/analyze-fx-carry
Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context
> /plugin marketplace add anthropics/financial-servicesHow it fires
How this command gets triggered: by you, by Claude, or both.
- Fires itselfClaude auto-loads it when your prompt matches the work.
- You can call itInvoke it directly when you want it.
- Slash command
/analyze-fx-carry
Context preview
What this command does when you run it.
Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context
Command definition
analyze-fx-carry.mddescription: Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context
argument-hint: "<currency pair e.g. USDJPY> [tenor e.g. 3M]"
Analyze FX Carry Trade
> This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools.
Evaluate carry trade opportunities for a currency pair by combining spot rates, forward points, the carry term structure, volatility risk, and historical price context.
See the **fx-carry-trade** skill for domain knowledge on carry frameworks and risk metrics.
Workflow
1. Gather Input
Ask the user for:
- Currency pair (required) — e.g., USDJPY, EURUSD, AUDUSD
- Target tenor (optional, default 3M)
- Valuation date (optional, defaults to today)
2. Get the Spot Rate
Call `fx_spot_price` with the currency pair.
Extract: mid/bid/ask rates, bid-ask spread.
3. Price the Forward at Target Tenor
Call `fx_forward_price` with the pair and target tenor.
Extract: forward rate, forward points. Compute annualized carry.
4. Map the Full Carry Curve
Call `fx_forward_curve` (list then calculate) for the pair.
Present carry profile across tenors (ON through 1Y): forward points, annualized carry, cumulative carry. Identify the sweet-spot tenor.
5. Assess Volatility Risk
Call `fx_vol_surface` for the pair.
Extract: ATM vol at target tenor, 25-delta risk reversal, 25-delta butterfly.
Compute carry-to-vol ratio = annualized carry / ATM implied vol.
6. Historical Spot Context
Call `tscc_historical_pricing_summaries` for the pair's RIC with `interval: "P1D"`, `tenor: "1Y"`.
Assess: 52-week range, current position in range, trend direction.
7. Synthesize the Report
Present: carry-to-vol ratio and overall assessment, spot & forward pricing, carry term structure table, vol surface snapshot, historical context.
Output Format
Lead with the carry-to-vol ratio and overall assessment (attractive / moderate / unattractive). Follow with detailed supporting data in tables.
Read more
description: Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context argument-hint: "<currency pair e.g. USDJPY> [tenor e.g. 3M]"
Analyze FX Carry Trade
> This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools.
Evaluate carry trade opportunities for a currency pair by combining spot rates, forward points, the carry term structure, volatility risk, and historical price context.
See the **fx-carry-trade** skill for domain knowledge on carry frameworks and risk metrics.
Workflow
1. Gather Input
Ask the user for:
- Currency pair (required) — e.g., USDJPY, EURUSD, AUDUSD
- Target tenor (optional, default 3M)
- Valuation date (optional, defaults to today)
2. Get the Spot Rate
Call `fx_spot_price` with the currency pair.
Extract: mid/bid/ask rates, bid-ask spread.
3. Price the Forward at Target Tenor
Call `fx_forward_price` with the pair and target tenor.
Extract: forward rate, forward points. Compute annualized carry.
4. Map the Full Carry Curve
Call `fx_forward_curve` (list then calculate) for the pair.
Present carry profile across tenors (ON through 1Y): forward points, annualized carry, cumulative carry. Identify the sweet-spot tenor.
5. Assess Volatility Risk
Call `fx_vol_surface` for the pair.
Extract: ATM vol at target tenor, 25-delta risk reversal, 25-delta butterfly.
Compute carry-to-vol ratio = annualized carry / ATM implied vol.
6. Historical Spot Context
Call `tscc_historical_pricing_summaries` for the pair's RIC with `interval: "P1D"`, `tenor: "1Y"`.
Assess: 52-week range, current position in range, trend direction.
7. Synthesize the Report
Present: carry-to-vol ratio and overall assessment, spot & forward pricing, carry term structure table, vol surface snapshot, historical context.
Output Format
Lead with the carry-to-vol ratio and overall assessment (attractive / moderate / unattractive). Follow with detailed supporting data in tables.
Reference agents, skills, and data connectors for the financial-services workflows we see most — investment banking, equity research, private equity, and wealth management.
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