips to 1.19% as MoneyHero expands mortgage categorymacro_data
2026-09-28YYForce H1 Revenue Rises 26.8% to $32.7M as Gross Margin Compresses to 10.1%earnings
2026-09-28YYForce H1 Revenue Rises 26.8% to $32.7M as Gross Margin Compresses to 10.1%earnings
2026-09-28YYForce H1 Revenue Up 26.8% to $32.7M While Labor Costs Compress Gross Marginearnings

Frequently asked

What is macro risk?

Macro risk is the risk that broad economic or policy conditions - growth, inflation, rates, credit, currencies, or liquidity - reprice asset classes in a way that is not captured by single-security fundamentals. See /macro-risk for the full definitional page.

What macro risks are markets pricing today?

The list below shows the specific macro events driving today's tape, each with a transmission path from the release or statement to the assets that moved.

How do you measure macro risk in real time?

Market Ontology combines a live regime tag (growth-inflation-policy state), rates volatility (MOVE index), credit spreads (HY OAS), equity vol (VIX), and dollar strength (DXY) with an event-driven impact score for each new print or speech.

Which assets are most sensitive to macro risk?

Long-duration equities and treasuries lead the reaction to rate and inflation surprises. Credit reacts through OAS widening. FX pairs realign on policy divergence. Commodities move on real-yield and dollar changes.

This hub refreshes with each Market Ontology build. Live intraday coverage of the same stream, with alerts and portfolio overlap, is inside the platform.