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Macroeconomic and Rates Monitor

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Create comprehensive macroeconomic dashboards with ease.

by anthropics34.2k stars on anthropics/financial-services
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Updated Aug 4, 2026
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Free · Opens the source repo

What Macroeconomic and Rates Monitor does

The Macroeconomic and Rates Monitor skill is designed for macro strategists and rates analysts who need to synthesize various economic indicators into a coherent narrative. This skill allows users to build dashboards that integrate macroeconomic data, yield curves, inflation breakevens, and swap rates, providing a holistic view of macro conditions. By leveraging multiple MCP tools, users can effectively analyze the current economic cycle, assess central bank actions, and evaluate financial conditions.

With this skill, users can start by pulling macro indicators such as GDP, CPI, and unemployment rates from the qa_macroeconomic tool. This foundational data sets the stage for further analysis, allowing users to understand where the economy stands. Next, users can utilize the interest_rate_curve tool to obtain government yield curves and analyze their shapes and slopes, which is crucial for understanding market expectations.

The skill also enables users to decompose inflation rates through the inflation_curve tool, allowing for a clear view of real versus nominal rates. Additionally, users can compute swap spreads using the ir_swap tool, which provides insights into financial conditions based on swap rates across different tenors. Finally, historical context can be added using tscc_historical_pricing_summaries, allowing analysts to compare current yields against historical trends.

This skill is particularly useful for financial analysts, economists, and investment professionals who require a structured approach to macroeconomic analysis. By synthesizing data into a comprehensive dashboard, users can make informed decisions based on the current economic landscape.

When to use it

Use this skill when you need to monitor macroeconomic conditions and analyze financial indicators for investment or policy decision-making.

When not to use it

This skill may not be suitable for users looking for a simple data retrieval tool without the need for comprehensive analysis or dashboard creation.

What you can build with it

Monitoring Economic Conditions

Use the skill to create dashboards that track key macroeconomic indicators and assess current economic conditions.

Analyzing Yield Curves

Leverage the yield curve analysis capabilities to evaluate market expectations and central bank policies.

Inflation Rate Decomposition

Utilize the skill to break down nominal rates into real rates and breakeven inflation, aiding in investment decisions.

How to install Macroeconomic and Rates Monitor

View source

1. Install with the skills CLI

npx skills add anthropics/financial-services/macro-rates-monitor --agent claude-code

2. Or install it manually

Download the skill folder and drop it into ~/.claude/skills/ for all projects, or .claude/skills/ to scope it to one repo. Restart Claude Code so it picks up the new skill.

Anthropic's agentic coding CLI, and the reference implementation of Agent Skills. Drop a skill folder into ~/.claude/skills and Claude Code loads it automatically whenever a task matches the skill's description. Claude Code docs

Inside SKILL.md

Written by anthropics

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.

Frequently asked questions about Macroeconomic and Rates Monitor

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