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.