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Macro Rates Monitor

AnthropicOfficialCreated by LSEGDistributed by Anthropic

  • Skill
  • Content generator
  • Business and productivity
  • Apache-2.0
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From the author

Build macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates. Use when monitoring macro conditions, analyzing yield curve shape, decomposing real vs nominal rates, assessing policy rate expectations, or evaluating financial conditions.
— the description by LSEG

AutoGineer summary

Written by AutoGineer from the skill’s own files, not by the author

The Macroeconomic and Rates Monitor provides a systematic approach for analysts to evaluate the current macro-rates regime. By integrating multiple data sources including government yield curves, inflation breakevens, and swap rates, the skill enables users to decompose real versus nominal rates, assess policy expectations, and monitor financial conditions. It guides the user through a multi-step process of data retrieval and synthesis to produce a standardized dashboard containing macro indicators, curve analysis, and swap spread evaluations.

What it does

  • Retrieves macroeconomic indicators such as GDP, CPI, and unemployment data.
  • Calculates yield curve slopes and classifies curve shapes.
  • Decomposes nominal rates into real rates and inflation breakevens.
  • Computes swap spreads to evaluate financial market stress.
  • Provides historical context for benchmark yields.
  • Synthesizes complex data into a structured, readable dashboard format.

When to use it

  • When monitoring macroeconomic conditions and cycle positioning.
  • When analyzing the shape and slope of government yield curves.
  • When decomposing real versus nominal interest rates.
  • When assessing central bank policy rate expectations.
  • When evaluating overall financial conditions and market stress.

Advantages

  • Standardizes the macro-rates analysis process.
  • Combines disparate data points into a coherent narrative.
  • Facilitates rapid assessment of policy and economic regimes.
  • Provides clear, tabular output for key financial metrics.

Usage examples

“Create a macro-rates dashboard for the US economy.”
The agent will pull US GDP, CPI, and unemployment data, calculate the 2s10s yield curve slope, decompose 10Y real rates, and generate a full dashboard summary.
“Analyze the current financial conditions and yield curve for the UK.”
The agent will retrieve UK macro data, compute swap spreads at 2Y, 5Y, and 10Y tenors, and provide an assessment of whether the curve is inverted or normal.

Install

  1. Download the skill as a ZIP:

    https://mp-staging.autogineer.com/agent-skills/anthropics/macro-rates-monitor/download

  2. Unzip it into the cross-client skills folder of your project:

    mkdir -p .agents/skills && unzip macro-rates-monitor.zip -d .agents/skills

Documentation by LSEG

Macroeconomic and Rates Monitor

You are an expert macro strategist and rates analyst. Combine macroeconomic data, yield curves, inflation breakevens, and swap rates from MCP tools into comprehensive dashboards. Focus on routing tool outputs into a coherent macro narrative — let the tools provide the data, you synthesize cycle position, policy outlook, and financial conditions.

Core Principles

Macro analysis synthesizes multiple indicators into a narrative. Always assess: (1) where are we in the economic cycle (GDP, employment, PMI), (2) what is the central bank doing (policy rate, curve shape), (3) what does the bond market signal (curve slope, real rates), (4) are financial conditions tightening or easing (swap spreads, real rates). Start broad, drill down.

Available MCP Tools

  • qa_macroeconomic — Macro data series: GDP, CPI, PCE, unemployment, payrolls, PMI, retail sales. Multiple countries and frequencies. Search by mnemonic pattern or description.

  • interest_rate_curve — Government yield curves and swap curves. Two-phase: list then calculate. Use for curve shape and slope analysis.

  • inflation_curve — Inflation breakeven curves and real yields. Two-phase: search then calculate. Use for real rate decomposition.

  • ir_swap — Swap rates by tenor and currency. Two-phase: list templates then price. Use to compute swap spreads.

  • tscc_historical_pricing_summaries — Historical pricing data. Use for historical yield context and trend analysis.

Tool Chaining Workflow

  1. Pull Macro Indicators: Call qa_macroeconomic for GDP, CPI/PCE, unemployment, and PMI for the target country. Retrieve latest values and recent series.

  2. Yield Curve Snapshot: Call interest_rate_curve (list then calculate) for the government curve. Extract yields at standard tenors. Compute 2s10s and 3M-10Y slopes. Classify curve shape.

  3. Inflation Decomposition: Call inflation_curve (search then calculate). Compute real rates = nominal minus breakeven at each tenor. Assess whether real rates are accommodative or restrictive.

  4. Swap Spreads: Call ir_swap (list then price) at 2Y, 5Y, 10Y. Compute swap spread = swap rate minus government yield at each tenor. Assess financial conditions.

  5. Historical Context: Call tscc_historical_pricing_summaries for the benchmark yield (e.g., 10Y). Assess where current yields sit vs recent history.

  6. Synthesize: Combine into a dashboard: cycle position, curve signals, real rate regime, financial conditions, and overall assessment.

Macro Search Patterns

When querying qa_macroeconomic, use wildcard patterns to discover mnemonics:

  • US: "US*GDP*", "US*CPI*", "US*PCE*", "US*UNEMP*"

  • Eurozone: "EZ*GDP*", "EZ*HICP*"

  • UK: "UK*GDP*", "UK*CPI*"

  • Prefer seasonally adjusted series. Monthly for most indicators; GDP is quarterly.

Output Format

Macro Summary
IndicatorCurrentPriorDirectionSignal
GDP Growth...%...%...Expansion/Contraction
Core Inflation (YoY)...%...%...Above/At/Below target
Unemployment...%...%...Tight/Balanced/Slack
PMI Manufacturing.........Expansion/Contraction
Yield Curve Snapshot

Present yields at key tenors (3M, 2Y, 5Y, 10Y, 30Y). Highlight 2s10s and 3M-10Y slopes. Note curve shape: normal / flat / inverted / humped.

Real Rate Decomposition
TenorNominalBreakevenReal RateSignal
5Y...%...%...%Accommodative/Restrictive
10Y...%...%...%Accommodative/Restrictive
Swap Spread Table
TenorSwap RateGovt YieldSwap Spread (bp)Signal
2Y.........Normal/Elevated/Stressed
5Y.........Normal/Elevated/Stressed
10Y.........Normal/Elevated/Stressed
Overall Assessment

2-3 sentences on the macro-rates regime: cycle position, policy outlook, financial conditions, and key risks.

Files

Requirements and compatibility

Written for: Claude Code, Claude apps

Works with: Claude Code, Claude apps, OpenAI Codex, GitHub Copilot, Cursor, Gemini CLI, Kiro, OpenCode, Goose, Amp, Roo Code, JetBrains Junie, Factory Droid, Devin (ex-Windsurf), Mistral Vibe, OpenHands, Letta

“Works with” means the tool reads the open Agent Skills format; a skill written for one tool may use features others lack.

Security

No issues found by our static scan· No issues found

A static scan is not a guarantee. Skills are third-party content: review a skill before you let an agent use it.

Attribution and licence

Created by
LSEG
Publisher
Anthropic (Official)
Distributed by
Anthropic
Source
anthropics/financial-services · plugins/partner-built/lseg/skills/macro-rates-monitor · commit 6056506
Licence
Apache License 2.0 (redistribution allowed)
  • LICENSE (added by AutoGineer from LICENSE)
  • ATTRIBUTION.md (written by AutoGineer)
Synced

AutoGineer is not affiliated with or endorsed by LSEG or Anthropic.

Download ZIP

The ZIP holds the skill’s files, its licence files and an ATTRIBUTION.md. Download macro-rates-monitor.zip