macro-liquidity - Monitor Global Liquidity and Market Risk Signals
Tracks Fed net liquidity, SOFR, MOVE, and yen carry signals to assess liquidity conditions and provide risk response recommendations.
Tags
Updated: 2026-09-28Capabilities
Typical Inputs
Typical Outputs
What this skill does
- Track Fed net liquidity
- Monitor SOFR funding stress
- Assess Treasury volatility
- Monitor yen carry signals
- Rate liquidity conditions
- Recommend risk responses
Inputs
- Fed total assets
- Treasury General Account balance
- ON RRP balance
- SOFR rate
- Fed Funds upper bound
- MOVE Index
- USDJPY exchange rate
- U.S.-Japan 2-year yield spread
- Latest market data
- Liquidity-related user query
Outputs
- Structured liquidity assessment
- Indicator status alerts
- Liquidity rating
- Risk response recommendations
Requirements
- Web search access
- Current financial market data
