analyze-fx-carry

analyze-fx-carry is a command for Claude Code from yuping322/financial-services-plugins-new. It costs 16 tokens per session (499 once invoked), scanned A, original, Apache-2.0.

A foreign-exchange carry analysis command that compares currency prices, forward rates, volatility, and past market data. It looks at whether the interest-rate difference between two currencies may reward holding one against the other.

In plain words
What is it for?
It is for assessing currency pairs across different time periods, measuring expected carry, and checking how volatility and past price movements could affect the trade.
Why use it?
It brings the main carry-trade inputs into one review, so you do not have to compare spot rates, forward pricing, volatility risk, and history separately.

Command for Claude Code

Written for Claude Code: argument-hint in frontmatter.

Needs its repository: it reads a path above its own folder, which exists only inside the repository. The line is This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools..

Part of the lseg plugin — 8 skills, 8 commands shipped together

Good fit It is for assessing currency pairs across different time periods, measuring expected carry, and checking how volatility and past price movements could affect the trade.

Compare 6 commands from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/yuping322/financial-services-plugins-new
agentmods
npx agentmods add commands/yuping322/financial-services-plugins-new/analyze-fx-carry

Made for: Claude Code.

Or install lseg, the plugin that ships this one along with the rest of its 8 skills, 8 commands.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for analyze-fx-carry

README.md
[![agentmods](https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-fx-carry/github.svg)](https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-fx-carry)
Your own site
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Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for analyze-fx-carry

Your own site · 80×15
<a href="https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-fx-carry"><img src="https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-fx-carry.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 16 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 499 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00016 $0.00499
Opus 5 $0.00008 $0.00249
Sonnet 5 $0.00003 $0.00100
Haiku 4.5 $0.00002 $0.00050

Measured 7d ago against content hash ab8f557c8c45, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

analyze-fx-carry scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 7d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

partner-built/lseg/commands/analyze-fx-carry.md · 62 lines

What it actually says

Analyze FX Carry Trade

This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See 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.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 7d ago First seen · 62 lines · 16 tokens per session scan A ab8f557c8c45

Subscribe to this mod's changes

analyze-fx-carry is a command published in the GitHub repository yuping322/financial-services-plugins-new (17 stars, last pushed 6mo ago), licensed Apache-2.0. It adds 16 tokens to every session and 499 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.