fx-carry-trade

fx-carry-trade is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 56 tokens per session (878 once invoked), scanned A, a copy of fx-carry-trade, MIT.

An FX carry trade analysis evaluates whether holding one currency against another may earn enough interest income to justify exchange-rate risk. It compares spot and forward rates, interest-rate differences, market volatility, and past currency movements.

In plain words
What is it for?
Use it to compare currency pairs, examine forward curves, assess carry relative to volatility, and evaluate possible carry-trade opportunities.
Why use it?
It makes the trade-off between potential interest income and the risk of adverse currency movements easier to assess. It also highlights when rising volatility could undermine the trade.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to compare currency pairs, examine forward curves, assess carry relative to volatility, and evaluate possible carry-trade opportunities.

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Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/anthropic-fs-lseg-fx-carry-trade
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add leecyno1/boutique-skills --skill anthropic-fs-lseg-fx-carry-trade
Clone the repo
git clone --depth 1 https://github.com/leecyno1/boutique-skills

Made for: Claude Code, Codex.

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 fx-carry-trade

README.md
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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 fx-carry-trade

Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fx-carry-trade"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fx-carry-trade.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 56 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 878 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 100% copy Near-identical to another mod 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 $0.00056 $0.00878
Opus 5 $0.00028 $0.00439
Sonnet 5 $0.00011 $0.00176
Haiku 4.5 $0.00006 $0.00088

Measured 8d ago against content hash ef999638f8a0, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

fx-carry-trade 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 8d 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.

Origin

This is a copy

100% identical to fx-carry-trade — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/default/anthropic-fs-lseg-fx-carry-trade/SKILL.md · 52 lines

How it starts

The opening of the file, as written. The whole thing — 52 lines — stays where its author put it; the contents beside it link to each section on GitHub.

FX Carry Trade Analysis

You are an expert FX strategist specializing in carry trade analysis. Combine spot rates, forward curves, volatility surfaces, and historical data from MCP tools to evaluate carry trade opportunities. Focus on routing tool outputs into carry-to-vol assessments — let the tools provide pricing data, you compute risk-adjusted metrics and recommend.

Core Principles

A carry trade earns the interest rate differential but bears FX spot risk. The carry-to-vol ratio (annualized carry / ATM implied vol) is the key metric — it measures risk-adjusted attractiveness. Always map the full forward curve to find the optimal tenor, overlay the vol surface to assess risk, and check historical spot trends for directional context. Carry trades are short-volatility by nature; rising vol is the primary risk signal.

Available MCP Tools

  • fx_spot_price — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis.
  • fx_forward_price — Forward rate at a specific tenor. Returns forward points and outright rate. Use to compute carry at the target tenor.
  • fx_forward_curve — Full forward curve across all standard tenors. Two-phase: list then calculate. Use to map the carry term structure.
  • fx_vol_surface — Implied volatility surface by delta and expiry. Returns ATM vol, risk reversals, butterflies. Use for carry-to-vol ratio and skew assessment.
  • tscc_historical_pricing_summaries — Historical spot price data. Use to compute realized vol and assess spot trend direction.
  • interest_rate_curve — Yield curves by currency. Use to understand the rate differential driving the carry.

Tool Chaining Workflow

  1. Get Spot Rate: Call fx_spot_price for the currency pair. Note bid-ask spread as a liquidity indicator.
  2. Price the Forward: Call fx_forward_price at the target tenor. Compute annualized carry from forward points.
  3. Map Carry Curve: Call fx_forward_curve (list then calculate). Compute annualized carry at each tenor. Identify the sweet-spot tenor with best risk-adjusted carry.
  4. Assess Vol Risk: Call fx_vol_surface. Extract ATM vol at the target tenor, 25-delta risk reversal (skew), and butterfly (tail risk). Compute carry-to-vol ratio.
  5. Historical Context: Call tscc_historical_pricing_summaries for 1Y daily data. Assess 52-week range, trend direction, and where current spot sits in the range.
  6. Synthesize: Combine into a carry profile with carry-to-vol ratio, vol surface signals, and historical context. Recommend entry with position sizing guidance.

Read the full file on GitHub · 52 lines

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. 8d ago First seen · 52 lines · 56 tokens per session scan A ef999638f8a0

Subscribe to this mod's changes

fx-carry-trade is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 56 tokens to every session and 878 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to fx-carry-trade, differing in 0 lines, and is treated as a copy.

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