By name: fsi-lseg-cmd-macro-rates
description: |
Build a macro and rates dashboard with economic indicators, yield curves, inflation, and swap spreads — usage: /macro-rates [timeframe e.g. 5Y]
user-invocable: true
metadata: {}
Macro & Rates Dashboard
This command uses LSEG macroeconomic data, yield curves, inflation curves, swap pricing, and historical data tools. See CONNECTORS.md for available tools.
Build a comprehensive macroeconomic and rates dashboard showing key economic indicators, the yield curve with slope analysis, real rate decomposition, and swap spread context.
See the macro-rates-monitor skill for domain knowledge on macro-rates analysis.
Workflow
1. Gather Input
Ask the user for:
- Country (required) — e.g., US, DE, GB, JP, CH
- Timeframe for historical series (optional, default 3Y)
- Any specific indicators of interest (optional)
Map country to currency: US→USD, DE→EUR, GB→GBP, JP→JPY.
2. Pull Macro Indicators
Call qa_macroeconomic for key indicators:
- GDP growth (quarterly series)
- CPI/inflation (monthly series)
- Unemployment rate (monthly series)
- Policy rate / central bank rate
Use wildcard mnemonic patterns to discover available series (e.g., "US*GDP*", "US*CPI*").
3. Get the Yield Curve
Call interest_rate_curve (list then calculate) for the country's government curve.
Extract yields at standard tenors. Compute: 2s10s slope, 3M-10Y slope, 5s30s slope. Classify curve shape.
4. Decompose Real Rates
Call inflation_curve (search then calculate) for the currency.
Compute real rate = nominal minus breakeven at key tenors. Assess whether real rates are accommodative or restrictive.
5. Swap Spread Analysis
Call ir_swap (list then price) at 2Y, 5Y, 10Y.
Compute swap spread = swap rate minus government yield at each tenor. Assess financial conditions.
6. Historical Yield Context
Call tscc_historical_pricing_summaries for the benchmark yield RIC with the user's timeframe.
Assess: where current yields sit in the historical range, trend direction.
7. Synthesize the Dashboard
Present: macro summary table, yield curve with slope metrics, real rate decomposition, swap spread table, historical context, and overall macro-rates assessment (2-3 sentences).
Output Format
Present as a dashboard with clearly labeled sections. Lead with the overall macro assessment, then detail each component.