Agent skill · data analytics · anthropics
macro-rates-monitor
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.
Why this skill is useful
Provides domain-specific workflows and commands for analyzing macroeconomic indicators and yield curves that the AI wouldn't reliably generate on its own.
What it needs
About 3k tokens when loaded. Last updated 2026-08-04. 34,059 stars on the source repository.
What this skill does
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 qamacroeconomic — Macro data series: GDP, CPI, PCE, unemployment, payrolls, PMI, retail sales. Multiple countries and frequencies. Search by mnemonic pattern or description. interestratecurve — Government yield curves and swap curves. Two-phase: list then calculate. Use for curve shape and slope analysis. inflationcurve — Inflation breakeven curves and real yields. Two-phase: search then calculate. Use for real rate decomposition. irswap — Swap rates by tenor and currency. Two-phase: list templates then price. Use to compute swap spreads. tscchistoricalpricingsummaries — Historical pricing data. Use for historical yield context and trend analysis. Tool Chaining Workflow 1. Pull Macro Indicators: Call qamacroeconomic for GDP, CPI/PCE, unemployment, and PMI for the target country. Retrieve latest values and recent series. 2. Yield Curve Snapshot: Call interestratecurve (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 inflationcurve (search then calculate). Compute real rates = nominal minus breakeven at each tenor. Assess whether real rates are accommodative or restrictive. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills anthropics/macro-rates-monitor