Macro Rates Monitor
AnthropicOfficialCreated by LSEGDistributed by Anthropic
- Skill
- Content generator
- Business and productivity
- Apache-2.0
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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
Download the skill as a ZIP:
https://mp-staging.autogineer.com/agent-skills/anthropics/macro-rates-monitor/downloadUnzip 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
Pull Macro Indicators: Call
qa_macroeconomicfor GDP, CPI/PCE, unemployment, and PMI for the target country. Retrieve latest values and recent series.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.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.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.Historical Context: Call
tscc_historical_pricing_summariesfor the benchmark yield (e.g., 10Y). Assess where current yields sit vs recent history.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
| Indicator | Current | Prior | Direction | Signal |
|---|---|---|---|---|
| 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
| Tenor | Nominal | Breakeven | Real Rate | Signal |
|---|---|---|---|---|
| 5Y | ...% | ...% | ...% | Accommodative/Restrictive |
| 10Y | ...% | ...% | ...% | Accommodative/Restrictive |
Swap Spread Table
| Tenor | Swap Rate | Govt Yield | Swap 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
- ATTRIBUTION.mdAdded by AutoGineer1.0 KiB
- LICENSELicence file added by AutoGineer11.1 KiB
- SKILL.md4.4 KiB
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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.
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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.
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