macro-monitor

Vasana

A vasana is a pattern that persists across unrelated contexts. If during this task you notice such a pattern emerging, it may be worth capturing. This skill works best alongside the vasana skill and vasana hook from the Vasana System plugin.

Modify freely. Keep this section intact.

Macro Monitor - Geopolitical Financial Checklist

Purpose

Structured monitoring of macro/geopolitical financial indicators using free public data sources.

Quick Checklist

1. Foreign Treasury Holdings (Monthly)

Source: Treasury TIC Data (https://ticdata.treasury.gov/Publish/mfh.txt)

What to check:

• China holdings level (normal: $700B-$1.3T)
• Japan holdings level (normal: $1.0T-$1.3T)
• Month-over-month change
• Trend direction over 6 months

Red flags:

• Drop >$50B in single month
• China drops below $600B
• Coordinated selling (China + Japan both selling)

2. Dollar Index vs 10Y Yield (Daily)

Sources:

• DXY: FRED series DTWEXBGS (https://fred.stlouisfed.org/series/DTWEXBGS)
• 10Y: FRED series DGS10 (https://fred.stlouisfed.org/series/DGS10)

Normal behavior: Higher yields → stronger dollar

Red flag patterns:

Yields	Dollar	Interpretation
Up	Down	Confidence crisis - foreign selling
Down	Down	Flight from US assets
Up	Up	Normal - higher rates attract capital

Critical divergence: Yields rising + Dollar falling = investigate immediately

3. Central Bank Gold (Monthly)

Source: World Gold Council or PBOC announcements

What to check:

• PBOC monthly gold purchases
• Cumulative central bank buying
• Gold price trend vs dollar

Red flags:

• PBOC buying >20 tonnes/month sustained
• Multiple central banks buying simultaneously
• Gold rising despite dollar strength

4. Yield Curve (Daily)

Source: FRED series T10Y2Y (https://fred.stlouisfed.org/series/T10Y2Y)

What to check:

• 10Y-2Y spread
• Inversion status
• Duration of inversion

Warning levels:

Spread	Status
>100bp	Normal, healthy
0-50bp	Flattening, watch closely
<0bp	Inverted - recession signal

5. EUR/RON Exchange Rate (Daily)

Source: BNR (National Bank of Romania) XML feed

• Current day: https://www.bnr.ro/nbrfxrates.xml
• Last 10 days: https://www.bnr.ro/nbrfxrates10days.xml

What to check:

• Current EUR/RON rate
• 10-day trend direction and magnitude
• Proximity to alert thresholds

Red flags:

EUR/RON	Level	Interpretation
< 5.05	Normal	Stable, within historical range
>= 5.05	WARNING	RON weakening, monitor inflation impact on savings
>= 5.10	CRITICAL	Significant depreciation, consider hedging

Why it matters: EUR/RON directly impacts purchasing power for EUR-denominated goods/services and savings held in RON. A weakening RON erodes real value of RON savings and increases import costs.

Data Retrieval

Automated Scripts

FRED data: python3 scripts/fred_fetcher.py [series_id|snapshot|divergence|crisis]

• snapshot — all 7 macro series (Treasury, dollar, VIX, Fed funds, Brent, EUR, yield curve)
• divergence — yield-dollar divergence check with interpretation
• crisis — red flag alert check (Brent >$120, VIX >35, 10Y >5%, yield curve inverted, USD/EUR >1.20)
• [SERIES_ID] — latest value for any FRED series

BNR data: python3 scripts/bnr_fetcher.py [latest|trend|alert]

• latest (default) — current EUR/RON rate from BNR
• trend — 10-day EUR/RON trend with direction and magnitude
• alert — check EUR/RON against warning (5.05) and critical (5.10) thresholds

TIC data: python3 scripts/tic_parser.py

Manual Quick Check

# Get latest 10Y yield
curl -s "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DGS10" | tail -5

# Get latest dollar index
curl -s "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DTWEXBGS" | tail -5

Interpretation Framework

Growth vs Value Sensitivity

Growth stocks (tech, high P/E):

• More sensitive to rate increases
• Future cash flows discounted at higher rates
• Sell on yield spikes

Value stocks (utilities, banks):

• Less rate-sensitive
• Banks may benefit from higher rates
• More defensive in rate environment

Sector Impact Matrix

Indicator	Tech Impact	Bank Impact	Utility Impact
Yields up	Negative	Positive	Negative
Dollar up	Mixed (int'l)	Positive	Neutral
Gold up	Neutral	Neutral	Defensive signal
TIC selling	Negative	Negative	Defensive demand

When to Escalate

Immediate attention required if:

1. Dollar-yield divergence >3 days
2. China TIC drop >$50B in month
3. Multiple indicators red simultaneously
4. Pattern resembles April 2025 event

Reference Materials

See reference/ subdirectory for:

• Historical divergence patterns
• Detailed indicator documentation
• Source URLs and update schedules

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Update frequency: Check TIC monthly (mid-month release), FRED daily for divergence monitoring, BNR daily for EUR/RON.