Macro Rates Monitor

Name: Macro Rates Monitor
Author: anthropics

anthropics/financial-services

1 installs
34k repo stars
Updated August 4, 2026
anthropics/financial-services

This is a copy of macro-rates-monitor by anthropics - installs and ranking accrue to the original listing.

Macro-rates-monitor is a Claude skill that builds macroeconomic and rates dashboards from MCP data tools and synthesizes a macro narrative.

About

Macro-rates-monitor is a skill that builds macroeconomic and rates dashboards from MCP data tools. It pulls macro indicators, yield curves, inflation breakevens, and swap rates, then computes curve slopes, real-rate decomposition, and swap spreads before synthesizing a macro narrative on cycle position, policy outlook, and financial conditions. An analyst uses it to monitor macro conditions or assess where rates sit versus history.

Chains five MCP tools: macro data, yield curves, inflation breakevens, and swap rates
Computes 2s10s and 3M-10Y slopes, real rates, and swap spreads into a dashboard
Synthesizes cycle position, policy outlook, and financial conditions into a narrative

Macro Rates Monitor by the numbers

1 all-time installs (skills.sh)
Data as of Aug 5, 2026 (Skillselion catalog sync)

At a glance

macro-rates-monitor capabilities & compatibility

Capabilities: option vol analysis · morning note · model update
Use cases: data analysis · research

From the docs

What macro-rates-monitor says it does

Build macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates.

SKILL.md

let the tools provide the data, you synthesize cycle position, policy outlook, and financial conditions

SKILL.md

Compute real rates = nominal minus breakeven at each tenor.

SKILL.md

npx skills add https://github.com/anthropics/financial-services --skill macro-rates-monitor

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Installs	1
repo stars	★ 34k
Last updated	August 4, 2026
Repository	anthropics/financial-services ↗

What it does

Build a macro and rates dashboard from MCP data, computing curve slopes, real rates, and swap spreads into a narrative.

Who is it for?

Macro and rates strategists monitoring cycle position, curve shape, and financial conditions

Skip if: Trades or single-security analysis; it synthesizes macro conditions from aggregate data feeds

When should I use this skill?

When monitoring macro conditions, analyzing yield curve shape, or assessing policy rate expectations

What you get

A macro-rates dashboard with a macro summary, yield-curve snapshot, real-rate decomposition, swap-spread table, and an overall regime assessment.

macro summary table
yield-curve snapshot
real-rate decomposition

By the numbers

five MCP data tools chained
six-step tool-chaining workflow

Files

SKILL.mdMarkdownGitHub ↗

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