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macro-rates-monitor

Synthesize macroeconomic indicators, yield curves, inflation breakevens, and swap rates into a unified dashboard.

1|Updated May 16, 2026
Search Tags:#fixed income#yield curve#macro analysis#financial conditions#swap spreads#rates dashboard#inflation breakevens
One-click install
npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill macro-rates-monitor-executiveusa
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: macro-rates-monitor
Source: https://github.com/executiveusa/Cheggie-trade-V2/tree/main/core/financial-skills/plugins/partner-built/lseg/skills/macro-rates-monitor
Command: npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill macro-rates-monitor-executiveusa

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

It solves the challenge of turning scattered macro indicators and complex fixed-income market inputs (yield curves, inflation breakevens, and swap rates) into a coherent, decision-ready view of the macro-rates regime and financial conditions.

Core Features & Use Cases

  • Macroeconomic cycle synthesis: Combines GDP, employment, and PMI signals to assess economic cycle position and momentum.
  • Curve shape and policy signals: Builds yield curve snapshots and derives slope metrics (e.g., 2s10s, 3M-10Y) to classify curve regimes.
  • Real vs nominal rate decomposition: Uses inflation breakevens to infer real rates across tenors and judge whether real yields are accommodative or restrictive.
  • Financial conditions via swap spreads: Computes swap spreads to identify elevated vs stressed conditions and link rates dynamics to broader tightening/easing.
  • Historical context: Anchors current yields versus recent pricing history to highlight trend and regime shifts.

Example use cases

Use it when monitoring macro conditions, analyzing yield curve shape changes, decomposing real vs nominal rate drivers, evaluating policy rate expectations through curve behavior, or assessing financial conditions through swap spreads.

Quick Start

Use the macro-rates-monitor skill to produce a macro and rates dashboard for the target country by pulling the latest macro indicators, curve data, inflation breakevens, and swap rates and synthesizing them into an overall regime assessment.

Frequently Asked Questions about macro-rates-monitor

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build a yield curve dashboard that includes macroeconomic indicators and swap spreads?▼

A macro-rates dashboard synthesizes macroeconomic indicators with yield curve and swap rate data to interpret the macro-rates regime. It combines GDP, employment, and PMI signals with curve slopes and inflation breakevens to assess economic cycle position and financial conditions.

What is the best way to decompose real versus nominal rates using inflation breakevens?▼

Decomposing real versus nominal rates uses inflation breakevens to infer real rates across tenors. This mechanism judges whether real yields are accommodative or restrictive by anchoring current nominal yields against recent pricing history and inflation expectations.

How do I assess financial conditions using swap spreads and historical rate context?▼

Assessing financial conditions via swap spreads involves computing spread measures to identify elevated versus stressed market conditions. It links rates dynamics to broader tightening or easing by anchoring current yields against recent historical pricing summaries.

Can I monitor economic cycle position by combining PMI signals with yield curve slopes?▼

Monitoring economic cycle position requires combining GDP, employment, and PMI signals with yield curve slope metrics like 2s10s and 3M-10Y. This synthesis classifies curve regimes and assesses economic momentum alongside central-bank policy signals.

Does this macro rates analysis approach require chained retrieval from multiple data sources?▼

Yes, macro rates analysis requires chained retrieval from MCP tools to pull macro series, government and inflation curves, swap rates, and historical pricing summaries. These inputs are then computed into slope, real-rate decomposition, and swap-spread measures for structured tables.

When do I need a unified macro-rates dashboard instead of analyzing fixed income metrics separately?▼

A unified macro-rates dashboard is needed when scattered macro indicators and complex fixed-income inputs must become a coherent, decision-ready view. It resolves the challenge of interpreting economic cycle shifts and policy expectations by evaluating curve shape and financial conditions together.

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