Macro Rates Monitor
Synthesize macro indicators, yield curves, inflation breakevens, and swap rates from MCP tools into a coherent rates and cycle dashboard narrative.
Overview
Macro-rates-monitor is an agent skill most often used in Operate (also Grow analytics, Validate pricing research) that combines MCP macro and rates tools into cycle, policy, and financial-conditions dashboards.
Install
npx skills add https://github.com/anthropics/financial-services-plugins --skill macro-rates-monitorWhat is this skill?
- Four-part macro lens: cycle position, central bank posture, bond-market signals, and financial conditions tightening/eas
- Routes qa_macroeconomic, interest_rate_curve, inflation_curve, and related MCP tool outputs into one narrative.
- Two-phase yield and swap curve workflows (list then calculate) for slope and shape analysis.
- Decomposes real vs nominal rates and inflation breakevens where tools support it.
- Expert macro-strategist framing: start broad, drill down on discrepancies.
Adoption & trust: 1k installs on skills.sh; 30.5k GitHub stars; 3/3 security scanners passed (skills.sh audits).
What problem does it solve?
You have disconnected macro and rates MCP outputs but no structured way to turn them into a single actionable macro narrative.
Who is it for?
Builders with financial MCP tooling who need repeatable macro and rates monitoring workflows inside Claude or similar agents.
Skip if: Casual stock pickers without MCP data access, or teams wanting trade execution or portfolio optimization instead of macro surveillance.
When should I use this skill?
Monitoring macro conditions, analyzing yield curve shape, decomposing real vs nominal rates, assessing policy rate expectations, or evaluating financial conditions.
What do I get? / Deliverables
You get a coherent dashboard-style synthesis covering cycle position, policy outlook, curve signals, and financial conditions using tool-routed data.
- Macro and rates dashboard narrative
- Curve and inflation decomposition summary
Recommended Skills
Journey fit
Spans multiple journey phases - primary shelf plus alternate fits below.
Operate/monitoring is the primary shelf because the skill’s trigger is ongoing macro and rates surveillance, not one-off product validation. Monitoring matches continuous assessment of policy, curve shape, and financial conditions rather than building trade execution code.
Where it fits
Refresh daily macro dashboard combining payrolls, CPI, and curve slope before risk meetings.
Turn MCP macro outputs into client-facing commentary on financial conditions.
Ground rate-sensitive pricing assumptions in current breakevens and policy path.
Scan cycle indicators and curve shape when exploring a rates-sensitive product idea.
How it compares
Analyst workflow over MCP market data—not a backtest generator or generic spreadsheet skill.
Common Questions / FAQ
Who is macro-rates-monitor for?
Solo builders and small teams building agent-assisted macro and rates research with Anthropics financial-services MCP tools.
When should I use macro-rates-monitor?
In Operate when monitoring live macro and curve conditions; in Grow when packaging analytics for stakeholders; in Validate when stress-testing assumptions against current rates and inflation breakevens.
Is macro-rates-monitor safe to install?
Check the Security Audits panel on this page; the skill assumes MCP tools that may pull licensed market data—confirm data entitlements and never embed secrets in prompts.
SKILL.md
READMESKILL.md - Macro Rates Monitor
# 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 | 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 | ...% | ...% | ...% | Acco