SKILL.md
LLMQuant Commodities
This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface.
Routing Rules
- Identify the commodity, contract codes, region, horizon, and output target.
- Select the closest workflow below.
- Open only that workflow and relevant local resources.
- Use LLMQuant Data for spot, futures, inventory, macro, FX, and rate inputs.
- Report contract dates, observation dates, source coverage, and missing inputs.
Workflow Index
| User intent | Workflow |
|---|---|
| Build a commodity market brief across price, curve, inventory, macro, and equities. | [workflows/commodity-market-lens.md](workflows/commodity-market-lens.md) |
| Analyze futures term structure, roll yield, contango/backwardation, and curve shifts. | [workflows/futures-curve-monitor.md](workflows/futures-curve-monitor.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve commodity spot or front-month prices, recent changes, volume, and observation timestamp.
- Retrieve futures curves by contract month, including curve shape, roll yield, volume, and open interest.
- Retrieve inventory, production, demand, import/export, weather, and commodity event context.
- Retrieve macro indicators, rates, FX, inflation, growth, and related equity or ETF price proxies.
Fallback:
- If commodity data is not available, list the exact inputs needed and continue only with available macro, market, or user-provided evidence.
- Do not infer spot prices, inventories, or curve shape from memory.