What is the primary data source for this skill?

It uses the official JSDA (Japan Securities Dealers Association) 'Trading Volume of OTC Bonds' datasets, specifically the net purchase/sale Excel files.

How does it interpret the sign of the data?

It follows the JSDA convention where positive values represent net sales (Sell > Purchase) and negative values represent net purchases (Purchase > Sell).

Does it require manual data entry?

No, the skill includes scripts to automatically download the latest and historical fiscal year Excel files directly from the JSDA website.

What bond maturities does this skill analyze?

The skill specifically focuses on the 'Super-Long' category, which corresponds to interest-bearing bonds with maturities over 10 years.

JGB Insurer Flow Analyzer

Name: JGB Insurer Flow Analyzer
Author: fatfingererr

byfatfingererr

データサイエンスとML

Analyzes Japanese Government Bond (JGB) transaction data to identify record-breaking selling flows from insurance companies.

概要

This skill enables Claude to programmatically fetch and process Japanese Securities Dealers Association (JSDA) data to monitor the behavior of life and non-life insurance companies in the super-long JGB market (10+ years). It automates the extraction of net sale figures, identifies historical record-breaking selling patterns, calculates consecutive streaks, and provides statistical context through Z-scores. It is an essential tool for macro analysts and traders who need to verify market narratives regarding Japanese institutional selling pressure without manual spreadsheet manipulation.

主な機能

Calculation of consecutive selling streaks and cumulative total outflows
Structured output in both human-readable Markdown and machine-readable JSON
Detection of record-breaking net selling months compared to historical data
Automated JSDA Excel data fetching and parsing for OTC bond volumes
Statistical analysis including Z-scores and percentiles for historical context
0 GitHub stars

ユースケース

Verifying news headlines regarding record-breaking Japanese insurer selling activity
Quantifying cumulative selling pressure during specific Japanese market cycles
Monitoring institutional shifts in super-long (10-year+) JGB maturity buckets

概要

主な機能

Calculation of consecutive selling streaks and cumulative total outflows
Structured output in both human-readable Markdown and machine-readable JSON
Detection of record-breaking net selling months compared to historical data
Automated JSDA Excel data fetching and parsing for OTC bond volumes
Statistical analysis including Z-scores and percentiles for historical context
0 GitHub stars

ユースケース

Verifying news headlines regarding record-breaking Japanese insurer selling activity
Quantifying cumulative selling pressure during specific Japanese market cycles
Monitoring institutional shifts in super-long (10-year+) JGB maturity buckets