us-gov-shutdown-tracker_skill

This skill analyzes US government shutdown liquidity impacts by tracking TGA, reserves, EFFR, and SOFR to assess stealth tightening and market stress.

Python

168

GitHub Stars

1

Bundled Files

2 months ago

Catalog Refreshed

4 months ago

First Indexed

Readme & install

Copy the install command, review bundled files from the catalogue, and read any extended description pulled from the listing source.

Installation

Preview and clipboard use veilstrat where the catalogue uses aiagentskills.

npx veilstrat add skill fleurytian/awesome-claude-skills --skill us-gov-shutdown-tracker

SKILL.md9.0 KB

Overview

This skill tracks and analyzes US government shutdown liquidity impacts by monitoring TGA (Treasury General Account), bank reserves, EFFR, and SOFR data from the FRED API. It quantifies "stealth tightening" effects when TGA accumulation mechanically drains reserves and pushes money-market rates above Federal Reserve policy intent. Use it to produce concise status assessments, charts, and historical comparisons of shutdown episodes.

How this skill works

The skill fetches weekly TGA and bank-reserve series and daily EFFR and SOFR series from FRED, computes SOFR premium (SOFR - EFFR), and classifies liquidity into EASING/TIGHTENING/STABLE/MIXED based on calibrated thresholds. It outputs a JSON summary with key time points, a PNG visualization (TGA vs reserves, EFFR vs SOFR, SOFR premium), and a structured conclusion highlighting current status and metric deltas versus baseline and peak.

When to use it

When you need a concise assessment of liquidity conditions during a US government shutdown
To determine whether shutdown effects are easing or tightening money markets
When tracking SOFR premium spikes or "stealth tightening" signals
To compare a current shutdown episode with historical episodes (e.g., 2013, 2018–19)
Weekly monitoring on Wednesdays/Thursday mornings after TGA/reserve data release

Best practices

Lead with the one-line conclusion (EASING/TIGHTENING/STABLE/MIXED)
Run weekly checks on Wednesday evening or Thursday morning after data updates
Use a pre-shutdown baseline ~1 week before the shutdown start for comparisons
Always include the chart when SOFR premium shows significant movement (>15 bps)
Note other liquidity drivers (QT, month-end spikes) before attributing effects solely to the shutdown

Example use cases

Quick status check: "Has the U.S. government shutdown ended? What is the liquidity impact?"
Generate a weekly liquidity stress report showing TGA, reserves, and SOFR premium trends
Compare the 2025 shutdown episode to 2018–19 to assess reserve-environment differences
Alert when SOFR premium exceeds 15 bps so risk teams can investigate funding stress
Produce a graphical briefing for a Monday market-deck after Wednesday data release

FAQ

Ask: "Has the U.S. government shutdown ended? What is the liquidity impact?" to trigger the focused shutdown-liquidity assessment.

How often should I run the analysis?

Weekly, ideally Wednesday evening or Thursday morning after the Federal Reserve posts TGA and reserves data.

Can this skill predict if markets will worsen?

No. The skill describes current and historical liquidity conditions but does not provide forecasts.