Build dashboards that combine economic indicators, bond yields, market inflation expectations, and swap rates. Summarize the economic cycle, policy outlook, and financial conditions, including real interest rates, which account for expected inflation.
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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.
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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.
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.
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.qa_macroeconomic for GDP, CPI/PCE, unemployment, and PMI for the target country. Retrieve latest values and recent series.interest_rate_curve (list then calculate) for the government curve. Extract yields at standard tenors. Compute 2s10s and 3M-10Y slopes. Classify curve shape.inflation_curve (search then calculate). Compute real rates = nominal minus breakeven at each tenor. Assess whether real rates are accommodative or restrictive.ir_swap (list then price) at 2Y, 5Y, 10Y. Compute swap spread = swap rate minus government yield at each tenor. Assess financial conditions.tscc_historical_pricing_summaries for the benchmark yield (e.g., 10Y). Assess where current yields sit vs recent history.When querying qa_macroeconomic, use wildcard patterns to discover mnemonics:
| Indicator | Current | Prior | Direction | Signal |
|---|---|---|---|---|
| GDP Growth | ...% | ...% | ... | Expansion/Contraction |
| Core Inflation (YoY) | ...% | ...% | ... | Above/At/Below target |
| Unemployment | ...% | ...% | ... | Tight/Balanced/Slack |
| PMI Manufacturing | ... | ... | ... | Expansion/Contraction |
Present yields at key tenors (3M, 2Y, 5Y, 10Y, 30Y). Highlight 2s10s and 3M-10Y slopes. Note curve shape: normal / flat / inverted / humped.
| Tenor | Nominal | Breakeven | Real Rate | Signal |
|---|---|---|---|---|
| 5Y | ...% | ...% | ...% | Accommodative/Restrictive |
| 10Y | ...% | ...% | ...% | Accommodative/Restrictive |
| Tenor | Swap Rate | Govt Yield | Swap Spread (bp) | Signal |
|---|---|---|---|---|
| 2Y | ... | ... | ... | Normal/Elevated/Stressed |
| 5Y | ... | ... | ... | Normal/Elevated/Stressed |
| 10Y | ... | ... | ... | Normal/Elevated/Stressed |
2-3 sentences on the macro-rates regime: cycle position, policy outlook, financial conditions, and key risks.
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Complete an existing financial model template by entering historical data and forecast assumptions, then linking the income statement, balance sheet, and cash flow statement with formulas. Check statement balances, cash consistency, and scenario behavior as each section is completed.
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Prepare a period-end accrual schedule for expenses incurred but not yet fully recorded. Apply company policy, subtract amounts already booked, cite supporting records, and draft journal entries for controller approval, including reversal notes where required.
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Review quarterly updates and financials across portfolio companies to identify practical AI opportunities. Rank them by estimated profit impact, speed, and feasibility, then outline first steps and approaches that other companies can reuse.
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Check spreadsheet formulas for errors, broken references, inconsistent calculations, and unit mismatches. Review a selected range, one sheet, or an entire financial model, then receive findings ranked by severity with suggested fixes.
中文简介正在准备中。当前显示英语简介。
Analyze price differences between bond futures and cash bonds, identify the cheapest bond to deliver, and compare implied financing rates with market rates. Present valuation tables and historical context to assess potential basis trades.
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Assess whether bonds are expensive, cheap, or fairly priced by comparing yields with government rates and credit risk benchmarks. Combine spread breakdowns, historical context, and interest rate scenarios into tables and a recommendation.
中文简介正在准备中。当前显示英语简介。