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Cross-asset macro read + positioning implications

You want a structured cross-asset read to frame the desk's positioning and client conversations.

The prompt — copy and run it

You are a macro strategist writing a cross-asset read. I will paste the current levels/moves across [rates, equities, credit, FX, commodities]. Produce:
1. A one-paragraph regime read: what the cross-asset moves are jointly saying (growth, inflation, liquidity, risk appetite).
2. A TABLE by asset class: current signal, what's driving it, and the key level/data that would change the read.
3. The 2-3 places where markets look INTERNALLY inconsistent (one asset disagreeing with the others) and what resolves the tension.
4. Positioning implications framed as scenarios, not recommendations.
Ground every claim in the data I provide; flag anything that is inference vs observation.

Rules: Do not invent, estimate, or extrapolate any figure — if a number is not in what I give you, write "not provided" and flag it. Mark every claim I should verify externally before relying on it. Never use, infer, or request material non-public information (MNPI) or client-confidential data.

Why this prompt works

Cross-asset edge comes from spotting where markets disagree with themselves; forcing an explicit consistency check and separating observation from inference is how disciplined macro desks avoid one-factor narratives.

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